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The prediction of time series is a challenging task relevant in such diverse applications as analyzing financial data, forecasting flow dynamics or understanding biological processes. Especially chaotic time series that depend on a long…

Machine Learning · Computer Science 2024-12-06 Johannes Viehweg , Dominik Walther , Patrick Mäder

Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Mario Chavez , Bernard Cazelles

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

A new machine learning scheme, termed versatile reservoir computing, is proposed for sustaining the dynamics of heterogeneous complex networks. We show that a single, small-scale reservoir computer trained on time series from a subset of…

Chaotic Dynamics · Physics 2025-05-22 Yao Du , Huawei Fan , Xingang Wang

The successor representation (SR) provides a powerful framework for decoupling predictive dynamics from rewards, enabling rapid generalisation across reward configurations. However, the classical SR is limited by its inherent policy…

Machine Learning · Computer Science 2026-02-16 Changmin Yu , Máté Lengyel

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

Reservoir computing (RC), a particular form of recurrent neural network, is under explosive development due to its exceptional efficacy and high performance in reconstruction or/and prediction of complex physical systems. However, the…

Machine Learning · Computer Science 2023-05-10 Xing-Yue Duan , Xiong Ying , Si-Yang Leng , Jürgen Kurths , Wei Lin , Huan-Fei Ma

A reservoir computer (RC) is a type of simplified recurrent neural network architecture that has demonstrated success in the prediction of spatiotemporally chaotic dynamical systems. A further advantage of RC is that it reproduces intrinsic…

Neural and Evolutionary Computing · Computer Science 2022-01-25 Jason A. Platt , Stephen G. Penny , Timothy A. Smith , Tse-Chun Chen , Henry D. I. Abarbanel

Reservoir computing is a computational framework suited for temporal/sequential data processing. It is derived from several recurrent neural network models, including echo state networks and liquid state machines. A reservoir computing…

Reservoir computing is a machine learning framework that uses artificial or physical dissipative dynamics to predict time-series data using nonlinearity and memory properties of dynamical systems. Quantum systems are considered as promising…

Forecasting chaotic time series requires models that can capture the intrinsic geometry of the underlying attractor while remaining computationally efficient. We introduce a novel reservoir computing (RC) framework that integrates…

Neural and Evolutionary Computing · Computer Science 2025-11-06 S. K. Laha

This paper presents a novel dynamic model for slug flow crystallizers that addresses the challenges of spatial distribution without backmixing or diffusion, potentially enabling advanced model-based control. The developed model can…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Collin R. Johnson , Stijn de Vries , Kerstin Wohlgemuth , Sergio Lucia

Reservoir Computing is a machine learning approach that uses the rich repertoire of complex system dynamics for function approximation. Current approaches to reservoir computing use a network of coupled integrating neurons that require a…

Neural and Evolutionary Computing · Computer Science 2025-07-30 Alexander Yeung , Peter DelMastro , Arjun Karuvally , Hava Siegelmann , Edward Rietman , Hananel Hazan

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)…

Neural and Evolutionary Computing · Computer Science 2025-11-20 S. K. Laha

Next generation reservoir computing based on nonlinear vector autoregression (NVAR) is applied to emulate simple dynamical system models and compared to numerical integration schemes such as Euler and the $2^\text{nd}$ order Runge-Kutta. It…

Machine Learning · Computer Science 2022-01-17 Tse-Chun Chen , Stephen G. Penny , Timothy A. Smith , Jason A. Platt

High-fidelity simulation models are widely used to analyze complex stochastic systems, but their high computational cost motivates the development of cheaper surrogate models that approximate the simulation model's input-output…

Machine Learning · Statistics 2026-05-28 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Memristive systems and devices are potentially available for implementing reservoir computing (RC) systems applied to pattern recognition. However, the computational ability of memristive RC systems depends on intertwined factors such as…

Emerging Technologies · Computer Science 2022-06-22 Gouhei Tanaka , Ryosho Nakane

The generalized assignment problem with routing constraints, e.g. the vehicle routing problem, has essential practical relevance. This paper focuses on addressing the complexities of the problem by learning a surrogate model with reduced…

Optimization and Control · Mathematics 2024-05-24 Sen Xue , Chuanhou Gao

Classification of multivariate time series (MTS) has been tackled with a large variety of methodologies and applied to a wide range of scenarios. Reservoir Computing (RC) provides efficient tools to generate a vectorial, fixed-size…

Neural and Evolutionary Computing · Computer Science 2020-06-09 Filippo Maria Bianchi , Simone Scardapane , Sigurd Løkse , Robert Jenssen
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