correlation function lag selection

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Lilya 2016-11-2

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https://ww2.mathworks.cn/matlabcentral/answers/310225-correlation-function-lag-selection

评论： Greg Heath 2018-1-6

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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Answer 1

Greg Heath 2016-11-2

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https://ww2.mathworks.cn/matlabcentral/answers/310225-correlation-function-lag-selection#answer_241650

在 MATLAB Online 中打开

 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

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Lilya 2016-11-3

编辑：Lilya 2016-11-3

Greg, how can investigate the delay time? I mean before runnning the network (i.e. crosscorr or xcorr?) or after running the network from the plotted figures?