Time series prediction based on the modified echo state network
LIN Jian
LUN Shu-xian
Abstract：In order to improve the prediction accuracy of echo state network for time series, this paper pro-poses an optimization method by combining modified small world network with the leaky echo state network.The neurons of reservoir of leaky echo state network adopt randomly connected network.Firstly,using the modified small world network instead of random network, A small world network is used to improve connection mode of reservoir processing unit and boost the adaptability of reservoir,thus generalization ability and stability of echo state network are improved.Next,the improved echo state network model is used to predict the typical nonlinear time series.Finally,Matlab software is used to verify in this paper.The simulation results show that the method proposed in this paper has faster convergence speed and higher precision than the traditional echo state network .
Keywords：time seriesecho state networksmall world networkleaky
Publication Date：2015-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：5( 284-288 )