用可解释的代数方程建模混沌时间序列,兼顾精度与科学可读性。
Turning Time Series into Algebraic Equations: Symbolic Machine Learning for Interpretable Modeling of Chaotic Time Series
- 通过神经网络与进化搜索学习简洁可读的代数表达式。
- 在132个混沌吸引子和2个真实数据集上达到竞争性预测精度。
- 适合需要理解动态机制的研究场景,如疾病传播与气候预测。
混沌时间序列难以预测,初始条件微小误差会迅速放大,强非线性与状态依赖性限制了可预测性。尽管现代深度学习在短期预测中表现优异,但其黑箱特性限制了科学洞察力与实际信任度。为此,我们提出两种互补的符号预测器:符号神经预测器(SyNF)采用基于神经网络的方程学习架构,实现端到端可微的紧凑代数关系发现;符号树预测器(SyTF)则基于进化符号回归,在精度与复杂度权衡下直接搜索方程结构。我们在滚动窗口前向预报设定下评估两者,使用多种指标对比经典统计模型、树集成及现代深度学习基线。实验覆盖132个低维混沌吸引子以及两个真实世界混沌序列——波多黎各圣胡安每周登革热发病率与尼诺3.4海表温度指数。结果表明,符号预测器在各类数据集上均取得有竞争力的一步预测精度,并提供揭示底层动力学关键特征的透明方程。
原文摘要 · Abstract (English)
Chaotic time series are notoriously difficult to forecast. Small uncertainties in initial conditions amplify rapidly, while strong nonlinearities and regime dependent variability constrain predictability. Although modern deep learning often delivers strong short horizon accuracy, its black box nature limits scientific insight and practical trust in settings where understanding the underlying dynamics matters. To address this gap, we propose two complementary symbolic forecasters that learn explicit, interpretable algebraic equations from chaotic time series data. Symbolic Neural Forecaster (SyNF) adapts a neural network based equation learning architecture to the forecasting setting, enabling fully differentiable discovery of compact and interpretable algebraic relations. The Symbolic Tree Forecaster (SyTF) builds on evolutionary symbolic regression to search directly over equation structures under a principled accuracy complexity trade off. We evaluate both approaches in a rolling window nowcasting setting with one step ahead forecasting using several accuracy metrics and compare against a broad suite of baselines spanning classical statistical models, tree ensembles, and modern deep learning architectures. Numerical experiments cover a benchmark of 132 low dimensional chaotic attractors and two real world chaotic time series, namely weekly dengue incidence in San Juan and the Nino 3.4 sea surface temperature index. Across datasets, symbolic forecasters achieve competitive one step ahead accuracy while providing transparent equations that reveal salient aspects of the underlying dynamics.
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