Data-informed reservoir computing for efficient time-series prediction

We propose a new approach to dynamical system forecasting called data-informed-reservoir computing (DI-RC) that, while solely being based on data, yields increased accuracy, reduced computational cost, and mitigates tedious hyper-parameter optimization of the reservoir computer (RC). Our DI-RC approach is based on the recently proposed hybrid setup where a knowledge-based model is combined with a machine learning prediction system, but it replaces the knowledge-based component by a data-driven model discovery technique. As a result, our approach can be chosen when a suitable knowledge-based model is not available. We demonstrate our approach using a delay-based RC as the machine learning component in conjunction with sparse identification of nonlinear dynamical systems for the data-driven model component. We test the performance on two example systems: the Lorenz system and the Kuramoto-Sivashinsky system. Our results indicate that our proposed technique can yield an improvement in the time-series forecasting capabilities compared with both approaches applied individually, while remaining computationally cheap. The benefit of our proposed approach, compared with pure RC, is most pronounced when the reservoir parameters are not optimized, thereby reducing the need for hyperparameter optimization. (c) 2023 Author(s). All article content, except where otherwise noted, is licensed under a Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/). https://doi.org/10.1063/5.0152311

Automated summary

We propose a new approach to dynamical system forecasting called data-informed-reservoir computing (DI-RC) that, while solely being based on data, yields increased accuracy, reduced computational cost, and mitigates tedious hyper-parameter optimization of the reservoir computer (RC).