NonSysId is an open-source MATLAB package that combines iterative orthogonal forward regression with PRESS-based term selection and simulation-based model choice for NARMAX identification.
Beyond obtaining parsimonious models, the model should generalise w ell to unseen data (validation) that is not used during the learning/training process (i.e
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NonSysId: A nonlinear system identification package with improved model term selection for NARMAX models
NonSysId is an open-source MATLAB package that combines iterative orthogonal forward regression with PRESS-based term selection and simulation-based model choice for NARMAX identification.