论文标题
水库内核和Volterra系列
Reservoir kernels and Volterra series
论文作者
论文摘要
构建了通用内核,其部分近似于褪色的存储器类别中的任何因果和时间不变的滤波器,并在有限维欧几里得空间中使用输入和输出。该内核是使用与任何可用于任何分析性褪色存储滤波器的Volterra系列扩展的状态空间表示相关的储层功能构建的。因此,它被称为Volterra储层内核。即使状态空间表示和相应的储层特征图还是在无限二维张量代数空间上定义的,但内核图的特征是明确递归的特征,这些递归易于计算,当使用代表性定理中,在估计问题中用于特定数据集。我们在与比特币价格预测有关的流行数据科学应用中展示了Volterra储层内核的性能。
A universal kernel is constructed whose sections approximate any causal and time-invariant filter in the fading memory category with inputs and outputs in a finite-dimensional Euclidean space. This kernel is built using the reservoir functional associated with a state-space representation of the Volterra series expansion available for any analytic fading memory filter. It is hence called the Volterra reservoir kernel. Even though the state-space representation and the corresponding reservoir feature map are defined on an infinite-dimensional tensor algebra space, the kernel map is characterized by explicit recursions that are readily computable for specific data sets when employed in estimation problems using the representer theorem. We showcase the performance of the Volterra reservoir kernel in a popular data science application in relation to bitcoin price prediction.