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Currently, legal requirements demand that insurance companies increase their emphasis on monitoring the risks linked to the underwriting and asset management activities. Regarding underwriting risks, the main uncertainties that insurers…

Risk Management · Quantitative Finance 2020-08-19 Eduardo Ramos-Pérez , Pablo J. Alonso-González , José Javier Núñez-Velázquez

Reservoir computing is a machine learning paradigm that uses a high-dimensional dynamical system, or \emph{reservoir}, to approximate and predict time series data. The scale, speed and power usage of reservoir computers could be enhanced by…

Neural and Evolutionary Computing · Computer Science 2022-11-16 Forrest C. Sheldon , Artemy Kolchinsky , Francesco Caravelli

Reservoir Computing (RC) is a time-efficient computational paradigm derived from Recurrent Neural Networks (RNNs). The Simple Cycle Reservoir (SCR) is an RC model that stands out for its minimalistic design, offering extremely low…

Neural and Evolutionary Computing · Computer Science 2025-04-22 Ziqiang Li , Robert Simon Fong , Kantaro Fujiwara , Kazuyuki Aihara , Gouhei Tanaka

The Reservoir Computing (RC) paradigm utilizes a dynamical system, i.e., a reservoir, and a linear classifier, i.e., a read-out layer, to process data from sequential classification tasks. In this paper the usage of Cellular Automata (CA)…

Emerging Technologies · Computer Science 2017-02-14 Stefano Nichele , Magnus S. Gundersen

Reservoir computers (RCs) are powerful machine learning architectures for time series prediction. Recently, next generation reservoir computers (NGRCs) have been introduced, offering distinct advantages over RCs, such as reduced…

Machine Learning · Computer Science 2024-06-07 Ravi Chepuri , Dael Amzalag , Thomas Antonsen , Michelle Girvan

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 (RC) systems can efficiently forecast chaotic time series using nonlinear dynamical properties of an artificial neural network of random connections. The versatility of RC systems has motivated further research on both…

Neural and Evolutionary Computing · Computer Science 2024-02-07 Ivan S. Maksymov

This chapter provides a comprehensive survey of the researches and motivations for hardware implementation of reservoir computing (RC) on neuromorphic electronic systems. Due to its computational efficiency and the fact that training…

Emerging Technologies · Computer Science 2020-08-27 Fatemeh Hadaeghi

Reservoir Computing (RC) refers to a Recurrent Neural Networks (RNNs) framework, frequently used for sequence learning and time series prediction. The RC system consists of a random fixed-weight RNN (the input-hidden reservoir layer) and a…

Machine Learning · Computer Science 2017-06-27 M. Andrecut

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

Physical reservoir computing is a computational framework that implements spatiotemporal information processing directly within physical systems. By exciting nonlinear dynamical systems and creating linear models from their state, we can…

Machine Learning · Computer Science 2025-07-08 Jake Love , Jeroen Mulkers , Robin Msiska , George Bourianoff , Jonathan Leliaert , Karin Everschor-Sitte

We propose a dual-channel reservoir-computing scheme for inferring the dynamics of two distinct chaotic systems with a single machine. By augmenting a standard reservoir with a system-label channel and a parameter-control channel, the…

Chaotic Dynamics · Physics 2026-04-30 Jianmin Guo , Yao Du , Yizhen Yu , Yong Zou , Xingang Wang

Reservoir computation models form a subclass of recurrent neural networks with fixed non-trainable input and dynamic coupling weights. Only the static readout from the state space (reservoir) is trainable, thus avoiding the known problems…

Neural and Evolutionary Computing · Computer Science 2024-06-06 Boyu Li , Robert Simon Fong , Peter Tiňo

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Machine Learning · Statistics 2023-05-31 Xiaofan Lu , Linan Zhang , Hongjin He

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Szabolcs Szentpéteri , Balázs Csanád Csáji

The increasing popularity of machine learning solutions puts increasing restrictions on this field if it is to penetrate more aspects of life. In particular, energy efficiency and speed of operation is crucial, inter alia in portable…

Emerging Technologies · Computer Science 2020-01-14 Dawid Przyczyna , Sébastien Pecqueur , Dominique Vuillaume , Konrad Szaciłowski

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

Designing controllers for systems affected by model uncertainty can prove to be a challenge, especially when seeking the optimal compromise between the conflicting goals of identification and control. This trade-off is explicitly taken into…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Elena Arcari , Lukas Hewing , Max Schlichting , Melanie N. Zeilinger

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