Echo State Network With Probabilistic Regularization for Time Series Prediction

doi:10.1109/JAS.2023.123489

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	Echo State Network With Probabilistic Regularization for Time Series Prediction
	Xiufang Chen; Mei Liu; Shuai Li
刊名	IEEE/CAA Journal of Automatica Sinica
	2023
卷号	10 期号:8 页码:1743-1753
关键词	Echo state network (ESN) noise probabilistic regularization robustness
ISSN号	2329-9266
DOI	10.1109/JAS.2023.123489
英文摘要	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.
内容类型	期刊论文
源URL	[http://ir.ia.ac.cn/handle/173211/52336]
专题	自动化研究所_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.