how can find the optimal delays and number of hidden nodes in narnet for forecasting task?

1 次查看（过去 30 天）

显示更早的评论

coqui 2014-7-19

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/142478-how-can-find-the-optimal-delays-and-number-of-hidden-nodes-in-narnet-for-forecasting-task

评论： coqui 2015-10-12

采纳的回答： Greg Heath

I have tried with these code but I haven't found solutions:

1/ Optimal timelags?

N = length(Target)

zy = zscore(Target,1);

autocorry = ifft( abs(fft(zy)).^2 )/N

%AUTOCORRELATION

ZT=zscore(Target,1);

autocorrT = nncorr(ZT,ZT,N-1,'biased')

figure(3)

plot(autocorrT)

%title('ACF')

2/Optimal hidden nodes???

http://www.mathworks.com/matlabcentral/answers/111521-how-to-plot-the-nar-predicted-values-in-matlab

%To find H

[I ,N]=size(Input);

[O ,N]=size(Target);

Neq=N*O;

Hub=floor((N-1)*O/(I+O+1)) %max H for Neq>=Nw

Thank you in advance.

7 个评论
显示 5更早的评论隐藏 5更早的评论

Greg Heath 2015-10-12

编辑：Greg Heath 2015-10-12

在 MATLAB Online 中打开

Why are you posting questions about NARXNET in a NARNET thread ?

Search the NEWSGROUP and ANSWERS

                 NEWSGROUP   ANSWERS
narxnet nncorr       7         42
narxnet xcorr        2          8
narxnet fft          1         13

Read the most recent NEWSGROUP posts first.

I searched the NEWSGROUP threads listed above. Only the "narxnet nncorr" search was fruitfull. Of the 7 threads, only 3 were useful. However, 8 messages in those threads are useful:

 1. Subject: SIGNIFICANT AUTOCORRELATION DELAYS OF THE SIMPLENAR_DATASET
 Date: 31 May, 2015 
 Messages: 12, 15, 19, 23
 2. Subject: NARNET TUTORIAL ON MULTISTEP AHEAD PREDICTIONS
 Date: 17 Dec, 2014 
 Messages: 1 , 7, 11
 3. Subject: open-loop to closed-loop Narx NN in Matlab Help 
 Date: 21 Oct, 2012
 Message: 4

Hope this helps.

Greg

coqui 2015-10-12

Thank you very much Greg.

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

Greg Heath 2015-10-8

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/142478-how-can-find-the-optimal-delays-and-number-of-hidden-nodes-in-narnet-for-forecasting-task#answer_195161

在 MATLAB Online 中打开

I have many posts regarding this.

Search both the NEWSGROUP and ANSWERS using subsets of the following search words

greg narnet nncorr siglag95 Hub Ntrials tutorial

Hope this helps.

Greg

4 个评论
显示 2更早的评论隐藏 2更早的评论

coqui 2015-10-11

Thanks Greg. We can not use this:

cor_seq=xcorr(X,T)% X is input and Y is the target

after, we can plot the cor_seq vs lags and we can find the lag which can define the symmetric part of the plot?????

Is right??????

Greg Heath 2015-10-12

No.

1. Find all NONNEGATIVE lags where the absolute value of the input/target crosscorrelation function exceeds a specified threshold.

2. For a threshold I use an estimate of the 95 per cent significance level of Gaussian noise.

3. Then choose a subset of the smallest significant lags to include in the design. For example, if the smallest significant input lags are 0 2 3 6 8, using ID = 0:3 might be a reasonable first try.

4. Similarly for the target autocorrelation function and significant feedback lags EXCEPT, the feedback lags must be POSITIVE.

5. Finally, given the choice of delays, use the double for loop (h = Hmin:dH:Hmax, i = 1:Ntrials) approach to determine the smallest number of hidden nodes that yields either an acceptable, or the best design.

Hope this helps.

Greg

请先登录，再进行评论。