MATLAB: I’m going to build up a narx model using two inputs with different input delays for each input. How should i put different input delays in to the network

narx model with multiple inputsnarxnet

inputsarray=[dlngold;day1]; inputs1=con2seq(inputsarray)

target=con2seq(aspilnreturn)

inputSeries = inputs1; targetSeries = target;

inputDelays = 1:1; feedbackDelays = 1:3; hiddenLayerSize = 2; net = narxnet(inputDelays,feedbackDelays,hiddenLayerSize);

[inputs,inputStates,layerStates,targets] = preparets(net,inputSeries,{},targetSeries);

Best Answer

If you have multiple inputs and want different delays for different inputs, you have to define a CUSTOM NETWORK with parallel input layers. The delays within each layer are the same.

For the appropriate documentation, use the commands

 help network
 doc network

Hope this helps.

Thank you for formally accepting my answer

Greg

Related Solutions

MATLAB: 20 Days ahead forecasts using NAR

Try

 FD = 1:20;
 net = narnet(FD,H=10);
 net.divideFcn = 'divideblock';  % Never use 'dividerand' for timeseries.

For details see

 help narnet
 doc narnet

and search the NEWSGROUP and ANSWERS using

 greg narnet

Hope this helps

Thank you for formally accepting my answer

Greg

MATLAB: NARXNET with input delay

No.

TIMEDELAYNET is used to predict an output series, y, using an exogeneous external input series x.

NARXNET is used to predict an output series, y, using BOTH an exogeneous external input series x, along with feedback signals from the previous estimated values of y.

HOWEVER, you do not have an exogeneous external input series!

Therefore, you should use NARNET. First read the documentation

 help narnet
 doc narnet

Then search for some of my posts in BOTH the NEWSGROUP AND ANSWERS using

 narnet greg

and

 narnet greg tutorial

Begin by finding the statistically significant nonzero lags at the highest local peaks of the measurement autocorrelation function. Search

 nncorr narnet

Then use as small a continuous subset of lags as needed for your predictions.

Hope this helps.

Thank you for formally accepting my answer

Greg

Best Answer

Related Solutions

MATLAB: 20 Days ahead forecasts using NAR

MATLAB: NARXNET with input delay

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