点击次数：

论文类型：会议论文

发表时间：2010-06-06

收录刊物：EI、CPCI-S、Scopus

卷号：6063

期号：PART 1

页面范围：450-456

关键字：Multi-reservoir; ESN; Sparse Bayesian; Time series prediction

摘要：A multi-reservoir Echo State Network based on the Sparse Bayesian method (MrBESN) is proposed in this paper. When multivariate time series are predicted with single reservoir ESN model, the dimensions of phase-space reconstruction can be only selected a single value, which can not portray respectively the dynamic feature of complex system. To some extent, that limits the freedom degree of the prediction model and has bad effect on the predicted result. MrBESN will expand the simple input into high-dimesional feature vector and provide the automatic estimation of the hyper-parameters with Sparse Bayesian. A simulation example, that is a set of real world time series, is used to demonstrate the validity of the proposed method.