NARX how to control batch sequences
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Hello,
I would be glad if you could help me with the following.
I wanted to use a NARX network approximate a function with one out put and 6 inputs. For this I have 200 Matrices where the function values change over time (each aprox. 20000 Timesteps).
I thought it would be most practical to train the network with one such Matrice per batch because the Matrice is representing a "one lifetime" and different Matrices differ in the usage of the product. The output depends on the history of the 6 Inputs.
So far I have tried it with Array (1x200 Matrices = different usage) each Matrice (6 Inputs x 20000 Timesteps)
and
Array (1x20000 Matrices = Timesteps) each Matrice (6 Inputs x 200 Matrices = different usage)
Both times the performance was that bad that I could not guess which way is the right one and if it is possible anyway. I thought I saw somewhere that one Cell of an Array Input is used as one batch in the default training.
Thank you very much
Dominic
8 Comments
Greg Heath
on 23 Aug 2014
When I look at your plots I notice the following
Something very significant happens ~ t= 1800
var5 = var2
target = var6
Is that consistent with other data sets?
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