Machine Learning for Predicting Chaotic Systems

Fuente: arXiv
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Autores principales: Schötz, Christof, White, Alistair, Gelbrecht, Maximilian, Boers, Niklas
Formato: Preprint
Publicado: 2024
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author Schötz, Christof
White, Alistair
Gelbrecht, Maximilian
Boers, Niklas
author_facet Schötz, Christof
White, Alistair
Gelbrecht, Maximilian
Boers, Niklas
contents Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive domain knowledge, often leading to a shift towards data-driven methods using machine learning. However, existing research provides inconclusive results on which machine learning methods are best suited for predicting chaotic systems. In this paper, we compare different lightweight and heavyweight machine learning architectures using extensive existing benchmark databases, as well as a newly introduced database that allows for uncertainty quantification in the benchmark results. In addition to state-of-the-art methods from the literature, we also present new advantageous variants of established methods. Hyperparameter tuning is adjusted based on computational cost, with more tuning allocated to less costly methods. Furthermore, we introduce the cumulative maximum error, a novel metric that combines desirable properties of traditional metrics and is tailored for chaotic systems. Our results show that well-tuned simple methods, as well as untuned baseline methods, often outperform state-of-the-art deep learning models, but their performance can vary significantly with different experimental setups. These findings highlight the importance of aligning prediction methods with data characteristics and caution against the indiscriminate use of overly complex models.
format Preprint
id arxiv_https___arxiv_org_abs_2407_20158
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Machine Learning for Predicting Chaotic Systems
Schötz, Christof
White, Alistair
Gelbrecht, Maximilian
Boers, Niklas
Machine Learning
Chaotic Dynamics
Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive domain knowledge, often leading to a shift towards data-driven methods using machine learning. However, existing research provides inconclusive results on which machine learning methods are best suited for predicting chaotic systems. In this paper, we compare different lightweight and heavyweight machine learning architectures using extensive existing benchmark databases, as well as a newly introduced database that allows for uncertainty quantification in the benchmark results. In addition to state-of-the-art methods from the literature, we also present new advantageous variants of established methods. Hyperparameter tuning is adjusted based on computational cost, with more tuning allocated to less costly methods. Furthermore, we introduce the cumulative maximum error, a novel metric that combines desirable properties of traditional metrics and is tailored for chaotic systems. Our results show that well-tuned simple methods, as well as untuned baseline methods, often outperform state-of-the-art deep learning models, but their performance can vary significantly with different experimental setups. These findings highlight the importance of aligning prediction methods with data characteristics and caution against the indiscriminate use of overly complex models.
title Machine Learning for Predicting Chaotic Systems
topic Machine Learning
Chaotic Dynamics
url https://arxiv.org/abs/2407.20158