MATLAB: Function change in NARX NN for time series prediction

narx

Hello, I am doing a NARX prediction model by the tool in matlab. I normalized my inputs and targets by standard deviation 1 and mean 0. The values are now both negative and positive( z score). My understanding is I have sigmoid function as default transfer function (Hidden layer) and it’s range is 0 to 1. Now as I have both negetive and positive values I feel I need to change my hidden layer transfer function that can take both negetive values and positive value range (-1,1). I was just wondering wondering how can I change that. The simple script developed by the tool does not contain the option to change The function . Please suggest.
Thanks

Best Answer

>Hello, I am doing a NARX prediction model by the tool in matlab. I normalized my inputs and targets by standard deviation 1 and mean 0. The values are now both negative and positive( z score). My understanding is I have sigmoid function as default transfer function (Hidden layer) and it’s range is 0 to 1.
No. It is tansig = tanh which is bipolar.
The simple scripts in the documentation
help narx
and
doc narx
are worth pursuing before attempting your own problem.
I have posted additional help in both NEWSGROUP and ANSWERS.
greg narx
greg narxnet
should suffice.
Hope this helps.
Thank you for formally accepting my answer
Greg