If you are limited to no more than n feedback delays, only use the 1 <= d <= n (not necessarily consecutive) delays that correspond to statistically significant correlations of the autocorrelation function of y. Examples can be found by searching NEWSGROUP and ANSWERS using
Then using
[ net tr Ys Es Xf Af ] = train( net, Xs, Ts, Xi, Ai);
yields the initial conditions Xf, Af for predicting beyond the original data.
However, you will probably have to close the feedback loop and continue training netc to reduce error propagation and extend the range of out-of-sample predictions.
For example, search NEWSGROUP and ANSWERS with
narnet closeloop
and
greg narnet closeloop
Hope this helps.
Thank you for formally accepting my answer
Greg
Best Answer