Is it possible to predict N future values with rbfnn?

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I need help with forecasting values using newrb. My input looks like that:
P1=zeros(6,500);
Start=101;
tau=9;
P1(1,:)=P(Start:Start+500-1);
Start=Start+tau;
P1(2,:)=P(Start:Start+500-1);
Start=Start+tau;
P1(3,:)=P(Start:Start+500-1);
Start=Start+tau;
P1(4,:)=P(Start:Start+500-1);
Start=Start+tau;
P1(5,:)=P(Start:Start+500-1);
Start=Start+tau;
P1(6,:)=P(Start:Start+500-1);
so
size(P) = [6 500]
and target
size(T) = [1 500].
Then I choose sum-squared error goal, spread constant and use newrb
net = newrb(P1,T,eg,sc,mn,df);
and
ytrain = net(P1);).
So my question is how to write the script that predicts the N values from my Data ??

Accepted Answer

Greg Heath
Greg Heath on 21 Aug 2013
Edited: Greg Heath on 21 Aug 2013
1. Use the autocorrelation function to determine the significant nonzero delays of P; Use as many as needed.
2. For the purpose of an example, assume 1,2,and 4 are enough significant delays.
3. Create the 3-D input and 1-D output
input = [ P( 1: 500-4) ; P(3: 500-2) ; P(4: 500- 1)];
output = P(5: 500)
Hope this helps.
Greg
  2 Comments
Greg Heath
Greg Heath on 21 Aug 2013
This is easily extended to a multidimensional output.
However, why not just use NARNET?

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