Time Series Modeling Express VI

Owning Palette: Modeling and Prediction VIs

Requires: Advanced Signal Processing Toolkit

Builds dynamic models of the univariate or multivariate (vector) time series. You can specify the model orders automatically or manually when building models.

Dialog Box Options

Block Diagram Inputs

Block Diagram Outputs

Dialog Box Options

Parameter	Description
Data Source	Specifies whether this Express VI reads data from a block diagram input terminal or from a file. From terminal specifies that this Express VI reads data from a block diagram input terminal. From file specifies that this Express VI reads data from a file. This Express VI can read data from waveform, WAV, or TXT files. Waveform and TXT files can contain single-channel or multi-channel data. WAV files can contain only single-channel data.
File Path Configuration	Contains the following options: File path—Specifies and displays the path to the file from which this Express VI reads data. This option is available only when you select From file in the Data Source section. Prompt to choose a file each time this VI runs—Specifies whether this Express VI displays a dialog box that prompts you to select a file each time this Express VI runs. This option is available only when you select the From file option in the Data Source section.
Signal and Noise Auto-correlation	Displays the signal and noise auto-correlation. Channel—Specifies the channel of the time series to display. This option is available only when you select Multiple channels from the System Dimensions section. Signal—Displays the signal that you want to analyze. Noise auto-correlation—Displays the noise auto-correlation.
Model Settings	Specifies the settings of the model. Contains the following options: Type—Specifies the type of the model. Contains the following options: AR (default)—Specifies an autoregressive (AR) model. MA—Specifies a moving average (MA) model. ARMA—Specifies an autoregressive-moving average (ARMA) model. Settings—Specifies the settings of the model. AR order—Specifies the order of the AR model to estimate. The value of AR order must be greater than 0. The default is 10. This option is not available when you select MA in Type. MA order—Specifies the order of the MA model to estimate. The value of MA order must be greater than 0. The default is 1. This option is not available when you select AR in Type. Method of AR—Specifies the method to use in estimating the AR model. Options include Forward-Backward (default), Least-Squares, Yule-Walker, Burg-Lattice, and Geometric-Lattice. Method of AR is available only when you select AR in Type. Method of MA—Specifies the method to use in estimating the MA model. Options include Yule-Walker (default), High order AR, and Polynomial. Method of MA is available only when you select MA in Type. Method of ARMA—Specifies the method to use in estimating the ARMA model. Options include Yule-Walker (default), High order AR, and Polynomial. Method of ARMA is available only when you select ARMA in Type. Model Diagram—Displays the model diagram.
System Settings	Specifies the system dimensions and data type. System Dimensions—Specifies the dimensions of the system. Options include Single channel (default) and Multiple channels. System Dimensions is available only when you select From terminal in Data Source. When you select From file in Data Source, this VI determines the dimensions of the input time series automatically according to the file content. Data Type—Specifies the data type for the input signal or signals. Options include Array and Waveform (default). Data Type is available only when you select From terminal in Data Source. When you select From file in Data Source, this VI determines the data type of the input time series automatically according to the file content.
Order Estimation	This tab is available only when you select AR in Type and Single channel in System Dimensions. Contains the following options: Method—Specifies the method to use in estimating the optimal order. Options include FPE (default), AIC, BIC, MDL, Phi, and PCF. Maximum AR order—Specifies the upper limit of the search for the optimal order of autoregressive (AR) model. The value must be greater than Minimum AR order. The default is 20. Minimum AR order—Specifies the lower limit of the search for the optimal order of autoregressive (AR) model. The value must be greater than 0. The default is 1. Estimate—Click this button to estimate the optimal order. Criterion Function—Displays the criterion function.

Block Diagram Inputs

Parameter	Description
error in (no error)	Describes error conditions that occur before this node runs.
Xt	Specifies the time series. Xt is available only when you select From terminal in Data Source.
File path	Specifies the file path of the data you want to load. This input is available only when you select the From file option in the Data Source section.

Block Diagram Outputs

Parameter	Description
AR coefficients	Returns the estimated AR coefficients. This output is available only when you select AR or ARMA in Type.
MA coefficients	Returns the estimated MA coefficients. This output is available only when you select MA or ARMA in Type.
noise	Returns the estimated white noise series of the system model.
error out	Contains error information. This output provides standard error out functionality.

This Express VI operates similarly to the following VIs and functions:

TSA AR Modeling Order
TSA AR Modeling
TSA MA Modeling
TSA ARMA Modeling