Prediction for noisy nonlinear time series by echo state network based on dual estimation.

Chunyang Sheng Jun Zhao Ying Liu Wei Wang

Published in: Neurocomputing (2012)

Keyphrases

prediction accuracy
quasi periodic
exponential smoothing
density estimation
dynamic time warping
noisy environments
prediction algorithm
short term prediction
data sets
box jenkins
moving average
estimation process
prediction error
noisy data
state space
high dimensional
feature space