Ticket #35 (assigned task)

Opened 10 years ago

Last modified 10 years ago

factorized ARX model

Reported by: smidl Owned by: mido
Priority: major Milestone: Jobcontrol
Component: bdm core Version:
Keywords: Cc: mido


create an estimator of the ARX model that is internally composed of other ARXs running in parallel.

This is to be done in the fasion of mixtools. There, the ARX is decomposed into univariate ARX and modeled independently. For that particular case, it is also possible to join the result back into multivariate form.

Operation required to be available for that object are:

  • use structure estimation from #12 for each model,
  • check is structure is valid - ?? MK question
  • check if the resulting structure can be simplified (some variables may become independent)

Change History

Changed 10 years ago by mido

  • cc mido added
  • owner changed from smidl to mido
  • status changed from new to assigned
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