Hybridizing Traditional and Next-Generation Reservoir Computing to Accurately and Efficiently Forecast Dynamical Systems

Abstract: Reservoir computers (RCs) are powerful machine learning architectures for time series prediction. Recently, next generation reservoir computers (NGRCs) have been introduced, offering distinct advantages over RCs, such as reduced computational expense and lower training data requirements. However, NGRCs have their own practical difficulties, including sensitivity to sampling time and type of nonlinearities in the data. Here, we introduce a hybrid RC-NGRC approach for time series forecasting of dynamical systems. We show that our hybrid approach can produce accurate short term predictions and capture the long term statistics of chaotic dynamical systems in situations where the RC and NGRC components alone are insufficient, e.g., due to constraints from limited computational resources, sub-optimal hyperparameters, sparsely-sampled training data, etc. Under these conditions, we show for multiple model chaotic systems that the hybrid RC-NGRC method with a small reservoir can achieve prediction performance approaching that of a traditional RC with a much larger reservoir, illustrating that the hybrid approach can offer significant gains in computational efficiency over traditional RCs while simultaneously addressing some of the limitations of NGRCs. Our results suggest that hybrid RC-NGRC approach may be particularly beneficial in cases when computational efficiency is a high priority and an NGRC alone is not adequate.