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Topic: Bad performance NARX NN
Replies: 2   Last Post: Sep 7, 2017 1:30 AM

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Greg Heath

Posts: 6,387
Registered: 12/7/04
Re: Bad performance NARX NN
Posted: Sep 7, 2017 1:30 AM
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"Jack" wrote in message <j407fv$nsb$1@newscl01ah.mathworks.com>...
> Hi Alexander,
>
> I see you are coding Neural Networks stuff ...
>
> I cant help you but I was wondering if you can help me ...
>
> I've read all the posts here about Time Series Forecasting but still can't figure it out ! I'm drained.. :-(
>
> I've a NARX neural network with 10 hidden neurons and 2 delays. As input I have a 5x510 (called Inputx) and as output I have a 1x510(called Target).
>
> I want to forecast 10 days ahead but it's really not working...
>
> I tried the following code but I'm stuck now. :-(
>
> Would you mind to help me ? Some code will be awesome. :-(
>
> ***////////////////////////////////////////////******** ***/////////////////////////////////////////// ******
>
> inputSeries = tonndata(Inputx,false,false);
>
> targetSeries = tonndata(Target,false,false);
>
> netc = closeloop(net);
>
> netc.name = [net.name ' - Closed Loop'];
>
> [xc,xic,aic,tc] = preparets(netc,inputSeries,{},targetSeries);
>
> yc = netc(xc,xic,aic);
>
> ***////////////////////////////////////////////******** ***/////////////////////////////////////////// ******


1. You never trained the net.

2. It tends to be easier to
a. first train an acceptable openloop (OL) neto
b. convert to a closeloop (CL) netc
c. If the netc performance is not acceptable
1. Try to improve performance via additional training
2. If c1 is not successful start over at 2a with different weights
and/or delay and hidden node inputs.

Hope this helps.

Greg



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