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Autoreservoir computing for multistep ahead prediction based on the spatiotemporal information transformation.


ABSTRACT: We develop an auto-reservoir computing framework, Auto-Reservoir Neural Network (ARNN), to efficiently and accurately make multi-step-ahead predictions based on a short-term high-dimensional time series. Different from traditional reservoir computing whose reservoir is an external dynamical system irrelevant to the target system, ARNN directly transforms the observed high-dimensional dynamics as its reservoir, which maps the high-dimensional/spatial data to the future temporal values of a target variable based on our spatiotemporal information (STI) transformation. Thus, the multi-step prediction of the target variable is achieved in an accurate and computationally efficient manner. ARNN is successfully applied to both representative models and real-world datasets, all of which show satisfactory performance in the multi-step-ahead prediction, even when the data are perturbed by noise and when the system is time-varying. Actually, such ARNN transformation equivalently expands the sample size and thus has great potential in practical applications in artificial intelligence and machine learning.

SUBMITTER: Chen P 

PROVIDER: S-EPMC7486927 | biostudies-literature | 2020 Sep

REPOSITORIES: biostudies-literature

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Autoreservoir computing for multistep ahead prediction based on the spatiotemporal information transformation.

Chen Pei P   Liu Rui R   Aihara Kazuyuki K   Chen Luonan L  

Nature communications 20200911 1


We develop an auto-reservoir computing framework, Auto-Reservoir Neural Network (ARNN), to efficiently and accurately make multi-step-ahead predictions based on a short-term high-dimensional time series. Different from traditional reservoir computing whose reservoir is an external dynamical system irrelevant to the target system, ARNN directly transforms the observed high-dimensional dynamics as its reservoir, which maps the high-dimensional/spatial data to the future temporal values of a target  ...[more]

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