Mackey-Glass TE distribution

Parametre siete
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TE reservoir distribution

Pozorovanie: Pri troche predstavivosti TE medzi jednotlivými neurónmi pripomína normálne rozdelenie. (teda v prípade, že TE je väčšie) A váhy rezervoárovej matice sú z normálenho rozdelenia.

TE reservoir distribution (instances of reservoir matrix)

 

TE reservoir-output distribution

 

Zdrojaky:
grafy.py
MGTEnormalized.py

 

 

16: MG, NARMA & TE cont.

To isté čo pri #20 akurát s väčším rezervoárom + pridané korelácie medzi váhami rezervoárovej matice a transfer entropie tj.  \rho(w_{ij},TE_{X_{i}\rightarrow X_{j}})

 

Parametre siete

StandartNormalizedNormalized & OGNormalized & ON
Veľkosť rezervoiru100100100100
Train Length1000100010001000
Test length1000100010001000
Runs10101010
WN(0,1)N(0,1)N(0,1)N(0,1)
Win MGUnif[-0.5,0.5]Unif[-0.5,0.5]Unif[-0.5,0.5]Unif[-0.5,0.5]
Win NARMAUnif[0,0.4]Unif[0,0.4]Unif[0,0.4]Unif[0,0.4]
Spectral radiusunscaled0.90.90.9
Ortogonalnullnullgradient descentgradient descent
Wout trainingpinvpinvpinvpinv
Biasfalsefalsefalsefalse
Leaking rate1111
OG/ON iterations003030
OG/ON eta000.030.07*0.9**t

Parametre estimátorov

k_historyk_taul_historyl_tauuk
TE111114
AIS11nullnullnull4

 

 

Mackey – Glass

 

 

Mean reservoir

StandartNormalizedNormalized & OGNormalized & ON
Mackey - Glass0.00960.62450.61170.6351
NARMA0.00930.09220.08010.0945

NRMSE

StandartNormalizedNormalized & OGNormalized & ON
Mackey - Glass1.11490.95770.67481.0472
NARMA2.41190.86640.83380.8433

InputOutput TE

StandartNormalizedNormalized & OGNormalized & ON
Mackey - Glass-0.004-0.0210-0.0212-0.0256
NARMA-0.00130.37320.37430.3714

Mean reservoir-output TE

StandartNormalizedNormalized & OGNormalized & ON
Mackey - Glass-0.00010.35160.36010.3532
NARMA-0.00060.00150.00140.0018

 

NARMA

  

 

AIS

 

 

Mean reservoir AIS

StandartNormalizedNormalized & OGNormalized & ON
Mackey - Glass0.00362.16942.17632.1910
NARMA0.00230.16180.16750.1730

MG, NARMA TE

Prvé runny použitia ESNtoolbox na analýzu ESN trénovanej na úlohu predikcie t+1 Mackey – Glass a NARMA.

Parametre siete

StandartNormalizedNormalized & Orto
Veľkosť rezervoiru101010
Train Length100010001000
Test length100010001000
Runs101010
WUnif[0,1]N(0,1)N(0,1)
WinUnif[0,1]Unif[-0.1,0.1]Unif[-0.1,0.1]
Spectral radiusunscaled0.90.9
OrtonormalnullnullQR
Wout trainingpseudoinversepseudoinversepseudoinverse
Biasfalsefalsefalse
Leaking rate111

Parametre estimátorov

k_historyk_taul_historyl_tauuk
TE111114
AIS11nullnullnull4

NRMSE

StandartNormalizedNormalized & Orto
Mackey - Glass0.0350.2170.111
NARMA0.8780.8980.966


TE

 

 

 

Mean reservoir

StandartNormalizedNormalized & Orto
Mackey - Glass0.0060.5900.322
NARMA-0.0100.1580.145

InputOutput TE

StandartNormalizedNormalized & Orto
Mackey - Glass0.138-0.0030.321
NARMA1.8110.867
0.266

 

AIS

 

Mean-reservoir AIS

StandartNormalizedNormalized & Orto
Mackey - Glass2.2772.2301.687
NARMA0.3920.3540.110

Zdrojaky:

MGTE.py

MGTEnormalized.py

MGTEnormalizedORTO.py

NARMATE.py

NARMATEnormalized.py

NARMATEnormalizedORTO.py

PS

Markov models from data by simple nonlinear time series predictors in delay embedding spaces

 

 

ESN Toolbox

Dal som dokopy knižnicu, ktorá zatiaľ implementuje:
KSG Transfer entropy estimator – TE (source, target, kHistory, kTau, lHistory, lTau, u, k)
KSG Active information storage estimator – AIS (target, kHistory, kTau, k)
ESN reservoir Memory capacity – MC(Win, W)

Zdrojaky:
ESNtoolbox.py