Prediction of Oldfaithful volcanic eruption:Auto Regression

Derive a model for predicting Old Faithful volcanic eruption based on ARX and ARMAX.

Description

The objective of this code is to explore the strength of least square curve fitting. Here the exception is that we will be using Auto regression techniques to formulate our "A" matrices.
File Description:
Linear difference model.pdf:
Matrices formulation for ARX and ARMAX algorithms.

Oldfaithful.doc:
The problem statement

OldFaithdata.m:
The original data for the eruption of Oldfaithful

systemID_ARMAX_oldfaithful.m
The code for ARX and ARMAX prediction of volcano eruption

• MATLAB release: MATLAB 7.5 (R2007b)