4. Conclusions, discussion, and further work
4.1. Summary We address the task of discrete-time modeling of nonlinear dynamic systems using measured data, which is typically converted into a regression problem. We investigate the use of tree ensembles for regression, a very successful predictive modeling approach, for this task. We consider existing tree ensemble approaches to regression, such as bagging of model trees, and propose the use of a novel approach of learning model tree ensembles tailored to the task of modeling dynamic systems. The latter learns random forests of fuzzified model trees and performs ensemble selection based on the output error measure. We evaluate the performance of the tree ensemble methods and three state-of-the-art methods for system identification typically used in control engineering. We consider the predictive performance of the learned models and in particular their resilience to noise. For this purpose, we use one synthetic task without noise, one synthetic task with different levels of artificially introduced noise, and one real task of modeling nonlinear dynamic systems, all coming from the area of control engineering.