Oladoyin - 2021-08-05T11:05:46+00:00
Question: NARX OPTIMUM HIDDEN NODES NUMBER
I used the code below to try to get the optimum number of hidden nodes for a narx network....I would like any suggestions concerning if I am implementing the code correctly. THANKS close all,clear all, clc, plt=0; tic load 'ProjectD' X = GasProduced; %[1x1500] cell T = OilRate; %[1x1500] cell x = cell2mat(X); t = cell2mat(T); [ I N ] = size(X); % [ 1 1500] [ O N ] = size(T); MSE00 = mean(var(t',1)) % 1.1197e+07 MSE00a = mean(var(t',0)) %1.12041e+07 %Normalization zx = zscore(cell2mat(X), 1); zt = zscore(cell2mat(T), 1); Ntrn = N-2*round(0.15*N) trnind = 1:Ntrn Ttrn = T(trnind) Neq = prod(size(Ttrn)) % 1500 %Significant Lags were determined using the code at : %sigilag95: [0:517 520 521 524 525 636:1255 1345:1384] %Significant Input Lag %sigflag95: [0:348 411:1207 1321:1401] %significant Feedback lag rng('default') % % % % FD = 1:20; %Random Selection of sigflag subset ID = 1:20; %Random selection of sigilag subset NFD = length(FD) % NID = length(ID) % MXFD = max(FD) MXID = max(ID) Ntrneq = prod(size(t)) % Nw = ( NID*I + NFD*O + 1)*H + ( H + 1)*O Hub = -1+ceil( (Ntrneq-O) / ((NID*I)+(NFD*O)+1)) Hmax = floor(Hub/10) % Hmax = 2 ==> Nseq >>Nw : Hmin = 0 dH = 1 Ntrials = 25 j=0 rng(4151941) for h = Hmin:dH:Hmax j = j+1 if h == 0 net = narxnet( ID, FD, [] ); Nw = ( NID*I + NFD*O + 1)*O else net = narxnet( ID, FD, h ); Nw = ( NID*I + NFD*O + 1)*h + ( h + 1)*O end Ndof = Ntrn-Nw [ Xs Xi Ai Ts ] = preparets(net,X,{},T); ts = cell2mat(Ts); xs = cell2mat(Xs); MSE00s = mean(var(ts',1)) MSE00as = mean(var(ts')) MSEgoal = 0.01*Ndof*MSE00as/Neq MinGrad = MSEgoal/10 net.trainParam.goal = MSEgoal; net.trainParam.min_grad = MinGrad; net.divideFcn = 'dividetrain'; for i = 1:Ntrials net = configure(net,Xs,Ts); [ net tr Ys ] = train(net,Xs,Ts,Xi,Ai); ys = cell2mat(Ys); stopcrit{i,j} = tr.stop; bestepoch(i,j) = tr.best_epoch; MSE = mse(ts-ys); MSEa = Neq*MSE/Ndof; R2(i,j) = 1-MSE/MSE00s; R2a(i,j) = 1-MSEa/MSE00as; end end stopcrit = stopcrit %Min grad reached (for all). bestepoch = bestepoch R2 = R2 R2a = R2a Totaltime = toc
Expert Answer
Neeta Dsouza answered .
2025-11-20
I get the same results as you.
1. However, there are some code inconsistencies including:
- a. Using Ntrn = 70 with 'dividetrain'
- b. Not taking lags into account when counting equations... the equation count should be based on ttrns.
2. I now find using o (instead of s) and c as subscripts for openloop and closeloop to be more natural.
3. Sorry for not suggesting
- a. less trivial dataset examples like simpleseries and pollution.
- b. Using ID = 0
3. Remember, DIVIDETRAIN is only recommended for estimating the minimum values of ID, FD, and H that will yield acceptable performance. To get reliable estimates of performance on unseen data use data division with Ntrn as small as possible.
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