Related papers: Echo State Networks for Bitcoin Time Series Predic…
Echo State Networks (ESNs) are a class of single layer recurrent neural networks that have enjoyed recent attention. In this paper we prove that a suitable ESN, trained on a series of measurements of an invertible dynamical system, induces…
This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…
Recurrent Neural Networks (RNNs) have demonstrated their outstanding ability in sequence tasks and have achieved state-of-the-art in wide range of applications, such as industrial, medical, economic and linguistic. Echo State Network (ESN)…
Echo State Networks (ESNs) are a reservoir computing framework widely used for nonlinear time-series prediction. However, despite their effectiveness, randomly initialized reservoirs often contain redundant nodes, leading to unnecessary…
This study constructs an integrated early warning system (EWS) that identifies and predicts stock market turbulence. Based on switching ARCH (SWARCH) filtering probabilities of the high volatility regime, the proposed EWS first classifies…
Echo State Networks (ESNs) are simplified recurrent neural network models composed of a reservoir and a linear, trainable readout layer. The reservoir is tunable by some hyper-parameters that control the network behaviour. ESNs are known to…
We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…
A particular case of Recurrent Neural Network (RNN) was introduced at the beginning of the 2000s under the name of Echo State Networks (ESNs). The ESN model overcomes the limitations during the training of the RNNs while introducing no…
Recurrent neural networks (RNNs) with rich feature vectors of past values can provide accurate point forecasts for series that exhibit complex serial dependence. We propose two approaches to constructing deep time series probabilistic…
Echo-state networks are simple models of discrete dynamical systems driven by a time series. By selecting network parameters such that the dynamics of the network is contractive, characterized by a negative maximal Lyapunov exponent, the…
Echo State Networks (ESNs) are time-series processing models working under the Echo State Property (ESP) principle. The ESP is a notion of stability that imposes an asymptotic fading of the memory of the input. On the other hand, the…
Echo State Networks (ESNs) are a special type of the temporally deep network model, the Recurrent Neural Network (RNN), where the recurrent matrix is carefully designed and both the recurrent and input matrices are fixed. An ESN uses the…
Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…
Echo State Networks (ESNs) are a special type of recurrent neural networks (RNNs), in which the input and recurrent connections are traditionally generated randomly, and only the output weights are trained. Despite the recent success of…
The unprecedented dissemination of edge devices is accompanied by a growing demand for neuromorphic chips that can process time-series data natively without cloud support. Echo state network (ESN) is a class of recurrent neural networks…
In this paper, the problem of proactive caching is studied for cloud radio access networks (CRANs). In the studied model, the baseband units (BBUs) can predict the content request distribution and mobility pattern of each user, determine…
Neuro-inspired recurrent neural network algorithms, such as echo state networks, are computationally lightweight and thereby map well onto untethered devices. The baseline echo state network algorithms are shown to be efficient in solving…
The echo state network (ESN) is a special type of recurrent neural networks for processing the time-series dataset. However, limited by the strong correlation among sequential samples of the agent, ESN-based policy control algorithms are…
Echo State Networks (ESNs) are a particular type of untrained Recurrent Neural Networks (RNNs) within the Reservoir Computing (RC) framework, popular for their fast and efficient learning. However, traditional ESNs often struggle with…
Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…