Robust forecasting using predictive generalized synchronization in reservoir computing.
Journal:
Chaos (Woodbury, N.Y.)
Published Date:
Dec 1, 2021
Abstract
Reservoir computers (RCs) are a class of recurrent neural networks (RNNs) that can be used for forecasting the future of observed time series data. As with all RNNs, selecting the hyperparameters in the network to yield excellent forecasting presents a challenge when training on new inputs. We analyze a method based on predictive generalized synchronization (PGS) that gives direction in designing and evaluating the architecture and hyperparameters of an RC. To determine the occurrences of PGS, we rely on the auxiliary method to provide a computationally efficient pre-training test that guides hyperparameter selection. We provide a metric for evaluating the RC using the reproduction of the input system's Lyapunov exponents that demonstrates robustness in prediction.