Broad echo state network for multivariate time series prediction

DOI10.1016/j.jfranklin.2019.01.027zbMath1453.62652OpenAlexW2911463394MaRDI QIDQ2419351

Xianshuang Yao, Zhan-Shan Wang

Publication date: 13 June 2019

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.01.027

zbMATH Keywords

multivariate time series predictionlearning algorithm of restricted Boltzmann machine (RBM)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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Cites Work

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