Echo-state networks are simple models of discrete dynamical systems driven by a time series. By selecting network parameters such that the dynamics of the network is contractive, characterized by a negative maximal Lyapunov exponent, the network may synchronize with the driving signal. Exploiting this synchronization, the echo-state network may be trained to autonomously reproduce the input dynamics, enabling time-series prediction. However, while synchronization is a necessary condition for prediction, it is not sufficient. Here, we study what other conditions are necessary for successful time-series prediction. We identify two key parameters for prediction performance, and conduct a parameter sweep to find regions where prediction is successful. These regions differ significantly depending on whether full or partial phase space information about the input is provided to the network during training. We explain how these regions emerge.
翻译:回声状态网络是由时间序列驱动的离散动态系统的简单模型。 通过选择网络参数,使网络的动态具有收缩性,以负最大Lyapunov 指数为特征, 网络可以与驱动信号同步。 利用这一同步, 回声状态网络可以接受自动复制输入动态的培训, 促成时间序列预测。 但是, 虽然同步是预测的必要条件, 但还不够。 在这里, 我们研究成功的时间序列预测需要哪些其他条件。 我们为预测性能确定两个关键参数, 并进行参数扫描, 以寻找成功预测的区域。 这些区域差异很大, 取决于在培训期间向网络提供投入的全部或部分阶段空间信息。 我们解释这些区域是如何出现的。