correlation function lag selection

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Lilya
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
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
  2 comentarios
Lilya
Lilya el 3 de Nov. de 2016
Editada: Lilya el 3 de Nov. de 2016
Greg, how can investigate the delay time? I mean before runnning the network (i.e. crosscorr or xcorr?) or after running the network from the plotted figures?
Greg Heath
Greg Heath el 6 de En. de 2018
There probably is no guaranteed procedure EXCEPT to determine the correlation lags.

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