Time Series Forecasting

2011 4 20
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There is a data from 4 to 40. ie Inflow Jan 1975- 32 mcm Feb 1975- 24 mcm .... Dec 1995 - 8 mcm Now i want it to train it and forecast for 1995-1997.it should be 3*5*1 ( input, hidden, output). Inputs should be Inflow(n-1), Inflow(n-2), Inflow(n-3).I have tried all the threads . A code will be very much helpful. Thanks

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Clemens
Clemens 2011-4-20

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The system identification toolbox comes with the command pem which can construct a state spcae model through "prediction error minimization". sounds a lot like your problem, and a similar example is given in the help.

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