Title: Echo Flow Networks with Infinite-Horizon Memory
Primary area: learning on time series and dynamical systems
Keywords: reservoir computing; long-term memory; echo state networks; Transformer

Abstract: At the heart of time-series forecasting (TSF) lies a fundamental challenge: how
can models efficiently and effectively capture long-range temporal dependencies
across ever-growing sequences? While deep learning has brought notable progress,
conventional architectures often face a trade-off between computational complexity
and their ability to retain accumulative information over extended horizons.

Echo State Networks (ESNs), a class of reservoir computing models, have recently
regained attention for their exceptional efficiency, offering constant memory usage
and per-step training complexity regardless of input length. This makes them
particularly attractive for modeling extremely long-term event history in TSF.
However, traditional ESNs fall short of state-of-the-art performance due to their
limited nonlinear capacity, which constrains both their expressiveness and stability.

We introduce ECHO FLOW NETWORKS (EFNS), a framework composed of a
group of extended Echo State Networks (X-ESNs) with MLP readouts, enhanced
by our novel Matrix-Gated Composite Random Activation (MCRA), which en-
ables complex, neuron-specific temporal dynamics, significantly expanding the
network’s representational capacity without compromising computational effi-
ciency. In addition, we propose a dual-stream architecture in which recent input
history dynamically selects signature reservoir features from an infinite-horizon
memory, leading to improved prediction accuracy and long-term stability.

Extensive evaluations on five benchmarks demonstrate that EFNS achieves up
to 4× faster training and 3× smaller model size compared to leading methods like
PatchTST, reducing forecasting error from 43% to 35%, a 20% relative improve-
ment. One instantiation of our framework, EchoFormer, consistently achieves
new state-of-the-art performance across five benchmark datasets: ETTh, ETTm,
DMV, Weather, and Air Quality.

TL;DR: We introduce Echo Flow Networks (EFNs), which extends classical Echo State Networks by modeling infinite memory.