Intermittency in predicting the behavior of stochastic systems using reservoir computing

A new behavior type of reservoir computing model for predicting dynamics of stochastic systems has been observed. It has been shown that when the control parameters of the predicted stochastic system and the reservoir computing model are turned, we observe intermittent behavior, i.e., close to the threshold parameter value the reservoir computing model demonstrates the accurate prediction most of the time, but there are time intervals during which the accurate prediction is interrupted by intervals characterized by the lack of prediction. The characteristics of the intermittency in predicting the behavior of the stochastic system correspond to the well-known on-off intermittency. The concept of the effective noise to describe the quality of prediction is proposed, and the technique of its amplitude value estimation is developed.

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Publication Details

Journal
Physical review. E
Published
2025-02-21
DOI
https://doi.org/10.1103/physreve.111.024209
Citations
6
Primary Topic
Neural Networks and Reservoir Computing
Type
article
Field-Weighted Citation Impact
14.89

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article

Intermittency in predicting the behavior of stochastic systems using reservoir computing

Alexander E. Hramov, Nikita Kulagin, Artem Badarin, О. И. Москаленко et al.
6 citations
Physical review. E
Neural Networks and Reservoir Computing
14.89
article

Intermittency in predicting the behavior of stochastic systems using reservoir computing

Alexander E. Hramov, Nikita Kulagin, Artem Badarin, О. И. Москаленко, Andrey Andreev, А. А. Короновский, Alexander Sergeev
article en
6 citations

Abstract

A new behavior type of reservoir computing model for predicting dynamics of stochastic systems has been observed. It has been shown that when the control parameters of the predicted stochastic system and the reservoir computing model are turned, we observe intermittent behavior, i.e., close to the threshold parameter value the reservoir computing model demonstrates the accurate prediction most of the time, but there are time intervals during which the accurate prediction is interrupted by intervals characterized by the lack of prediction. The characteristics of the intermittency in predicting the behavior of the stochastic system correspond to the well-known on-off intermittency. The concept of the effective noise to describe the quality of prediction is proposed, and the technique of its amplitude value estimation is developed.

Physical review. EVol. 111(2)
Saratov State University (RU), Ural Federal University (RU)
Ministry of Science and Higher Education of the Russian Federation
Clean water and sanitation
Openalex Percentile: Top 1%
Neural Networks and Reservoir Computing
14.89
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Intermittency in predicting the behavior of stochastic systems using reservoir computing — Alexander E. Hramov, Nikita Kulagin, et al. · Physical review. E (2025) | TGRS Research Map | TGRS