Regression on dynamic PLS structures for supervised learning of dynamic data

Partial least squares (PLS) regression is widely used to capture the latent relationship between inputs and outputs in static system modeling. Several dynamic PLS algorithms have been proposed to capture the characteristics of dynamic data. However, none of these algorithms provides an explicit expression for the dynamic inner and outer models. In this paper, a dynamic inner PLS algorithm is proposed for dynamic data modeling. The proposed algorithm provides an explicit dynamic inner model that is ensured in deriving the outer model. Several examples are presented to demonstrate the effectiveness of the proposed algorithm.