I solved my time series problem using NARX network. I am getting very low performance. how can i improve it???
What are the values of MSE that are good for a network. how should the graphs of correlation should look.
any source how to read these graphs???

 Akzeptierte Antwort

Greg Heath
Greg Heath am 23 Nov. 2014

1 Stimme

If
MSE00 = mean(var(t',1))& Average target variance
a useful training goal is
NMSE = mse(t-y)/ mean(var(t',1)) <= 0.01
therefore
net.trainParam.goal = 0.01*MSE00
i.e. the net models more that 99% of the average target variance.
Search NEWSGROUP and ANSWERS using
greg MSEgoal
Hope this helps
Thank you for formally accepting my answer
Greg

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