INT301- Week 11: Elman networks and time series modelling Solved

 

In Matlab an Elman network can be created using function newelm as follows (type “help newelm” in command window for help in detail):

newelm(input,target,[N1,…,N(K-1)]) 

where input and output represent the input and target of training set, [N1, …, N(K-1)] denote the number of units of each hidden layer (as the number of units of output layer is determined by target).

The demo code models the series xn  0.75xn21 0.2xn2 (x x1  2 1) using Elman network, with one hidden layer of 15 units (K = 15) and 300 epochs in training. Understand the demo code and try different number of training/testing data size, different number of hidden layers and units of each layer, and different number of epochs.