matlab 时间序列 预测,MATLAB时间序列预测Prediction of time series with NAR neural network

format compact

% data settings

N = 249; % number of samples

Nu = 224; % number of learning samples

y = Data;% Input your data

% prepare training data

yt = con2seq(y(1:Nu)‘);

% prepare test data

yv = con2seq(y(Nu+1:end)‘);

% Choose a Training Function

% For a list of all training functions type: help nntrain

% ‘trainlm‘ is usually fastest.

% ‘trainbr‘ takes longer but may be better for challenging problems.

% ‘trainscg‘ uses less memory. NTSTOOL falls back to this in low memory situations.

trainFcn = ‘trainlm‘; % Levenberg-Marquardt

% Create a Nonlinear Autoregressive Network

feedbackDelays = 1:5;

hiddenLayerSize = 40;

net = narnet(feedbackDelays,hiddenLayerSize,‘open‘,trainFcn);

[Xs,Xi,Ai,Ts] = preparets(net,{},{},yt);

% train net