用随机傅里叶特征+时延嵌入,构建高效可解释的混沌时间序列预测框架
A Novel Reservoir Computing Framework for Chaotic Time Series Prediction Using Time Delay Embedding and Random Fourier Features
- 将时延嵌入与随机傅里叶特征结合,无需传统循环结构即可建模非线性动态
- 在Mackey-Glass、Lorenz等系统上实现更高精度和更长时程预测
- 减少人工调参需求,适合需高效建模混沌系统的研究人员
预测混沌时间序列需要能捕捉潜在吸引子几何结构且计算高效的模型。本文提出一种新型残差计算(RC)框架,将时延嵌入与随机傅里叶特征(RFF)映射结合,构建无需传统循环架构的动态储层。不同于标准RC依赖高维循环连接,该方法通过显式近似非线性核变换,在重构相空间中揭示隐藏动力学关系。该混合形式具有双重优势:(i) 原则性地逼近延迟坐标间的复杂非线性交互,增强储层的有效动态表征;(ii) 降低对谱半径、泄漏率等人工超参数的依赖。在经典的混沌系统——Mackey-Glass方程、Lorenz系统和Kuramoto-Sivashinsky方程上评估表明,RFF-RC不仅预测精度更优,还能实现鲁棒的吸引子重建和长时程预测。结果表明,时延嵌入与RFF驱动的储层结合,通过将系统嵌入丰富特征空间,揭示了新的动力学结构,提供了一种计算高效且可解释的混沌动力建模方法。
原文摘要 · Abstract (English)
Forecasting chaotic time series requires models that can capture the intrinsic geometry of the underlying attractor while remaining computationally efficient. We introduce a novel reservoir computing (RC) framework that integrates time-delay embedding with Random Fourier Feature (RFF) mappings to construct a dynamical reservoir without the need for traditional recurrent architectures. Unlike standard RC, which relies on high-dimensional recurrent connectivity, the proposed RFF-RC explicitly approximates nonlinear kernel transformations that uncover latent dynamical relations in the reconstructed phase space. This hybrid formulation offers two key advantages: (i) it provides a principled way to approximate complex nonlinear interactions among delayed coordinates, thereby enriching the effective dynamical representation of the reservoir, and (ii) it reduces reliance on manual reservoir hyperparameters such as spectral radius and leaking rate. We evaluate the framework on canonical chaotic systems-the Mackey-Glass equation, the Lorenz system, and the Kuramoto-Sivashinsky equation. This novel formulation demonstrates that RFF-RC not only achieves superior prediction accuracy but also yields robust attractor reconstructions and long-horizon forecasts. These results show that the combination of delay embedding and RFF-based reservoirs reveals new dynamical structure by embedding the system in an enriched feature space, providing a computationally efficient and interpretable approach to modeling chaotic dynamics.
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