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Higher-order Granger reservoir computing: simultaneously achieving scalable complex structures inference and accurate dynamics prediction

Author

Listed:
  • Xin Li

    (Center for Applied Mathematics (NUDT)
    Fudan University)

  • Qunxi Zhu

    (Fudan University
    Fudan University)

  • Chengli Zhao

    (Center for Applied Mathematics (NUDT))

  • Xiaojun Duan

    (Center for Applied Mathematics (NUDT))

  • Bolin Zhao

    (Fudan University
    Fudan University)

  • Xue Zhang

    (Center for Applied Mathematics (NUDT))

  • Huanfei Ma

    (Soochow University)

  • Jie Sun

    (Fudan University
    Ltd.)

  • Wei Lin

    (Fudan University
    Fudan University
    Shanghai Artificial Intelligence Laboratory)

Abstract

Recently, machine learning methods, including reservoir computing (RC), have been tremendously successful in predicting complex dynamics in many fields. However, a present challenge lies in pushing for the limit of prediction accuracy while maintaining the low complexity of the model. Here, we design a data-driven, model-free framework named higher-order Granger reservoir computing (HoGRC), which owns two major missions: The first is to infer the higher-order structures incorporating the idea of Granger causality with the RC, and, simultaneously, the second is to realize multi-step prediction by feeding the time series and the inferred higher-order information into HoGRC. We demonstrate the efficacy and robustness of the HoGRC using several representative systems, including the classical chaotic systems, the network dynamical systems, and the UK power grid system. In the era of machine learning and complex systems, we anticipate a broad application of the HoGRC framework in structure inference and dynamics prediction.

Suggested Citation

  • Xin Li & Qunxi Zhu & Chengli Zhao & Xiaojun Duan & Bolin Zhao & Xue Zhang & Huanfei Ma & Jie Sun & Wei Lin, 2024. "Higher-order Granger reservoir computing: simultaneously achieving scalable complex structures inference and accurate dynamics prediction," Nature Communications, Nature, vol. 15(1), pages 1-13, December.
  • Handle: RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46852-1
    DOI: 10.1038/s41467-024-46852-1
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    Cited by:

    1. Shen, Yuewen & Wen, Lihong & Shen, Chaowen, 2024. "Based on hypernetworks and multifractals: Deep distribution feature fusion for multidimensional nonstationary time series prediction," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
    2. Ting-Ting Gao & Baruch Barzel & Gang Yan, 2024. "Learning interpretable dynamics of stochastic complex systems from experimental data," Nature Communications, Nature, vol. 15(1), pages 1-10, December.
    3. Shao, Yan & Wu, Fuqiang & Wang, Qingyun, 2024. "Dynamics and stability of neural systems with indirect interactions involved energy levels," Chaos, Solitons & Fractals, Elsevier, vol. 183(C).

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