Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
Drexel University or The Math Forum.



Re: Prediction of a time series
Posted:
Nov 13, 2012 7:17 PM


"Joerg" wrote in message <k7lklk$svi$1@newscl01ah.mathworks.com>... > Hello, > > I want to predict a time serious using the NARXmodel of the Neural Network Toolbox. But in my special case the forecast function has to look like this: > > y(t + 8) = f(y(t4), y(t5), ... x(t1), x(t2), ...) > > At point t I know the value of y till y(t4), the exegenous variables till point t1. > > How can I do this in Matlab? > > Many thanks for all replies
As I've answered previously in ANSWERS, think in terms of
y(t ) = f(y(t12), y(t13), ... x(t9), x(t10), ...)
Hope this helps.
Greg



