论文标题
部分可观测时空混沌系统的无模型预测
Composite FORCE learning of chaotic echo state networks for time-series prediction
论文作者
论文摘要
回声状态网络（ESN）是一种经常性神经网络，由固定的储层组成，其中神经元随机连接和递归连接，仅通过训练输出连接权重获得所需的输出。一阶减少和受控的错误（力）学习是一种在线监督培训方法，可以将ESN的混乱活动变成指定的活动模式。本文提出了一种基于递归最小二乘的复合力学习方法，以训练其初始活动自发混乱的ESN，其中采用动态回归器扩展和内存数据开发的复合学习技术来增强参数收敛。提出的方法应用于预测Mackey-Glass系统产生的混乱时间序列的基准问题，数值结果表明，与现有方法相比，它显着改善了学习和预测性能。
Echo state network (ESN), a kind of recurrent neural networks, consists of a fixed reservoir in which neurons are connected randomly and recursively and obtains the desired output only by training output connection weights. First-order reduced and controlled error (FORCE) learning is an online supervised training approach that can change the chaotic activity of ESNs into specified activity patterns. This paper proposes a composite FORCE learning method based on recursive least squares to train ESNs whose initial activity is spontaneously chaotic, where a composite learning technique featured by dynamic regressor extension and memory data exploitation is applied to enhance parameter convergence. The proposed method is applied to a benchmark problem about predicting chaotic time series generated by the Mackey-Glass system, and numerical results have shown that it significantly improves learning and prediction performances compared with existing methods.
