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

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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

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回答（1 个）

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

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