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Time Series Prediction Model of Grey Wolf Optimized Echo State Network Cover

Time Series Prediction Model of Grey Wolf Optimized Echo State Network

Open Access
|May 2019

Figures & Tables

dsj-18-830-g1.png
Figure 1

Echo State Network diagram.

dsj-18-830-g2.png
Figure 2

Grey wolf’s initial position.

dsj-18-830-g3.png
Figure 3

Grey wolf location update.

Algorithm GWO_ESN
Optimize W out
function GWO_ESN (Xi, a, A, C, N, Win, W, Wback)
position = initialization (m, dim);
Wout=position
do
fitness =ESN (U, Y, M, Wout);
If fitness< Xα
fitness = Xα
X1=position
end
if fitness>Xα&&fitness< Xβ
fitness = Xβ
X2=position
end
if fitness>Xα&&fitness> Xβ&& fitness> Xδ
fitness = Xδ
X3=position
end
t=0
for X1, X2, X3
update by Equation (12 13 14)
end for
update a, A, and C
update Xα Xβ Xδ
t=t+1
until (t > Max_iteration)
Wout=3/sum (X1+X2 +X3)
return Wout
end function
Table 1

Data set information.

No.DatasetsData LengthTraining setTesting set
1Separation of EEG data5001*12000500
2Railway passenger traffic34*81616
3Food production 127*81313
4Food production 110*1055
5The Shanghai Composite Index400*7200199
6Mackey-Glass400*1200199
7Lorenz600*1300299
dsj-18-830-g4.png
Figure 4

Comparison of different model predictions.

Table 2

Mean square error comparison.

NumberBPElmanESNRLS_ESNPSO_ESNGWO_ESN
10.03570.01640.02500.03030.02170.0019
20.04130.00580.03060.02240.02726.2226e–5
30.02400.02530.02210.01890.01890.0013
40.04640.12840.02070.10230.02663.84e–6
50.28340.08870.00860.00050.12411.6817e–6
60.03620.02140.01220.00560.04350.0011
70.04130.03260.02370.01470.12672.65e–4
Table 3

Running time comparison(s).

NumberBPElmanESNRLS_ESNPSO_ESNGWO_ESN
15.03578.99083.12736.0547240.454430.3024
24.13324.80482.03464.350980.027220.3445
33.02333.45590.22342.0465100.332314.3445
42.13475.54560.45632.134290.231410.8436
53.45366.18771.13863.2432130.321334.2564
64.54347.23312.04544.0989205.451238.0921
74.65646.77891.87323.9807180.345545.6733
Language: English
Submitted on: May 12, 2018
|
Accepted on: Apr 3, 2019
|
Published on: May 7, 2019
Published by: Ubiquity Press
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year

© 2019 Huiqing Wang, Yingying Bai, Chun Li, Zhirong Guo, Jianhui Zhang, published by Ubiquity Press
This work is licensed under the Creative Commons Attribution 4.0 License.