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Reservoir computing for forecasting non-autonomous dynamics with hidden regime variations
Sadegh Hadipour Lakmesari1, Holger Kantz2, Francesco Sorrentino1,2
1Department of Mechanical Engineering, University of New Mexico, Albuquerque, New Mexico 87131, USA.
This study introduces a multi-regime reservoir computing (RC) framework to improve predictions of complex nonlinear dynamical systems. The new method enhances accuracy by adapting to hidden, time-varying factors in the system dynamics.
Area of Science:
- Nonlinear dynamics
- Complex systems modeling
- Machine learning for scientific discovery
Background:
- Predicting nonlinear dynamical systems is difficult due to hidden, time-varying factors.
- Standard reservoir computing (RC) methods struggle with accuracy in non-autonomous settings.
Purpose of the Study:
- To develop an improved RC framework for enhanced prediction accuracy in non-autonomous systems.
- To enable regime identification and adaptation to unseen dynamics.
Main Methods:
- Propose a multi-regime RC framework with multiple trained readouts.
- Combine readouts using a trajectory-dependent linear readout within a short observation window.
- Evaluate the method on Duffing and Rössler systems with time-varying and chaotic forcing.
Main Results:
- The multi-regime RC framework significantly improved prediction accuracy.
- The proposed method outperformed both regime-specific and single global models.
- Demonstrated effective adaptation to unseen and intermediate dynamics.
Conclusions:
- The multi-regime RC framework offers a robust solution for predicting complex nonlinear dynamics with hidden factors.
- This approach enhances the adaptability and accuracy of reservoir computing in non-autonomous settings.
- The method shows promise for applications requiring precise modeling of evolving systems.
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