An R library for (N)ARMAX black-box system identification
Home Page: http://helon.usuarios.rdc.puc-rio.br/
License: GNU General Public License v3.0
For details please see and cite, if you use, the following publication
https://doi.org/10.1016/j.softx.2020.100495
Ayala, H. V. H., Gritti, M. and Coelho, L. S. An R library for nonlinear black-box system identification. SoftwareX, 2020 (to appear).
A list of desired features can be found in the paper. They are all pending :)
yhat1 = predict(model, 1) # one-step-ahead
yhat0 = predict(model, 0) # free run
something like
model <- narmax(y,u,ny,nu,ne,rho_p,rho_n)
model <- armax(y,u,ny,nu,ne)
Hello Helon and Marcos,
I am a data science student and writing my master thesis on predicting multivariate data using methods like NARMAX and NARX. Is it possible to use your package on multivariate data?
Best,
Evridiki Sophia Vlachopoulou
examples from nonlinearbenchmark.org
for ANN-MLP models
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