This contribution deals with the problem of finding models and dependencies within a large set of time series or processes. Nothing is assumed about their mutual influences and connections. The problem can not be tackled efficiently, starting from a classical system identification approach. Indeed, the general optimal solution would provide a large number of models, since it would consider every possible interdependence. Then a suboptimal approach will be developed. The proposed technique will present interesting modeling properties which can be interpreted in terms of graph theory. The application of this procedure will also be exploited as a tool to provide a clusterization of the time series. Finally, we will show that it turns out to be a dynamical generalization of other techniques described in literature.

Topological Properties in Identification and Modeling Techniques / Innocenti, Giacomo; Materassi, Donatello. - STAMPA. - (2009), pp. 161-175. [10.1007/978-3-642-03199-1_10]

Topological Properties in Identification and Modeling Techniques

INNOCENTI, GIACOMO;MATERASSI, DONATELLO
2009

Abstract

This contribution deals with the problem of finding models and dependencies within a large set of time series or processes. Nothing is assumed about their mutual influences and connections. The problem can not be tackled efficiently, starting from a classical system identification approach. Indeed, the general optimal solution would provide a large number of models, since it would consider every possible interdependence. Then a suboptimal approach will be developed. The proposed technique will present interesting modeling properties which can be interpreted in terms of graph theory. The application of this procedure will also be exploited as a tool to provide a clusterization of the time series. Finally, we will show that it turns out to be a dynamical generalization of other techniques described in literature.
2009
9783642031984
9783642031991
Modelling, Estimation and Control of Networked Complex Systems
161
175
Innocenti, Giacomo; Materassi, Donatello
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/806506
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