Reservoir Computing with Diverse Timescales for Prediction of Multiscale Dynamics

Machine learning approaches have recently been leveraged as a substitute or an aid for physical/mathematical modeling approaches to dynamical systems. To develop an efficient machine learning method dedicated to modeling and prediction of multiscale dynamics, we propose a reservoir computing model with diverse timescales by using a recurrent network of heterogeneous leaky integrator neurons. In prediction tasks with fast-slow chaotic dynamical systems including a large gap in timescales of their subsystems dynamics, we demonstrate that the proposed model has a higher potential than the existing standard model and yields a performance comparable to the best one of the standard model even without an optimization of the leak rate parameter. Our analysis reveals that the timescales required for producing each component of target dynamics are appropriately and flexibly selected from the reservoir dynamics by model training.