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Joerg
Posts:
1
Registered:
11/10/12


Prediction of a time series
Posted:
Nov 10, 2012 8:26 AM


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
Joerg



