A Novel Reservoir Computing Framework for Chaotic Time Series Prediction Using Time Delay Embedding and Random Fourier Features

A Novel Reservoir Computing Framework for Chaotic Time Series Prediction Using Time Delay Embedding and Random Fourier Features S. K. Laha Advanced Design and Analysis Group CSIR - Central Mechanical Engineering Research Institute MG Avenue, Durgapur, West Bengal, PIN - 713209, India Abstract: Forecasting chaotic time series requires models that can capture the intrinsic geometry of the underlying attractor while remaining computationally efficient. We introduce a novel reservoir computing (RC) framework that integrates time - delay embedding with Random Fourier Feature (RFF) mappings to construct a dynamical reservoir without the need for traditional recurrent architectures. Unlike standard RC, which relies on high - dimensional recurrent connectivity, the proposed RFF - RC explicitly approximates non linear kernel transformations that uncover latent dynamical relations in the reconstructed phase space. This hybrid formulation offers two key advantages: (i) it provides a principled way to approximate complex nonlinear interactions among delayed coordina tes, thereby enriching the effective dynamical representation of the reservoir, and (ii) it reduces reliance on manual reservoir hyperparameters such as spectral radius and leaking rate. We evaluate the framework on canonical chaotic systems - the Mackey - Gla ss equation, the Lorenz system, and the Kuramoto - Sivashinsky equation. This novel formulation demonstrates that RFF - RC not only achieves superior prediction accuracy but also yields robust attractor reconstructions and long - horizon forecasts.