Yuan Qu, Hengyu Lian, Rongjun Shao, Jiahao Liu, Linxian Liu, Jiamiao Yang
Optical Engineering, Vol. 63, Issue 05, 054108, (May 2024) https://doi.org/10.1117/1.OE.63.5.054108
TOPICS: Time series analysis, Reservoir computing, Systems modeling, Performance modeling, Optical engineering, Dynamical systems, Data modeling, Computing systems, Scattering, Ocean optics
The previous demonstrations of optical reservoir computing (ORC) primarily utilized theoretical dynamic systems. Here, we explore the practical application of ORC in analyzing real-world financial datasets. In terms of prediction accuracy, a comparative analysis is conducted between ORC and its conventional counterpart implemented on a desktop. The results indicate that both models exhibit similar performance levels. Notably, the ORC model, equipped with a reasonably sized reservoir state, demonstrates commendable prediction accuracy. We provide valuable insights into the feasibility and effectiveness of ORC in handling real-world time series data, contributing to the broader understanding of its practical applications.