correlation function lag selection

Hi all,

I am working on NN toolbox (NARXNET). As the delays criteria selection, the ID can found from cross-correlation function and the FD from autocorrelation function. the question is why we should select the first maximum lag after zero (i.e. FD). the other question is could the ID be a non-integer number?

thank you for your help in advance.

Answer 1

[Greg Heath]

 1. ID=0 is permissible; FD =0 is noncausal (equivalent to saying 
the output at time t is caused by the output at time t).
2. Insert the command net = narxnet(1.5)

Hope this helps.

Thank you for formally accepting my answer

Greg

[Lilya]

Greg, how can investigate the delay time? I mean before runnning the network (i.e. crosscorr or xcorr?) or after running the network from the plotted figures?

[Greg Heath]

There probably is no guaranteed procedure EXCEPT to determine the correlation lags.