Model Identification And Data Analysis - 1St Module – Politecnico di Milano

Argomenti del programma: The program of the course is as follows. Basic concepts of stochastic processes ARMA and ARMAX classes of parametric models for time series and for Input/Output systems Parameter identification of ARMA and ARMAX models Analysis of identification methods Model validation and pre-processing Time series analysis

Argomenti del programma: The program of the course is as follows. Basic concepts of stochastic processes ARMA and ARMAX classes of parametric models for time series and for Input/Output systems Parameter identification of ARMA and ARMAX models Analysis of identification methods Model validation and pre-processing Time series analysis

Argomenti del programma: The program of the course is as follows. Basic concepts of stochastic processes ARMA and ARMAX classes of parametric models for time series and for Input/Output systems Parameter identification of ARMA and ARMAX models Analysis of identification methods Model validation and pre-processing Time series analysis