Analysis of prediction performance in wavelet minimum complexity echo state network  

作　　者：CUI Hong-yan FENG Chen LIU Yun-jie 

机构地区：[1]Key Laboratory of Network System Architecture and Convergence, Beijing University of Posts and Telecommunications [2]School of Information and Communication Engineering, Beijing University of Posts and Telecommunications

出　　处：《The Journal of China Universities of Posts and Telecommunications》2013年第4期59-66,共8页中国邮电高校学报（英文版）

基　　金：supported by the National Natural Science Foundation of China (61201153);the National Basic Research Program of China (2012CB315805);the National Key Science and Technology Projects (2010ZX03004-002-02)

摘　　要：Echo state network （ESN） has become one of the most popular recurrent neural networks （RNN） for its good prediction performance of non-linear time series and simple training process. But several problems still prevent ESN from becoming a widely used tool. The most prominent problem is its high complexity with lots of random parameters. Aiming at this problem, a minimum complexity ESN model （MCESN） was proposed. In this paper, we proposed a new wavelet minimum complexity ESN model （WMCESN） to improve the prediction accuracy and increase the practical applicability. Our new model inherits the characters of minimum complexity ESN model using the fixed parameters and simple circle topology. We injected wavelet neurons to replace the original neurons in internal reservoir and designed a wavelet parameter matrix to reduce the computing time. By using different datasets, our new model performed better than the minimum complexity ESN model with normal neurons, but only utilized tiny time cost. We also used our own packets of transmission control protocol （TCP） and user datagram protocol （UDP） dataset to prove that our model can deal with the data packet bit prediction problem well.Echo state network （ESN） has become one of the most popular recurrent neural networks （RNN） for its good prediction performance of non-linear time series and simple training process. But several problems still prevent ESN from becoming a widely used tool. The most prominent problem is its high complexity with lots of random parameters. Aiming at this problem, a minimum complexity ESN model （MCESN） was proposed. In this paper, we proposed a new wavelet minimum complexity ESN model （WMCESN） to improve the prediction accuracy and increase the practical applicability. Our new model inherits the characters of minimum complexity ESN model using the fixed parameters and simple circle topology. We injected wavelet neurons to replace the original neurons in internal reservoir and designed a wavelet parameter matrix to reduce the computing time. By using different datasets, our new model performed better than the minimum complexity ESN model with normal neurons, but only utilized tiny time cost. We also used our own packets of transmission control protocol （TCP） and user datagram protocol （UDP） dataset to prove that our model can deal with the data packet bit prediction problem well.

关 键 词：wavelet minimum complexity echo state network echo state network wavelet parameter matrix practical applicability 

分 类 号：TP183[自动化与计算机技术—控制理论与控制工程]