I have created a NARX model using 1 external input and 1 target data set in time series. When I train the system with very long memory lengths for output, I got good accuracy for training but when I try to predict other data set from same system, prediction accuracy is very low.
then I combined 3 datasets sequencelly to train the network and then tried to predict each other seperately. let's say my dataset numbers are 1, 2 and 3, respectively. when I try to predict I got 79% accuracy for 3, 70% accuracy for 2 and 20% acccuracy for 1.
What is the reason of low accuracy for the dataset 1?