An introduction to the NMPC-Graph as general schema for causal modelling of nonlinear, multivariate, dynamic, and recursive systems with focus on time-series prediction
نویسنده
چکیده
While the disciplines of physics and engineering sciences in many cases have taken advantage from accurate time-series prediction by applying ordinary differential equation systems upon precise basic physical laws such approach hardly could be adopted by other scientific disciplines where precise mathematical basic laws are unknown. A new modelling schema, the NMPC-graph, opens the possibility of interdisciplinary and generic nonlinear, multivariate, dynamic, and recursive causal modelling in domains where basic laws are only known as qualitative relationships among parameters while their precise mathematical nature remains undisclosed at modelling time. The symbolism of NMPC-graph is kept simple and suited for analysts without advanced mathematical skills.
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ورودعنوان ژورنال:
- CoRR
دوره abs/1511.00319 شماره
صفحات -
تاریخ انتشار 2015