Autoregression Multivariate Prediction with a NARX NN

This code aims to perform a prediction of time sequence variable based on three external inputs.

Aim

This code aims to perform a prediction of time sequence variable based on three external inputs. Having the external inputs at the time t predict the response at the time t. Having the inputs and response at time t what will be the response at the time t+1?

Output

net: An accurate open-loop shallow network able to predict the response given three external inputs. Use this network for validation or evaluate the response when you have known data; for example, you would like to test your network using a test set.

netc: A closed-loop network to predict the response variable at the time t given three external inputs at the time t; for example, you measure the input 1, 2 and 3 and would like to know what the response value will be at the time t.

nets:One step ahead prediction. Suppose now that at the time step t you have the three inputs and the response and you would like to know what would be the next response value at the time t+1 based on the measurement at the time t. For example, stock market; you have the volume, open, low and close value (response ) today and you would like to know the close (response) for tomorrow.