How to predict next value using time series?
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Hi, is there a way to use neural network toolbox to predict the next value in a time series?
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Greg Heath
2014년 10월 29일
1. Override 'dividerand' to obtain constant intervals between points. For example
net.divideFcn = 'divideblock'
2. Obtain the final states Xf,Af from training
[ net tr Ys Es Xf Af] = train(net,Xs,Ts,Xi,Ai);
%Ys = net(Xs,Xi,Ai);
%Es = gsubtract(Ts,Ys);
3. You have to know the new initial state conditions Xinew, Ainew to predict points after the original data; Then
Ynew = net(NaN(n),Xinew,Yinew))
will yield n predictions. If Xinew,Ainew = Xf,Af, then Ynew is a gapless contnuation of Ys.
Hope this helps.
Thank you for formally accepting my answer
Greg
추가 답변 (2개)
Greg Heath
2014년 10월 24일
Try
net = nar(1);
For details see
help nar
doc nar
Hope this helps
Thank you for formally accepting my answer
Greg
Star Strider
2014년 10월 24일
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Star Strider
2014년 10월 25일
The targets are the predicted outputs for your training data. If you have no training targets, the net has nothing to adapt its weights with respect to. The correctly trained net will have the predictions as its outputs based on the input data.
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