2018/05/31 by Zhixin Lu, Brian R. Hunt, Edward Ott · 12 citations
Physics and Astronomy · #nlin.CD
paper · pdf · doi:10.1063/1.5039508
arxiv created 2018/06/18 · arxiv updated 2018/08/01
A machine-learning approach called "reservoir computing" has been used successfully for short-term prediction and attractor reconstruction of chaotic dynamical systems from time series data. We present a theoretical framework that describes conditions under which reservoir computing can create an empirical model capable of skillful short-term forecasts and accurate long-term ergodic behavior. We illustrate this theory through numerical experiments. We also argue that the theory applies to certain other machine learning methods for time series prediction.