Prediction Problem using NARX neural network
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I would like to conduct the multistep prediction by using NARX network. The network is trained. However, I am confused how to use it to predict the next values.
For example, output y(t+1) can be predicted by the trained network. However, in order to predict y(t+2), I need y(t+1) and u(t+1) (external input). But I did not know u(t+1) either. Should I predict u(t+1) first of all?
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