NARX Neural network prediction?

Hi,

I am trying to solve a time series problem using the NARX Neural Network solution that Matlab provides. I am trying to understand how to predict actual values, but the results I get are almost perfect! The errors are so small that I am not sure if I am actually predicting. I just want to make sure I am doing everything right!

Basically I train the network with some samples using the GUI solution. Then I use the following script to test the neural network with new samples:

X = num2cell(open2(1:end))'; % input
T = num2cell(close2(1:end))'; % this is the output I should get

net = removedelay(net);
[Xs,Xi,Ai,Ts] = preparets(net,X,{},T);

Y = net(Xs,Xi,Ai);

plotresponse(Ts,Y)
view(net)

Y = cell2mat(Y);
T = cell2mat(T);

sizey = length(Y);
sizet = length(T);

T = T(1:sizey);

figure
plot(1:sizey,T,1:sizey,Y)

The graph I am getting is almost identical to the original target time series function. The errors are really small and the only difference is that the graph (Y) is shifted 2 samples to the left. But, am I really predicting?

Here's the graph:

Thanks in advance!

Answer 1

[Greg Heath]

See my answer in the NEWSGOUP

Subject: Feedforward net lagged output

From: Greg Heath

Date: 28 Jun, 2015 15:17:03

Message: 2 of 2

Thank you for formally accepting my answer

Greg