Abstract
Echo State Networks (ESNs) have attracted wide attention for their superior performance in time series prediction. However, it is difficult to design an ESN to match with the given application. In this paper, an approach is proposed to design growing echo state networks. The basic idea of the proposed method is to design a growing reservoir with multiple sub-reservoirs by adding hidden units to the network group by group. First, several subservoirs are synchronously constructed by using the singular value decomposition. Then, every subservoir is evaluated and the best one is selected to be added to the network. Finally, two time series are used to validate the proposed approach.
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Notes
- 1.
According to reference [20], the column vectors of H can be made full-rank with probability one.
- 2.
Size, sparsity and spectral radius of reservoirs are optimized by the conventional grid search method.
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Fan-jun, L., Ying, L. (2016). An Approach to Design Growing Echo State Networks. In: Yin, H., et al. Intelligent Data Engineering and Automated Learning – IDEAL 2016. IDEAL 2016. Lecture Notes in Computer Science(), vol 9937. Springer, Cham. https://doi.org/10.1007/978-3-319-46257-8_24
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DOI: https://doi.org/10.1007/978-3-319-46257-8_24
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