Solved

multivariate analysis

Posted on 2001-06-22
4
233 Views
Last Modified: 2010-05-18
i have 10k data points[multiple inputs and outputs.] what methods are available to fit these data points? shall i go for subspace based methods?
0
Comment
Question by:sarika1977
  • 2
  • 2
4 Comments
 
LVL 4

Accepted Solution

by:
prashant_n_mhatre earned 200 total points
ID: 6220160
You said you have 10000 data points. If your system is linear 500-700 data points are enough. First plot the data...look at trends...select proper data channel which you think captures the dynamic part.

Check if the data is linear.

Linear:

AR (Auto Regressive), ARX(AutoRegressive eXogeneous), ARMAX(AutoRegressive Moving Average eXogeneous), Box-Jenkins(BJ) models are available. There is not much difference among them if you don't bother about the modeling of residuals. You may go with ARX.


Nonlinear:

NARX (Nonlinear ARX), NARMAX (Nonlinear - ARMAX) and so many options are available. But I would suggest you to try out linear model. If it doesn't fit, you may try out bilinear combinations. Other high order models may not be stable.


Subspace Based Methods:

You may try out PLS (Partial Least Squares), PCA  (Principle Component Analysis), N4SID, CVA etc. They definitely give better fit than others but the order of model will blow up. Ultimately it will result in large computation time.


Feel free to get back to me if something is not clear to you..or need explanation or more info on specific topic
0
 

Author Comment

by:sarika1977
ID: 6220168
pls suggest references on n4sid
thanx
0
 
LVL 4

Expert Comment

by:prashant_n_mhatre
ID: 6220279
I guess you are using MATLAB. see

>> help n4sid

I have some documents. Send me mail@

prashantm@www.com

I'll send you.
0
 

Author Comment

by:sarika1977
ID: 6220337
nice documents
0

Featured Post

Is Your Active Directory as Secure as You Think?

More than 75% of all records are compromised because of the loss or theft of a privileged credential. Experts have been exploring Active Directory infrastructure to identify key threats and establish best practices for keeping data safe. Attend this month’s webinar to learn more.

Question has a verified solution.

If you are experiencing a similar issue, please ask a related question

Suggested Solutions

Title # Comments Views Activity
factorial example challenge 10 93
Tviruailstringtree sort multi columns on header click 1 54
Please explain: Aspect Oriented Programming 2 84
MacOS and programming in React 7 28
I know it’s not a new topic to discuss and it has lots of online contents already available over the net. But Then I thought it would be useful to this site’s visitors and can have online repository on vim most commonly used commands. This post h…
A short article about problems I had with the new location API and permissions in Marshmallow
An introduction to basic programming syntax in Java by creating a simple program. Viewers can follow the tutorial as they create their first class in Java. Definitions and explanations about each element are given to help prepare viewers for future …
In this seventh video of the Xpdf series, we discuss and demonstrate the PDFfonts utility, which lists all the fonts used in a PDF file. It does this via a command line interface, making it suitable for use in programs, scripts, batch files — any pl…

920 members asked questions and received personalized solutions in the past 7 days.

Join the community of 500,000 technology professionals and ask your questions.

Join & Ask a Question

Need Help in Real-Time?

Connect with top rated Experts

17 Experts available now in Live!

Get 1:1 Help Now