Hierarchical delay-memory echo state network: A model designed for multi-step chaotic time series prediction. (June 2021)

• Record Type: Journal Article
• Authors: Na, Xiaodong; Ren, Weijie; Xu, Xinghan
• Is Part Of: Engineering applications of artificial intelligence. Volume 102(2021)
• Publication Date: 2021-06
• Subjects: Echo state network -- Hierarchical processing -- Multi-step prediction -- Chaotic time series; Engineering -- Data processing -- Periodicals; Artificial intelligence -- Periodicals; Expert systems (Computer science) -- Periodicals; Ingénierie -- Informatique -- Périodiques; Intelligence artificielle -- Périodiques; Systèmes experts (Informatique) -- Périodiques; Artificial intelligence; Engineering -- Data processing; Expert systems (Computer science); Periodicals; 620.00285
• DOI: 10.1016/j.engappai.2021.104229
• Languages: English
• ISSNs: 0952-1976

Abstract

Abstract: Predicting for long-term dynamics of complex systems from observations is a challenging topic in the field of time series modeling and analysis, and is continually under research. Noteworthily, multi-step prediction requires accurate learning of dynamics and correlations between historical data for predicting future behavior. In this paper, we proposed a modified recurrent neural network named hierarchical delay-memory echo state network (HDESN) for solving the task of multi-step chaotic time series prediction. The HDESN uses multiple reservoirs with delay-memory capabilities, which can simultaneously discover and explore the information of short-term and long-term memory hidden in the historical sequence, and extract the valuable evolution patterns through deep topology and hierarchical processing. Moreover, to ensure high-quality prediction results and reduce the computational burden as much as possible, we further design a phase-space representation strategy which can calculate a compact topology and delay-memory coefficient according to the chaotic characteristics of the data. Compared with other improved ESN-based models, the proposed HDESN does not have a larger memory capacity to capture potential evolution law hidden in the complex system layer by layer, but can also adaptively determine a suitable network architecture to reflect the mapping relations in chaotic phase space. The experimental results on two benchmark chaotic systems and a real-world meteorological dataset demonstrate that the proposed HDESN model obtains satisfactory performance in multi-step chaotic time series prediction.