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Prediction of a time series

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Joerg on 9 Nov 2012
I want to predict a time serious using the NARX-model of the Neural Network Toolbox. But in my special case the forecast function has to look like this:
y(t + 8) = f(y(t-4), y(t-5), ... x(t-1), x(t-2), ...)
At point t I know the value of y till y(t-4), the exegenous variables till point t-1.
How can I do this in Matlab?
Many thanks for all replies

Accepted Answer

Greg Heath
Greg Heath on 13 Nov 2012
Think in terms of
y(t) = f(y(t-12), y(t-13), ... x(t-9), x(t-10), ...);
Hope this helps.
Thank you for formally accepting my answer.
  1 Comment
Joerg on 14 Nov 2012
Hi Greg,
thanks for your answer. While I was playing with the kids at the weekend I had the same idea. Sometimes it's good to be far away from the desk :-)

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