Lag Space in NARX NN
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I'm trying to model a MIMO sytem (two inputs and two outputs) with a NARX neural net. My problem is that no matter which combination of past inputs and outputs I use, I keep getting a poor performance when simulating it in closed loop.
I've been reading about using the correlation functions to get a good estimation of the needed lags by plotting the results of these functions but I don't quite understand how to use them. I would really appreciate it, if somebody could explanin it to me or post some code to obtain the lags.
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