Parameter Estimation

parmest is a Python package built on the Pyomo optimization modeling language ([Pyomo-paper], [PyomoBookIII]) to support parameter estimation using experimental data along with confidence regions and subsequent creation of scenarios for stochastic programming.

Citation for parmest

If you use parmest, please cite [Parmest-paper]

Index of parmest documentation

• Overview
  • Background
• Installation Instructions
  • Python package dependencies
  • IPOPT
  • Testing
• Parameter Estimation
  • List of experiment objects
  • Objective function
  • Suggested initialization procedure for parameter estimation problems
• Data Reconciliation
• Covariance Matrix Estimation
• Scenario Creation
• Graphics
• Examples
• Parallel Implementation
  • Installation
• API
  • parmest
  • scenariocreator
  • graphics