Knowledge Commons of Institute of Automation,CAS
Echo State Network With Probabilistic Regularization for Time Series Prediction | |
Xiufang Chen; Mei Liu; Shuai Li | |
发表期刊 | IEEE/CAA Journal of Automatica Sinica
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ISSN | 2329-9266 |
2023 | |
卷号 | 10期号:8页码:1743-1753 |
摘要 | Recent decades have witnessed a trend that the echo state network (ESN) is widely utilized in field of time series prediction due to its powerful computational abilities. However, most of the existing research on ESN is conducted under the assumption that data is free of noise or polluted by the Gaussian noise, which lacks robustness or even fails to solve real-world tasks. This work handles this issue by proposing a probabilistic regularized ESN (PRESN) with robustness guaranteed. Specifically, we design a novel objective function for minimizing both the mean and variance of modeling error, and then a scheme is derived for getting output weights of the PRESN. Furthermore, generalization performance, robustness, and unbiased estimation abilities of the PRESN are revealed by theoretical analyses. Finally, experiments on a benchmark dataset and two real-world datasets are conducted to verify the performance of the proposed PRESN. The source code is publicly available at https://github.com/LongJin-lab/probabilistic-regularized-echo-state-network. |
关键词 | Echo state network (ESN) noise probabilistic regularization robustness |
DOI | 10.1109/JAS.2023.123489 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.ia.ac.cn/handle/173211/52336 |
专题 | 学术期刊_IEEE/CAA Journal of Automatica Sinica |
推荐引用方式 GB/T 7714 | Xiufang Chen,Mei Liu,Shuai Li. Echo State Network With Probabilistic Regularization for Time Series Prediction[J]. IEEE/CAA Journal of Automatica Sinica,2023,10(8):1743-1753. |
APA | Xiufang Chen,Mei Liu,&Shuai Li.(2023).Echo State Network With Probabilistic Regularization for Time Series Prediction.IEEE/CAA Journal of Automatica Sinica,10(8),1743-1753. |
MLA | Xiufang Chen,et al."Echo State Network With Probabilistic Regularization for Time Series Prediction".IEEE/CAA Journal of Automatica Sinica 10.8(2023):1743-1753. |
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JAS-2022-1227.pdf(3459KB) | 期刊论文 | 出版稿 | 开放获取 | CC BY-NC-SA | 浏览 下载 |
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