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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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3876114152 · Jun 202019922001200920172026
48 results for reservoir uncertainty

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.

Unified deep sequential and state-space models for robust option pricing with uncertainty.

problem Combining robustness to noise and uncertainty measurement in option pricing models.
method Unscattered reservoir smoother (URS) integrating deep sequential and state-space models.
result URS achieves competitive forecasting accuracy and uncertainty measurement in noisy datasets.

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.

Generative adversarial network improves geosteering in fluvial reservoirs.

problem Improving geosteering in complex reservoirs with high uncertainties.
method Generative adversarial deep neural network (GAN) trained to model fluvial successions.
result Reduces uncertainty and correctly predicts geological features up to 500 meters ahead of drill-bit.

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.

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.

This work bridges theory and practice in spiking reservoirs, identifying robust parameter ranges.

problem Challenging tuning of spiking reservoirs at the edge-of-chaos.
method Introducing robustness interval, systematic evaluations, and control experiments.
result Consistent monotonic trends in robustness interval width across network configurations.

Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future production for numerical models representative of the reservoir. However, identifying such models can be very challenging as they need to be constrained to all a…

2018-11-30abs ↗pdf ↗

A new beta-VAE based regression model accelerates oilfield optimization studies.

problem Computational expense of full-physics reservoir simulations.
method beta-VAE for interpretable latent space representation, probabilistic dense layers for uncertainty quantification.
result Interpretable latent representation and quantified uncertainty for optimization decisions.

Seismic inversion method uses GAN to improve efficiency and accuracy.

problem Difficulty in combining geological knowledge with seismic data and assessing uncertainty.
method Generative Adversarial Network (GAN) for seismic inversion.
result GAN-generated models conform to observation data with low uncertainty.

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.

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.

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 ↗

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.

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 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.

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 ↗

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.

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.

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 ↗

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.

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.