Using Echo-State Networks to Reproduce Rare Events in Chaotic Systems

Code

• github.com/nepodhodish/esnlv
  OfficialIn papernone★ 0

Abstract

We apply the Echo-State Networks to predict the time series and statistical properties of the competitive Lotka-Volterra model in the chaotic regime. In particular, we demonstrate that Echo-State Networks successfully learn the chaotic attractor of the competitive Lotka-Volterra model and reproduce histograms of dependent variables, including tails and rare events. We use the Generalized Extreme Value distribution to quantify the tail behavior.

Tasks

Reproductions