Selecting ARX-model Orders Each bar in the figure corresponds to an ARX model with certain orders and delays.

The x-axis shows the number of parameters in the respective models. The y-axis shows the part of the output variance, which is NOT explained by the model. That is, the ratio between the prediction error variance and the output variance in percent.

Only that model that has the best fit for the given number of parameters is displayed. The fit is calculated using the Validation Data set.

Some text and color coding of bars relates some standard best choices:
Best Fit Relates which model has the best fit.
AIC Choice Relates which model minimizes Akaike's AIC criterion.
MDL Choice Relates which model minimizes Rissanen's MDL criterion.

Click on any of the bars using the (right) mouse button and the associated number of parameters will be inserted into the edit box. Alternately, type in any value you want. Further information about the best model with that number of parameters is displayed. Press Insert to insert the model into the ident Model board.

Theory suggests that Best Fit should be chosen if the Validation Data set is different from the Working Data set. Either AIC or MDL should be chosen if the Working and Validation data sets coincide. It may be wise to make a more subjective trade-off between fit and model order.

Help topics.

(file selordax.htm)