Adjusting delays in a NARX neural network

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S. Moore
S. Moore 2015-2-19
评论： Greg Heath 2015-2-23
The NARX provided by the MATLAB toolbox defines y(t) as a function of past inputs and outputs:
y(t) = f(x(t-1), ... ,x(t-d),y(t-1), ... ,y(t-d))
The standard definition of NARX defines y(t) as a function of past and present inputs and past outputs:
y(t) = f( x(t) ,x(t-1), ... ,x(t-d),y(t-1), ... ,y(t-d))
I have attached a picture to illustrate my question.
What is the MATLAB command to modify the input TDL of my existing NARX model to accomidate the present input?
My illustration shows [0:6], but any help is appreciated to achieve similar results such as [0:5], etc.

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采纳的回答

S. Moore
S. Moore 2015-2-20
One solution is to create a new net from scratch thusly:
net = narxnet(0:4,1:5,10);

更多回答（1 个）

Greg Heath
Greg Heath 2015-2-19
MATLAB Toolbox yields the standard dependence on the present input indicated by a 0 input delay. However, feedback delays must be positive.
http://www.mathworks.com/matlabcentral/answers/?term=greg+narx+tutorial
Hope this helps.
Thank you for formally accepting my answer
Greg
  2 个评论
S. Moore
S. Moore 2015-2-19
编辑：S. Moore 2015-2-20
The NARX model provided by the nnstart toolbox is shown in file attachment of the original post. The delays on both x(t) and y(t) are set to [1:6]. However, I would like to have the delay on x(t) set to e.g. [0:5], while the delay on y(t) stays [1:6].
The canonical definition of the nonlinear autoregressive exogenous model (" Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains ") specifies the equation:
y(t) = f( x(t) ,x(t-1), ... ,x(t-d),y(t-1), ... ,y(t-d))
Which is different than the NARX model presented by MATLAB , due to the missing x(t) term.
Either I need to setup a new net from scratch, or modify the net created by the toolbox. I admit learning all of the net commands to create a new net from scratch is the more academic solution, but it would be nice to simply modify the delay element in the existing net without having to create a new one.
Original post:
What is the MATLAB command to modify the input TDL of my existing NARX model to accommodate the present input?
Greg Heath
Greg Heath 2015-2-23
I explained in my answer that the MATLAB software does support ID >= 0. However FD must be > 0.
In other words:
Software OK
Documentation LACKING
Greg

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