Adjusting delays in a NARX neural network

The NARX provided by the MATLAB toolbox defines y(t) as a function of past inputs and outputs:

y(t) = f(x(t-1), ... ,x(t-d),y(t-1), ... ,y(t-d))

The standard definition of NARX defines y(t) as a function of past and present inputs and past outputs:

y(t) = f( x(t) ,x(t-1), ... ,x(t-d),y(t-1), ... ,y(t-d))

I have attached a picture to illustrate my question.

What is the MATLAB command to modify the input TDL of my existing NARX model to accomidate the present input?

My illustration shows [0:6], but any help is appreciated to achieve similar results such as [0:5], etc.

Answer 1

[S. Moore]

One solution is to create a new net from scratch thusly:

net = narxnet(0:4,1:5,10);

Answer 2

[Greg Heath]

MATLAB Toolbox yields the standard dependence on the present input indicated by a 0 input delay. However, feedback delays must be positive.

http://www.mathworks.com/matlabcentral/answers/?term=greg+narx+tutorial

Hope this helps.

Thank you for formally accepting my answer

Greg

[S. Moore]

The NARX model provided by the nnstart toolbox is shown in file attachment of the original post. The delays on both x(t) and y(t) are set to [1:6]. However, I would like to have the delay on x(t) set to e.g. [0:5], while the delay on y(t) stays [1:6].

The canonical definition of the nonlinear autoregressive exogenous model (" Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains ") specifies the equation:

y(t) = f( x(t) ,x(t-1), ... ,x(t-d),y(t-1), ... ,y(t-d))

Which is different than the NARX model presented by MATLAB , due to the missing x(t) term.

Either I need to setup a new net from scratch, or modify the net created by the toolbox. I admit learning all of the net commands to create a new net from scratch is the more academic solution, but it would be nice to simply modify the delay element in the existing net without having to create a new one.

Original post:

What is the MATLAB command to modify the input TDL of my existing NARX model to accommodate the present input?

[Greg Heath]

I explained in my answer that the MATLAB software does support ID >= 0. However FD must be > 0.

In other words:

Software OK

Documentation LACKING

Greg