Fitting Neuralnet Models
model_NeuralNetwork(x, control)data
control list with settings
fitted multivariate neural network model
Multivariate Neuralnetwork model is formulated for each of the parameter using its own lagged values and rest of all parameters involved. For instance, considering 3 parameters 'p1', 'p2', 'p3', the value of 'p1' at time step 'i' is calclated as
p1[i] = p2[i] + p3[i] + p1[i-1]
It is recommended to activate the normalization of the data.