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Topic: Time delay estimation for a NARX neural network
Replies: 1   Last Post: Aug 16, 2013 7:38 AM

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Greg Heath

Posts: 6,263
Registered: 12/7/04
Re: Time delay estimation for a NARX neural network
Posted: Aug 16, 2013 7:38 AM
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"Rad" wrote in message <ku03fh$ajh$1@newscl01ah.mathworks.com>...
> Hello, I?m trying to determine the feedback and input delays for a 3-input 1-output NARX network using target-target auto-correlation and input/target cross-correlation, respectively. For each input/target pair, the max. cross-correlation (peak) value occurs at a different lag. Given that all input delays must be the same for a NARX network, which value out of the 3 different lags should I select? The smallest one?
> For the target-target auto-correlation, the max. lag is at 0, and the value of the auto-correlation coefficients decreases as the number of lags increase. How is the proper feedback delay selected in this case?
> Sorry if these questions seem trivial; any help would greatly be appreciated. Thank you!

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