MATLAB: Test trained NARX neural network with new external input

neural networktime series

I have a time series NARX neural network that is already trained on an external input, x(t), as well as the output's value at certain timesteps before (d past values of y(t)). The network architecture is illustrated in the document I've uploaded.
Now I would like to take the trained network, input a new external input x(t), and get a time series prediction output. To prepare the inputs for getting the outputs I would need to use preparets to get the correct form of x(t), inputStates and layerStates, but it seems from the documentation that a target series is required for this. Since this is a test, I don't have a target series, what should I do?
Furthermore, since I have no clue what the output y(t) would be (since this a test), would it make sense for me to remove all feedback (past values of y(t)) into the hidden layers?
Thanks,
Mei

Best Answer

If the new data immediately follows the data used to design and test the net, the following syntax should have been used
[ net tr Ys Es Xsf Asf ] = train(net,Xs,Ts,Xi,Ai);
Xinew = Xsf; Ainew = Asf;
Ysnew = net(Xsnew,Xinew,Ainew);
Otherwise
Xinew = Xnew(:,1:d); Xsnew = Xnew(:,d+1:end)
but Ainew is not known.
I would try the mean of the previously used test target data rather than use zeros. Perhaps several designs using values in the interval [mean-stdv,mean+stdv] would be useful.
Hope this helps.
Thank you for formally accepting my answer
Greg
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