correlation function lag selection
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Hi all,
I am working on NN toolbox (NARXNET). As the delays criteria selection, the ID can found from cross-correlation function and the FD from autocorrelation function. the question is why we should select the first maximum lag after zero (i.e. FD). the other question is could the ID be a non-integer number?
thank you for your help in advance.
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Greg Heath
2016-11-2
1. ID=0 is permissible; FD =0 is noncausal (equivalent to saying
the output at time t is caused by the output at time t).
2. Insert the command net = narxnet(1.5)
Hope this helps.
Thank you for formally accepting my answer
Greg
2 个评论
Greg Heath
2018-1-6
There probably is no guaranteed procedure EXCEPT to determine the correlation lags.
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