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