TargetSeries=input.';
N = length(TargetSeries);
zt = zscore(TargetSeries,1);
autocorrt = nncorr( zt, zt, N-1, 'biased' );
[ sortact FD ] = sort(autocorrt(N:end),2,'descend');
for i=1:length(sortact)
if(sortact(1,i)>=0.80)
feedbackDelay(1,i)=FD(1,i);
end
end
[max,maxInd] =findpeaks(autocorrt(N:end));
maxInd = maxInd(1,1:5);
DataInv = 1.01 - autocorrt(N:end);
[Minima,MinIdx] = findpeaks(DataInv);
MinIdx = MinIdx(1,1:5);
feedbackDelay = [feedbackDelay maxInd MinIdx];
feedbackDelay = sort(feedbackDelay);
net = narnet(feedbackDelay,10,'open',trainFcn);
[inputs,inputStates,layerStates,targets] = preparets(net,{},{},TargetSeries);
[net tr Ys Es Xf Af] = train(net,inputs,targets,inputStates,layerStates);
yPrediction = net(testdata,inputStates,layerStates);
predictMape is almost 3 and i have 10.000 data for this train and test.i wanna forecast 4000 step beyond time.Although I have also have this 4000 values,i behave like these don't exist.Totally i have 14000 values but i don't use last 4000.(I seperate this for forecast).
nets = removedelay(net);
for i=1:4000
[xs,xis,ais,ts] = preparets(nets,{},{},TargetSeries);
ys = nets(xs,xis,ais);
TargetSeries(1,end+1) = ys(1,end);
end
When i use removedelay,i get great result and my forecastMape is almost 10 for 4000 step but it takes 30 minutes it is huge time.
netc = closeloop(net);
[xc,xic,aic,tc] = preparets(netc,{},{},TargetSeries);
Xc2 = cell(1,4000);
Yc2 = netc( Xc2, xic, aic );
However when i use closeloop,i took bad result and my forecast mape is almost 90 but it takes 20 seconds.There is really huge difference between them.After 200 value ,it repeat itself.
I tried every thing.I change autocorrelation and i tried configure closeloop but i got nearly same result. I investigated narnet,closep loop tutorial,greg narnet and greg closeloop tutorial.How can i improve and getting good result in netc. Thank you.
