MATLAB: How can find the optimal delays and number of hidden nodes in narnet for forecasting task

neural networksprediction

I have tried with these code but I haven't found solutions:

1/ Optimal timelags?

N = length(Target)

zy = zscore(Target,1);

autocorry = ifft( abs(fft(zy)).^2 )/N

%AUTOCORRELATION

ZT=zscore(Target,1);

autocorrT = nncorr(ZT,ZT,N-1,'biased')

figure(3)

plot(autocorrT)

%title('ACF')

2/Optimal hidden nodes???

http://www.mathworks.com/matlabcentral/answers/111521-how-to-plot-the-nar-predicted-values-in-matlab

%To find H

[I ,N]=size(Input);

[O ,N]=size(Target);

Neq=N*O;

Hub=floor((N-1)*O/(I+O+1)) %max H for Neq>=Nw

Thank you in advance.

Best Answer

I have many posts regarding this.

Search both the NEWSGROUP and ANSWERS using subsets of the following search words

 greg narnet nncorr siglag95 Hub Ntrials tutorial

Hope this helps.

Greg

Related Solutions

MATLAB: How are the input weights organized in a nonlinear autoregressive networks with an external input (narxnet)

    close all, clear all, clc;
    net = narxnet(10:15,10:15,10)      % Removed semicolon
    % net.numInputs = 2                % Input and Output Feedback
    % net.numInputDelays = 15          % BUG? Not 2*length(10:15) = 12?
    % net.numFeedbackDelays = 0        % Open Loop
    % net.numWeightElements = 10 % 10 zero bias weights (I & O not configured)
    IWc = net.IW                 % 2 inputs
    LWc = net.LW
    bc = net.b
    IW = cell2mat(IWc)           % BUG? No indication of 2 inputs
    LW = cell2mat(LWc)
    b = cell2mat(bc)
    view(net)
    [X,T] = simplenarx_dataset;
    [Xs,Xi,Ai,Ts] = preparets(net,X,{},T);
    rng(0)                                 % So you can duplicate results
    [net tr Ys Es ]=  train(net,Xs,Ts,Xi,Ai);   % ALWAYS include tr !!!
    IWc = net.IW
    LWc = net.LW
    bc = net.b
    IW = cell2mat(IWc)               % [10 12] = size( IW)
    LW = cell2mat(LWc)               % [ 1 10] = size( LW)
    b = cell2mat(bc)                 % [11  1] = size( b)
    view(net)
    tr = tr                          % For your edification
    %      Hope this helps
    %

    %      Thank you for formally accepting my answer
    %
    %      Greg

MATLAB: Narx delays problem & multistep ahead predictions

The version of the code you are using is both dated and error prone. Check both the NEWSGROUP and ANSWERS for the latest version.

Also: You are mistaking correlation values for correlation lags.