Prediction using narx Network

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Unnikrishnan PC
Unnikrishnan PC on 19 Sep 2014
Commented: Nawras Kh on 23 Feb 2020
%Neural network to create a Fibinocci series
u=[1 2 3 4 5 6 7 8 9 10]; %Input Series
y=[1 2 3 5 8 13 21 34 55 89]; % Target series
[u,us] = mapminmax(u);
[y,ys] = mapminmax(y);
y = con2seq(y);
u = con2seq(u); d1 = [1:2];
d2 = [1:2];
narx_net = narxnet(d1,d2,10);
narx_net.divideFcn = '';
narx_net.trainParam.epochs = 1000;
narx_net.trainParam.min_grad = 1e-10;
[p,Pi,Ai,t] = preparets(narx_net,u,{},y);
% Train the Network-Open Loop
narx_net = train(narx_net,p,t,Pi);
% Simulate the Network-Open Loop
yp = sim(narx_net,p,Pi);
y_again=mapminmax('reverse',yp,ys)
%view(narx_net); %error_OL = cell2mat(yp)-cell2mat(y(3:end));
%Close narx net for future prediction
narx_net_closed = closeloop(narx_net);
[p1,Pi1,Ai1,t1] = preparets(narx_net_closed,u,{},y);
% Train the Network-Closed Loop
% narx_net_closed = train(narx_net_closed,p1,t1,Pi1);
% Simulate the Network-Closed Loop
yp1 = narx_net_closed(p1,Pi1,Ai1);
yp1_again=mapminmax('reverse',yp1,ys)
Please answer the following questions:
1. How can I make one step prediction without closing loop?
2. How can I get the next 5 numbers in the series? please provide the code if possible. I went through all your posts but could not solve it.
3. When I close the narx net, I get the same results as of open loop without training.
4. If I train the close loop, the outputs deviate from the target. How can I reduce this error?
Thanks in advance Regards
  1 Comment
Nawras Kh
Nawras Kh on 23 Feb 2020
hello,plz can u help me i need the NARX code for predict my data

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Accepted Answer

Greg Heath
Greg Heath on 19 Sep 2014
The Fibonacci series does not result from an input/output relationship. It is autoregressive
Either y(1:2) = [ 0 1 ] or y(1:2) = [ 1 1 ] and then
y(n+1) = y(n) + y(n-1)
Obviously this can be implemented with a NARNET WITH NO HIDDEN NODES.
Hope this helps.
Thank you for formally accepting my answer
Greg

More Answers (1)

Greg Heath
Greg Heath on 25 Sep 2014
% Prediction using narx :
% Sent By Unnikrishnan P.C. On:Sep 09/19/14 1:45 PM
%Neural network to create a Fibinocci series
close all, clear all, clc, plt = 0
X = { 1 2 3 4 5 6 7 8 9 10 }; % Input Series
T = { 1 2 3 5 8 13 21 34 55 89 }; % Target series
d1 = [ 1:2 ]; d2 = [ 1:2 ];
net = narxnet( d1, d2, [] );
net.divideFcn = '';
[ Xs, Xi, Ai, Ts ] = preparets( net, X, {}, T );
whos X T Xs Xi Ai Ts
% Name Size Bytes Class
% Ai 1x0 0 cell % ==> Timedelaynet
% T 1x10 1200 cell
% Ts 1x8 960 cell % T(3:end)
% X 1x10 1200 cell
% Xi 2x2 480 cell % { X(1:2) ; T(1:2) }
% Xs 2x8 1920 cell % { X(3:end) ; T(3:end)}
xs = cell2mat(Xs);
xs1 = xs(1,:);
ts = cell2mat( Ts );
MSE00s = var( ts',1 ) % 789
% Open-Loop Training
rng('default')
view(net)
[ net tr Ys Es Xf Af ] = train( net, Xs, Ts, Xi, Ai);
view(net)
% Ys = net( Xs, Xi, Ai );
% Es = gsubtract(net, Ts, Ys)
whos Xs Ts Xi Ai Ys Es Xf Af
% Name Size Bytes Class
% Af 1x0 0 cell
% Ai 1x0 0 cell
% Es 1x8 960 cell
% Ts 1x8 960 cell
% Xf 2x2 480 cell
% Xi 2x2 480 cell
% Xs 2x8 1920 cell
% Ys 1x8 960 cell
ys = cell2mat( Ys );
es = cell2mat( Es );
R2s = 1 - mse( es )/MSE00s % 1
IW = net.IW{:} % 0.023 -0.023
b = net.b{:} % 1.0632
LW = net.LW{:} % []
[ xsn xsettings ] = mapminmax(xs);
[ tsn tsettings ] = mapminmax(ts);
ysn = tansig(b(1) + IW*xsn);
plt = plt+1, figure( plt )
figure( plt )
subplot( 211 )
title('Fibonacci Series Model')
hold on
plot( xs1, ts )
plot( xs1, ys, 'ro' )
legend('Fibonacci','Open Loop Model',2)
subplot(212)
plot( xs1, es, 'ko-' )
legend('Open Loop Model Error')
%Close narx net for future prediction
[ netc Xic Aic ] = closeloop( net, Xi, Ai );
isequalX = isequal(Xic,Xi) % 0
isequalA = isequal(Aic,Ai) % 0
[ Xc, Xic, Aic, Tc ] = preparets( netc, X, {}, T );
isequalT = isequal(Tc,Ts)
tc = ts;
MSE00c = MSE00s % 789
Yc = netc( Xc, Xic, Aic );
yc = cell2mat(Yc);
R2c = 1-mse(tc-yc)/MSE00c % 1
IW = netc.IW{:} % 0.023 -0.023
b = netc.b{:} % 1.0632
LW = netc.LW{:} % 1 1
% Train the Closed Loop Network?
[ netc trc Yc Ec Xfc Afc ] = train(netc, Xc, Tc, Xic, Aic);
IW = netc.IW{:} % 0.023 -0.023
b = netc.b{:} % 1.0632
LW = netc.LW{:} % 1 1
% Predict Future Outputs
Xcf = con2seq(11:20);
Ycf = netc( Xcf , Xfc, Afc );
xcf = cell2mat( Xcf );
ycf = cell2mat( Ycf );
plt=plt+1, figure(plt)
subplot(211)
hold on
plot( xs1, ts )
plot( xs1, ys, 'ro' )
subplot(212)
hold on
plot( xs1, ts )
plot( xs1, ys, 'ro' )
plot(xcf, ycf, 'r-o')
}

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