NEWS
echos 1.0.3 (2026-02-21)
New features
- Added reservoir scaling parameter
tau to train_esn(), enabling dynamic control of reservoir size.
- Added
tune_esn() to tune hyperparameters alpha, rho and tau via time series cross-validation (i.e., rolling forecasts).
- Added S3 methods
summary.tune_esn() and plot.tune_esn() to summarize and visualize results from hyperparameter tuning.
Bug fixes
- Fixed
train_esn() so n_initial is only auto-set when NULL.
Improvements
- Added input validation for
y and inf_crit in train_esn() and levels in forecast_esn().
- Improved documentation
echos 1.0.2 (2025-06-23)
New features
- Added forecast intervals to
forecast_esn(), forecast.ESN() and plot.forecast_esn(). Forecast intervals are generated by simulating future sample path based on a moving block bootstrap of the residuals and estimating the quantiles from the simulations.
- Added
plot.esn() to visualize the internal states (i.e., the reservoir).
- Added
filter_esn() to extract ESN models from a mable.
- Added
synthetic_data, a dataset with synthetic time series data as tibble.
Improvements
- Improved documentation
- Added unit tests
- Reduced dependencies
echos 1.0.1 (2025-02-11)
- Updates due to CRAN comments
echos 1.0.0