0
votes
0answers
55 views

lag in prediction outputs in one-step ahead neural network autoregressive model

I am working on an ARX forecasting problem mostly using feed-forward neural networks in MATLAB. The functional model is of the form $y(t) = f(y(t-1),...,y(t-n),u(t))$. My data is at half hourly ...
1
vote
1answer
203 views

Choosing cost function for a neural network continuous forecast

I´m using Octave to build a Neural Network regression (3 layers nn, using tanh as activation function, fmincg as optimizer and continuous output). The purpose of the model is to forecast demand for ...
2
votes
1answer
394 views

Cross-validation with neural networks yielding worse results than a standard neural network

Summary: when using a 10-fold cross-validation procedure where each training set is used to generate N bootstrap samples for processing with NNs. How do I provide my NN with correct sequence and ...
0
votes
2answers
214 views

Predicting time series with NNs: should the data set be shuffled?

Suppose I'm trying to predict time series with a neural network. The data set is created from a single column of temporal data, where the inputs of each pattern are ...
0
votes
2answers
161 views

How to select input values for neural networks?

I'm new to forecasting using neural networks. I have decided to use feedforward backpropagation algorithm. What are the input values if I have past data and what is the technique to select input ...
4
votes
2answers
998 views

Recurrent neural networks in R

I've heard a bit about using neural networks to forecast time series, specifically recurrent neural networks. I was wondering, is there a recurrent neural network package for R? I can't seem to find ...
8
votes
1answer
4k views

How to apply Neural Network to time series forecasting?

I'm new to machine learning, and I have been trying to figure out how to apply neural network to time series forecasting. I have found resource related to my query, but I seem to still be a bit lost. ...