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