In the
SANN Time Series (Regression) or the
SANN Time Series (Classification) node dialog box, under the
Specifications heading, select the
Time Series tab to access the following options.
In time series problems, the objective is to predict (later) values of a variable or variables (steps ahead), from a number of (earlier) values of the same or different variable or variables (steps used to predict). In the most common case, a single variable is involved, and a number of sequential values are used to predict the next value in the same sequence (Bishop, 1995). In that sense, earlier cases in the target variable(s) actually become inputs which are used to predict the variable itself.
SANN supports a more general model: the input and target variable(s) do not have to be the same, and the prediction can be more than one step ahead.
| Element Name
|
Description
|
| Number of time steps used as inputs
|
Specify the number of lagged time series values to provide as input to the network.
|
| Number of steps ahead to predict
|
Enter the number of time steps ahead of the lagged input values that the predicted output lies.
For example, to predict a variable at time t, from lagged values at t-3, t-2 and t-1, enter a Number of steps ahead to predict of 1 and a Number of time steps used as inputs of 3. See handling of data in time series analysis for more details.
Note: Most applications of time series analysis use Number of steps ahead to predict 1, and the input variables are identical to the target variables (usually, there is only one variable). In this case, the target(s) of the network can be combined with previous input values, shifted one time step, and repeated predictions made.
Options / C / W. See Common Options.
|
| OK
|
Click the
OK button to accept all the specifications made in the dialog box and to close it. The analysis results will be placed in the
Reporting Documents node after running (updating) the project.
|
