predict.estpoly: Predictions of identified model

In sysid: System Identification in R

Description

Predicts the output of an identified model (estpoly) object K steps ahead.

Usage

## S3 method for class 'estpoly'
predict(object, newdata = NULL, nahead = 1, ...)

Arguments

object	estpoly object containing the identified model
newdata	optional dataset to be used for predictions. If not supplied, predictions are made on the training set.
nahead	number of steps ahead at which to predict (Default:1). For infinite- step ahead predictions or pure simulation, supply Inf.
...	other arguments

Value

Time-series containing the predictions

References

Arun K. Tangirala (2015), Principles of System Identification: Theory and Practice, CRC Press, Boca Raton. Chapter 18

Examples

data(arxsim)
mod1 <- oe(arxsim,c(2,1,1))
Yhat <- predict(mod1,arxsim) #  1-step ahead predictions 
Yhat_2 <- predict(mod1,arxsim,nahead=2) # 2-step ahead predictions
Yhat_inf <- predict(mod1,arxsim,nahead=Inf) # Infinite-step ahead predictions

sysid documentation built on May 2, 2019, 4:18 a.m.