Paper Abstract and Keywords |
Presentation |
2018-11-05 15:10
[Poster Presentation]
Nonlinear Time Series Prediction using Multi-Step Learning Echo State Networks Takanori Akiyama, Gouhei Tanaka (Tokyo Univ.) IBISML2018-83 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Reservoir Computing (RC) has recently attracted much attention as brain-like information processing for high-speed learning. RC has been applied to a variety of tasks. Especially, Jaeger proposed the Echo State Network (ESN) , which is one of the RC models, was efficient for chaotic time series prediction. However, there are two critical problems in nonlinear time series prediction using the ESN. One is that its prediction ability reaches the peak despite the increase in reservoir size. The other is that its prediction ability depends heavily on hyper parameters. In this research, we propose a multi-step learning ESN that can solve these problems. The proposed system has multiple reservoirs and the prediction error of one predictor is corrected by the other predictor. In this research, we demonstrated the efficiency of the proposed method in nonlinear time series prediction tasks and confirmed that the ability of the proposed method is robust against the change of hyper parameters using Lyapunov exponents. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Reservoir computing / Echo state network / Multi-step learning / Nonlinear time series prediction / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 118, no. 284, IBISML2018-83, pp. 293-299, Nov. 2018. |
Paper # |
IBISML2018-83 |
Date of Issue |
2018-10-29 (IBISML) |
ISSN |
Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
Download PDF |
IBISML2018-83 |
Conference Information |
Committee |
IBISML |
Conference Date |
2018-11-05 - 2018-11-07 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Hokkaido Citizens Activites Center (Kaderu 2.7) |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Information-Based Induction Science Workshop (IBIS2018) |
Paper Information |
Registration To |
IBISML |
Conference Code |
2018-11-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Nonlinear Time Series Prediction using Multi-Step Learning Echo State Networks |
Sub Title (in English) |
|
Keyword(1) |
Reservoir computing |
Keyword(2) |
Echo state network |
Keyword(3) |
Multi-step learning |
Keyword(4) |
Nonlinear time series prediction |
Keyword(5) |
|
Keyword(6) |
|
Keyword(7) |
|
Keyword(8) |
|
1st Author's Name |
Takanori Akiyama |
1st Author's Affiliation |
Tokyo University (Tokyo Univ.) |
2nd Author's Name |
Gouhei Tanaka |
2nd Author's Affiliation |
Tokyo University (Tokyo Univ.) |
3rd Author's Name |
|
3rd Author's Affiliation |
() |
4th Author's Name |
|
4th Author's Affiliation |
() |
5th Author's Name |
|
5th Author's Affiliation |
() |
6th Author's Name |
|
6th Author's Affiliation |
() |
7th Author's Name |
|
7th Author's Affiliation |
() |
8th Author's Name |
|
8th Author's Affiliation |
() |
9th Author's Name |
|
9th Author's Affiliation |
() |
10th Author's Name |
|
10th Author's Affiliation |
() |
11th Author's Name |
|
11th Author's Affiliation |
() |
12th Author's Name |
|
12th Author's Affiliation |
() |
13th Author's Name |
|
13th Author's Affiliation |
() |
14th Author's Name |
|
14th Author's Affiliation |
() |
15th Author's Name |
|
15th Author's Affiliation |
() |
16th Author's Name |
|
16th Author's Affiliation |
() |
17th Author's Name |
|
17th Author's Affiliation |
() |
18th Author's Name |
|
18th Author's Affiliation |
() |
19th Author's Name |
|
19th Author's Affiliation |
() |
20th Author's Name |
|
20th Author's Affiliation |
() |
Speaker |
Author-1 |
Date Time |
2018-11-05 15:10:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2018-83 |
Volume (vol) |
vol.118 |
Number (no) |
no.284 |
Page |
pp.293-299 |
#Pages |
7 |
Date of Issue |
2018-10-29 (IBISML) |
|