NARX is a U++ conversion of NarxSim.
- in complete and stable state
- many bugfixes to original version (it had some serious hard-to-notice issues)
- identical: same features and lack of features than in original NarxSim
In time series modeling, a nonlinear autoregressive exogenous model (NARX) is a nonlinear autoregressive model which has exogenous inputs. This means that the model relates the current value of a time series to both:
- past values of the same series; and
- current and past values of the driving (exogenous) series — that is, of the externally determined series that influences the series of interest.