Send to

Choose Destination
See comment in PubMed Commons below
IEEE Trans Neural Netw. 2007 Mar;18(2):359-72.

Support vector echo-state machine for chaotic time-series prediction.

Author information

  • 1School of Electronic and Information Engineering, Dalian University of Technology, Liaoning 116023, China.


A novel chaotic time-series prediction method based on support vector machines (SVMs) and echo-state mechanisms is proposed. The basic idea is replacing "kernel trick" with "reservoir trick" in dealing with nonlinearity, that is, performing linear support vector regression (SVR) in the high-dimension "reservoir" state space, and the solution benefits from the advantages from structural risk minimization principle, and we call it support vector echo-state machines (SVESMs). SVESMs belong to a special kind of recurrent neural networks (RNNs) with convex objective function, and their solution is global, optimal, and unique. SVESMs are especially efficient in dealing with real life nonlinear time series, and its generalization ability and robustness are obtained by regularization operator and robust loss function. The method is tested on the benchmark prediction problem of Mackey-Glass time series and applied to some real life time series such as monthly sunspots time series and runoff time series of the Yellow River, and the prediction results are promising.

[PubMed - indexed for MEDLINE]
PubMed Commons home

PubMed Commons

How to join PubMed Commons

    Supplemental Content

    Full text links

    Icon for IEEE Engineering in Medicine and Biology Society
    Loading ...
    Write to the Help Desk