Forecasting stock prices using deep learning models suffers from problems such as low accuracy, slow convergence, and complex network structures. This study developed an echo state network (ESN) model to mitigate such problems. We compared our ESN with a long short-term memory (LSTM) network by forecasting the stock data of Kweichow Moutai, a leading enterprise in China’s liquor industry. By analyzing data for 120, 240, and 300 days, we generated forecast data for the next 40, 80, and 100 days, respectively, using both ESN and LSTM. In terms of accuracy, ESN had the unique advantage of capturing nonlinear data. Mean absolute error (MAE) was used to present the accuracy results. The MAEs of the data forecast by ESN were 0.024, 0.024, and 0.025, which were, respectively, 0.065, 0.007, and 0.009 less than those of LSTM. In terms of convergence, ESN has a reservoir state-space structure, which makes it perform faster than other models. Root-mean-square error (RMSE) was used to present the convergence time. In our experiment, the RMSEs of ESN were 0.22, 0.27, and 0.26, which were, respectively, 0.08, 0.01, and 0.12 less than those of LSTM. In terms of network structure, ESN consists only of input, reservoir, and output spaces, making it a much simpler model than the others. The proposed ESN was found to be an effective model that, compared to others, converges faster, forecasts more accurately, and builds time-series analyses more easily. 相似文献
In the context of human-robot and robot-robot interactions, the better cooperation can be achieved by predicting the other party’s subsequent actions based on the current action of the other party. The time duration for adjustment is not sufficient provided by short term forecasting models to robots. A longer duration can by achieved by mid-term forecasting. But the mid-term forecasting models introduce the previous errors into the follow-up forecasting and amplified gradually, eventually invalidating the forecasting. A new mid-term forecasting with error suppression based on restricted Boltzmann machine(RBM) is proposed in this paper. The proposed model can suppress the error amplification by replacing the previous inputs with their features, which are retrieved by a deep belief network(DBN). Furthermore, a new mechanism is proposed to decide whether the forecasting result is accepted or not. The model is evaluated with several datasets. The reported experiments demonstrate the superior performance of the proposed model compared to the state-of-the-art approaches.
Neural Computing and Applications - Muti-focus image fusion is the extraction of focused regions from different images to create one all-in-focus fused image. The key point is that only objects... 相似文献