Multi Step Ahead Prediction using TIMEDELAYNET
4 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi ! I'm new in this field and i need help to perform a Multi Step Ahead Prediction using the Focused Time-Delay Neural Network (FTDNN) as seen here , http://www.mathworks.es/matlabcentral/answers/14970-neural-network-multi-step-ahead-prediction , but with a Timedelaynet .
Is it possible to have some script to understand and solve this problem ?
Thanks a lot !
Regards , Salvatore
0 Kommentare
Antworten (1)
kira
am 28 Nov. 2018
Bearbeitet: kira
am 29 Nov. 2018
Hello,
I don't think is possible to do multiple steps ahead prediction using timedelaynets, recall that a timedelaynet it used for a time series like: y(t+1)=f(x(t),x(t-1),...,x(t-d)), therefore, to do predictions you will need the next values of x, that we usually don't have.
You can do multiple steps ahead predictions with narnets, since they model: y(t+1)=f(y(t),....,y(t-d)), therefore you use the same output of the net to do the predictions.
You can do multiple steps ahead predictions with narxnet, since they model: y(t+1)=f(x(t),....,x(t-dx),y(t),....y(t-dy)), as long as you have the next values of x.
However, recall that the time delay has the form: d1:d2, where d2 is the time delay, but d1 is usually 1, so you are doing 1 step ahead prediction. So it you use d1>1, you'll doing multistep ahead prediction, but nothing ensures it will work ok.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Sequence and Numeric Feature Data Workflows finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!