Narxnet with Many timesteps to one time step

Question

amr alanwar 2017-3-12

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https://ww2.mathworks.cn/matlabcentral/answers/329475-narxnet-with-many-timesteps-to-one-time-step

评论： Greg Heath 2017-3-15

Hi All,

I have sensor readings with high frequency for an hour for example and I would like to predict one value out of these input measurements. How can I use narxnet to do that?

I do not want to concatenate all the inputs in one array and feed it to the network as one time step. In short how can I implement Many time steps to one value using narxnet.

consider Input is 100,000 * 3 where 100,000 is time steps and 3 is the number of sensors.

output is 10

i.e each 10,000 reading correspond to one output.

Thanks in advance

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Answer 1

Greg Heath 2017-3-13

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https://ww2.mathworks.cn/matlabcentral/answers/329475-narxnet-with-many-timesteps-to-one-time-step#answer_258511

编辑：Greg Heath 2017-3-13

1. Plot subsampled series so that you can see what range of subsampling rates makes sense.

2. Plot the autocorrelation function of the chosen subsampled series to obtain a subset of significant lags.

3. Given the chosen subsampled series and significant lags, the formidable problem is now reduced to a standard one.

Hope this helps.

Thank you for formally accepting my answer

Greg

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amr alanwar 2017-3-14

编辑：amr alanwar 2017-3-14

Thanks for follow up. I can do subsampling with a relevant subsampling. But I do not want to formulate one to one problem as it does not make sense. Until now I see that Matlab does not support timesteps in the input. right?

For example, The LSTM network in Keras expects the input data (X) to be provided with a specific array structure in the form of: [samples, time steps, features]. Thank you