Using of NARX in the case a time series step is not constant and inconsistent from one sample to another.

I have 200 samples,each sample has 4 Inputs constant except time(a,b,c,(t1,t2,t3))and 1 Output (variable according to the t1,t2 and t3).The(t1,t2 and t3)is not consistent for all samples i.e. for first sample(t1=1 day,t2=40 day,t3=180 day),Second sample(t1=5 day,t2=55 day,t3=195 day) and so on..... My question: Is Narx(dynamic neural network) benefit to solve my problem and if not what is a appropriate architecture of ANN that i should use.I note that i use Toolbox of Matlab not a programming code.

 Accepted Answer

Terminology: You have 1 sample of 200 examples.
Do you mean you have 3 constanr inputs (a,b,c) ?
If so, ignore them and you will have
[ 3 200] = size(input)
[ 1 200] = size(output)
Unless there is a relatively constant correlation between the current output and past inputs and/or outputs, you have a simple regression problem. See
help fitnet
doc fitnet
Hope this helps.
Thank you for formally accepting my answer
Greg

1 Comment

Thank you for reply .i load my problem as a image, as you see i have (200X3=600 output and (3(inputs)*200+600 input as time).The time step id different for each sample and the Output is increase whith time.What are you advice me?

Sign in to comment.

Categories

Find more on Deep Learning Toolbox in Help Center and File Exchange

Asked:

on 12 Jun 2014

Answered:

on 14 Jun 2014

Community Treasure Hunt

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

Start Hunting!