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From: Antony zerrar on 28 Mar 2010 16:44
Hi all, how do you estimate and save a neural network for a Y series (output) with X matrix of determinants (inputs) from the command, as I am able to implement it from the GUI but want to edit some options.

Is this correct?
net=newff(X',Y',3); %feed-forward network
net.divideParam.valRatio = 0.15;
net.divideParam.testRatio=0.25;
net=train(net,X');

then how do I extract the statistics (MSE, R^2) the errors and estimated Y^?

Finally, as I need 1-day ahead forecasts? Should I forecast a rolling one day ahead estimates or does the whole forecast period covers it, in order to compare the estimates of other models?

Thanks :)
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