NARX Neural network prediction?

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Luis Cruz
Luis Cruz el 24 de Jun. de 2015
Editada: Greg Heath el 29 de Jun. de 2015
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!

Respuesta aceptada

Greg Heath
Greg Heath el 29 de Jun. de 2015
Editada: Greg Heath el 29 de Jun. de 2015
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

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