Precisions obtained with network openloop NarX

Write data from network openloop with NarX:

N=2200

Ndof=1449

Neq=2200

Ntrneq=1540

Nw=91

I=8

O=1

R2=0.9911

R2a=0.9907

R2trn=0.9914

R2tst=0.9900

R2val=0.9905

MSE=8.48e-5

MSEa=8.84e-5

MSEtrn=9.2e-5

MSEtst=9.2e-5

MSEval=9.065e-5

If you know someone tell me if there is any sign of overfitting appreciate it because I think it achieves high precision and the graph I get a little offset from the original. Variables used are highly correlated. We also appreciate and would tell me ontener several steps ahead with real data and because I get to perform one iteration morning values but need to continue iterating my future values of inputs and that is not possible. thank you very much

Answer 1

[Greg Heath]

net = narxnet(ID,FD,H);

What are ID, FD and H?

Typically, the sign of overfitting is very high R2trn with much lower R2trna, R2val and R2tst.

You're looking good.

Greg

[FRANCISCO]

ID = 1:2

FD = 1:2

H = I think more or less I move between 8-12. Is that I have made many tests and now I'm in college and I have my data here, but the number of H is handled in that interval.

As calculated R2trna? It is the only parameter that would fail me by check. All other conditions met.

Many thanks Greg