In this paper, we develop new algorithms for parameter estimation and model selection in the case of models type Input/Output in order to represent and to characterize a phenomenon Y. From experimental data Y_{1},...,Y_{n} supposed to be i.i.d from Y, we prove oracle inequalities qualifying the proposed procedures in terms of the number of experimental data n, computing budget m and model complexity. The methods we present are general enough which should cover a wide range of applications.