bayesian information criterion

조회 수: 6 (최근 30일)
Hjh
Hjh 2012년 3월 18일
Hi guys, I am trying to figure out how to combine the input and output data into the ARX model and then apply it into the BIC (Bayesian Information Criterion) formula. Below is the code that I am currently working on:
for i=1:30; %%Set Model Order
data=iddata(output,input,1);
model = arx(data,[8 9 i]);
yp = predict(model,data);
ye = regress(data,yp{1,1}(1:4018,1));
M(i) = var(yp);
BIC(i)=(N+i*(log(N)-1))/(N-i)*log(M(i));
end
But it does not work. It keep on giving me an error something like below:
"The syntax "Data{...}" is not supported. Use the "getexp" command to
extract individual experiments from an IDDATA object."
I did not understand what does that mean. Can someone explain it to me and where do I do wrong on my piece of code?
Thanks in advance.
Jah.
  댓글 수: 3
Hjh
Hjh 2012년 3월 20일
I already run this code with my data. But there is still an error. Do you know where my mistakes is?
Oleg Komarov
Oleg Komarov 2012년 3월 20일
Yes YOU did, but what about us? Do you think we can imagine your data? Sometimes it is possible, but in this case I think it would help if you gave us some sample data.

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답변 (1개)

Rajiv Singh
Rajiv Singh 2012년 3월 24일
What does class(yp) reveal? If it is iddata, you would need to use yp.y(1:4018) to retrieve the predicted response data used in regress command.

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