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Erschienen in: Neural Processing Letters 1/2020

31.05.2020

Fractional Order Echo State Network for Time Series Prediction

verfasst von: Xianshuang Yao, Zhanshan Wang

Erschienen in: Neural Processing Letters | Ausgabe 1/2020

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Abstract

In this brief, considering the infinite memory of fractional-order differential equation, a fractional-order echo state network (FESN) is given for time series prediction. For the FESN, the reservoir state differential equation is replaced with fractional-order differential equation. According to the advantages of FESN, the dynamic characteristics of a class of time series can be fully reflected. In order to improve the prediction performance of FESN, a fractional-order output weights learning method and a fractional-order parameter optimization method are given to train the output weights and optimize the reservoir parameters, respectively. Finally, two numerical examples are used to show the effectiveness of FESN.

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Metadaten
Titel
Fractional Order Echo State Network for Time Series Prediction
verfasst von
Xianshuang Yao
Zhanshan Wang
Publikationsdatum
31.05.2020
Verlag
Springer US
Erschienen in
Neural Processing Letters / Ausgabe 1/2020
Print ISSN: 1370-4621
Elektronische ISSN: 1573-773X
DOI
https://doi.org/10.1007/s11063-020-10267-y

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