Robust Forecasting using Predictive Generalized Synchronization in Reservoir Computing
arXiv:2103.00362 · doi:10.1063/5.0066013
Abstract
Reservoir computers (RC) are a form of recurrent neural network (RNN) used for forecasting timeseries data. As with all RNNs, selecting the hyperparameters presents a challenge when training onnew inputs. We present a method based on generalized synchronization (GS) that gives direction in designing and evaluating the architecture and hyperparameters of an RC. The 'auxiliary method' for detecting GS provides a computationally efficient pre-training test that guides hyperparameterselection. Furthermore, we provide a metric for RC using the reproduction of the input system's Lyapunov exponentsthat demonstrates robustness in prediction.
arXiv commentFull Version of arXiv:2102.08930
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