Time series forecast with recurrent Elman network in neurolab
问题 I use the Elman recurrent network from neurolab to predict a time series of continuous values. The network is trained from a sequence such that the input is the value at index i and the target is the value at index i+1 . To make predictions beyond the immediate next time step, the output of the net is feed back as input. If, for example, I intend to predict the value at i+5 , I proceed as follows. Input the value from i Take the output and feed it to the net the as next input value (e.g. i+1