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.
翻译:预测具有多尺度时间结构的非线性时间序列仍然是复杂系统建模中的核心挑战。本文提出了一种新颖的储层计算框架,该框架将延迟嵌入与随机傅里叶特征映射相结合以捕捉此类动力学。研究探讨了两种形式:一种是采用固定核带宽的单尺度随机傅里叶特征储层;另一种是集成多个带宽以同时表征快慢时间依赖性的多尺度随机傅里叶特征储层。该框架应用于一系列典型系统:包括展示由快-慢相互作用产生的尖峰、簇发和混沌行为的神经元模型,如Rulkov映射、Izhikevich模型、Hindmarsh-Rose模型和Morris-Lecar模型;以及呈现多尺度振荡和间歇性的生态模型,包括捕食者-猎物动力学和具有季节性强迫的Ricker映射。在所有案例中,多尺度随机傅里叶特征储层均持续优于单尺度版本,实现了更低的归一化均方根误差和更稳健的长期预测。这些结果突显了将多尺度特征映射显式融入储层计算架构对于建模具有内在快-慢相互作用的复杂动力学系统的有效性。