MATLAB: Help with future data prediction

Deep Learning Toolboxfuture dataneural networkpredictiontime series

I have matix data x(t) and from that I can have y(t), using Time series tool NARX netwrok. Now, if I want to predict y(t+1) from x(t), y(t) and x(t+1) – how can I do that?

Thanks in advance everybody!

Best Answer

Just choose the correct values for the input and feedback delays

ID = [ 0 1 ]

FD = 1

Thank you for formally accepting my answer

Greg

Related Solutions

MATLAB: Future value prediction using narx

Scanty info.

 [ Xc Xci Aci Tc ] = preparets(netc,X,{},T);
 [ Yc Xcf Acf ] = net(Xc, Xci, Aci);

where (Xci,Aci) and (Xcf,Acf) are initial and final input and layer states, respectively.

With NARX, you cannot get a valid future output unless you have a valid future input.

If you do not have a valid future input you can try to predict one using NARNET.

Also you could use NARNET to predict the future output!

Obviously, if you do both you can compare and even consider combining.

Hope this helps,

Greg

MATLAB: Prediction with Narxnet without future inputs

You are correct. If you do not have future inputs you are in serious trouble. My approach is to design two additional NARNETS: One for the input and one for the output. Then you have 2 methods for n > N = length of original data.

1. Extend the closeloop output NARNET

2. Extend the closeloop input NARNET and use this in the original closeloop NARXNET.

3. Compare the answers and pray for divine guidance.

Hope this helps.

Thank you for formally accepting my fantastic answer

Greg

Best Answer

Related Solutions

MATLAB: Future value prediction using narx

MATLAB: Prediction with Narxnet without future inputs

Related Question