Forecasting macroscopic dynamics in adaptive Kuramoto network using reservoir computing
Andrey Andreev, Artem Badarin, V. A. Maximenko, Alexander E. Hramov
Abstract
Forecasting a system's behavior is an essential task encountering the complex systems theory. Machine learning offers supervised algorithms, e.g., recurrent neural networks and reservoir computers that predict the behavior of model systems whose states consist of multidimensional time series. In real life, we often have limited information about the behavior of complex systems. The brightest example is the brain neural network described by the electroencephalogram. Forecasting the behavior of these systems is a more challenging task but provides a potential for real-life application. Here, we trained reservoir computer to predict the macroscopic signal produced by the network of phase oscillators. The Lyapunov analysis revealed the chaotic nature of the signal and reservoir computer failed to forecast it. Augmenting the feature space using Takkens' theorem improved the quality of forecasting. RC achieved the best prediction score when the number of signals coincided with the embedding dimension estimated via the nearest false neighbors method. We found that short-time prediction required a large number of features, while long-time prediction utilizes a limited number of features. These results refer to the bias-variance trade-off, an important concept in machine learning.