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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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116231347462 · Jun 202019922001200920172026
48 results for reservoir analysis

The paper analyzes the performance of delay-based reservoir computing using eigenvalue analysis.

problem Quantifying the performance of delay-based reservoir computing.
method Eigenvalue analysis of the dynamical system to predict reservoir computing performance.
result The performance of a reservoir computing system can be predicted by analyzing the small signal response and eigenvalue spectrum.

This paper provides a mathematical framework for time-delay reservoir computing.

problem Lack of rigorous mathematical foundations for reservoir computing properties.
method Control-theoretic framework, formal definitions of separation and fading memory, explicit lower bound derivation.
result Established formal definitions and connections to stability notions for time-delay systems.

Reservoir computing's success depends on mapping different input time series to separable states.

problem Quantifying the ability of random linear reservoirs to map different input time series.
method Mathematical framework using spectral properties of the connectivity matrix.
result Separation capacity is fully characterized by the spectral properties of the connectivity matrix.

Reservoir subspace injection improves online ICA by preserving injected features.

problem Discarding injected features in top-nn whitening can degrade performance.
method Formalized reservoir subspace injection (RSI) and developed diagnostics (IER, SSO, ρ_x) to identify and mitigate the failure mode.
result RSI controller preserves passthrough retention, improving performance by up to 2.2 dB.

Quantum ELMs use a quantum reservoir to learn from data, with limits on expressivity and scalability.

problem Understanding the limits of quantum ELMs for machine learning tasks.
method Decomposed QELM predictions into Fourier series to analyze expressivity and scalability.
result Expressivity of QELMs is limited by the number of Fourier frequencies and observables, and scalability is hindered by hardware noise and entanglement.

Decision making based on behavioral and neural observations of living systems has been extensively studied in brain science, psychology, and other disciplines. Decision-making mechanisms have also been experimentally implemented in physical processes, such as single photons and chaotic lasers. The findings of these exp…

2018-04-12abs ↗pdf ↗

Predicting unobserved bifurcations in time series with unsupervised parameter extraction.

problem Predicting system behavior with unknown parameters from time series data.
method Reservoir computing framework for unsupervised extraction of slowly varying system parameters.
result Model predicts unknown bifurcations not present in training data.

A reservoir computer is a complex dynamical system, often created by coupling nonlinear nodes in a network. The nodes are all driven by a common driving signal. In this work, three dimension estimation methods, false nearest neighbor, covariance and Kaplan-Yorke dimensions, are used to estimate the dimension of the res…

2019-12-10abs ↗pdf ↗

New explanation of reservoir computing using random projections.

problem Understanding the randomness in reservoir computing.
method Constructing strongly universal reservoir systems as random projections of state-space systems.
result Approximation of any fading memory filters class by training a linear readout for each filter.

This paper proposes a new method to quantify uncertainty in reservoir characterization using invertible neural networks.

problem Quantifying uncertainty in reservoir characterization models.
method Training an invertible neural network to represent the posterior distribution of model parameters.
result The proposed method provides a more efficient and direct way to sample from the posterior distribution.

Study characterizes memory capacity of quantum reservoirs using transmon qubits.

problem Understanding the memory capacity of quantum reservoirs built with transmon qubits.
method Characterized memory capacity of quantum reservoirs using transmon qubits from IBM, focusing on NMSE and topology complexity.
result Found a peak in memory capacity for configurations with n-1 self-loops, suggesting optimal design for forecasting tasks.

Reservoir computing is a neural network approach for processing time-dependent signals that has seen rapid development in recent years. Physical implementations of the technique using optical reservoirs have demonstrated remarkable accuracy and processing speed at benchmark tasks. However, these approaches require an e…

2018-07-19abs ↗pdf ↗

Deep learning speeds up pressure prediction in carbon storage reservoirs.

problem Accurately forecasting reservoir pressure in geologic carbon storage projects with sparse well data.
method Combining InSAR surface displacement data with deep learning and data assimilation techniques.
result Workflow can predict reservoir pressure with high efficiency and uncertainty quantification.

Deep Echo State Networks (DeepESNs) recently extended the applicability of Reservoir Computing (RC) methods towards the field of deep learning. In this paper we study the impact of constrained reservoir topologies in the architectural design of deep reservoirs, through numerical experiments on several RC benchmarks. Th…

2019-09-24abs ↗pdf ↗

This work optimizes reservoir computing models by linking recurrence and non-linear dynamics.

problem Understanding how recurrence and non-linear dynamics in cortical networks contribute to their function.
method Transformed time-continuous, recurrent dynamics into an effective feed-forward structure of linear and non-linear temporal kernels.
result Optimal time-series classifiers can be built from random reservoir networks, demonstrating significant performance gains.

