Prediction Problem using NARX neural network
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I would like to conduct the multistep prediction by using NARX network. The network is trained. However, I am confused how to use it to predict the next values.
For example, output y(t+1) can be predicted by the trained network. However, in order to predict y(t+2), I need y(t+1) and u(t+1) (external input). But I did not know u(t+1) either. Should I predict u(t+1) first of all?
Thanks for answering
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Greg Heath
2014-10-23
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If you are using NARX, the predictions stop when the inputs stop.
If you want to predict further, change to NARNET that does not require an input.
Hope this helps.
Thank you for formally accepting my answer
Greg
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