Can I custom the delays for every input variable in NARX?

Hello guys,

I'm modelling a time serie with matlab (NTSTOOL), I have several input variables for predicting 1 target. I'd like to know if I could use differente delays for every variable, for example, d=12 for var1, d=4 for var2 and d=8 for var3.

Thanks in advance for your help.

Best, Joseph

Answer 1

[Greg Heath]

No.

Well, you could revise the MATLAB code. However, I would consider that a waste of time.

Hope this helps.

Greg

[Random_Noise]

Yes, it's useful because I don't continue researching on this.

Many thanks Greg!

[Khurrum Mughal]

I am working with Economic Time series data, in which the number of lags for each variable might differ. So my question is the same, is there a way to choose different delays for each variable?

[Greg Heath]

No. However, if you look at the peaks of the absolute values of each I/O cross correlation function, it should help in coming to a reasonable compromise.

Hope this helps.

Greg