Customization of performance function for Neural Network Time-Series Prediction and Modeling in which the target is normalized by external time series values
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We are struggling to figure out if it is possible to normalize the target for the performance function involving an external time series.
For instance, given the target t and the estimated output y we can easily obtain the loss function by using Matlab function:
perf = mse(net,t,y);
Now, we ask is it possible to define a new target such that (and therfore ), where x is a function of time that is not used for network training?
% for instance
x = rand(length(t));
y_new = y./x;
t_new = t./x;
my_perf = mse(net, t_new, y_new);
Unfortunately, when training the network we don't manage to provide to mse fucntion and .
Thank you in advance,
Marco and Francesco