Recently, studies on deep Reservoir Computing (RC) highlighted the role of layering in deep recurrent neural networks (RNNs). In this paper, the use of linear recurrent units allows us to bring more evidence on the intrinsic hierarchical temporal representation in deep RNNs through frequency analysis applied to the sta…

2017-05-16abs ↗pdf ↗

Reduced reservoir size for faster edge computing.

problem Efficiently reducing computational resources for reservoir computing.
method Concatenating past or drifting states of the reservoir to the output layer.
result Reduced reservoir size up to one tenth without significant error increase.

We analyze the practices of reservoir computing in the framework of statistical learning theory. In particular, we derive finite sample upper bounds for the generalization error committed by specific families of reservoir computing systems when processing discrete-time inputs under various hypotheses on their dependenc…

2019-10-30abs ↗pdf ↗

Reservoir Computing (RC) is a popular methodology for the efficient design of Recurrent Neural Networks (RNNs). Recently, the advantages of the RC approach have been extended to the context of multi-layered RNNs, with the introduction of the Deep Echo State Network (DeepESN) model. In this paper, we study the quality o…

2019-03-12abs ↗pdf ↗

The paper introduces reservoir computing models for complex systems.

problem Modeling complex engineering systems using nonlinear autoregression.
method Introduces reservoir computing with output feedback as stationary and ergodic infinite-order nonlinear autoregressive models.
result Demonstrates versatility of classical and quantum reservoir computers in modeling synthetic and real data.

New method combines long-memory reservoirs for accurate dengue forecasting from short data.

problem Accurate dengue forecasting from short, noisy, non-stationary, and nonlinear data.
method Fractional ESN and Wavelet ESN frameworks integrating long-term memory.
result fESN and wESN outperform baselines in multiple dengue datasets and forecasting horizons.

Quantum systems with scrambling improve temporal information processing, but scaling requires exponential overhead.

problem Scalability and memory retention of quantum reservoirs in temporal information processing.
method Examined a quantum reservoir processing framework with scrambling reservoirs modeled by high-order unitary designs, analyzed in noiseless and noisy settings.
result Memory retention improves exponentially with reservoir size but worsens with reservoir iterations, requiring exponential shot overhead for scaling.

New definitions of ESP for quantum reservoir computing handle non-stationary systems.

problem Traditional ESP does not apply to non-stationary systems.
method Introduce two new categories of ESP: non-stationary ESP and subset/subspace ESP.
result Demonstrates correspondence between non-stationary ESP and QRC with NARMA tasks.

Reservoir Computing (RC) refers to a Recurrent Neural Networks (RNNs) framework, frequently used for sequence learning and time series prediction. The RC system consists of a random fixed-weight RNN (the input-hidden reservoir layer) and a classifier (the hidden-output readout layer). Here we focus on the sequence lear…

2017-06-24abs ↗pdf ↗

Echo State Networks (ESN) are a class of Recurrent Neural Networks (RNN) that has gained substantial popularity due to their effectiveness, ease of use and potential for compact hardware implementation. An ESN contains the three network layers input, reservoir and readout where the reservoir is the truly recurrent netw…

2018-07-25abs ↗pdf ↗

ResCP uses reservoir computing to create efficient, scalable time series prediction intervals.

problem Building distribution-free prediction intervals for time series data with small sample sizes and changing distributions.
method Reservoir Conformal Prediction (ResCP) leverages reservoir computing to dynamically reweight conformity scores based on similarity among reservoir states.
result ResCP achieves asymptotic conditional coverage and is effective across diverse forecasting tasks.

Quantum Reservoir Computing classifies complex probability distributions and identifies volatility regimes.

problem Statistical and financial classification problems with heavy-tailed distributions and correlated time series.
method Implemented QRC in a superconducting quantum circuit with Josephson junctions.
result QRC outperforms classical methods in limited information scenarios.

Optimal design portfolios improve energy efficiency and reduce risk in uncertain reservoirs.

problem Uncertain reservoir conditions lead to unstable gas recovery and low resource efficiency.
method Developed optimal portfolios of well designs based on reservoir conditions and probabilities.
result Remarkable reduction in variation and substantial increase in energy efficiency achieved.

We present a novel technique for assessing the dynamics of multiphase fluid flow in the oil reservoir. We demonstrate an efficient workflow for handling the 3D reservoir simulation data in a way which is orders of magnitude faster than the conventional routine. The workflow (we call it "Metamodel") is based on a projec…

2019-01-08abs ↗pdf ↗

This paper investigates the role of sparsity in Reservoir Computing networks.

problem Designing efficient Recurrent Neural Networks (RNNs) with hidden recurrent layers.
method Empirical investigation of sparsity in input-reservoir connections and recurrent connections.
result Sparsity, particularly in input-reservoir connections, enhances the network's temporal memory and dimensionality.

The extension of deep learning towards temporal data processing is gaining an increasing research interest. In this paper we investigate the properties of state dynamics developed in successive levels of deep recurrent neural networks (RNNs) in terms of short-term memory abilities. Our results reveal interesting insigh…

2018-02-02abs ↗pdf ↗