scholarly journals Historical Decompositions for Nonlinear Vector Autoregression Models

2017 ◽  
Author(s):  
Benjamin Wong
Keyword(s):  
Vector Autoregression ◽  
Autoregression Models ◽  
Nonlinear Vector

scholarly journals Next generation reservoir computing

2021 ◽  
Vol 12 (1) ◽  
Author(s):  
Daniel J. Gauthier ◽  
Erik Bollt ◽  
Aaron Griffith ◽  
Wendson A. S. Barbosa
Keyword(s):  
Time Series Data ◽  
Vector Autoregression ◽  
Learning Algorithm ◽  
Training Data ◽  
Series Data ◽  
Data Sets ◽  
Reservoir Computing ◽  
Next Generation ◽  
Training Time ◽  
Nonlinear Vector

AbstractReservoir computing is a best-in-class machine learning algorithm for processing information generated by dynamical systems using observed time-series data. Importantly, it requires very small training data sets, uses linear optimization, and thus requires minimal computing resources. However, the algorithm uses randomly sampled matrices to define the underlying recurrent neural network and has a multitude of metaparameters that must be optimized. Recent results demonstrate the equivalence of reservoir computing to nonlinear vector autoregression, which requires no random matrices, fewer metaparameters, and provides interpretable results. Here, we demonstrate that nonlinear vector autoregression excels at reservoir computing benchmark tasks and requires even shorter training data sets and training time, heralding the next generation of reservoir computing.

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