Researches on Time Series Prediction with Echo State Networks
Xiyuan Peng · Dianzi xuebao · 2010
The choice of delay time and embedded dimension in time series modeling and prediction and the problem of reservoir adaption are challenges for Echo State Networks(ESNs).Correlation analysis is introduced to construct the inputs vector from the time series in ESNs networks.Moreover,the effects of different parameters settings on prediction performances in reservoir is analyzed by experiments of mobile communication traffic prediction.Compared with ARMA and BP neural networks,the proposed method can ensure not only the accuracy and efficiency but also the good generalities.