I'm really surprised by these posts. Just within the past year or so I've posted several times regarding
1. How to identify significant auto and cross-correlation lags so that an effective subset can be chosen for time-series prediction.
2. How to use a double loop approach to obtain multiple random initial weight and random data division designs for each of a range of values for the number of hidden nodes.
3. What to do when the closeloop performance is significantly worse than the openloop performance.
4. How to predict timeseries outputs beyond the time of known targets.
Just searching with the word closeloop over the last 13 months in the NEWSGROUP yields these somewhat useful posts
29 May 2015 NARNET TUTORIAL ON MULTISTEP AHEAD PREDICTIONS
27 May 2015 NARXNET CODE FOR MULTISTEP AHEAD PREDICTIONS
7 May 2015 HELP NARXNET BUGS, COMMENTS and SUGGESTIONS.
24 Jul 2014 perform using mse is giving me a abnormal value
17 Jul 2014 How to train my narxnet with untrained data??
If you have any questions I recommend using the MATLAB example data obtained from the commands
help nndatasets
doc nndatasets
Hope this helps.
Greg
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