armax fit from GUI vs command window

Katarzyna

2014 2 13

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Hi, I am using armax model structure to estimate input-output relationship. I am a bit confused with my own script and matlab ident GUI. I have written a script to find armax structure, but when I specify this structure in GUI I receive very different results. My script at moment is very simple and do not solve the problem of overfitting. But first I'd like to make sure the results I am getting are what I think they are. So I'd like to find armax structure which will give best fit values. The script is as following:

opt = armaxOptions;
opt.InitialCondition = 'auto';
opt.Focus = 'prediction';
nk = 0;
j=2;
i=1;
for na=1:1:6
    for nb=1:1:6
        for nc=1:1:6
            m_armax = armax(data(:,:,:,j), [na nb nc nk], opt);
            fit(i) = m_armax.Report.Fit.FitPercent
            struct(:,i) = [na;nb;nc];
            i=i+1
        end
    end
end
[max_fit,index] = max(fit);

So I know from the script the structure and the value of best fit (in my case best fit is 67.4), however when I specify this structure in GUI by choosing estimate - polynomial models - ARMAX it returns best fit value(next to measured and simulated output) of 27.5

My worry is if the value in m_armax.Report.Fit.FitPercent is the same variable as best fit in GUI? Is there any way to turn GUI into running script?

Thank you in advance for tips and advice.

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Sarasij Banerjee 2022-2-19

I am having similar trouble. Keeping the arx order and estimation-validation data exact same, the gui and command window give very different fits. Were you finally able to figure out the issue?

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