Plot input to error time-series cross-correlation
plotinerrcorr(x,e)
plotinerrcorr(...,'inputIndex',inputIndex)
plotinerrcorr(...,'outputIndex',outputIndex)
plotinerrcorr(x,e)
takes an input time series x
and
an error time series e
, and plots the cross-correlation of inputs to errors
across varying lags.
plotinerrcorr(...,'inputIndex',inputIndex)
optionally defines which
input element is being correlated and plotted. The default is 1.
plotinerrcorr(...,'outputIndex',outputIndex)
optionally defines which
error element is being correlated and plotted. The default is 1.
Here a NARX network is used to solve a time series problem.
[X,T] = simplenarx_dataset; net = narxnet(1:2,20); [Xs,Xi,Ai,Ts] = preparets(net,X,{},T); net = train(net,Xs,Ts,Xi,Ai); Y = net(Xs,Xi,Ai); E = gsubtract(Ts,Y); plotinerrcorr(Xs,E)