ANFIS: Out-of-sample forecasting
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Hello,
Please help me with the following:
Consider a TrainInput matrix
A=
[6445.63 6341.97
6554.53 6445.63
6697.14 6554.53
6867.47 6697.14 ];
Consider a TrainOutput matrix
B=
[6554.53
6697.14
6867.47
6965.699
6986.04];
During training, the TrainOutput becomes TrainInput when moving tho the next sample.
For instance,
TrainOutput(1)= 6554.53;
becomes
TrainInput(2,1) in order to forecast TrainOutput(2).
When reaching at the end of TrainInput matrix, I need to forecast the next 10 sample using as training samples the ANFIS outputs (there is no available TestInput).
I`ve tried using the following code:
fis = anfis([TrainInputs,TrainTargets]);
TrainOutputs=evalfis(TrainInputs,fis);
for i=1:10
TrainOutputs(4+i)=evalfis([TrainInputs(4+i);[TrainOutputs(end),TrainInputs(end,1)]],fis);
end
but it does not work.
Thank you.
Best,
Pavlos
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