How forecast One step ahead (N+1) with NARNET?

F
ferocic · Jul 29, 2021 · 2K views
Question
Hello people! Please, can you help me?   I want predict One Step beyond original data using NARNET. Original data has 62000 steps. Want know the 62001.   But what I get for prediction is the exact same existing steps in training data. (Same N steps, same curves)   Why network can't predict next future step beyond original data end? I used Removedelay. (Want the N+1)   Attached are: Original data (EURUSD), performance stats. Bellow, the code used.     % Solve an Autoregression Time-Series Problem with a NAR Neural Network % Script generated by Neural Time Series app % This script assumes this variable is defined: % EURUSD - feedback time series. T = tonndata(EURUSD,true,false); % Choose a Training Function trainFcn = 'trainbr'; % Bayesian Regularization backpropagation. % Create a Nonlinear Autoregressive Network feedbackDelays = 1:1; hiddenLayerSize = 30; net = narnet(feedbackDelays,hiddenLayerSize,'open',trainFcn); % Choose Feedback Pre/Post-Processing Functions net.input.processFcns = {'removeconstantrows','mapminmax'}; net.trainParam.min_grad = 3e-8; % Prepare the Data for Training and Simulation [x,xi,ai,t] = preparets(net,{},{},T); % Setup Division of Data for Training, Validation, Testing net.divideFcn = 'dividetrain'; net.divideMode = 'time'; % Divide up every sample % Choose a Performance Function net.performFcn = 'mse'; % Mean Squared Error % Choose Plot Functions net.plotFcns = {'plotperform','plottrainstate', 'ploterrhist', ... 'plotregression', 'plotresponse', 'ploterrcorr', 'plotinerrcorr'}; % Train the Network [net,tr] = train(net,x,t,xi,ai); % Test the Network y = net(x,xi,ai); e = gsubtract(t,y); performance = perform(net,t,y) % Step-Ahead Prediction Network % For some applications it helps to get the prediction a timestep early. % The original network returns predicted y(t+1) at the same time it is % given y(t+1). For some applications such as decision making, it would % help to have predicted y(t+1) once y(t) is available, but before the % actual y(t+1) occurs. The network can be made to return its output a % timestep early by removing one delay so that its minimal tap delay is now % 0 instead of 1. The new network returns the same outputs as the original % network, but outputs are shifted left one timestep. nets = removedelay(net); nets.name = [net.name ' - Predict One Step Ahead']; view(nets) [xs,xis,ais,ts] = preparets(nets,{},{},T); ys = nets(xs,xis,ais); stepAheadPerformance = perform(nets,ts,ys)  
Expert Answer
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John Williams PhD Expert
Answered Nov 20, 2025

Do not use the REMOVEDELAY command

 

 It is not necessary

 and

 it is too confusing.

If you need detailed help, use one of the MATLAB example sets

 help nndatasets

and/or

 doc nndatasets.

Almost anything you need to do is in a former post. Try searching in BOTH the NEWSGROUP and ANSWERS using

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