A reservoir radial-basis function neural network in prediction tasks

Abstract

A reservoir radial-basis function neural network, which is based on the ideas of reservoir computing and neural networks and designated for solving extrapolation tasks of nonlinear non-stationary stochastic and chaotic time series under conditions of a short learning sample, is proposed in the paper. The network is built with the help of a radial-basis function neural network with an input layer, which is organized in a special manner and a kernel membership function. The proposed system provides high approximation quality in terms of a mean squared error and a high convergence speed using the second-order learning procedure. A software product that implements the proposed neural network has been developed. A number of experiments have been held in order to research the system’s properties. Experimental results prove the fact that the developed architecture can be used in Data Mining tasks and the fact that the proposed neural network has a higher accuracy compared to traditional forecasting neural systems.