Error-feedback Stochastic Configuration Strategy on Convolutional Neural Networks for Time Series Forecasting

3 Feb 2020Xinze ZhangKun HeYukun Bao

Despite the superiority of convolutional neural networks demonstrated in time series modeling and forecasting, it has not been fully explored on the design of the neural network architecture as well as the tuning of the hyper-parameters. Inspired by the iterative construction strategy for building a random multilayer perceptron, we propose a novel Error-feedback Stochastic Configuration (ESC) strategy to construct a random Convolutional Neural Network (ESC-CNN) for time series forecasting task, which builds the network architecture adaptively... (read more)

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