Prediction of a time series

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Joerg 2012-11-9

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Hello,

I want to predict a time serious using the NARX-model of the Neural Network Toolbox. But in my special case the forecast function has to look like this:

y(t + 8) = f(y(t-4), y(t-5), ... x(t-1), x(t-2), ...)

At point t I know the value of y till y(t-4), the exegenous variables till point t-1.

How can I do this in Matlab?

Many thanks for all replies

Joerg

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采纳的回答

Greg Heath 2012-11-13

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Think in terms of

y(t) = f(y(t-12), y(t-13), ... x(t-9), x(t-10), ...);

Hope this helps.

Thank you for formally accepting my answer.

Greg

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Joerg 2012-11-14

Hi Greg,

thanks for your answer. While I was playing with the kids at the weekend I had the same idea. Sometimes it's good to be far away from the desk :-)

Bye

Joerg

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