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?
This issue will add analysis of auto-correlation of residuals as a parameter estimation validation method. Currently
mpcpy.models.RMSEis 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?