A convolution reserve pool optimization method based on an evolutionary chaos edge
An optimization method and a reserve pool technology, applied in the information field, can solve the problems that the rules used are not complex enough, the chaotic edge is prone to local minimum points, and the requirements of the complexity of the chaotic edge are not satisfied, so as to achieve strong prediction or classification performance. Effect
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[0088] Step 1: Collect the time series to be processed, including the time series Y to be predicted and its related input variable X. The sequences X and Y are divided into training and prediction data sets, where the sequences far away from the current time point are divided into training data sets, and the sequences close to the current time point are divided into prediction data sets.
[0089] Step 2: Randomly initialize the input connection matrix W in , reserve pool connection matrix (W x ) l , l=1,...,L, set the maximum number of iterations and test error threshold.
[0090] Step 3: Hyperparameter initialization of the particle swarm optimization-gravity search algorithm based on memory strategy and Lèvy random walk. The initialization of the present invention includes PSO, GSA and Lèvy random walk, wherein the PSO hyperparameters include population size M, maximum number of iterations maxiter, inertia weight w, local acceleration constant c 1 and the global accelera...
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