Date: Nov 10, 2012 8:26 AM
Author: Joerg
Subject: Prediction of a time series


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