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Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…

Machine Learning · Statistics 2017-08-18 Patrick L. McDermott , Christopher K. Wikle

Many natural and physical processes can be understood by analyzing multiple system variables evolving, forming a multivariate time series. Predicting such time series is challenging due to the inherent noise and interdependencies among…

Chaotic Dynamics · Physics 2025-12-11 S. Hariharan , R. Suresh , V. K. Chandrasekar

This paper proposes a novel and interpretable recurrent neural-network structure using the echo-state network (ESN) paradigm for time-series prediction. While the traditional ESNs perform well for dynamical systems prediction, it needs a…

Machine Learning · Computer Science 2024-04-01 Debdipta Goswami

As an efficient recurrent neural network (RNN) model, reservoir computing (RC) models, such as Echo State Networks, have attracted widespread attention in the last decade. However, while they have had great success with time series data…

Machine Learning · Computer Science 2017-11-16 Qianli Ma , Lifeng Shen , Garrison W. Cottrell

Echo State Networks (ESNs) are recurrent neural networks that only train their output layer, thereby precluding the need to backpropagate gradients through time, which leads to significant computational gains. Nevertheless, a common issue…

Neural and Evolutionary Computing · Computer Science 2019-03-13 Jacob Reinier Maat , Nikos Gianniotis , Pavlos Protopapas

This paper investigates the performance of Echo State Networks (ESNs) for univariate time series forecasting using a subset of the M4 Forecasting Competition dataset. Focusing on monthly and quarterly time series, we evaluate whether a…

Machine Learning · Computer Science 2026-04-08 Alexander Häußer

At the heart of time-series forecasting (TSF) lies a fundamental challenge: how can models efficiently and effectively capture long-range temporal dependencies across ever-growing sequences? While deep learning has brought notable progress,…

Machine Learning · Computer Science 2025-11-18 Hongbo Liu , Jia Xu

Long-lead forecasting for spatio-temporal systems can often entail complex nonlinear dynamics that are difficult to specify it a priori. Current statistical methodologies for modeling these processes are often highly parameterized and thus,…

Machine Learning · Statistics 2018-09-05 Patrick L. McDermott , Christopher K. Wikle

This paper considers the problem of data-driven prediction of partially observed systems using a recurrent neural network. While neural network based dynamic predictors perform well with full-state training data, prediction with partial…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Debdipta Goswami

Echo State Networks (ESNs) are recurrent neural networks usually employed for modeling nonlinear dynamic systems with relatively ease of training. By incorporating physical laws into the training of ESNs, Physics-Informed ESNs (PI-ESNs)…

Machine Learning · Computer Science 2025-02-05 Eric Mochiutti , Eric Aislan Antonelo , Eduardo Camponogara

Echo state networks are powerful recurrent neural networks. However, they are often unstable and shaky, making the process of finding an good ESN for a specific dataset quite hard. Obtaining a superb accuracy by using the Echo State Network…

Machine Learning · Statistics 2018-02-22 Qiuyi Wu , Ernest Fokoue , Dhireesha Kudithipudi

Echo state networks (ESNs) are a powerful form of reservoir computing that only require training of linear output weights whilst the internal reservoir is formed of fixed randomly connected neurons. With a correctly scaled connectivity…

Machine Learning · Computer Science 2021-08-03 Luca Manneschi , Matthew O. A. Ellis , Guido Gigante , Andrew C. Lin , Paolo Del Giudice , Eleni Vasilaki

Forecasting stock and cryptocurrency prices is challenging due to high volatility and non-stationarity, influenced by factors like economic changes and market sentiment. Previous research shows that Echo State Networks (ESNs) can…

Machine Learning · Computer Science 2025-08-08 Mansi Sharma , Enrico Sartor , Marc Cavazza , Helmut Prendinger

Irregularly sampled time series (ISTS) are widespread in real-world scenarios, exhibiting asynchronous observations on uneven time intervals across variables. Existing ISTS forecasting methods often solely utilize historical observations to…

Computer Vision and Pattern Recognition · Computer Science 2026-03-09 Zhi Lei , Chenxi Liu , Hao Miao , Wanghui Qiu , Bin Yang , Chenjuan Guo

Modeling the dynamics of the formation and evolution of protostellar disks as well as the history of stellar mass accretion typically involve the numerical solution of complex systems of coupled differential equations. The resulting mass…

Solar and Stellar Astrophysics · Physics 2023-04-18 Gianfranco Bino , Shantanu Basu , Ramit Dey , Sayantan Auddy , Lyle Muller , Eduard I. Vorobyov

Spatio-temporal area-level datasets play a critical role in official statistics, providing valuable insights for policy-making and regional planning. Accurate modeling and forecasting of these datasets can be extremely useful for…

Machine Learning · Computer Science 2026-01-06 Zhenhua Wang , Scott H. Holan , Christopher K. Wikle

We propose a physics-informed Echo State Network (ESN) to predict the evolution of chaotic systems. Compared to conventional ESNs, the physics-informed ESNs are trained to solve supervised learning tasks while ensuring that their…

Physics and Society · Physics 2019-06-28 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

We propose a physics-informed Echo State Network (ESN) to predict the evolution of chaotic systems. Compared to conventional ESNs, the physics-informed ESNs are trained to solve supervised learning tasks while ensuring that their…

Machine Learning · Computer Science 2020-11-05 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

Continuous Time Echo State Networks (CTESNs) are a promising yet under-explored surrogate modeling technique for dynamical systems, particularly those governed by stiff Ordinary Differential Equations (ODEs). A key determinant of the…

Computational Engineering, Finance, and Science · Computer Science 2024-01-25 Saakaar Bhatnagar

Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…

Machine Learning · Computer Science 2025-04-03 Dianhui Wang , Gang Dang
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