Prediction with Narxnet without future inputs
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I'm a bit confused if prediction with Narxnet requires knowledge of future input. Documentation defines Narxnet as dependent only on past inputs and past outputs, but I cant seem to find a way of using narxnet without future inputs and unable to get any meaningful predictions with zero/nan input. How do I forecast a timeseries which is dependent on some inputs whose future values aren't available.
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Greg Heath
le 1 Fév 2016
You are correct. If you do not have future inputs you are in serious trouble. My approach is to design two additional NARNETS: One for the input and one for the output. Then you have 2 methods for n > N = length of original data.
1. Extend the closeloop output NARNET
2. Extend the closeloop input NARNET and use this in the original closeloop NARXNET.
3. Compare the answers and pray for divine guidance.
Hope this helps.
Thank you for formally accepting my fantastic answer
Greg
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Greg Heath
le 14 Mar 2016
CLARIFICATION:
0 is NOT A VALID feedback delay for CLOSELOOP configurations!
0 IS A VALID feedback delay for the OPEN LOOP configuration.
0 IS A VALID input delay for both configurations.
Hope this helps.
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