Attractor reconstruction by machine learning
Journal: Chaos An Interdisciplinary Journal of Nonlinear Science
•
• American Institute of Physics
• ISSN:
1054-1500
Abstract
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 conditions under which reservoir computing can create an empirical model capable of skillful short-term forecasts and accurate long-term ergodic behavior. We illustrate this theory through numerical experiments. We also argue that the theory applies to certain other machine learning methods for time series prediction.
Subjects & Keywords
How to Cite this Article
Zhixin Lu, Brian R. Hunt, Edward Ott (2018). "Attractor reconstruction by machine learning". Chaos An Interdisciplinary Journal of Nonlinear Science. https://doi.org/10.1063/1.5039508