I am working to predict electricity demand (load) and I am having many categorical variables as inputs to a Neural Network Time Series NARX app such as months (12 categories spelled out January -December), days of week (seven categories: Monday thru Sunday), and Hours of the day (1 thru 24). Is there a more efficient way to convert these Categorical variables other then creating additional 12 columns for each month, 7 columns for each day of the week, and 24 columns for each hour of the day and flag those with binary 0/1 as applicable? I prefer not to convert Months into 1-12 as Matlab will assume some scale (Month 12 is higher than Month 6, etc). Thank you in advance!