arXiv:2511.14775cs.NEcs.LG2025-11

用多尺度随机傅里叶特征提升时序预测,尤其擅长捕捉快慢交替的复杂系统。

Reservoir Computing via Multi-Scale Random Fourier Features for Forecasting Fast-Slow Dynamical Systems

  • 将延迟嵌入与多尺度随机傅里叶特征结合,显式建模快慢动态依赖。
  • 在多个神经与生态模型上,多尺度方案比单尺度误差更低,长程预测更稳定。
  • 适合研究复杂系统建模、非线性时间序列预测的研究者参考。

具有多尺度时间结构的非线性时间序列预测仍是复杂系统建模的核心挑战。本文提出一种新型储层计算框架,结合延迟嵌入与随机傅里叶特征(RFF)映射以捕捉此类动态。研究了两种形式:单尺度RFF储层采用固定核带宽,多尺度RFF储层则整合多个带宽以表征快慢时间依赖。该框架应用于一系列典型系统:包括体现快速-慢速相互作用的神经元模型(如Rulkov映射、Izhikevich模型、Hindmarsh-Rose模型、Morris-Lecar模型),其表现出放电、爆发及混沌行为;以及生态模型(捕食者-猎物动力学、带季节强迫的Ricker映射),呈现多尺度振荡与间歇性。在所有案例中,多尺度RFF储层均显著优于单尺度版本,实现更低的归一化均方根误差(NRMSE)并具备更稳健的长期预测能力。结果表明,将多尺度特征映射显式引入储层计算架构,对建模具有内在快慢交互的复杂动力系统极为有效。

原文摘要 · Abstract (English)

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.

时间序列储层计算多尺度建模动态系统

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。