Reservoir computing and data visualisation
Treść / Zawartość
We consider the problem of visualisation of high dimensional multivariate time series. A data analyst in creating a two dimensional projection of such a time series might hope to gain some intuition into the structure of the original high dimensional data set. We review a method for visualising time series data using an extension of Echo State Networks (ESNs).The method uses the multidimensional scaling criterion in order to create a visualisation of the time series after its representation in the reservoir of the ESN. We illustrate the method with two dimensional maps of a financial time series. The method is then compared with a mapping which uses a fixed latent space and a novel objective function.
Bibliogr. 25 poz., rys.
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