steps_ahead not simulating next steps in SimulateNARMAX
Lalith-Sagar-Devagudi opened this issue · 2 comments
Lalith-Sagar-Devagudi commented
bug
When trying to simulate duffing equation
x_1 = 1.0 x_2
x_2 = -0.15 x_1 + 2.75 x_2 - 1.0 x_2^3
by giving steps_ahead = 2 or more, it is still predicting the one step forward for all the given test values. And it cannot simulate with out the steps_ahead parameter and also when steps_ahead = 50 or more. Please see the respective screenshots of the simulations.
ident_model = np.array([
[1001, 1001, 1001],
[1001, 0, 0],
[2001, 0, 0],
])
s = SimulateNARMAX(basis_function=Polynomial(degree=3), calculate_err=True, estimate_parameter=True, extended_least_squares=True)
yhat_simulate = s.simulate(
X_train=x_train,
y_train=y_train,
X_test=x_test,
y_test=y_test,
model_code=ident_model,
steps_ahead=2)
without steps_ahead
steps_ahead = 1
steps_ahead = 2
steps_ahead = 50
steps_ahead = 100
Thank you very much for this very insightful and helpful project.
wilsonrljr commented
Hey Lalith! Thank you for creating the issue. The issue is only with the 1 step ahead prediction and fix will be on next update. You can use the solution we talked about on discord in the meantime!
wilsonrljr commented
fixed in v0.3.0