Data-informed reservoir computing for efficient time-series prediction
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 …
computing (DI-RC) that, while solely being based on data, yields increased accuracy …
A systematic exploration of reservoir computing for forecasting complex spatiotemporal dynamics
A reservoir computer (RC) is a type of recurrent neural network architecture with
demonstrated success in the prediction of spatiotemporally chaotic dynamical systems. A …
demonstrated success in the prediction of spatiotemporally chaotic dynamical systems. A …
Infinite-dimensional reservoir computing
Reservoir computing approximation and generalization bounds are proved for a new
concept class of input/output systems that extends the so-called generalized Barron …
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 …
behavior of nonlinear dynamical systems from data. Here, we show that there exist …
Memory of recurrent networks: Do we compute it right?
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 …
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
Macroeconomic forecasting has recently started embracing techniques that can deal with
large-scale datasets and series with unequal release periods. Mixed-data sampling (MIDAS) …
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 …
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 …
dynamical system in a Euclidean space of appropriate dimension through a generic delay …
Learning theory for dynamical systems
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 …
it remains challenging. Broadly, this task has two subtasks: extracting the full dynamical …
Data-driven cold starting of good reservoirs
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 …
training initialization of reservoir computing systems is described. This strategy is called cold …