MATLAB: Narxnet Multistep forecast within the time series

delaysforecastmulti stepnarnetnarxnetneural networkprediction

Hi all,
I've been reading these forums for a while now, and they've been quite useful. Nevertheless, now I'm in front of a problem that I haven't been able to solve, unfortunately, and I cannot find the answer in these forums.
I'm currently working with a Narxnet to predict climatology. Previously, just by using narnet I had a code that allowed me to do a forecast anywhere within the time series (E.g. If my trained time series has 100 elements(t=100), I was able to see what would happen with the closed loop at t=20, 25, 30, … Basically, to assess the forecast at any given point within my time series and not necessarily at the end (t>100)). Then I changed my ANN to Narxnet but I've encountered the problem that I cannot make a prediction using the closed loop if the delays of my Inputs and Targets are different. Let's say I want to use the previous 5 days to predict Sea Surface Temperature but just using the previous 2 days of Heat Flux information as Input.
Is it possible to make a multi step prediction using different delays for inputs and targets? Or do I always have to consider same size cell arrays for input and targets when using preparets?
Thank you all,
Cesar

Best Answer

1. NARXNET and TIMEDELAYNET require:
All input delays to be increasing (not necessarily consecutive) and NONNEGATIVE. All inputs have the same delays.
2. NARXNET and NARNET require:
All feedback delays to be increasing (not necessarily consecutive) and POSITIVE. All outputs have the same delays.
Hope this helps.
Thank you for formally accepting my answer
Greg
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