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time series predition with NARX

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jun
jun on 12 May 2014
Closed: MATLAB Answer Bot on 20 Aug 2021
Dear all,
I am using Narx to do time series prediction. T is the target time series, and X is the external input. First of all I use open loop to train the model, then I transformed open loop to close loop. Finally, I make the prediction by specifying new external input X1 to the close loop model. The code I used is like the following, which works for my data sets.
net = narxnet(1:3,1:3,10); [x,xi,ai,t] = preparets(net,X,{},T); net = train(net,x,t,xi,ai); netc = closeloop(net); T1 = netc(X1);
The first question is that: I am wondering if it is by default that the final input states and layer states of the open-loop network automatically become the initial input states and layer state of the closed-loop network. As I just simply use closeloop(net) command without specifying the initial states.
Another question is I find the close loop didn’t yield results with reasonable accuracy, what should I do to improve this ?
Thanks in advance ! jun

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