calculating results (error, mse) by hand (Neural network)
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Freddy Rojas
on 20 Sep 2014
Answered: Freddy Rojas
on 21 Sep 2014
Hi my friends,
I am running a neural network (NARX) with 2 lags for each input and 2 lags for targets. I got results and also I pinpointed weights and biases parameters. I made the calculation of the error by hand i.e I took weights and transfer function and applied those to data. Basically, I constructed the non-linear system and I got the error (the difference between output and target). I could not get the error provided by the NARX estimation. I checked this several times but no success. I wonder why, it seems very easy but I totally puzzled. It is a basic code, if you can have data you can do it yourself (you only need data and weights after estimation).
please help Freddy
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Greg Heath
on 21 Sep 2014
MAXMIN normalization of input and output are defaults. Therefore you have to
1. Normalize inputs before multiplying with the weights
2. Unnornormalize outputs before comparing with targets.
Hope this helps.
Thank you for formally accepting my answer
Greg
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