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forecastOptions

Option set for forecast

Syntax

opt = forecastOptions
opt = forecastOptions(Name,Value)

Description

opt = forecastOptions returns the default option set for forecast.

opt = forecastOptions(Name,Value) creates an option set with the options specified by one or more Name,Value pair arguments.

Input Arguments

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

'InitialCondition'

Specify initial conditions.

InitialCondition requires one of the following:

  • 'z' — Zero initial conditions.

  • 'e' — Estimate initial conditions such that the 1-step prediction error is minimized for the observed output.

  • x0obj — Specification object created using idpar. Use this object for discrete-time state-space models only. Use x0obj to impose constraints on the initial states by fixing their value or specifying minimum/maximum bounds.

Default: 'e'

'InputOffset'

Input signal offset.

Specify as a column vector of length Nu, where Nu is the number of inputs.

Use [] to indicate no offset.

For multiexperiment data, specify InputOffset as a Nu-by-Ne matrix. Nu is the number of inputs, and Ne is the number of experiments.

The offset value InputOffset(i,j) is subtracted from the ith input signal of the jth experiment in the PastData and FutureInputs arguments of forecast.

Default: []

'OutputOffset'

Output signal offset.

Specify as a column vector of length Ny, where Ny is the number of outputs.

Use [] to indicate no offset.

For multiexperiment data, specify OutputOffset as a Ny-by-Ne matrix. Ny is the number of outputs, and Ne is the number of experiments.

The offset value OutputOffset(i,j) is subtracted from the ith output signal of the jth experiment in the PastData argument of forecast. The offset value is added to the corresponding model output response after forecasting.

Default: []

'OutputWeight'

Weight of output for initial condition estimation.

OutputWeight requires one of the following:

  • '[]' — No weighting. This is the same as using eye(Ny), where Ny is the number of outputs.

  • 'noise' — Inverse of the noise variance stored with the model.

  • Matrix of doubles — A positive semidefinite matrix of dimension Ny-by-Ny, where Ny is the number of outputs.

Default: '[]'

Output Arguments

opt

Option set containing the specified options for forecast.

Examples

collapse all

Create a default options set for forecast.

opt = forecastOptions;

Create an options set for forecast using zero initial conditions and set the input offset to 5.

opt = forecastOptions('InitialCondition','z','InputOffset',5);

Alternatively, use dot notation to set the values of opt.

opt = forecastOptions;
opt.InitialCondition = 'z';
opt.InputOffset = 5;

See Also

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Introduced in R2012a

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