Parameters selection method of the leaky integrator echo state network for time series

Abstract

In this paper, we present a relation of the parameters selection of the Echo State Network (ESN), thus we can obtain the optimal performance of ESN. The parameters include mainly the leaking rate (μ), the spectral radius (μμ) and the size (μ) of reservoir units. For the limited length of a training sequence, a formulation of ESN parameters is developed to improve the training and testing accuracy and efficiency of ESN. Simulation experiments demonstrate that the formulation is valid.