Echo State Networks for Time Series Forecasting: Hyperparameter Sweep and Benchmarking

arXiv:2602.03912 · cs.LG · Submitted 2026-02-03 · Read on arXiv

cs.LG

Submitted: 2026-02-03

Updated: 2026-09-06

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Accuracy — 45× in this paper · explained in 1 episode
• Benchmark — 43× in this paper · explained in 2 episodes
• Time Series Forecasting — 10× in this paper · explained in 3 episodes
• Regularization — 6× in this paper · explained in 3 episodes
• Benchmarking — 5× in this paper · explained in 3 episodes
• Core — 5× in this paper · explained in 2 episodes
• Sparsity — 3× in this paper · explained in 4 episodes
• Akaike Information Criterion — 2× in this paper
• Activation Function — 1× in this paper · explained in 1 episode
• Bayesian Information Criterion — 1× in this paper
• Bayesian Optimization — 1× in this paper · explained in 3 episodes
• Dynamical regimes — 1× in this paper · explained in 2 episodes
• Feature Extraction — 1× in this paper · explained in 2 episodes
• Hannan-Quinn Criterion — 1× in this paper
• Heteroscedasticity — 1× in this paper · explained in 2 episodes
• Information Leakage — 1× in this paper · explained in 2 episodes
• Parsimony — 1× in this paper · explained in 2 episodes
• Standardized Metrics — 1× in this paper · explained in 3 episodes
• Trace — 1× in this paper · explained in 2 episodes

Sources

• Deep Echo State Network (DeepESN): A Brief Survey

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