How to format multidimensional input/training time series data sets for NARX?

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EricB on 22 Dec 2017

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Commented: Prajwal Thakur on 13 Dec 2020

Hi,

I have M Input sets and M Target sets, both of size [N x 3]. They represent time series data in which the target data are the integrated output of the input data. In my C code I can apply each input/target set to my C NARX model to train on, following a convention of 70% of the sets used for training, 15% validation, and 15% for testing. But I have not been successful in formatting the data for use in Matlab's NN Toolbox.

My question is: How do I format the [M x N x 3] matrices so that they can be used by narxnet and preparets?

I have formatted the data in several ways using cells, but have had no success. The statement, [p,Pi,Ai,t] = preparets(narx_net, u, {}, y), will return with p = empty cell, Pi = correctly sized cell, Ai = empty cell, t = empty cell.

Please advise. Thanks.