RESUMO
We present the idea of reservoir time series analysis (RTSA), a method by which the state space representation generated by a reservoir computing (RC) model can be used for time series analysis. We discuss the motivation for this with reference to the characteristics of RC and present three ad hoc methods for generating representative features from the reservoir state space. We then develop and implement a hypothesis test to assess the capacity of these features to distinguish signals from systems with varying parameters. In comparison to a number of benchmark approaches (statistical, Fourier, phase space, and recurrence analysis), we are able to show significant, generalized accuracy across the proposed RTSA features that surpasses the benchmark methods. Finally, we briefly present an application for bearing fault distinction to motivate the use of RTSA in application.
RESUMO
We study the task of determining parameters of dynamical systems from their time series using variations of reservoir computing. Averages of reservoir activations yield a static set of random features that allows us to separate different parameter values. We study such random feature models in the time and frequency domain. For the Lorenz and Rössler systems throughout stable and chaotic regimes, we achieve accurate and robust parameter extraction. For vibration data of centrifugal pumps, we find a significant ability to recover the operating regime. While the time domain models achieve higher performance for the numerical systems, the frequency domain models are superior in the application context.
