[R-sig-dyn-mod] Fitting ODE and DDE models with FME using missing data

[Johannes Ranke]

Hi,

In principle, this is possible, you just define the cost function based only on 
the observed variables. But you may run into a lack of identifiability of the 
parameters determining the unobserved variable(s), which may result in non-
convergence, or very wide confidence intervals for these parameters.

Kind regards,

Johannes



Am Dienstag, 14. März 2023, 19:59:55 CET schrieb Nicola Gambaro:
> Dear all,
> 
> I have to estimate some unknown parameters of an ODE/DDE model. However, we
> only have access to data of some but not all state variables. Also, some
> state variable data may have observational gaps in between the time series.
> 
> Is there a way to at least approximately fit the model with FME? If not,
> could anyone point me to alternative packages or relevant algorithms?
> 
> Many thanks,
> Nicola
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