Infrared and Laser Engineering, Volume. 53, Issue 10, 20240308(2024)

Time-series prediction with integrated photonic reservoir computing (invited)

Li PEI1, Baoqin DING1, Bing BAI1,2, Bowen BAI3, Juan SUI2, Jianshuai WANG1, and Tigang NING1
Author Affiliations
  • 1Key Laboratory of All-Optical Networks and Modern Communication Networks of Ministry of Education, Institute of Lightwave Technology, Beijing Jiaotong University, Beijing 100044, China
  • 2Photoncounts (Beijing) Technology Company Ltd., Beijing 100081, China
  • 3State Key Laboratory of Advanced Optical Communications System and Networks, School of Electronics, Peking University, Beijing 100871, China
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    Figures & Tables(10)
    The framework diagram of the optoelectronic reservoir computing system. (a) The input layer includes a CW-laser, a 1×4 beam splitter, and a modulator array; (b) The 32-node plum-shaped reservoir chip serves as the reservoir layer (Black square represents vacant ports, red square represents input ports and green square represents output ports); (c) The output layer consists of a photo-detector array comprising photodetectors (PDs), transimpedance amplifiers (TIAs), and analogue-to-digital converters (ADCs)
    Predictions with varying sliding window lengths (The magnitude of the RMSE, NMSE, and MAE metrics is on the order of 10−2)
    Prediction results of 12-nodes, 32-nodes and 60-nodes reservoir chips for the DJI index
    Effect of random phase factor on prediction (The black line segments represent the error bars, indicating the optimal and worst results obtained from multiple sets of phases)
    Mach-Zehnder modulator transmission response curve (① Positive Linear (PL); ② Positive Nonlinear (PN); ③ Negative Linear (NL); ④ Negative Nonlinear (NN))
    The forecasting results and absolute error for three stock indexes in test-dataset period. (a) SHSECI; (b) FTSE; (c) DJI (The red line represents the actual normalized data, the green line represents the predicted normalized data, and the blue line represents the absolute difference between the actual and predicted data)
    Evaluation results with different input strategies
    • Table 1. Evaluations of DJI for different IO settings

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      Table 1. Evaluations of DJI for different IO settings

      1 input2 input^2 input*3 input
      Note: ^ is adjacent input, * is opposite input
      RMSE0.02090.01150.01720.0120
      NMSE0.00860.00260.00580.0028
      MAE0.01490.00790.01240.0084
      DS0.5870.8660.6780.821
    • Table 2. DJI evaluation results for different interval of modulation

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      Table 2. DJI evaluation results for different interval of modulation

      Evaluation metricsPLNLPNNN
      RMSE0.01250.01130.00620.0041
      NMSE0.00310.00250.00080.0003
      MAE0.00790.00840.00360.0026
      DS0.8940.8070.9320.968
    • Table 3. Evaluations of stock indexes in different research

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      Table 3. Evaluations of stock indexes in different research

      Stock indexWorkRMSENMSEMAEDS
      Note: (Number) is the evalution results of original stock index
      SHSECIThis work0.0137(16.96)0.0032(2.03)0.0099(12.21)0.826
      [32]0.00740.02320.00560.5282
      [33]30.76-22.07-
      FTSEThis work0.0101(29.38)0.0027(2.00)0.0056(16.06)0.912
      [32]0.01610.01450.01150.5097
      [33]50.020-41.030-
      DJIThis work0.0125(228.24)0.0031(2.05)0.0079(144.42)0.894
      [33]225.01-155.11-
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    Li PEI, Baoqin DING, Bing BAI, Bowen BAI, Juan SUI, Jianshuai WANG, Tigang NING. Time-series prediction with integrated photonic reservoir computing (invited)[J]. Infrared and Laser Engineering, 2024, 53(10): 20240308

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    Paper Information

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    Received: Jul. 10, 2024

    Accepted: Sep. 20, 2024

    Published Online: Dec. 13, 2024

    The Author Email:

    DOI:10.3788/IRLA20240308

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