Presentation 2009-11-11
Chaotic Time Series Prediction by Combining Echo-State Networks and Radial Basis Function Networks
Yoshitaka ITOH, Masaharu ADACHI,
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Abstract(in English) In this report, we describe a chaotic time series prediction method by a network which combines echo state networks (ESN) with radial basis function networks (RBFN). ESN is a neural network consisting of three layers. The hidden layer is called a "reservoir" and consists of many neurons. RBFN is a neural network using radial basis function (RBF) for output function of the neurons. It represents non-linear functions by superimposing RBF functions. In numerical experiments, time series of the Mackey-Glass equation and the Langford equation are predicted. As a result, we find that the proposed model shows higher prediction ability than the conventional ESN.
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Keyword(in English) Echo-State Network / Radial Basis Function Network / chaotic time series
Paper # NLP2009-86
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Conference Information
Committee NLP
Conference Date 2009/11/4(1days)
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Registration To Nonlinear Problems (NLP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Chaotic Time Series Prediction by Combining Echo-State Networks and Radial Basis Function Networks
Sub Title (in English)
Keyword(1) Echo-State Network
Keyword(2) Radial Basis Function Network
Keyword(3) chaotic time series
1st Author's Name Yoshitaka ITOH
1st Author's Affiliation Department of Electronic Engineering, Graduate School of Engineering, Tokyo Denki University()
2nd Author's Name Masaharu ADACHI
2nd Author's Affiliation Department of Electronic Engineering, Graduate School of Engineering, Tokyo Denki University
Date 2009-11-11
Paper # NLP2009-86
Volume (vol) vol.109
Number (no) 269
Page pp.pp.-
#Pages 4
Date of Issue