Reservoir computers (RC) are a form of recurrent neural network (RNN) used for forecasting timeseries data. As with all RNNs, selecting the hyperparameters presents a challenge when training onnew inputs. We present a method based on generalized synchronization (GS) that gives direction in designing and evaluating the architecture and hyperparameters of an RC. The 'auxiliary method' for detecting GS provides a computationally efficient pre-training test that guides hyperparameterselection. Furthermore, we provide a metric for RC using the reproduction of the input system's Lyapunov exponentsthat demonstrates robustness in prediction.
@article{arxiv.2103.00362,
title = {Robust Forecasting using Predictive Generalized Synchronization in Reservoir Computing},
author = {Jason A. Platt and Adrian S. Wong and Randall Clark and Stephen G. Penny and Henry D. I. Abarbanel},
journal= {arXiv preprint arXiv:2103.00362},
year = {2022}
}