English

Reservoir Computing via Multi-Scale Random Fourier Features for Forecasting Fast-Slow Dynamical Systems

Neural and Evolutionary Computing 2025-11-20 v1 Machine Learning

Abstract

Forecasting nonlinear time series with multi-scale temporal structures remains a central challenge in complex systems modeling. We present a novel reservoir computing framework that combines delay embedding with random Fourier feature (RFF) mappings to capture such dynamics. Two formulations are investigated: a single-scale RFF reservoir, which employs a fixed kernel bandwidth, and a multi-scale RFF reservoir, which integrates multiple bandwidths to represent both fast and slow temporal dependencies. The framework is applied to a diverse set of canonical systems: neuronal models such as the Rulkov map, Izhikevich model, Hindmarsh-Rose model, and Morris-Lecar model, which exhibit spiking, bursting, and chaotic behaviors arising from fast-slow interactions; and ecological models including the predator-prey dynamics and Ricker map with seasonal forcing, which display multi-scale oscillations and intermittency. Across all cases, the multi-scale RFF reservoir consistently outperforms its single-scale counterpart, achieving lower normalized root mean square error (NRMSE) and more robust long-horizon predictions. These results highlight the effectiveness of explicitly incorporating multi-scale feature mappings into reservoir computing architectures for modeling complex dynamical systems with intrinsic fast-slow interactions.

Keywords

Cite

@article{arxiv.2511.14775,
  title  = {Reservoir Computing via Multi-Scale Random Fourier Features for Forecasting Fast-Slow Dynamical Systems},
  author = {S. K. Laha},
  journal= {arXiv preprint arXiv:2511.14775},
  year   = {2025}
}

Comments

23 pages, 18 Figure

R2 v1 2026-07-01T07:43:57.132Z