Add ACF as validation method

[dhblum]

This issue will add analysis of auto-correlation of residuals as a parameter estimation validation method. Currently mpcpy.models.RMSE is the only validation method.

The validation method should generate an ACF plot and raw data in a list-like form of ([lag], [ACF]).

See for reference the use in Bacher and Madsen (2011) "Identifying suitable models for the heat dynamics of buildings" Energy and Buildings 43(7), available at https://doi.org/10.1016/j.enbuild.2011.02.005.

@WalterZWang Is this something you can help with?

[WalterZWang]

Hi Dave,

Yes, I can work on this task.

Best, Zhe

On Thu, Jun 18, 2020 at 11:22 AM dhblum [email protected] wrote:

This issue will add analysis of auto-correlation of residuals as a parameter estimation validation method. Currently mpcpy.models.RMSE is the only validation method.

The validation method should generate an ACF plot and raw data in a list-like form of ([lag], [ACF]).

See for reference the use in Bacher and Madsen (2011) "Identifying suitable models for the heat dynamics of buildings" Energy and Buildings 43(7), available at https://doi.org/10.1016/j.enbuild.2011.02.005.

@WalterZWang https://github.com/WalterZWang Is this something you can help with?

— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub https://github.com/lbl-srg/MPCPy/issues/204, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJTBUKQH4WAKAPDDTDLDZKDRXJLOLANCNFSM4OCBCGQQ .

-- Zhe (Walter) Wang Project Scientist Building Technology & Urban System Division Lawrence Berkeley National Lab

[dhblum]

That's great, thank you!