A local Echo State Property through the largest Lyapunov exponent.

Gilles Wainrib1, Mathieu N Galtier2

  • 1Ecole Normale Superieure, Departement d'Informatique, Paris, France.

Summary

We developed a fast algorithm to ensure the Echo State Property in Echo State Networks (ESNs). This method, based on Lyapunov exponent computation, optimizes time-series prediction by tuning the reservoir connectivity matrix spectral radius.

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