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Recently, machine learning techniques, particularly deep learning, have demonstrated superior performance over traditional time series forecasting methods across various applications, including both single-variable and multi-variable…
As an alternative approach for predicting complex dynamical systems where physics-based models are no longer reliable, reservoir computing (RC) has gained popularity. The hybrid approach is considered an interesting option for improving the…
We show how a recently introduced statistics [Patil et al, Phys. Rev. Lett. 81 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as…
We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…
A machine-learning approach called "reservoir computing" has been used successfully for short-term prediction and attractor reconstruction of chaotic dynamical systems from time series data. We present a theoretical framework that describes…
This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit from a decision theoretically justified two-stage approach:…
Reservoir computing systems, a class of recurrent neural networks, have recently been exploited for model-free, data-based prediction of the state evolution of a variety of chaotic dynamical systems. The prediction horizon demonstrated has…
Forecasting timeseries based upon measured data is needed in a wide range of applications and has been the subject of extensive research. A particularly challenging task is the forecasting of timeseries generated by chaotic dynamics. In…
A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…
Predicting the dynamics of chaotic systems is one of the most challenging tasks for neural networks, and machine learning in general. Here we aim to predict the spatiotemporal chaotic dynamics of a high-dimensional non-linear system. In our…
Chaotic systems pose fundamental challenges for data-driven dynamics discovery, as small modeling errors lead to exponentially growing trajectory discrepancies. Since exact long-term prediction is unattainable, it is natural to ask what a…
An adaptive projection-based reduced-order model (ROM) formulation is presented for model-order reduction of problems featuring chaotic and convection-dominant physics. An efficient method is formulated to adapt the basis at every time-step…
Chaotic systems, such as turbulent flows, are ubiquitous in science and engineering. However, their study remains a challenge due to the large range scales, and the strong interaction with other, often not fully understood, physics. As a…
Forecasting the dynamics of chaotic systems from the analysis of their output signals is a challenging problem with applications in most fields of modern science. In this work, we use a laser model to compare the performance of several…
The prediction of complex nonlinear dynamical systems with the help of machine learning techniques has become increasingly popular. In particular, reservoir computing turned out to be a very promising approach especially for the…
Spatiotemporal chaotic systems are difficult to characterize in a model-free manner because of their high dimensionality, strong nonlinearity, and sensitivity to initial conditions. Coupled map lattices, as a representative class of…
Reservoir computing (RC) is among the most promising approaches for AI-based prediction models of complex systems. It combines superior prediction performance with very low CPU-needs for training. Recent results demonstrated that quantum…
We study the regime of anticipated synchronization recently described on a number of dynamical systems including chaotic and noisy ones. We use simple linear caricatures to show the minimal setups able to reproduce the basic facts…
We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection method. This is particularly relevant for applications where…
We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…