Maximum Information Exploitation Using Broad Learning System for Large-Scale Chaotic Time-Series Prediction

How to make full use of the evolution information of chaotic systems for time-series prediction is a difficult issue in dynamical system modeling. In this article, we propose a maximum information exploitation broad learning system (MIE-BLS) for extreme information utilization of large-scale chaotic time-series modeling. An improved leaky integrator dynamical reservoir is introduced in order to capture the linear information of chaotic systems effectively. It can not only capture the information of the current state but also achieve the compromise with historical states in the dynamical system. Furthermore, the feature is mapped to the enhancement layer by nonlinear random mapping to exploit nonlinear information. The cascading mechanism promotes the information propagation and achieves feature reactivation in dynamical modeling. Discussions about maximum information exploration and the comparisons with ResNet, DenseNet, and HighwayNet are presented in this article. Simulation results on four large-scale data sets illustrate that MIE-BLS could achieve better performance of information exploration in large-scale dynamical system modeling.