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WOA-Based Echo State Network for Chaotic Time Series Prediction

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Abstract

We present a new chaotic times prediction model inspired by the bubble-net predation of whales. The echo state network (ESN) is a new type of recurrent neural network. However, selecting parameters empirically for the ESN cannot guarantee the accuracy of the prediction. The whale optimization algorithm (WOA) imitates the bubble-net predation of whales and ensures the rapid convergence of selecting network parameters. A new prediction model, WOA-ESN, in which the WOA and the ESN are incorporated, is proposed in this paper. In addition, a simplified cross-validation (CV) method is proposed to take into account the approximation performance and generalization ability of the WOA-ESN. In experiments, the WOA-ESN is used for Mackey-Glass and Lorenz chaotic time series predictions, and the results are compared with the ESN based on particle swarm optimization (PSO-ESN), the ESN based on genetic algorithm (GA-ESN), and ESN. The results show that the proposed model has the best prediction performance.

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Acknowledgments

The authors would like to gratefully acknowledge support by the Hebei Province Natural Science Foundation (F2019202364) and the Humanity and Social Science Foundation of the Ministry of Education of China (15YJA630108).

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Correspondence to Baozhu Wang.

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Zhang, M., Wang, B., Zhou, Y. et al. WOA-Based Echo State Network for Chaotic Time Series Prediction. J. Korean Phys. Soc. 76, 384–391 (2020). https://doi.org/10.3938/jkps.76.384

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  • DOI: https://doi.org/10.3938/jkps.76.384

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