Search results for "Autoregressive exogenous model"
showing 4 items of 4 documents
Data-based modeling of vehicle collisions by nonlinear autoregressive model and feedforward neural network
2013
Vehicle crash test is the most direct and common method to assess vehicle crashworthiness. Visual inspection and obtained measurements, such as car acceleration, are used, e.g. to examine impact severity of an occupant or to assess overall car safety. However, those experiments are complex, time-consuming, and expensive. We propose a method to reproduce car kinematics during a collision using nonlinear autoregressive (NAR) model which parameters are estimated by the use of feedforward neural network. NAR model presented in this study is derived from the more general one - nonlinear autoregressive with moving average (NARMA). Suitability of autoregressive systems for data-based modeling was …
Assessment of Granger causality by nonlinear model identification: application to short-term cardiovascular variability.
2007
A method for assessing Granger causal relationships in bivariate time series, based on nonlinear autoregressive (NAR) and nonlinear autoregressive exogenous (NARX) models is presented. The method evaluates bilateral interactions between two time series by quantifying the predictability improvement (PI) of the output time series when the dynamics associated with the input time series are included, i.e., moving from NAR to NARX prediction. The NARX model identification was performed by the optimal parameter search (OPS) algorithm, and its results were compared to the least-squares method to determine the most appropriate method to be used for experimental data. The statistical significance of…
NARX Models of an Industrial Power Plant Gas Turbine
2005
This brief reports the experience with the identification of a nonlinear autoregressive with exogenous inputs (NARX) model for the PGT10B1 power plant gas turbine manufactured by General Electric-Nuovo Pignone. Two operating conditions of the turbine are considered: isolated mode and nonisolated mode. The NARX model parameters are estimated iteratively with a Gram-Schmidt procedure, exploiting both forward and stepwise regression. Many indexes have been evaluated and compared in order to perform subset selection in the functional basis set and determine the structure of the nonlinear model. Various input signals (from narrow to broadband) for identification and validation have been consider…
Dynamical model identification of population of oysters for water quality monitoring
2014
International audience; The measurements of valve activity in a population of bivalves under natural environmental conditions (16 oysters in the Bay of Arcachon, France) are used for a physiological model identification. A nonlinear auto-regressive exogenous (NARX) model is designed and tested. The model takes into account the influence of environmental conditions using measurements of the sunlight intensity, the moonlight and tide levels. A possible influence of the internal circadian/circatidal clocks is also analyzed. Through this application, it is demonstrated that the developed dynamical model can be used for estimation of the normal physiological rhythms of permanently immersed oyste…