correlation function lag selection

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Lilya
Lilya le 2 Nov 2016
Commenté : Greg Heath le 6 Jan 2018
Hi all,
I am working on NN toolbox (NARXNET). As the delays criteria selection, the ID can found from cross-correlation function and the FD from autocorrelation function. the question is why we should select the first maximum lag after zero (i.e. FD). the other question is could the ID be a non-integer number?
thank you for your help in advance.

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Greg Heath
Greg Heath le 2 Nov 2016
1. ID=0 is permissible; FD =0 is noncausal (equivalent to saying
the output at time t is caused by the output at time t).
2. Insert the command net = narxnet(1.5)
Hope this helps.
Thank you for formally accepting my answer
Greg
  2 commentaires
Lilya
Lilya le 3 Nov 2016
Modifié(e) : Lilya le 3 Nov 2016
Greg, how can investigate the delay time? I mean before runnning the network (i.e. crosscorr or xcorr?) or after running the network from the plotted figures?
Greg Heath
Greg Heath le 6 Jan 2018
There probably is no guaranteed procedure EXCEPT to determine the correlation lags.

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