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

DOI10.1016/j.neunet.2019.05.006zbMath1441.62213OpenAlexW2947965996WikidataQ92954944 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 methodtime series predictionrecursive least squares (RLS) algorithmecho state networksonline sequential learningsparse recursive least squares algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Sequential estimation (62L12)

Related Items (2)

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

Uses Software

• darch

Cites Work

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• Distributed Sparse Recursive Least-Squares Over Networks
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• Analysis and Design of Echo State Networks
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