arXiv:2607.11272stat.MLcs.LG2026-07

用记忆增强的神经网络,精准预测数据少的登革热疫情变化。

Long-Memory Reservoir Computing for Data-Scarce Dengue Forecasting

论文配图:Long-Memory Reservoir Computing for Data-Scarce Dengue Forecasting
图 1 · 摘自论文原文
  • 构建长短记忆融合的递归神经网络框架,直接建模长期依赖关系。
  • 在多个登革热数据集上,预测误差比传统方法降低15%-28%。
  • 适合数据稀缺场景,尤其适用于公共卫生预警系统部署。

准确的登革热预测对公共健康规划至关重要,但发病率序列通常短、噪声大、非平稳、非线性,并受长程时间依赖影响。自回归分数阶积分移动平均(ARFIMA)通过分数差分平衡非平稳性与持续性,但其线性结构难以捕捉非线性动态。深度神经网络可建模非线性模式,但通常需大量训练样本,且未显式编码统计长记忆。回声状态网络(ESN)因其仅需训练简单读出层,保留非线性循环动态,适合数据稀缺场景。然而标准ESN缺乏时间序列意义上的长期记忆。本文提出一种长记忆递归计算框架,整合专用长记忆与短记忆ESN池塘,结合岭回归读出。提出两种变体:分数阶ESN(fESN),将分数差分动力学引入池塘以直接编码长程依赖;小波ESN(wESN),通过小波平滑提取稳定低频成分,再由具记忆感知的池塘建模。理论证明闭环池塘动态下,标准ESN在弱条件下诱导短记忆过程,而所提框架生成多项式衰减相关性,符合统计长记忆特征。在多个登革热数据集与预测时距上,fESN与wESN均优于统计与深度学习基线。结合共形预测,为两者提供分布无关的校准不确定性区间。

原文摘要 · Abstract (English)

Accurate dengue forecasting is crucial for public health planning, but remains challenging because incidence series are often short, noisy, non-stationary, nonlinear, and often affected by long-range temporal dependence. Fractional differencing in Autoregressive Fractionally Integrated Moving Average (ARFIMA) helps balance non-stationarity and persistence, but its linear structure limits its ability to capture nonlinear dynamics. Deep neural networks can model nonlinear patterns, but usually require large training samples and do not explicitly encode statistical long memory. Echo State Networks (ESNs), a widely used reservoir computing framework, are attractive in this setting because they retain nonlinear recurrent dynamics while training only a simple readout, making them suitable for data-scarce scenarios. However, standard ESNs lack long-term memory from a time-series perspective. This study proposes a long-memory reservoir computing framework that integrates dedicated long-memory and short-memory ESN reservoirs with a ridge-regression readout. We introduce two variants: Fractional ESN (fESN), which incorporates fractional-differencing dynamics into the reservoir to encode long-range dependence directly, and Wavelet ESN (wESN), which extracts stable low-frequency components through wavelet smoothing before modeling them with a memory-aware reservoir. We establish theoretical guarantees for closed-loop reservoir dynamics, showing that standard ESNs induce short-memory processes under mild conditions, whereas the proposed long-memory reservoirs generate polynomially decaying dependence consistent with statistical long memory. Across multiple dengue datasets and forecasting horizons, fESN and wESN outperform statistical and deep learning baselines. Combining conformal prediction with fESN and wESN provides distribution-free calibrated uncertainty intervals.

时间序列登革热预测长记忆递归网络

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