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Topic: Prediction of a time series
Replies: 1   Last Post: Nov 13, 2012 7:17 PM

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Greg Heath

Posts: 5,950
Registered: 12/7/04
Re: Prediction of a time series
Posted: Nov 13, 2012 7:17 PM
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"Joerg" wrote in message <k7lklk$svi$1@newscl01ah.mathworks.com>...
> Hello,
>
> I want to predict a time serious using the NARX-model of the Neural Network Toolbox. But in my special case the forecast function has to look like this:
>
> y(t + 8) = f(y(t-4), y(t-5), ... x(t-1), x(t-2), ...)
>
> At point t I know the value of y till y(t-4), the exegenous variables till point t-1.
>
> 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(t-12), y(t-13), ... x(t-9), x(t-10), ...)

Hope this helps.

Greg



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