用张量网络提升混沌时间序列预测精度与效率
A tensor network approach for chaotic time series prediction
- 引入张量网络降低非线性自回归模型的参数复杂度
- 在Lorenz-96系统上实现更高预测精度且计算更快
- 适合对高效时序建模感兴趣的科研与工程人员
准确预测混沌时间序列是一项复杂挑战。储备池计算作为一种类脑启发方法,利用动态系统的记忆与非线性特性,无需大量参数调优即可实现有效预测。然而,储备池架构的选择与优化仍是开放问题。下一代储备池计算通过基于截断伏尔泰拉级数的非线性向量自回归来简化该问题,但其参数数量随最大单项式次数呈指数增长。张量网络通过将高维数组分解为低维结构,可有效缓解维度灾难。本文探索了此前提出的张量网络模型在混沌时间序列预测中的应用,结果表明其在准确性和计算效率上均优于传统回声状态网络。该工作促进了张量网络与储备池计算领域的融合,推动双方进展。
原文摘要 · Abstract (English)
Making accurate predictions of chaotic time series is a complex challenge. Reservoir computing, a neuromorphic-inspired approach, has emerged as a powerful tool for this task. It exploits the memory and nonlinearity of dynamical systems without requiring extensive parameter tuning. However, selecting and optimizing reservoir architectures remains an open problem. Next-generation reservoir computing simplifies this problem by employing nonlinear vector autoregression based on truncated Volterra series, thereby reducing hyperparameter complexity. Nevertheless, the latter suffers from exponential parameter growth in terms of the maximum monomial degree. Tensor networks offer a promising solution to this issue by decomposing multidimensional arrays into low-dimensional structures, thus mitigating the curse of dimensionality. This paper explores the application of a previously proposed tensor network model for predicting chaotic time series, demonstrating its advantages in terms of accuracy and computational efficiency compared to conventional echo state networks. Using a state-of-the-art tensor network approach enables us to bridge the gap between the tensor network and reservoir computing communities, fostering advances in both fields.
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