Online sequential echo state network with sparse RLS algorithm for time series prediction

DOI10.1016/j.neunet.2019.05.006zbMath1441.62213WikidataQ92954944 ScholiaQ92954944MaRDI QIDQ2185621

Lei Wang, Kaizhe Nie, Jun-Fei Qiao, Cuili Yang, Zohaib Ahmad

Publication date: 5 June 2020

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.neunet.2019.05.006

zbMATH Keywords

regularization method; time series prediction; recursive least squares (RLS) algorithm; echo state networks; online sequential learning; sparse recursive least squares algorithm

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

68T05: Learning and adaptive systems in artificial intelligence

62L12: Sequential estimation

Related Items

Robust echo state network with sparse online learning, Relation between prognostics predictor evaluation metrics and local interpretability SHAP values

Uses Software

• darch

Cites Work

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