Recurrent Stochastic Configuration Networks for Temporal Data Analytics

• URL: http://arxiv.org/abs/2406.16959v2
• Date: Thu, 26 Sep 2024 08:12:59 GMT
• Title: Recurrent Stochastic Configuration Networks for Temporal Data Analytics
• Authors: Dianhui Wang, Gang Dang,
• Abstract summary: This paper develops a recurrent version of configuration networks (RSCNs) for problem solving. We build an initial RSCN model in the light of a supervisory mechanism, followed by an online update of the output weights. Numerical results clearly indicate that the proposed RSCN performs favourably over all of the datasets.
• Score: 3.8719670789415925
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: 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 networks (RSCNs) for problem solving, where we have no underlying assumption on the dynamic orders of the input variables. Given a collection of historical data, we first build an initial RSCN model in the light of a supervisory mechanism, followed by an online update of the output weights by using a projection algorithm. Some theoretical results are established, including the echo state property, the universal approximation property of RSCNs for both the offline and online learnings, and the convergence of the output weights. The proposed RSCN model is remarkably distinguished from the well-known echo state networks (ESNs) in terms of the way of assigning the input random weight matrix and a special structure of the random feedback matrix. A comprehensive comparison study among the long short-term memory (LSTM) network, the original ESN, and several state-of-the-art ESN methods such as the simple cycle reservoir (SCR), the polynomial ESN (PESN), the leaky-integrator ESN (LIESN) and RSCN is carried out. Numerical results clearly indicate that the proposed RSCN performs favourably over all of the datasets.

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