MATLAB: Problem with closeloop narx

Question

I am spanish and i can't writte well english but i will try explain my problem. I want to create a RED NARX for predict values of future. I imported two records (inputs) and (targets). I prepared data with command preparets and i create the narxnet with one delay and 16 hiddenlayers. After, i train narxnet and simulated the data i got the outputs. But this outputs are delayed and i want values in future for example one day. I must use closeloop for obtain data in future. My problem is how iterate twice with closeloop because i does not got targets in future. how as would be the code of this part (closeloop) for iterate two times.

Many thanks

Answer 1

This is what an open loop looks like during training:

http://www.mathworks.com/help/nnet/ug/dynamic_narx_open.gif

Since it is NARX you will have one y(t) as the target and x(t) as the eXogenous input.

When you close the loop as follows:

http://www.mathworks.com/help/nnet/ug/dynamic_narx_closed.gif

you will ONLY need to provide the eXogenous inputs, y(t) will be predicted by the output.

Scroll down to see the code of how this is done:

http://www.mathworks.com/help/nnet/gs/time-series-prediction.html

If you don't have an eXogenous input x(t) then you need to be using NAR network.