correlation function lag selection
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Lilya
el 2 de Nov. de 2016
Comentada: Greg Heath
el 6 de En. de 2018
Hi all,
I am working on NN toolbox (NARXNET). As the delays criteria selection, the ID can found from cross-correlation function and the FD from autocorrelation function. the question is why we should select the first maximum lag after zero (i.e. FD). the other question is could the ID be a non-integer number?
thank you for your help in advance.
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Greg Heath
el 2 de Nov. de 2016
1. ID=0 is permissible; FD =0 is noncausal (equivalent to saying
the output at time t is caused by the output at time t).
2. Insert the command net = narxnet(1.5)
Hope this helps.
Thank you for formally accepting my answer
Greg
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Greg Heath
el 6 de En. de 2018
There probably is no guaranteed procedure EXCEPT to determine the correlation lags.
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