[3E4-GS-2] Machine learning: time-series data

[3E4-GS-2-02] High-speed multivariate time series prediction using Echo State Network

〇Kazuki Otake¹, Jun Rokui¹ (1. University of Shizuoka)

Keywords:Echo State Network, Historical Time Series Prediction, Reservoir Computing

Recently, time series analysis using machine learning has been actively carried out, and it has been applied in various fields. Real-time prediction is important in real-time data prediction such as stock and traffic conditions. Many time-series prediction models perform large-scale learning using a large amount of data, so computational costs are large and impractical. In this research, we propose a time-series prediction method using Echo State Network capable of rapid learning. It was confirmed experimental that the rapid and high-performance learning model can be constructed by applying Echo State Network to the multivariate time series.