Neural Network Time Series Prediction - changing the inital state
Hello, I'm working currently with prediction-problems for dynamical systems, e.g. single pendulum with friction. At the moment I'm testing neural networks for time series predictions, although my knowledge is very basic. My understanding of neural networks in light of dynamical systems is that they are working like a flexible state-space-model. Training the neural network with some testdata should result in an accurate state-space-model, which can be used for predictions, am I right? Lets say, I split my testdata into two sections. The first one will be used for training purpose and the second one for validation (in reference to my attached file). The prediction gives good results on the validation data, going forward, we are using the same net, but vary the inital state, here the inital angle of the pendulum. Is it even possible to vary the inital state? Does the net just predict on a one-off basis of the training data? I'm referring to ANN Examples ,especially example 9 (Prediction of chaotic time series with NAR neural network).
Neeta Dsouza answered .
2025-11-20
data = training + validation + test design = training + validation nondesign = test nontraining = validation + test
TRAINING:
1. Given input matrix, target matrix and training parameters, estimate the weights and biases. 2. Performance estimate is biased because the same data is used for training and performance estimation.
1. Choose nonweight parameters (e.g., learning rate, momentum constant, stopping epoch...) 2. Rank multiple designs 3. Performance estimates slightly biased because the same data is used to choose parameters
TEST:
Used to obtain UNBIASED performance estimates of designs ranked by validation data.
BASIC ASSUMPTIONS:
REGRESSION AND CLASSIFICATION: All data assumed to be randomly chosen from the same parent probability distribution. TIME SERIES All data segments assumed to have the same summary statistics, i.e., mean, variance and correlations
If you vary the initial pendulum angle, the angle has to be part of the input matrix AND training has to include the range of angles considered.