NARX test set closed loop

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Tu Yuan Neoh
Tu Yuan Neoh 2016년 9월 21일
편집: Greg Heath 2016년 9월 27일
Hi all, Does NARX's test set use a closed loop network automatically in it's train(net,x,t,xi,ai) function? Since principally for the test dataset the network is just fed with input and the target is withheld from the network for testing. Thanks

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Greg Heath
Greg Heath 2016년 9월 22일
편집: Greg Heath 2016년 9월 27일
You seem confused:
1. OL trn, val and tst subsets are automatically
tested by TRAIN.
2. The OL configuration is then explicitly
converted to CL by CLOSELOOP.
3. CL performance of the trn, val and tst subsets
is then obtained after the conversion.
You can see some recent examples by searching in BOTH NEWSREADER and ANSWERS using
greg narxnet closeloop
Hope this helps.
Thank you for formally accepting my answer
Greg
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Tu Yuan Neoh
Tu Yuan Neoh 2016년 9월 22일
Thanks for that G. On a side note, could you explain to me in simple terms how removedelay(net) really works? Matlab's doc removedelay says that it decreases input delays and increases output feedback delays. If I don't closeloop before removedelay, shouldn't it be a target feedback instead of an output feedback. And how does shifting the delays enable step ahead prediction?
Greg Heath
Greg Heath 2016년 9월 23일
After reading the documentation on removedelay, I decided it's a lot of bullfeathers. So I don't use it and do not recommend it.
Hope this helps.
Greg
PS if you wish to try it I suggest more training after the delays are reduced.

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