BibTex format

author = {Chatzis, SP and Demiris, Y},
doi = {10.1016/j.patcog.2011.06.022},
journal = {Pattern Recognition},
pages = {570--577},
title = {The copula echo state network},
url = {},
volume = {45},
year = {2012}

RIS format (EndNote, RefMan)

AB - Echo state networks (ESNs) constitute a novel approach to recurrent neural network (RNN) training, with an RNN (the reservoir) being generated randomly, and only a readout being trained using a simple, computationally efficient algorithm. ESNs have greatly facilitated the practical application of RNNs, outperforming classical approaches on a number of benchmark tasks. This paper studies the formulation of a class of copula-based semiparametric models for sequential data modeling, characterized by nonparametric marginal distributions modeled by postulating suitable echo state networks, and parametric copula functions that help capture all the scale-free temporal dependence of the modeled processes. We provide a simple algorithm for the data-driven estimation of the marginal distribution and the copula parameters of our model under the maximum-likelihood framework. We exhibit the merits of our approach by considering a number of applications; as we show, our method offers a significant enhancement in the dynamical data modeling capabilities of ESNs, without significant compromises in the algorithm's computational efficiency.
AU - Chatzis,SP
AU - Demiris,Y
DO - 10.1016/j.patcog.2011.06.022
EP - 577
PY - 2012///
SN - 0031-3203
SP - 570
TI - The copula echo state network
T2 - Pattern Recognition
UR -
VL - 45
ER -