Re: model identification
- From: "mary " <maruetta@xxxxxxxxxx>
- Date: Mon, 1 Jun 2009 19:36:01 +0000 (UTC)
well i should firstly thank you so much because you are very kind.There is one last doubt:
once we calculate all the possible fits using compare how can we choose the orders which provide the best fit?
This is what I did:
for u = 1:1:nmax
for r = 1:1:nmax
for s = 1:1:nmax
for t = 1:1:nmax
ord1 = bj(datistima,[u,r,s,t,1]);
[yh,fit(u,r,s,t)]= compare(datival,ord1);
end
end
end
end
Is this what you mean?If it is how can we then choose the orders of the model?using FIND?but how?
thank you so much again
best wishes
Mary
"Rajiv Singh" <Rajiv.SinghNoSpam@xxxxxxxxxxxxx> wrote in message <h00n1k$s0h$1@xxxxxxxxxxxxxxxxxx>...
You can concatenate SISO models, as in M = [M1, M2]. See idpoly/horzcat..
Rajiv
"mary " <maruetta@xxxxxxxxxx> wrote in message
news:gvuen1$t16$1@xxxxxxxxxxxxxxxxxxxxx
well,as i have to deal with two inputs and one output but i want to
calculate the box-jenkins taking an input singularly (to compare it with
the one i would obtain if I did it MISO - multiple input single-output)
how can I sum the two B-J models (one dealing with the first input and one
dealing with the second) and then compare them with the data?
thank u very much for your help
"Rajiv Singh" <Rajiv.SinghNoSpam@xxxxxxxxxxxxx> wrote in message
<gvospo$q8h$1@xxxxxxxxxxxxxxxxxx>...
Hi Mary,
arxstruc/selstruc are meant for ARX models only, however, they would
indeed
give you some guidance on the corresponding orders for the BJ model. "na"
would indicate, roughly, the number of poles (orders of F and D), while
"nb"
would tell you about order of B. As a starting point, I would recommend
using na to define order of F, using nb to define order of B and nk for
input delay. For the orders of the noise component (C/D), just start by
choosing something simple (lowest possible orders). Do a residual test
(see
RESID) after estimation and based on those results slowly increase the
order
of noise component related polynomials.
If you have ample time at your hand, you can also do an exhaustive search
for best orders- choose a grid of (nb, nc, nd, nf, nk) values and try
out
all combinations for estimation. For each estimated model, compute
percent
fit to an independent (validation) data set using COMPARE. Pick orders
that
provide best fit to validation data.
HTH,
Rajiv
"mary " <maruetta@xxxxxxxxxx> wrote in message
news:gvn105$ko5$1@xxxxxxxxxxxxxxxxxxxxx
hello,i desperately need ur help!!
well,i have a series of input (there is more than one input series)and
output data and i should identify a box-jenkins model,which,given the
input data,identifies the output ones. I have to identify the orders
and
the values of the parameters.
Are there functions like selstruc or arxstruc also for the box-jenkins
model or should I implement a function for my purpose?
waiting for ur replies,
thank you so much
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