narxnet early prediction problem

조회 수: 1 (최근 30일)
Victor Plaza
Victor Plaza 2013년 4월 25일
I have developed a NarxNet to predict the next High on a stock market asset. When i use the early prediction the network only can predict the y(t) once i have provided two delays with its targets and a new value with a target too. The problem is that at the time of using it in real time i can't have the last target, i mean the value to be predicted target so i get the last one y(t-1) and a NaN for the next.
How can i use then the early prediction to get a prediction of the next value?
Thank you for your help
  댓글 수: 1
Morteza Hajitabar Firuzjaei
Morteza Hajitabar Firuzjaei 2018년 1월 25일
Dear Victor,
You can use close loop to predict next values in narxnet, for example:
% one-step-ahead prediction
perf = perform(net,Ts,Y);
[Xs1,Xio,Aio] = preparets(net,inputSeries(1:end-delay),{},targetSeries(1:end-delay));
[Y1,Xfo,Afo] = net(Xs1,Xio,Aio);
[netc,Xic,Aic] = closeloop(net,Xfo,Afo);
[yPred,Xfc,Afc] = netc(inputSeriesVal,Xic,Aic);
multiStepPerformance = perform(net,yPred,targetSeriesVal);
view(netc)
also this information aren't efficient
Beat Regards,
Morteza Hajitabar Firuzjaei

댓글을 달려면 로그인하십시오.

답변 (0개)

카테고리

Help CenterFile Exchange에서 Sequence and Numeric Feature Data Workflows에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by