Inferring untrained complex dynamics of delay systems using an adapted echo state network

11/05/2021
by   Mirko Goldmann, et al.
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Caused by finite signal propagation velocities, many complex systems feature time delays that may induce high-dimensional chaotic behavior and make forecasting intricate. Here, we propose an echo state network adaptable to the physics of systems with arbitrary delays. After training the network to forecast a system with a unique and sufficiently long delay, it already learned to predict the system dynamics for all other delays. A simple adaptation of the network's topology allows us to infer untrained features such as high-dimensional chaotic attractors, bifurcations, and even multistabilities, that emerge with shorter and longer delays. Thus, the fusion of physical knowledge of the delay system and data-driven machine learning yields a model with high generalization capabilities and unprecedented prediction accuracy.

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