Meta-Model Structure Selection: Building Polynomial NARX Model for Regression and Classification
This addresses model structure selection for nonlinear systems, but it is incremental as it builds on existing meta-heuristic and polynomial NARX methods.
The paper tackles the problem of selecting polynomial NARX model structures for regression and classification by proposing a new meta-heuristic algorithm with a novel cost function to build parsimonious models, showing it identifies correct models for known structures and outperforms traditional methods like FROLS and recent randomized approaches.
This work presents a new meta-heuristic approach to select the structure of polynomial NARX models for regression and classification problems. The method takes into account the complexity of the model and the contribution of each term to build parsimonious models by proposing a new cost function formulation. The robustness of the new algorithm is tested on several simulated and experimental system with different nonlinear characteristics. The obtained results show that the proposed algorithm is capable of identifying the correct model, for cases where the proper model structure is known, and determine parsimonious models for experimental data even for those systems for which traditional and contemporary methods habitually fails. The new algorithm is validated over classical methods such as the FROLS and recent randomized approaches.