Determining the Time series prediction
1 次查看(过去 30 天)
显示 更早的评论
Hi all, according to simpleseries_dataset code in neural network there is a difference between it and NAREXNET. Is it in the coding or in the implementation of the function itself?
6 个评论
采纳的回答
Greg Heath
2015-12-13
GOOD QUESTION!
My answer is TRIAL and ERROR
The advice I usually give for starting the process is
1) Use divideblock datadivision.
2) First use the default 0.7/0.15/0.15
3) Use the training data to estimate the
a. significant target autocorrelation lags
b. significant input-target crosscorrelation lags
4) Use 2, 3 and corresponding plots for lags 0 to
Ntrn/2 to guide a choice for ID and FD.
5) Determine the minimum number of hidden nodes for a
specified (degree-of-freedom adjusted) training error rate
e.g., NMSEtrna < 0.005 )
6) If successful try decreasing Ntrn
7) Using the smallest acceptable Ntrn for the openloop configuration, close the loop
and investigate the closeloop configuration.
Hope this helps.
Greg
2 个评论
Greg Heath
2016-1-4
Recommendation #1 for TIMESERIES DATA is to use DIVIDEBLOCK in order TO NOT SHUFFLE THE DATA!
更多回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Sequence and Numeric Feature Data Workflows 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!