<p>Low-dimensional chaotic systems such as the Lorenz-63 model are commonly used to benchmark system-agnostic methods for learning dynamics from data. This study shows that learning from noise-free observations in such systems can be achieved up to machine precision: using ordinary least squares regression on high-degree polynomial features with 512-bit arithmetic, a system-agnostic method is introduced that matches the accuracy of standard 64-bit numerical ODE solvers using the systems’ governing equations. For the Lorenz-63 system, the method achieves valid prediction times of 36 Lyapunov times, and even up to 105 Lyapunov times with favorable precision configurations, dramatically outperforming prior work, which reaches 13 Lyapunov times at most. The results are further validated on Thomas’ Cyclically Symmetric Attractor, a non-polynomial chaotic system that is considerably more complex than the Lorenz-63 model, and similar results extend to higher dimensions using the spatiotemporally chaotic Lorenz-96 model. These findings suggest that forecasting low-dimensional chaotic systems from noise-free data is effectively a solved problem.</p>

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Machine-precision prediction of low-dimensional chaotic systems from noise-free data

  • Christof Schötz,
  • Niklas Boers

摘要

Low-dimensional chaotic systems such as the Lorenz-63 model are commonly used to benchmark system-agnostic methods for learning dynamics from data. This study shows that learning from noise-free observations in such systems can be achieved up to machine precision: using ordinary least squares regression on high-degree polynomial features with 512-bit arithmetic, a system-agnostic method is introduced that matches the accuracy of standard 64-bit numerical ODE solvers using the systems’ governing equations. For the Lorenz-63 system, the method achieves valid prediction times of 36 Lyapunov times, and even up to 105 Lyapunov times with favorable precision configurations, dramatically outperforming prior work, which reaches 13 Lyapunov times at most. The results are further validated on Thomas’ Cyclically Symmetric Attractor, a non-polynomial chaotic system that is considerably more complex than the Lorenz-63 model, and similar results extend to higher dimensions using the spatiotemporally chaotic Lorenz-96 model. These findings suggest that forecasting low-dimensional chaotic systems from noise-free data is effectively a solved problem.