Kstep ahead prediction
yp = predict(sys,data,K)
yp = predict(sys,data,K,opt)
[yp,x0e,sys_pred]
= predict(sys,data,K,___)
predict(sys,data,K___)
predicts
the output of an identified model, yp
= predict(sys
,data
,K
)sys
, K
steps
ahead using inputoutput data history from data
.
predicts
the output using the option set yp
= predict(sys
,data
,K
,opt
)opt
to configure
prediction behavior.
[
also
returns the estimated initial state, yp
,x0e
,sys_pred
]
= predict(sys
,data
,K
,___)x0e
, and
a predictor system, sys_pred
.
predict(
plots
the predicted output.sys
,data
,K
___)
An important use of predict
is to evaluate
a model's properties in the midfrequency range. Simulation with sim
(which
conceptually corresponds to k = inf
) can lead to
diverging outputs. Such divergence occurs because sim
emphasizes
the lowfrequency behavior. One stepahead prediction is not a powerful
test of the model's properties, because the highfrequency behavior
is stressed. The trivial predictor $$\widehat{y}(t)=y(t1)$$ can
give good predictions in case the sampling of the data is fast.
Another important use of predict
is to evaluate
timeseries models. The natural way of studying a timeseries model's
ability to reproduce observations is to compare its k stepahead
predictions with actual data.
For OutputError models, there is no difference between the k stepahead predictions and the simulated output. This lack of difference occurs because, by definition, OutputError models only use past inputs to predict future outputs.
predict
predicts the response over the
time span of data
. forecast
performs
prediction into the unseen future, which is a time range beyond the
last instant of measured data. predict
is a tool
for validating the quality of an estimated model. Use predict
to
determine if the prediction result matches the observed response in data.OutputData
.
If sys
is a good prediction model, consider using
it with forecast
(only supports linear models).

Identified model.


Measured inputoutput data. Specify If 

Prediction horizon. Specify Default: 

Prediction options.


Predicted output.
Outputs up to the time When For multiexperiment data, When 

Estimated initial states. 

Predictor system. sys_pred is a dynamic system whose simulation, using For discretetime data, For multiexperiment data, When 