future value prediction using narx

Question

I have a trained series-parallel configuration NARX neural network with %inputs one output value. I have data of 4months 'Aug-nov'. Now i want to predict the future values of the next week i.e Dec first week. How to do that??? will using sim help??? How??? Any reference???

Kshitij Singh · Accepted Answer

Scanty info.
 
 
 [ Xc Xci Aci Tc ] = preparets(netc,X,{},T);

 [ Yc Xcf Acf ] = net(Xc, Xci, Aci);
where (Xci,Aci) and (Xcf,Acf) are initial and final input and layer states, respectively.
 
With NARX, you cannot get a valid future output unless you have a valid future input.
 
If you do not have a valid future input you can try to predict one using NARNET.
 
Also you could use NARNET to predict the future output!
Obviously, if you do both you can compare and even consider combining.

future value prediction using narx

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