tha meaning of delay in neural net time series

Question

Lilya 2015-12-18

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/260904-tha-meaning-of-delay-in-neural-net-time-series

编辑： Greg Heath 2019-1-14

Hi All,

I want to be sure about the delay in time series meaning For example, when the I write the input delay is 2, and the feedback delay is 3 does that mean its change from 1:2, 1:3? And the other question is can I take the delay in NAREXNET as an intervals? (i.e. 1:2:4)?

Thank you

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Greg Heath 2015-12-18

在 MATLAB Online 中打开

SPELLING:

NARXNET (NOT NAREXNET)

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Greg Heath 2015-12-18

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/260904-tha-meaning-of-delay-in-neural-net-time-series#answer_203734

编辑：Greg Heath 2016-1-4

在 MATLAB Online 中打开

 net = narxnet(ID,FD,H)
 ID is a row vector of NONNEGATIVE, INCREASING BUT NOT
 NECESSARILY CONSECUTIVE, INTEGERS  
 FD is a row vector of POSITIVE , INCREASING BUT NOT NECESSARILY 
CONSECUTIVE, INTEGERS 
 ID and FD do not have to have the same length or integers
 in common
 ID = 2 IS NOT THE SAME AS ID = 1:2 = [ 1 2 ]
 ID = [ 1:2:4 ] = [ 1 3 4 ]
 If ID = [ 0:2:4 ] and FD = [ 1:3 ], then
 y(t+4) = f( x(t+4), x(t+2), x(t), y(t+3, y(t+2), y(t+1) )

Hope this helps,

Thank you for formally accepting my answer

Greg

2 个评论
显示无隐藏无

Lilya 2015-12-21

Dr. Heath excuse me, but I want to be sure about the value of MSE00 I run the command MSE00 = mean(var(t',1)) to normalized the data the result is 196.8228 t [1 8761] and N= 8761 is it acceptable MSE00?

Greg Heath 2016-1-4

It has to be acceptable. It is just the average variance of your target variables.

The important point is that it is the minimum MSE that can be achieved with the NAIVE constant output model, that yields the same constant output regardless of input. (The next best model is a linear model)

With a little thought you can prove that if the output is constant, regardless of input, then the constant that minimizes MSE is just the mean of the target matrix and the minimum MSE is just the average target variance.

Therefore, it is a very appropriate reference for normalization.

Also note that if the target columns are standardized (zero-mean/unit-variance) via zscore or mapstd, then MSE00 = 1.

Hope this helps.

Greg

请先登录，再进行评论。