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Parameter extraction with reservoir computing: Nonlinear time series analysis and application to industrial
Braden Thorne1, Thomas Jüngling1, Michael Small1
1Complex Systems Group, Department of Mathematics and Statistics, The University of Western Australia, Crawley, Western Australia 6009, Australia.
We use reservoir computing to extract parameters from dynamical systems. This method effectively identifies system behaviors in both simulated and real-world data, offering robust parameter estimation.
Area of Science:
- Dynamical Systems Theory
- Machine Learning
- Signal Processing
Background:
- Accurate parameter estimation is crucial for understanding and controlling dynamical systems.
- Traditional methods can be computationally intensive or limited in handling complex, chaotic systems.
- Reservoir computing offers a novel approach for time-series analysis and system identification.
Purpose of the Study:
- To investigate the efficacy of reservoir computing techniques for parameter determination in dynamical systems.
- To compare the performance of time-domain and frequency-domain random feature models derived from reservoir activations.
- To assess the robustness and accuracy of these methods across different system types and operating conditions.
Main Methods:
- Utilized variations of reservoir computing to generate random features from time-series data.
- Analyzed reservoir activations in both the time and frequency domains to extract system parameters.
- Applied the developed models to benchmark dynamical systems (Lorenz, Rössler) and real-world vibration data from centrifugal pumps.
Main Results:
- Achieved accurate and robust parameter extraction for the Lorenz and Rössler systems across stable and chaotic regimes.
- Demonstrated significant ability to recover the operating regime from centrifugal pump vibration data.
- Observed that time-domain models excelled for numerical systems, while frequency-domain models were superior for application data.
Conclusions:
- Reservoir computing provides an effective framework for parameter estimation in dynamical systems.
- The choice between time-domain and frequency-domain models depends on the specific application context.
- This approach shows promise for both theoretical system analysis and practical engineering diagnostics.
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