Prediction of a time series
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Hello,
I want to predict a time serious using the NARX-model of the Neural Network Toolbox. But in my special case the forecast function has to look like this:
y(t + 8) = f(y(t-4), y(t-5), ... x(t-1), x(t-2), ...)
At point t I know the value of y till y(t-4), the exegenous variables till point t-1.
How can I do this in Matlab?
Many thanks for all replies
Joerg
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Accepted Answer
Greg Heath
on 13 Nov 2012
Think in terms of
y(t) = f(y(t-12), y(t-13), ... x(t-9), x(t-10), ...);
Hope this helps.
Thank you for formally accepting my answer.
Greg
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