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Multi Step Ahead Forecasting NARX

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esra
esra on 4 Mar 2013
Hi!
I think I have read all threads about this topic but I could not find a clear example. Can I make multi step ahead forecasting with NARX? I mean I want to have a feedback loop in the model but I don't want to input my forecasted values into the model.
For example if I want to make 2 step ahead forecast while my feedbackdelay= [3:5] I mean if delay value does not prevent me from predicting two step ahead forecast, I don't need my last hour forecast. My aim is what if I want to forecast 2 days ahead for 1 month but I don't want to use the value I forecasted because it becomes available on next day, so do not want to increase errors?
How do I code this? Or I do always close the loop?
Any ideas?

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