Predicting chaotic dynamics from incomplete input via reservoir computing with (D+1)-dimension input and output.

ABSTRACT

Predicting future evolution based on incomplete information of the past is still a challenge even though data-driven machine learning approaches have been successfully applied to forecast complex nonlinear dynamics. The widely adopted reservoir computing (RC) can hardly deal with this since it usually requires complete observations of the past. In this paper, a scheme of RC with (D+1)-dimension input and output (I/O) vectors is proposed to solve this problem, i.e., the incomplete input time series or dynamical trajectories of a system, in which certain portion of states are randomly removed. In this scheme, the I/O vectors coupled to the reservoir are changed to (D+1)-dimension, where the first D dimensions store the state vector as in the conventional RC, and the additional dimension is the corresponding time interval. We have successfully applied this approach to predict the future evolution of the logistic map and Lorenz, Rössler, and Kuramoto-Sivashinsky systems, where the inputs are the dynamical trajectories with missing data. The dropoff rate dependence of the valid prediction time (VPT) is analyzed. The results show that it can make forecasting with much longer VPT when the dropoff rate θ is lower. The reason for the failure at high θ is analyzed. The predictability of our RC is determined by the complexity of the dynamical systems involved. The more complex they are, the more difficult they are to predict. Perfect reconstructions of chaotic attractors are observed. This scheme is a pretty good generalization to RC and can treat input time series with regular and irregular time intervals. It is easy to use since it does not change the basic architecture of conventional RC. Furthermore, it can make multistep-ahead prediction just by changing the time interval in the output vector into a desired value, which is superior to conventional RC that can only do one-step-ahead forecasting based on complete regular input data.