evaluate

Evaluate performance of models

Functions:

Name	Description
validation	Model validation (one-step and k-step ahead predictor).

validation

validation(
    sys: IO_SISO_Model | IO_MIMO_Model,
    u: ndarray,
    y: ndarray,
    time: ndarray,
    k: int = 1,
    centering: CenteringMethods = None,
) -> ndarray

Model validation (one-step and k-step ahead predictor).

This function is very useful when the user wants to cross-validate the identified input/output model, that is, test the previously identified model on new data not used in the identification stage.

Parameters:

Name	Type	Description	Default
sys	IO_SISO_Model | IO_MIMO_Model	system to validate (identified ARX or ARMAX model)	required
u	ndarray	input data	required
y	ndarray	output data	required
time	ndarray	time sequence	required
k	int	k-step ahead	1