Reservoir Computing via Multi-Scale Random Fourier Features for Forecasting Fast-Slow Dynamical Systems
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Abstract (arXiv)
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) mappings to capture such dynamics. Two formulations are investigated: a single-scale RFF reservoir, which employs a fixed kernel bandwidth, and a multi-scale RFF reservoir, which integrates multiple bandwidths to represent both fast and slow temporal dependencies. The framework is applied to a diverse set of canonical systems: neuronal models such as the Rulkov map, Izhikevich model, Hindmarsh-Rose model, and Morris-Lecar model, which exhibit spiking, bursting, and chaotic behaviors arising from fast-slow interactions; and ecological models including the predator-prey dynamics and Ricker map with seasonal forcing, which display multi-scale oscillations and intermittency. Across all cases, the multi-scale RFF reservoir consistently outperforms its single-scale counterpart, achieving lower normalized root mean square error (NRMSE) and more robust long-horizon predictions. These results highlight the effectiveness of explicitly incorporating multi-scale feature mappings into reservoir computing architectures for modeling complex dynamical systems with intrinsic fast-slow interactions.
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References · 8
- 2021Next Generation Reservoir Computingcited by 160
- 2018Hybrid Forecasting of Chaotic Processes: Using Machine Learning in Conjunction with a Knowledge-Based Modelcited by 57
- 2018Machine-learning inference of fluid variables from data using reservoir computingcited by 16
- 2020Reservoir computing model of two-dimensional turbulent convectioncited by 15
- 2021Reservoir Computing with Diverse Timescales for Prediction of Multiscale Dynamicscited by 13
- 2024Infinite-dimensional next-generation reservoir computingcited by 9
- 2023Learning noise-induced transitions by multi-scaling reservoir computingcited by 5
- 2023Effect of temporal resolution on the reproduction of chaotic dynamics via reservoir computingcited by 2
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