How does removedelay work in NARXNET?
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Hi,
In the description of NARX modeling of time series shown in the following address, http://www.mathworks.com/help/nnet/gs/neural-network-time-series-prediction-and-modeling.html , it says for 1 time step early prediction, it removes one delay. I am trying to understand how removing one delay from each of the tapped delay lines makes the output of the network for y(t + 1) instead of y(t). Also, in the prediction result ys, is the last predicted value is the predicted target value for last external input?
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Accepted Answer
Greg Heath
on 15 Dec 2014
When creating timedelaynet(ID), narnet(FD) and narxnet(ID,FD)
ID >= 0 and FD > 0
otherwise, an ERROR will occur.
Using removedelay(net,n) subtracts n from ALL of the components of ID and FD. The syntax removedelay(net) assumes n = 1.
As expected, an ERROR will occur if n > min(ID).
Similarly, one would expect that an ERROR will occur when n>= min(FD). However, there is no error when n = min(FD) !!!
Since n=min(FD) results in a forbidden zero feedback delay, I assume THIS IS A BUG AND SHOULD BE INVESTIGATED.
Hope this helps.
Thank you for formerly accepting my answer
Greg
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