Anne,
I would start with importing all the data in Matlab (or GNU Octave)
first and then work on designing a good model for your problem (Matlab/
Octave can read text data so that is probably easiest way to import
data - just a table of the values). After you have found a good model
(and a good method to estimate the model parameters) then you can
implement it in C++ for GC.
I would also start with a linear model before developing more advanced
non-linear ones. One usually get a closed form solution for your
estimation problem then; non-linear problems often require iterative
methods to estimate the model parameters. You can, for example,
vectorize your input and output data (all inputs in a column vector u
and all outputs in a column vector y) and write the model as:
y = Au + m + e
where e is the model error "noise" vector and A is your model matrix
and m is a constant model vector. In the general non-linear case you
have a (non-linear) function, f, instead of the matrix A and the
vector m:
y = f(theta,u) + e
where theta is a model parameter vector. Finding the "best" model is
not easy but you can at least compare different models against each
other by (Baysian) model comparison (I can give some refs if you are
interested).
Hope this helps
/Fredrik