Excitatory and inhibitory neuronal synapse unit: A novel recurrent cell for time series prediction

Abstract

Time series prediction is one of the most challenging topics in real-world applications. Most studies undertook advanced mathematics and computer techniques above benchmark methods but often unable to guarantee forecasting models’ generalization and reliability. This paper proposed a biologically motivated recurrent unit based on neuronal synaptic activity mechanism and chaotic behaviors in deep learning domain called Excitatory and Inhibitory Neural Synapse unit (EINS). The major contribution of this research is to create a flexible and robust recurrent unit based on neuroscience theory. It conducted experiments on three real-world time series forecast examples including finance, household power, weather for generalization and robustness evaluation using eight state-of-the-art recurrent architecture units as baseline models to compare convergence rate and forecasting accuracy. Experimental results showed that EINS achieved satisfactory performances in time series prediction reliability and effectiveness.