Alok Kumar
Alok Kumar

Reputation: 1

How to use trained neural network to predict future values of time series?

I have been using neural network toolbox (MATLAB) for time series prediction. I have followed every step given in the help manual and finally I have got a "net" network.

My input had 1344 values, but the output has 1340 values (because of the delay was 4). But my question is that how do I know the 1341th value and so on using the trained neural network?

Upvotes: 0

Views: 1490

Answers (1)

horseshoe
horseshoe

Reputation: 1477

This might help

net = newff(observations,targets,10);
[net,tr] = train(net,observations',targets');
erg = zeros(size(test_mat,1),1);
for i = 1: size(test_mat,1)
    y = sim(net,test_mat(i,:)');
    erg(i)=find(compet(y));
end

where observations is your training set targets are the known values of the hindcast and test_mat are the values for the forecast. In erg the predictions for the forecast are stored.

Upvotes: 2

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