Extended State Dependent Parameter modelling with a Data-Based Mechanistic approach to nonlinear model structure identification

Mindham, David A. and Tych, Wlodzimierz and Chappell, Nick A. (2018) Extended State Dependent Parameter modelling with a Data-Based Mechanistic approach to nonlinear model structure identification. Environmental Modelling and Software, 104. pp. 81-93. ISSN 1364-8152

PDF (Mindham et al 2018 accepted (1))
Mindham_et_al_2018_accepted_1_.pdf - Accepted Version
Available under License Creative Commons Attribution Non-commercial No Derivatives.

Download (808kB)


Abstract A unified approach to Multiple and single State Dependent Parameter modelling, termed Extended State Dependent Parameters (ESDP) modelling, of nonlinear dynamic systems described by time-varying dynamic models applied to ARX or transfer-function model structures. Crucially, the approach proposes an effective model structure identification method using a novel Information Criterion (IC) taking into account model complexity in terms of the number of states involved. In ESDP, model structure involves not only the model orders, but also selection of the states driving the parameters, which effectively prevents the use of most current IC. This leads to a powerful methodology for investigating nonlinear systems building on the Data-Based Mechanistic (DBM) philosophy of Young and expanding the applications of the existing DBM methods. The methodologies presented are tested and demonstrated on both simulated data and on high frequency hydrological observations, showing how structure identification leads to discovery of dynamic relationships between system variables.

Item Type:
Journal Article
Journal or Publication Title:
Environmental Modelling and Software
Additional Information:
This is the author’s version of a work that was accepted for publication in Environmental Modelling & Software. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Environmental Modelling & Software, 104, 2018 DOI: 10.1016/j.envsoft.2018.02.015
Uncontrolled Keywords:
ID Code:
Deposited By:
Deposited On:
03 Sep 2018 11:16
Last Modified:
28 May 2023 04:05