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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…
Dynamical systems driven by strong external signals are ubiquituous in nature and engineering. Here we study "echo state networks", networks of a large number of randomly connected nodes, which represent a simple model of a neural network,…
Reservoir computing is a neural network approach for processing time-dependent signals that has seen rapid development in recent years. Physical implementations of the technique using optical reservoirs have demonstrated remarkable accuracy…
For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…
Recurrent neural networks are used to forecast time series in finance, climate, language, and from many other domains. Reservoir computers are a particularly easily trainable form of recurrent neural network. Recently, a "next-generation"…
Spatio-temporal area-level datasets play a critical role in official statistics, providing valuable insights for policy-making and regional planning. Accurate modeling and forecasting of these datasets can be extremely useful for…
As one of the most important paradigms of recurrent neural networks, the echo state network (ESN) has been applied to a wide range of fields, from robotics to medicine, finance, and language processing. A key feature of the ESN paradigm is…
Machine learning has become a fundamental approach for modeling, prediction, and control, enabling systems to learn from data and perform complex tasks. Reservoir computing is a machine learning tool that leverages high-dimensional…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
Model predictive control (MPC) is an industry standard control technique that iteratively solves an open-loop optimization problem to guide a system towards a desired state or trajectory. Consequently, an accurate forward model of system…
The rise of parallel computing hardware has made it increasingly important to understand which nonlinear state space models can be efficiently parallelized. Recent advances like DEER (arXiv:2309.12252) and DeepPCR (arXiv:2309.16318) recast…
With an increasing amount of observations on the dynamics of many complex systems, it is required to reveal the underlying mechanisms behind these complex dynamics, which is fundamentally important in many scientific fields such as climate,…
Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…
Reservoir computing (RC) is a novel approach to time series prediction using recurrent neural networks. In RC, an input signal perturbs the intrinsic dynamics of a medium called a reservoir. A readout layer is then trained to reconstruct a…
State-space systems encompass a broad class of algorithms used for modeling and forecasting time series. For such systems to be effective, two objectives must be met: (i) accurate point forecasts of the time series must be produced, and…
Predictive equivalence in discrete stochastic processes have been applied with great success to identify randomness and structure in statistical physics and chaotic dynamical systems and to inferring hidden Markov models. We examine the…
Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…
Can noise be beneficial to machine-learning prediction of chaotic systems? Utilizing reservoir computers as a paradigm, we find that injecting noise to the training data can induce a stochastic resonance with significant benefits to both…
Model combination is a powerful approach for achieving superior performance compared to selecting a single model. We study both theoretically and empirically the effectiveness of ensembles of Multi-Frequency Echo State Networks (MFESNs),…
This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…