MATLAB: [Matlab – Time series tool] How to read IE cross-correlation

Question

Hi, I am new in this community, so nice to meet you.

I am using Neural network tool in Matlab, in particular I am using time-series-tool, but I would like to know a correct way to read :

Input-Error Cross-correlation ( plotinerrcorr)

Error correlation ( ploterrcorr)

Can you help, me please?

Thanks

Enrico

Answer 1

If a net accurately models all of the salient deterministic characteristics of an input-output relationship, the error will not be significantly correlated with the input and the cross-correlation function will be indistinguishable from that of the input and random noise.

If a net accurately models all of the salient predictive characteristics of a time series lag relationship, the error will not be significantly autocorrelated and the auto-correlation function will be indistinguishable from that of random noise.

Thank you for formally accepting my answer.

Greg