Delayed Deep Echo State Network and Its Application on Time Series Prediction

被引:0
作者
Bo Y.-C. [1 ]
Zhang X. [1 ]
Liu B. [1 ]
机构
[1] College of Control Science and Engineering, China University of Petroleum (East China), Qingdao
来源
Zidonghua Xuebao/Acta Automatica Sinica | 2020年 / 46卷 / 08期
基金
中国国家自然科学基金;
关键词
Artificial neural networks; Deep learning; Echo state network; Short-term memory capacity; Time series prediction;
D O I
10.16383/j.aas.c180264
中图分类号
学科分类号
摘要
To improve the prediction ability of echo state network (ESN) on time series problems, this paper proposes a delayed deep ESN (DDESN) constructing method. In this scheme, multiple sub-reservoirs are connected one by one in sequence, and time delay modules are inserted between every two adjacent sub-reservoirs. The DDESN can transfer a long-term memory task into a series of short-term memory tasks because of the existence of the delay links. It simplifies the solution to long-term dependent task and reduces the difficulty of building a reservoir. Experimental results show that the proposed DDESN has stronger short-term memory capacity, better robustness to randomly initialized parameters, and higher performance on solving time series tasks than a standard ESN. Copyright © 2020 Acta Automatica Sinica. All rights reserved.
引用
收藏
页码:1644 / 1653
页数:9
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