Echo State Network With Probabilistic Regularization for Time Series Prediction

作     者：Xiufang Chen Mei Liu Shuai Li Xiufang Chen;Mei Liu;Shuai Li

作者机构：the Engineering Research Center of Open Source Software and Real-Time SystemsMinistry of EducationSchool of Information Science and EngineeringLanzhou UniversityLanzhou 730000China IEEE 

出 版 物：《IEEE/CAA Journal of Automatica Sinica》 (自动化学报（英文版）)

年 卷 期：2023年第10卷第8期

页      面：1743-1753页

核心收录：

学科分类：12[管理学] 02[经济学] 07[理学] 08[工学] 070103[理学-概率论与数理统计] 0202[经济学-应用经济学] 020208[经济学-统计学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 081104[工学-模式识别与智能系统] 0714[理学-统计学（可授理学、经济学学位）] 0835[工学-软件工程] 0701[理学-数学] 0811[工学-控制科学与工程] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：supported in part by the National Natural Science Foundation of China(62176109) the CAAI-Huawei MindSpore Open Fund(CAAIXSJLJJ-2022-020A) the Natural Science Foundation of Gansu Province(21JR7RA531,22JR5RA427,22JR5RA487) the Fundamental Research Funds for the Central Universities(lzujbky-2022-kb12,lzujbky-2022-23) the Science and Technology Project of Chengguan Discrict of Lanzhou(2021-1-2) the Supercomputing Center of Lanzhou University 

主　　题：Echo state network(ESN) noise probabilistic regularization robustness 

摘      要：Recent decades have witnessed a trend that the echo state network(ESN)is widely utilized in field of time series prediction due to its powerful computational ***,most of the existing research on ESN is conducted under the assumption that data is free of noise or polluted by the Gaussian noise,which lacks robustness or even fails to solve real-world *** work handles this issue by proposing a probabilistic regularized ESN(PRESN)with robustness ***,we design a novel objective function for minimizing both the mean and variance of modeling error,and then a scheme is derived for getting output weights of the ***,generalization performance,robustness,and unbiased estimation abilities of the PRESN are revealed by theoretical ***,experiments on a benchmark dataset and two real-world datasets are conducted to verify the performance of the proposed *** source code is publicly available at https://***/LongJinlab/probabilistic-regularized-echo-state-network.