Data-informed reservoir computing for efficient time-series prediction

F Köster, D Patel, A Wikner, L Jaurigue… - … Journal of Nonlinear …, 2023 - pubs.aip.org
We propose a new approach to dynamical system forecasting called data-informed-reservoir
computing (DI-RC) that, while solely being based on data, yields increased accuracy …

A systematic exploration of reservoir computing for forecasting complex spatiotemporal dynamics

JA Platt, SG Penny, TA Smith, TC Chen, HDI Abarbanel - Neural Networks, 2022 - Elsevier
A reservoir computer (RC) is a type of recurrent neural network architecture with
demonstrated success in the prediction of spatiotemporally chaotic dynamical systems. A …

Infinite-dimensional reservoir computing

L Gonon, L Grigoryeva, JP Ortega - Neural Networks, 2024 - Elsevier
Reservoir computing approximation and generalization bounds are proved for a new
concept class of input/output systems that extends the so-called generalized Barron …

Catch-22s of reservoir computing

Y Zhang, SP Cornelius - Physical Review Research, 2023 - APS
Reservoir computing (RC) is a simple and efficient model-free framework for forecasting the
behavior of nonlinear dynamical systems from data. Here, we show that there exist …

Memory of recurrent networks: Do we compute it right?

G Ballarin, L Grigoryeva, JP Ortega - Journal of Machine Learning …, 2024 - jmlr.org
Numerical evaluations of the memory capacity (MC) of recurrent neural networks reported in
the literature often contradict well-established theoretical bounds. In this paper, we study the …

[HTML][HTML] Reservoir computing for macroeconomic forecasting with mixed-frequency data

G Ballarin, P Dellaportas, L Grigoryeva, M Hirt… - International Journal of …, 2024 - Elsevier
Macroeconomic forecasting has recently started embracing techniques that can deal with
large-scale datasets and series with unequal release periods. Mixed-data sampling (MIDAS) …

Dimension reduction in recurrent networks by canonicalization

L Grigoryeva, JP Ortega - arXiv preprint arXiv:2007.12141, 2020 - arxiv.org
Many recurrent neural network machine learning paradigms can be formulated using state-
space representations. The classical notion of canonical state-space realization is adapted …

Embedding information onto a dynamical system

G Manjunath - Nonlinearity, 2022 - iopscience.iop.org
The celebrated Takens' embedding theorem concerns embedding an attractor of a
dynamical system in a Euclidean space of appropriate dimension through a generic delay …

Learning theory for dynamical systems

T Berry, S Das - SIAM Journal on Applied Dynamical Systems, 2023 - SIAM
The task of modeling and forecasting a dynamical system is one of the oldest problems, and
it remains challenging. Broadly, this task has two subtasks: extracting the full dynamical …

Data-driven cold starting of good reservoirs

L Grigoryeva, B Hamzi, FP Kemeth… - arXiv preprint arXiv …, 2024 - arxiv.org
Using short histories of observations from a dynamical system, a workflow for the post-
training initialization of reservoir computing systems is described. This strategy is called cold …