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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…

混沌动力学 · 物理学 2020-05-19 Allen G Hart , James L Hook , Jonathan H P Dawes

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…

计算金融 · 定量金融 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

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)…

机器学习 · 计算机科学 2020-12-08 Chenxi Sun , Moxian Song , Shenda Hong , Hongyan Li

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…

机器学习 · 计算机科学 2026-05-07 Sudip Laudari

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…

计量经济学 · 经济学 2019-12-02 Peiwan Wang , Lu Zong , Ye Ma

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…

神经与进化计算 · 计算机科学 2018-11-06 Pietro Verzelli , Lorenzo Livi , Cesare Alippi

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.…

交易与市场微观结构 · 定量金融 2020-12-03 Nino Antulov-Fantulin , Tian Guo , Fabrizio Lillo

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…

机器学习 · 计算机科学 2015-01-06 Sebastián Basterrech

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…

统计方法学 · 统计学 2023-06-27 Nadja Klein , Michael Stanley Smith , David J. Nott

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…

机器学习 · 计算机科学 2022-12-06 L. Storm , K. Gustavsson , B. Mehlig

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…

机器学习 · 计算机科学 2023-09-06 Andrea Ceni , Claudio Gallicchio

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…

机器学习 · 计算机科学 2013-11-14 Hamid Palangi , Li Deng , Rabab K Ward

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…

交易与市场微观结构 · 定量金融 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

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…

机器学习 · 计算机科学 2022-05-11 Peter Steiner , Azarakhsh Jalalvand , Peter Birkholz

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…

机器学习 · 计算机科学 2025-03-04 Abdullah M. Zyarah , Alaa M. Abdul-Hadi , Dhireesha Kudithipudi

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…

信息论 · 计算机科学 2017-04-04 Mingzhe Chen , Walid Saad , Changchuan Yin , Mérouane Debbah

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…

机器学习 · 计算机科学 2019-03-27 Zachariah Carmichael , Humza Syed , Stuart Burtner , Dhireesha Kudithipudi

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…

机器学习 · 计算机科学 2022-01-14 Chunyuan Zhang , Chao Liu , Qi Song , Jie Zhao

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…

机器学习 · 计算机科学 2026-01-30 Matteo Pinna , Andrea Ceni , Claudio Gallicchio

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…

机器学习 · 计算机科学 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso