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How Accurate Can Instrumental Variable Models Become? Read chapter Read first chapter

2012 | OriginalPaper | Chapter

9. State Dependent Regressions: From Sensitivity Analysis to Meta-modeling

Authors : Marco Ratto, Andrea Pagano

Published in: System Identification, Environmental Modelling, and Control System Design

Publisher: Springer London

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Abstract

State Dependent Parameter (SDP) modelling has been developed by Professor Peter Young in the 1990s to identify non-linearities in the context of dynamic transfer function models. SDP is a very efficient approach and it is based on recursive filtering and Fixed Interval Smoothing (FIS) algorithms. It has been applied successfully in many applications, especially to identify Data-Based Mechanistic models from observed time series data in environmental sciences. In this paper we highlight the role played by the SDP ideas, namely in the simplified State-Dependent Regression (SDR) form, in the context of sensitivity analysis and meta-modelling. Fruitful joint co-operation with Peter Young has led to a series of papers, where SDR has been applied to perform sensitivity analysis, to reduce model’s complexity and to build meta-models (or emulators) capable to reproduce the main features of large simulation models. Finally, we will describe how SDR algorithms can be effectively used in the context of the identification and estimation of tensor product smoothing splines ANOVA models, improving their performances.

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previous chapter Box-Jenkins Seasonal Models
next chapter Multi-state Dependent Parameter Model Identification and Estimation
Footnotes
1
DACE is a Matlab toolbox used to construct a kriging approximation models on the basis of data coming from computer experiments (see [3]).
 
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Metadata
Title
State Dependent Regressions: From Sensitivity Analysis to Meta-modeling
Authors
Marco Ratto
Andrea Pagano
Copyright Year
2012
Publisher
Springer London
Book
System Identification, Environmental Modelling, and Control System Design

Print ISBN: 978-0-85729-973-4

Electronic ISBN: 978-0-85729-974-1

Copyright Year: 2012

DOI
https://doi.org/10.1007/978-0-85729-974-1_9