HypER: Hyperbolic Echo State Networks for Capturing Stretch-and-Fold Dynamics in Chaotic Flows

Forecasting chaotic dynamics beyond a few Lyapunov times is difficult because infinitesimal errors grow exponentially. Existing Echo State Networks (ESNs) mitigate this growth but employ reservoirs whose Euclidean geometry is mismatched to the stretch-and-fold structure of chaos. We introduce the Hyperbolic Embedding Reservoir (HypER), an ESN whose neurons are sampled in the Poincare ball and whose connections decay exponentially with hyperbolic distance. This negative-curvature construction embeds an exponential metric directly into the latent space, aligning the reservoir's local expansion-contraction spectrum with the system's Lyapunov directions while preserving standard ESN features such as sparsity, leaky integration, and spectral-radius control. Training is limited to a Tikhonov-regularized readout. On the chaotic Lorenz-63 and Roessler systems, and the hyperchaotic Chen-Ueta attractor, HypER consistently lengthens the mean valid-prediction horizon beyond Euclidean and graph-structured ESN baselines, with statistically significant gains confirmed over 30 independent runs; parallel results on real-world benchmarks, including heart-rate variability from the Santa Fe and MIT-BIH datasets and international sunspot numbers, corroborate its advantage. We further establish a lower bound on the rate of state divergence for HypER, mirroring Lyapunov growth.

Dynamics and Computational Principles of Echo State Networks: A Mathematical Perspective

Reservoir computing (RC) represents a class of state-space models (SSMs) characterized by a fixed state transition mechanism (the reservoir) and a flexible readout layer that maps from the state space. It is a paradigm of computational dynamical systems that harnesses the transient dynamics of high-dimensional state spaces for efficient processing of temporal data. Rooted in concepts from recurrent neural networks, RC achieves exceptional computational power by decoupling the training of the dynamic reservoir from the linear readout layer, thereby circumventing the complexities of gradient-based optimization. This work presents a systematic exploration of RC, addressing its foundational properties such as the echo state property, fading memory, and reservoir capacity through the lens of dynamical systems theory. We formalize the interplay between input signals and reservoir states, demonstrating the conditions under which reservoirs exhibit stability and expressive power. Further, we delve into the computational trade-offs and robustness characteristics of RC architectures, extending the discussion to their applications in signal processing, time-series prediction, and control systems. The analysis is complemented by theoretical insights into optimization, training methodologies, and scalability, highlighting open challenges and potential directions for advancing the theoretical underpinnings of RC.