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
• Parmest Quick Start Guide
  • Step 0: Import parmest and Pandas
  • Step 1: Create an Experiment Class
  • Step 2: Load the Data and Create a List of Experiments
  • Step 3: Create the Estimator Object
  • Step 4: Estimate the Parameters
  • Suggested Initialization Procedure for Parameter Estimation Problems
  • More Examples Beyond this Quick Guide
• Data Reconciliation
• Covariance Matrix Estimation
• Scenario Creation
• Graphics
• Examples
• Parallel Implementation
  • Installation
• API
  • parmest
  • scenariocreator
  • graphics