how can find the optimal delays and number of hidden nodes in narnet for forecasting task?
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I have tried with these code but I haven't found solutions:
1/ Optimal timelags?
N = length(Target)
zy = zscore(Target,1);
autocorry = ifft( abs(fft(zy)).^2 )/N
autocorrT = nncorr(ZT,ZT,N-1,'biased')
2/Optimal hidden nodes???
%To find H
Hub=floor((N-1)*O/(I+O+1)) %max H for Neq>=Nw
Thank you in advance.
Greg Heath on 8 Oct 2015
I have many posts regarding this.
Search both the NEWSGROUP and ANSWERS using subsets of the following search words
greg narnet nncorr siglag95 Hub Ntrials tutorial
Hope this helps.