Prediction of a time series
2 ビュー (過去 30 日間)
古いコメントを表示
Hello,
I want to predict a time serious using the NARX-model of the Neural Network Toolbox. But in my special case the forecast function has to look like this:
y(t + 8) = f(y(t-4), y(t-5), ... x(t-1), x(t-2), ...)
At point t I know the value of y till y(t-4), the exegenous variables till point t-1.
How can I do this in Matlab?
Many thanks for all replies
Joerg
0 件のコメント
採用された回答
Greg Heath
2012 年 11 月 13 日
Think in terms of
y(t) = f(y(t-12), y(t-13), ... x(t-9), x(t-10), ...);
Hope this helps.
Thank you for formally accepting my answer.
Greg
その他の回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Sequence and Numeric Feature Data Workflows についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!