%?Example?script?for?NN

%?This?script?will?model?a?time?series?using?the?two?different?methods
%?and?then?plot?the?forecasts?versus?real?points

addpath（‘m_Files‘）;

load?Example_Data.mat;

x=Ibov;?????%?Load?data?from?.mat?file
d=1000;?????%?Defines?where?to?start?the?forecasts
m=3;????????%?Size?of?histories?（embeding?dimension）
k=20;???????%?Number?of?nearest?neighbors?to?use?in?the?forecast‘s?calculation

method_1=‘correlation‘;?????????
method_2=‘absolute_distance‘;

[OutSample_For_CorrInSample_For_CorrInSample_Res_Corr]=nn（xdmkmethod_1）;

[OutSample_For_AbsInSample_For_AbsInSample_Res_Abs]=nn（xdmkmethod_2）;

plot（[x（d+1:end）InSample_For_CorrInSample_For_Abs]）;
xlabel（‘Time‘）;
ylabel（‘Values‘）;
title（[‘Forecasts?VS?Real?values?（m=‘num2str（m）‘??k=‘num2str（k）‘?d=‘num2str（d）‘）‘]）;
legend（‘Ibov?Real?Series‘‘NN?forecast?with?correlation?Method‘‘NN?forecast?with?abs?distance?Method‘）;

rmpath（‘m_Files‘）;