How do I compare two multivariate timeseries? NARMAX?
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I have two datasets in form of time-series: (Y_1(t), X_1(t)) and (Y_2(t), X_2(t)), which comes from measurements of the same object during two repetitions of the same experiment in two different structures(a dynamic driving cycle for the same IC engine).
Y is my response signal, measured CO2 level X contains information about environmental variables, such as humidity, pressure and temperature, and measurements of factors which affects Y, such as speed, momentum, humidity, flows, exhaust pressure&temperature, etc., for a total of 15 variables.
What is the most informative way to compare Y_1 and Y_2? I would like to be either be able to say that the Y_1 differs from Y_2 in a predictable way, due to a given change in a given variable contained in X or that the differences between Y_1 and Y_2 are not explainable by a change in X. Can creating a NARX/NARMAX model for either of them help me in any way?
Thanks in advance!
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Greg Heath
2017년 7월 26일
편집: Greg Heath
2017년 7월 26일
QUES: WHAT OR WHERE IS NARMAX???
ANS: I GUESS I FORGOT:
https://www.mathworks.com/matlabcentral/answers/346926-how-do-i-update-narx-network-to-a-narmax-network-using-the-matlab-neural-network-toolbox
채택된 답변
Carl
2017년 7월 25일
Hi Matteo. How to compare Y_1 and Y_2 in an informative way is a very broad question, and I think it would mostly depend on what specific information you're looking for. See the following page for a list of MATLAB functions for analyzing time series data in the System Identification Toolbox:
As well as using NARX and time-delay neural networks:
Alternatively, you can perform some type of regression on your X and Y data. The Statistics and Machine Learning Toolbox has a variety of regression models for this:
댓글 수: 2
Greg Heath
2017년 7월 30일
The Neural Network Toolbox does not have NARMAX and NARXMAX.
However, they probably are in one of the other toolboxes.
Greg
Greg Heath
2017년 11월 5일
편집: Greg Heath
2017년 11월 5일
NARMAX and NARXMAX are not available in MATLAB.
The "MA" stands for "MovingAverage" and the above functions appear to differ from NAR and NARX by including linear combinations of past errors as feedback signals.
However, since
error = target-output
it looks like they can only be used as long as target data is available.
Greg
추가 답변 (1개)
Greg Heath
2017년 11월 5일
I assume both Y and X are multi-dimensional yielding multidimensional DX = X2-X1 and DY = Y1-Y2.
Then the best way that I can think of explaining differences is to curvefit both DX and DY. Then plot
DYi vs DXj where i and j represent dimension indices, not data points.
Hope this helps
Thank you for formally accepting my answer
Greg
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