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We consider the problem of predicting values of a random process or field satisfying a linear model $y(x)=\theta^\top f(x) + \varepsilon(x)$, where errors $\varepsilon(x)$ are correlated. This is a common problem in kriging, where the case…

Statistics Theory · Mathematics 2019-08-13 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

Reservoir computing (RC) is a state-of-the-art machine learning method that makes use of the power of dynamical systems (the reservoir) for real-time inference. When using biological complex systems as reservoir substrates, it serves as a…

Adaptation and Self-Organizing Systems · Physics 2026-03-03 Mario U. Gaimann , Miriam Klopotek

In this study, we address the challenge of analyzing electrophysiological measurements in neuronal networks. Our computational model, based on the Reservoir Computing Network (RCN) architecture, deciphers spatio-temporal data obtained from…

Quantitative Methods · Quantitative Biology 2025-02-14 Ilya Auslender , Giorgio Letti , Yasaman Heydari , Clara Zaccaria , Lorenzo Pavesi

Forecasting the behavior of high-dimensional dynamical systems using machine learning requires efficient methods to learn the underlying physical model. We demonstrate spatiotemporal chaos prediction using a machine learning architecture…

Machine Learning · Computer Science 2022-09-27 Wendson A. S. Barbosa , Daniel J. Gauthier

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Recent advances in quantum computing have demonstrated its potential to significantly enhance the analysis and forecasting of complex classical data. Among these, quantum reservoir computing has emerged as a particularly powerful approach,…

Quantum Physics · Physics 2026-04-10 Qingyu Li , Chiranjib Mukhopadhyay , Abolfazl Bayat , Ali Habibnia

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Machine Learning · Computer Science 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

In the domain of sequence modelling, Recurrent Neural Networks (RNN) have been capable of achieving impressive results in a variety of application areas including visual question answering, part-of-speech tagging and machine translation.…

Machine Learning · Computer Science 2018-05-22 Tharindu Fernando , Simon Denman , Aaron McFadyen , Sridha Sridharan , Clinton Fookes

The use of kernels for nonlinear prediction is widespread in machine learning. They have been popularized in support vector machines and used in kernel ridge regression, amongst others. Kernel methods share three aspects. First, instead of…

Machine Learning · Statistics 2025-08-25 Patrick J. F. Groenen , Michael Greenacre

Causal discovery, beyond the inference of a network as a collection of connected dots, offers a crucial functionality in scientific discovery using artificial intelligence. The questions that arise in multiple domains, such as physics,…

Machine Learning · Computer Science 2021-06-03 M. Ali Vosoughi , Axel Wismuller

The combination of machine learning and quantum computing has emerged as a promising approach for addressing previously untenable problems. Reservoir computing is an efficient learning paradigm that utilizes nonlinear dynamical systems for…

Quantum Physics · Physics 2020-08-26 Jiayin Chen , Hendra I. Nurdin , Naoki Yamamoto

Diffusion Maps framework is a kernel based method for manifold learning and data analysis that defines diffusion similarities by imposing a Markovian process on the given dataset. Analysis by this process uncovers the intrinsic geometric…

Machine Learning · Statistics 2015-11-20 Moshe Salhov , Amit Bermanis , Guy Wolf , Amir Averbuch

We propose a deep architecture for the classification of multivariate time series. By means of a recurrent and untrained reservoir we generate a vectorial representation that embeds temporal relationships in the data. To improve the…

Neural and Evolutionary Computing · Computer Science 2018-02-15 Filippo Maria Bianchi , Simone Scardapane , Sigurd Løkse , Robert Jenssen

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…

Computational Physics · Physics 2022-01-05 Jason A. Platt , Adrian S. Wong , Randall Clark , Stephen G. Penny , Henry D. I. Abarbanel

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

Motivated by a dataset of burglaries in Chicago, USA, we introduce a novel framework to analyze time series of count data combining common multivariate time series models with latent position network models. This novel methodology allows us…

Methodology · Statistics 2024-08-26 Hardeep Kaur , Riccardo Rastelli

Quantum reservoir computing uses the dynamics of quantum systems to process temporal data, making it particularly well-suited for machine learning with noisy intermediate-scale quantum devices. Recent developments have introduced…

Quantum Physics · Physics 2026-02-25 Lukas Gonon , Rodrigo Martínez-Peña , Juan-Pablo Ortega

The topology of a network associated with a reservoir computer is often taken so that the connectivity and the weights are chosen randomly. Optimization is hardly considered as the parameter space is typically too large. Here we investigate…

Disordered Systems and Neural Networks · Physics 2021-01-19 Chad Nathe , Enrico Del Frate , Thomas Carroll , Louis Pecora , Afroza Shirin , Francesco Sorrentino

In the context of energy transition, industrial plants that heavily rely on electricity face more and more price volatility. To continue operating in these conditions, the directors become continually more willing to increase their…

Optimization and Control · Mathematics 2021-04-20 Thibaut Cuvelier