narxnet early prediction problem
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I have developed a NarxNet to predict the next High on a stock market asset. When i use the early prediction the network only can predict the y(t) once i have provided two delays with its targets and a new value with a target too. The problem is that at the time of using it in real time i can't have the last target, i mean the value to be predicted target so i get the last one y(t-1) and a NaN for the next.
How can i use then the early prediction to get a prediction of the next value?
Thank you for your help
1 commentaire
Morteza Hajitabar Firuzjaei
le 25 Jan 2018
Dear Victor,
You can use close loop to predict next values in narxnet, for example:
% one-step-ahead prediction
perf = perform(net,Ts,Y);
[Xs1,Xio,Aio] = preparets(net,inputSeries(1:end-delay),{},targetSeries(1:end-delay));
[Y1,Xfo,Afo] = net(Xs1,Xio,Aio);
[netc,Xic,Aic] = closeloop(net,Xfo,Afo);
[yPred,Xfc,Afc] = netc(inputSeriesVal,Xic,Aic);
multiStepPerformance = perform(net,yPred,targetSeriesVal);
view(netc)
also this information aren't efficient
Beat Regards,
Morteza Hajitabar Firuzjaei
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