Go Premium for a chance to win a PS4. Enter to Win

x
?
Solved

multivariate analysis

Posted on 2001-06-22
4
Medium Priority
?
240 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 800 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

[Webinar] Cloud and Mobile-First Strategy

Maybe you’ve fully adopted the cloud since the beginning. Or maybe you started with on-prem resources but are pursuing a “cloud and mobile first” strategy. Getting to that end state has its challenges. Discover how to build out a 100% cloud and mobile IT strategy in this webinar.

Question has a verified solution.

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

Whether you’re a college noob or a soon-to-be pro, these tips are sure to help you in your journey to becoming a programming ninja and stand out from the crowd.
Although it can be difficult to imagine, someday your child will have a career of his or her own. He or she will likely start a family, buy a home and start having their own children. So, while being a kid is still extremely important, it’s also …
Simple Linear Regression
Starting up a Project

916 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