SDG_by_ARX

Synthetic Data Generation (SDG) by nonlinear AutoRegressive with eXogenous input (ARX) model
% Developed by Seyed Muhammad Hossein Mousavi - July 2023
% ARX models could be used for prediction and forecasting of the future. As data generated for the future % is similar to past/original data, it could be used for synthetic data generation.
% An ARX model, which stands for AutoRegressive with eXogenous input model, is a type of linear % time-series model commonly used in statistics and econometrics for modeling and forecasting data.
% It falls under the broader category of autoregressive models.
% A nonlinear ARX (AutoRegressive with eXogenous input) model is a type of time series model that % extends the traditional linear ARX model to accommodate non-linear relationships between the % variables.
In a nonlinear ARX model, the relationship between the current value of the time series % and its lagged values, as well as the exogenous variables, is expressed in a nonlinear form.