I assume target T is 1-dimensional.
What is the size of the X matrix?
Are X(i,:) and T stationary (e.g., are the ten 63 point means and variances of each variable time-invariant?)
I recommend standardizing X and T with zscore or mapstd.
What are the significant crosscorrelation function lags between X(i,:) and T?
Are you including zero input lag? Unfortunately, it is not a default.
MSE results are more accurately assessed by % of target variance.
MSE00 = mean(var(T',1)) %MSE of NAIVE constant model y = mean(T,2)
NMSE = MSE/MSE00 % Normalized MSE
R^2 = 1-NMSE % Fraction of target variance modeled (Search coefficient of determination in Wikipedia)
Have you replaced the 'dividerand' (correlation destroying) default division option with 'divideblock' or another divide option?
Hope this helps.
Thank you for formally accepting my answer.
Greg
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