Abstract
In the recent decade, recurrent neural networks become a hot research field, with the powerful capability to capture temporal information from time series. To avoid the vanishing/exploding gradient problem caused by the gradient descent algorithm involved in most recurrent networks, echo state network (ESN) was proposed to contain a large but sparse reservoir instead of traditional hidden layers. However, the performance of ESN is very sensitive to the parameters of the reservoir. In this paper, we focus on the improvements of ESN in the background of electricity load forecasting. With the goal of effectively and efficiently computation in the context of pervasive and cloud computing, two versions of adaptive echo state network (AESN) are designed to adopt a modular control strategy to automatically adjust some parameters of the reservoir. Applying AESN on two synthetic datasets and two real world electricity datasets, experimental results demonstrate that AESN is viable.
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