Forecast with GRNN
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Hello,
I would like to make a multi step ahead prediction with GRNN network. My idea is: I make a one step ahead prediction and with a for loop I train the network again with the earlier predicted data. So I get a multi step forecast. I made the code, but the prediction is always a horizontal line! I do not know what is the problem!
Here is my code:
%--------------Paraméterek------------------
adatSzam = 500;
N = 20;
%--------------Adatok betöltése, előkészítése--------------
load('C:\Neuroforex\Adatok\HMA35nnagy.mat');
imputSeries1 = HMA35nnagy(1:adatSzam)';
for i=1:N
X = [1:length(imputSeries1)]
T = imputSeries1;
%--------------GRNN előállítása------------------
spread = 0.1;
net = newgrnn(X,T,spread);
view(net);
trainOutput = net(X);
%-------------Becslés beállítása----------------
predictSeries = [length(imputSeries1)+1];
yPred = net(predictSeries);
%-----------------Plot 1 lefutásra-------------------------
hold on;
%Bemeneti adatok plottolása
plot(X,T,'k','markersize',2,'color','black')
outputline = plot(X,trainOutput,'o','markersize',2,'color','blue');
%Becslés plottolása
%plot(predictSeries,[yPred(1:end-1),nan(1,1)],'linewidth',1,'color','red')
predict = plot(predictSeries,[nan(1,length(predictSeries-1)),yPred],'o','markersize',2,'color','green');
%plot([nan(1,length(imputSeries1)),yPred(end:end)],'linewidth',1,'color','green');
title('Becslés eredménye')
xlabel('Gyertyaszám')
ylabel('Keresztárfolyam')
%-----------Jelenlegi becslés hozzáadása a bemeneti adatokhoz--------
imputSeries1 = [imputSeries1, yPred(end:end)];
end
Picture of the predict:
Thanks Adam
采纳的回答
Greg Heath
2011-11-29
0 个投票
Newgrnn is not appropriate for timeseries prediction.
Use newfftd.
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Hope this helps.
Greg
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2011-11-28
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