Open loop Training performance and closed loop training performance are good but multi-step prediction is bad. Reason?

3 次查看（过去 30 天）
Shashank Bhatia
Shashank Bhatia 2018-8-27
编辑： Greg Heath 2019-3-24
Dear All,
I am using NARNET to predict multi-step ahead values for temperature data for my laser set operation.
For standardized data (mean = 0 and Var = 1), performance values are following:
OpenloopMSEperformance = 5.451431363178139e-05
OpenloopPERFORMperformance = 5.505768944105006e-05
ClosedloopMSEperformance = 1.043409861314658e-04
ClosedloopPERFORMperformance = 1.053810133096861e-04
However, when I am predicting multi-step ahead values, for next 30 signals, results are really bad.
What can be the reason?
BR, Shashank

请先登录，再回答此问题。

回答（1 个）

Greg Heath
Greg Heath 2019-3-24
You are not considering information from the autocorrelation fuction.
Hope this helps
Greg

类别

在 Help Center 和 File Exchange 中查找有关 Time Series 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by