Online sequential echo state network with sparse RLS algorithm for time series prediction

Recently, the echo state networks (ESNs) have been widely used for time series prediction. To meet the demand of actual applications and avoid the overfitting issue, the online sequential ESN with sparse recursive least squares (OSESN-SRLS) algorithm is proposed. Firstly, the ℓ0 and ℓ1 norm sparsity...

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Bibliographic Details

Published in:	Neural networks Vol. 118; pp. 32 - 42
Main Authors:	Yang, Cuili, Qiao, Junfei, Ahmad, Zohaib, Nie, Kaizhe, Wang, Lei
Format:	Journal Article
Language:	English
Published:	United States Elsevier Ltd 01.10.2019
Subjects:	Algorithms Echo state networks Forecasting Least-Squares Analysis Neural Networks, Computer Online sequential learning Regularization method Sparse recursive least squares algorithm Time Factors Time series prediction Regularization method Online sequential learning Time series prediction Sparse recursive least squares algorithm Echo state networks
ISSN:	0893-6080, 1879-2782, 1879-2782
Online Access:	Get full text
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