Echo State Network based on Phase Space Reconstruction:El Ni?o 3 Index Forecasting
作者单位：College of Electrical EngineeringZhejiang University
会议名称：《第32届中国控制与决策会议》
会议日期：2020年
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 070601[理学-气象学] 0706[理学-大气科学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
关 键 词：Time Series Prediction El Ni?o SST index Echo State Network
摘 要：Climate forecasting,especially for the abnormal weather like El Ni?o and La Ni?a etc.,is one of the most difficult tasks of time series prediction domain,because of its inherent difficulty of long-term *** this paper,we investigate whether there is a simple pattern to describe El Ni?o phenomenon that can be reconstructed by mathematical models and a multiple steps ahead predicting method is proposed,which is an improved echo state network（ESN） using the phase-space reconstruction（PSR）.PSR is to embed a one-dimensional time series sequence in a high-dimension phase space as the input of the ***,the method PSR-ESN can capture seasonal characteristics of the climate data and reduce the lag of prediction as much as *** method is evaluated on a real Ni?o 3 SST index data and it outperforms the other state-of-the-art baselines from the perspective of the magnitude and the lag.