Forecasting Using Reservoir Computing: The Role of Generalized Synchronization


الملخص بالإنكليزية

Reservoir computers (RC) are a form of recurrent neural network (RNN) used for forecasting time series data. As with all RNNs, selecting the hyperparameters presents a challenge when training on new inputs. We present a method based on generalized synchronization (GS) that gives direction in designing and evaluating the architecture and hyperparameters of a RC. The auxiliary method for detecting GS provides a pre-training test that guides hyperparameter selection. Furthermore, we provide a metric for a well trained RC using the reproduction of the input systems Lyapunov exponents.

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