Uncertainty Quantification through Dropout in Time Series Prediction by Echo State Networks

The application of echo state networks to time series prediction has provided notable results, favored by their reduced computational cost, since the connection weights require no learning. However, there is a need for general methods that guide the choice of parameters (particularly the reservoir s...

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Bibliographic Details
Main Authors: Miguel Atencia, Ruxandra Stoean, Gonzalo Joya
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/8/1374