# how can find the optimal delays and number of hidden nodes in narnet for forecasting task?

1 visualización (últimos 30 días)
coqui el 19 de Jul. de 2014
Comentada: coqui el 12 de Oct. de 2015
I have tried with these code but I haven't found solutions:
1/ Optimal timelags?
N = length(Target)
zy = zscore(Target,1);
autocorry = ifft( abs(fft(zy)).^2 )/N
%AUTOCORRELATION
ZT=zscore(Target,1);
autocorrT = nncorr(ZT,ZT,N-1,'biased')
figure(3)
plot(autocorrT)
%title('ACF')
2/Optimal hidden nodes???
%To find H
[I ,N]=size(Input);
[O ,N]=size(Target);
Neq=N*O;
Hub=floor((N-1)*O/(I+O+1)) %max H for Neq>=Nw
Thank you in advance.
##### 7 comentariosMostrar 6 comentarios más antiguosOcultar 6 comentarios más antiguos
coqui el 12 de Oct. de 2015
Thank you very much Greg.

Iniciar sesión para comentar.

Greg Heath el 8 de Oct. de 2015
I have many posts regarding this.
Search both the NEWSGROUP and ANSWERS using subsets of the following search words
greg narnet nncorr siglag95 Hub Ntrials tutorial
Hope this helps.
Greg
##### 4 comentariosMostrar 3 comentarios más antiguosOcultar 3 comentarios más antiguos
Greg Heath el 12 de Oct. de 2015
No.
1. Find all NONNEGATIVE lags where the absolute value of the input/target crosscorrelation function exceeds a specified threshold.
2. For a threshold I use an estimate of the 95 per cent significance level of Gaussian noise.
3. Then choose a subset of the smallest significant lags to include in the design. For example, if the smallest significant input lags are 0 2 3 6 8, using ID = 0:3 might be a reasonable first try.
4. Similarly for the target autocorrelation function and significant feedback lags EXCEPT, the feedback lags must be POSITIVE.
5. Finally, given the choice of delays, use the double for loop (h = Hmin:dH:Hmax, i = 1:Ntrials) approach to determine the smallest number of hidden nodes that yields either an acceptable, or the best design.
Hope this helps.
Greg

Iniciar sesión para comentar.

### Categorías

Más información sobre Linear Predictive Coding en Help Center y File Exchange.

### Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by