Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 237, Issue -, Pages -Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.eswa.2023.121437
Keywords
Multi-step forecasting; Neural network; Recurrent neural network; NARX; NARMAX
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This paper provides an extensive comparison of NARX and NARMAX models, revealing that NARMAX models can offer better predictions in certain situations.
This paper provides the first extensive comparison of NARX and NARMAX models for multi-step prediction. NARMAX models are more complex and require more sophisticated training procedures than NARX models, as described in this paper. However, for some types of data, the NARMAX models provide significantly improved forecasts for shorter prediction horizons, although the predictions converge as the horizon increases. This paper analyzes the NARX and NARMAX predictors in depth on simulated and experimental data to determine those situations where the NARMAX predictor is preferred.
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