In this paper we propose a technique for modelling the temperature of the rooms of a smart building for control purposes. The approach consists in determining an (black-box) ARMAX model based on the first-principle thermodynamics equations of the system. Then, the model parameters are estimated by initially employing an ad hoc procedure and then by using a self-calibration method when the perfo...

A review and categorization of electric load forecasting techniques is presented. A wide range of methodologies and models for forecasting are given in the literature. These techniques are classi®ed here into nine categories: (1) multiple regression, (2) exponential smoothing, (3) iterative reweighted least-squares, (4) adaptive load forecasting, (5) stochastic time series, (6) ARMAX models bas...

Residual tests for sufficient model orders are based on the assumption that prediction errors are white when the model is correct. If an ARMAX system has zeros in the MA part which are close to the unit circle, then the standard predictor can have large transients. Even when the correct model is used there will be large correlations in the transient phase. In this case the standard residual tes...

A pneumatic actuator is highly nonlinear, which makes the precise position control of this difficult to achieve. In order achieve control, selecting a suitable model structure prerequisite before estimation. This selection based upon an understanding physical systems. paper, black-box chosen as system identification for modeling Intelligent Pneumatic Actuator (IPA) and variety parametric struct...

This study conducted a time series analysis of the Dow Jones Industrial Average’s response to Russia Ukraine conflict through change in crude oil continuous contract price. The relevant data was derived from 1st November 2021 29th April 2022. inputs were employed vector autoregressive model (VAR), moving average models (ARMAX), and ARMA-GARCH quantitatively characterize dynamic relationship bet...