scholarly journals Model-free prediction of spatiotemporal dynamical systems with recurrent neural networks: Role of network spectral radius

2019 ◽  
Vol 1 (3) ◽  
Author(s):  
Junjie Jiang ◽  
Ying-Cheng Lai
Author(s):  
Sibo Cheng ◽  
Mingming Qiu

AbstractData assimilation techniques are widely used to predict complex dynamical systems with uncertainties, based on time-series observation data. Error covariance matrices modeling is an important element in data assimilation algorithms which can considerably impact the forecasting accuracy. The estimation of these covariances, which usually relies on empirical assumptions and physical constraints, is often imprecise and computationally expensive, especially for systems of large dimensions. In this work, we propose a data-driven approach based on long short term memory (LSTM) recurrent neural networks (RNN) to improve both the accuracy and the efficiency of observation covariance specification in data assimilation for dynamical systems. Learning the covariance matrix from observed/simulated time-series data, the proposed approach does not require any knowledge or assumption about prior error distribution, unlike classical posterior tuning methods. We have compared the novel approach with two state-of-the-art covariance tuning algorithms, namely DI01 and D05, first in a Lorenz dynamical system and then in a 2D shallow water twin experiments framework with different covariance parameterization using ensemble assimilation. This novel method shows significant advantages in observation covariance specification, assimilation accuracy, and computational efficiency.


2021 ◽  
pp. 1-40
Author(s):  
Germán Abrevaya ◽  
Guillaume Dumas ◽  
Aleksandr Y. Aravkin ◽  
Peng Zheng ◽  
Jean-Christophe Gagnon-Audet ◽  
...  

Abstract Many natural systems, especially biological ones, exhibit complex multivariate nonlinear dynamical behaviors that can be hard to capture by linear autoregressive models. On the other hand, generic nonlinear models such as deep recurrent neural networks often require large amounts of training data, not always available in domains such as brain imaging; also, they often lack interpretability. Domain knowledge about the types of dynamics typically observed in such systems, such as a certain type of dynamical systems models, could complement purely data-driven techniques by providing a good prior. In this work, we consider a class of ordinary differential equation (ODE) models known as van der Pol (VDP) oscil lators and evaluate their ability to capture a low-dimensional representation of neural activity measured by different brain imaging modalities, such as calcium imaging (CaI) and fMRI, in different living organisms: larval zebrafish, rat, and human. We develop a novel and efficient approach to the nontrivial problem of parameters estimation for a network of coupled dynamical systems from multivariate data and demonstrate that the resulting VDP models are both accurate and interpretable, as VDP's coupling matrix reveals anatomically meaningful excitatory and inhibitory interactions across different brain subsystems. VDP outperforms linear autoregressive models (VAR) in terms of both the data fit accuracy and the quality of insight provided by the coupling matrices and often tends to generalize better to unseen data when predicting future brain activity, being comparable to and sometimes better than the recurrent neural networks (LSTMs). Finally, we demonstrate that our (generative) VDP model can also serve as a data-augmentation tool leading to marked improvements in predictive accuracy of recurrent neural networks. Thus, our work contributes to both basic and applied dimensions of neuroimaging: gaining scientific insights and improving brain-based predictive models, an area of potentially high practical importance in clinical diagnosis and neurotechnology.


2007 ◽  
Vol 17 (04) ◽  
pp. 253-263 ◽  
Author(s):  
ANTON MAXIMILIAN SCHÄFER ◽  
HANS-GEORG ZIMMERMANN

Recurrent Neural Networks (RNN) have been developed for a better understanding and analysis of open dynamical systems. Still the question often arises if RNN are able to map every open dynamical system, which would be desirable for a broad spectrum of applications. In this article we give a proof for the universal approximation ability of RNN in state space model form and even extend it to Error Correction and Normalized Recurrent Neural Networks.


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