Adaptive forgetting factor echo state networks for time series prediction
by Zhang Song-lin; Li Xue
International Journal of Intelligent Systems Technologies and Applications (IJISTA), Vol. 16, No. 1, 2017

Abstract: Echo state networks (ESN) are an emerging learning technique proposed for generalised single-hidden layer feed forward networks (SLFNs). However, the conventional ESN ignores training data timeliness, which may reduce prediction accuracy for time varying data. To solve this problem, a novel algorithm based on ESN with adaptive forgetting factor (AF-ESN) is proposed. The adaptive forgetting factor is introduced to ESN sequential learning phase, which automatically tunes the valid training data window size according to prediction error magnitude. A comparison of the proposed AF-ESN with other algorithms is evaluated on three chaotic time series and an actual time series. Compared with conventional ESN and FOS-ELM (online sequential extreme learning machine with forgetting mechanism), though AF-ESN consumes much computation time, AF-ESN provides the highest prediction accuracy with high stability.

Online publication date: Thu, 29-Dec-2016

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Intelligent Systems Technologies and Applications (IJISTA):
Login with your Inderscience username and password:

    Username:        Password:         

Forgotten your password?


Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com