A Python library for nonlinear system identification using Multi-Gene Genetic Programming algorithm

Abstract

Models can be built directly from input and output data trough a process known as system identification. The Nonlinear AutoRegressive with eXogenous inputs (NARMAX) models are among the most used mathematical representations in the area and has many successful applications on data-driven modeling in different fields. Such models become extremely large when they have high degree of non-linearity and long-term dependencies. Hence, a structure selection process must be performed to make them parsimonious. In the present paper, it is introduced a toolbox in Python that performs the structure selection process using the evolutionary algorithm named Multi-Gene Genetic Programming (MGGP). The toolbox encapsulates basic tools for parameter estimation, simulation and validation, and it allows the users to customize their evaluation function including prior knowledge and constraints in the individual structure (gray-box identification).