Temporal Convolution Derived Multi-Layered Reservoir Computing
<|reference_start|>Temporal Convolution Derived Multi-Layered Reservoir Computing: 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 history pose an exceptionally difficult problem. While machine learning has shown to be a promising approach for predicting such time series, it either demands long training time and much training data when using deep recurrent neural networks. Alternative, when using a reservoir computing approach it comes with high uncertainty and typically a high number of random initializations and extensive hyper-parameter tuning when using a reservoir computing approach. In this paper, we focus on the reservoir computing approach and propose a new mapping of input data into the reservoir's state space. Furthermore, we incorporate this method in two novel network architectures increasing parallelizability, depth and predictive capabilities of the neural network while reducing the dependence on randomness. For the evaluation, we approximate a set of time series from the Mackey-Glass equation, inhabiting non-chaotic as well as chaotic behavior and compare our approaches in regard to their predictive capabilities to echo state networks and gated recurrent units. For the chaotic time series, we observe an error reduction of up to $85.45\%$ and up to $87.90\%$ in contrast to echo state networks and gated recurrent units respectively. Furthermore, we also observe tremendous improvements for non-chaotic time series of up to $99.99\%$ in contrast to existing approaches.<|reference_end|>
@article{viehweg2024temporal,
    title={Temporal Convolution Derived Multi-Layered Reservoir Computing},
    author={Johannes Viehweg and Dominik Walther and Patrick M"ader},
    journal={arXiv preprint arXiv:2407.06771},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.06771},
    primaryClass={cs.LG nlin.CD}
}