Initial NARX Values

Model predictions with NARX structure require initial values.

For the prediction of a value y(t₀) = f(t_-1, t_-2, ..., t_-n), the past n time steps are considered. n can be entered in the "Max Time Lag" fields in the "Model Properties" window.

For a prediction at t₀, n values for t < t₀ must be provided. These are the initial NARX values. ASCMO-DYNAMIC offers the following methods to determine the initial NARX values in the "Initial State of NARX Values" window.

Constant Initial NARX Values from Dataset

To use the first value of an input as initial value for all steps prior to t₀, the Use first seen option must be activated in the "Initial State of NARX Values" window.

For outputs, the values in the "<output>" fields are used as initial values.

Example

n = 6, t_n - t_n-1 = 0.1 s
Define Global Constant Initial NARX Values

You can define constant values that will be taken for all steps prior to t₀. To do so, go to the "Initial State of NARX Values" window, deactivate Use first seen option, and enter the desired value for each input and output in the respective "<input>" or "<output>" field.

Example

n = 6, t_n - t_n-1 = 0.1 s

User-defined initial values:

prediction:
No Prediction for Initial NARX Values

To make no predictions for the initial NARX values, go to the "Initial State of NARX Values" window, deactivate Use first seen option, and activate Use NaN for one or more inputs.

For outputs, the values in the "<output>" fields are used as initial values.

With that, prediction starts at t_n, i.e. after n time steps. For inputs, the initial values at t < t₀ are set to NaN, the initial values at t₀ - t_n-1 are taken from the dataset.

Example

n = 6, t_n - t_n-1 = 0.1 s

User-defined initial values:

prediction:

Initial NARX values determined via the Constant Initial NARX Values from Dataset method or Define Global Constant Initial NARX Values method are included in the model export.

Initial NARX values determined via the No Prediction for Initial NARX Values method, however, are replaced by initial values determined via Constant Initial NARX Values from Dataset in the model export, and a message appears in the log window.