Model-free prediction of emergence of extreme events in a parametrically driven nonlinear dynamical system by Deep Learning
This work addresses forecasting chaotic time series for extreme events in a specific nonlinear system, but it is incremental as it applies standard deep learning methods without novel methodological contributions.
The authors tackled predicting extreme events in a parametrically driven nonlinear dynamical system using deep learning models, finding that the Long Short-Term Memory model performed best with evaluation based on Root Mean Square Error.
We predict the emergence of extreme events in a parametrically driven nonlinear dynamical system using three Deep Learning models, namely Multi-Layer Perceptron, Convolutional Neural Network and Long Short-Term Memory. The Deep Learning models are trained using the training set and are allowed to predict the test set data. After prediction, the time series of the actual and the predicted values are plotted one over the other in order to visualize the performance of the models. Upon evaluating the Root Mean Square Error value between predicted and the actual values of all three models, we find that the Long Short-Term Memory model can serve as the best model to forecast the chaotic time series and to predict the emergence of extreme events for the considered system.