Prediction for nonlinear time series by improved deep echo state network based on reservoir states reconstruction.
Qiufeng YuHui ZhaoLi TengLi LiAnsar YasarStéphane GallandPublished in: Auton. Intell. Syst. (2024)
Keyphrases
- state variables
- prediction accuracy
- state transitions
- three dimensional
- initial state
- high resolution
- state space
- quasi periodic
- state transition
- financial time series
- reconstruction process
- nonlinear dynamical
- short term prediction
- water supply
- moving average
- prediction algorithm
- belief state
- dynamic time warping
- extreme values
- prediction error
- prediction model
- optimal policy
- image quality