Broad echo state network for multivariate time series prediction

DOI10.1016/j.jfranklin.2019.01.027zbMath1453.62652MaRDI 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 prediction; learning algorithm of restricted Boltzmann machine (RBM)

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62H12: Estimation in multivariate analysis

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

68T05: Learning and adaptive systems in artificial intelligence

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Cites Work

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