Can I use a NARX neural net to learn a time series of the form: y(k) = K0 * y(k-1) + K1 * x(k) + K2 * x(k-1) + K3 * x(k-2) where x(k) is the input time series ?

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Suryakiran Menachery George
Edited: Suryakiran Menachery George on 7 Oct 2018
Can I use a NARX neural net to learn a time series of the form: y(k) = K0 * y(k-1) + K1 * x(k) + K2 * x(k-1) + K3 * x(k-2) where x(k) is the input time series ?

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Accepted Answer

Greg Heath
Greg Heath on 6 Oct 2018
Only if k and n are positive and linearly related.
Hope this helps.
Thank you for formally accepting my answer
Greg

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