Echo Memory-Augmented Network for time series classification.

Neural Networks : the Official Journal of the International Neural Network Society
Qianli MaJiabing Wang

Abstract

Echo State Networks (ESNs) are efficient recurrent neural networks (RNNs) which have been successfully applied to time series modeling tasks. However, ESNs are unable to capture the history information far from the current time step, since the echo state at the present step of ESNs mostly impacted by the previous one. Thus, ESN may have difficulty in capturing the long-term dependencies of temporal data. In this paper, we propose an end-to-end model named Echo Memory-Augmented Network (EMAN) for time series classification. An EMAN consists of an echo memory-augmented encoder and a multi-scale convolutional learner. First, the time series is fed into the reservoir of an ESN to produce the echo states, which are all collected into an echo memory matrix along with the time steps. After that, we design an echo memory-augmented mechanism employing the sparse learnable attention to the echo memory matrix to obtain the Echo Memory-Augmented Representations (EMARs). In this way, the input time series is encoded into the EMARs with enhancing the temporal memory of the ESN. We then use multi-scale convolutions with the max-over-time pooling to extract the most discriminative features from the EMARs. Finally, a fully-connected layer and a...Continue Reading

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