CGDT-CESN: Correlation-Guided and Dynamics-Trained Clustered Echo State Network for Multivariate Time-Series Prediction
arXiv:2610.22430v1 Announce Type: new Abstract: Accurate prediction of multivariate time series requires models that simultaneously capture variable-specific dynamics and cross-variable interactions. In this work, a Correlation-Guided and Dynamics-Trained Clustered Echo State Network (CGDT-CESN) is proposed, which comprises a modular reservoir architecture with each cluster distinctly specializing in one of the variables in the multivariate time series. An innovative reservoir design is proposed in which inter-cluster connections are enabled by empirically observed correlations among variables
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