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This example illustrates how to design a linear neuron to predict the next value in a time series given the last five values.

Here time is defined from 0 to 5 seconds in steps of 1/40 of a second.

time = 0:0.025:5;

We can define a signal with respect to time.

signal = sin(time*4*pi); plot(time,signal) xlabel('Time'); ylabel('Signal'); title('Signal to be Predicted');

The signal convert is then converted to a cell array. Neural Networks represent timesteps as columns of a cell array, do distinguish them from different samples at a given time, which are represented with columns of matrices.

signal = con2seq(signal);

To set up the problem we will use the first four values of the signal as initial input delay states, and the rest except for the last step as inputs.

Xi = signal(1:4); X = signal(5:(end-1)); timex = time(5:(end-1));

The targets are now defined to match the inputs, but shifted earlier by one timestep.

T = signal(6:end);

The function **newlind** will now design a linear layer with a single neuron which predicts the next timestep of the signal given the current and four past values.

net = newlind(X,T,Xi); view(net)

The network can now be called like a function on the inputs and delayed states to get its time response.

Y = net(X,Xi);

The output signal is plotted with the targets.

figure plot(timex,cell2mat(Y),timex,cell2mat(T),'+') xlabel('Time'); ylabel('Output - Target +'); title('Output and Target Signals');

The error can also be plotted.

figure E = cell2mat(T)-cell2mat(Y); plot(timex,E,'r') hold off xlabel('Time'); ylabel('Error'); title('Error Signal');

Notice how small the error is!

This example illustrated how to design a dynamic linear network which can predict a signal's next value from current and past values.