MATLAB: How do you make a prediction (forecast) from a trained network for a given input using NARX

narxneural network

I am using the neural network toolbox that Matlab provides. I trained a NARX neural network for time series problems. I am trying to predict future values using the inputs I am giving to the neural network.
I am able to see the error graphs and the response for the testing and validation samples, but how do I test new samples? How can I make a prediction using the trained neural network? I could not find any documentation.
This was my attempt
>> net(input2')
ans =
[917.9814]
But no matter what the inputs are, I am getting the exact same output always….

Best Answer

  • The time series is described by a difference equation. Therefore, it should not surprise you that you need to prescribe the initial input and feedback delay states to obtain the correct output. See the documentation for the correct syntax.
    doc narxnet
    help narxnet
    Hope this helps.
    Thank you for formally accepting my answer
    Greg