Excellent predictive-performances of photonic reservoir computers for chaotic time-series using the fusion-prediction approach

Abstract

In this work, based on two parallel reservoir computers realized by the two polarization components of the optically pumped spin-VCSEL with double optical feedbacks, we propose the fusion-prediction scheme for the Mackey-Glass (MG) and Lorenz (LZ) chaotic time series. Here, the direct prediction and iterative prediction results are fused in a weighted average way. Compared with the direct-prediction errors, the fusion-prediction errors appear great decrease. Their values are far less than the values of the direct-prediction errors when the iteration step-size are no more than 15. By the optimization of the temporal interval and the sampling period, under the iteration step-size of 3, the fusion-prediction errors for the MG and LZ chaotic time-series can be reduced to 0.00178 and 0.004627, which become 8.1% of the corresponding direct-prediction error and 28.68% of one, respectively. Even though the iteration step-size reaches to 15, the fusion-prediction errors for the MG and LZ chaotic time-series can be reduced to 55.61% of the corresponding direct-prediction error and 77.28% of one, respectively. In addition, the fusion-prediction errors have strong robustness on the perturbations of the system parameters. Our studied results can potentially apply in the improvement of prediction accuracy for some complex nonlinear time series.