CGDT-CESN: Correlation-Guided and Dynamics-Trained Clustered Echo State Network for Multivariate Time-Series Prediction

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…