• Infrared and Laser Engineering
  • Vol. 53, Issue 10, 20240308 (2024)
Li PEI1, Baoqin DING1, Bing BAI1,2, Bowen BAI3..., Juan SUI2, Jianshuai WANG1 and Tigang NING1|Show fewer author(s)
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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    DOI: 10.3788/IRLA20240308 Cite this Article
    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 Copy Citation Text show less
    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)
    Fig. 1. 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)
    Fig. 2. 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
    Fig. 3. 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)
    Fig. 4. 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))
    Fig. 5. 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)
    Fig. 6. 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
    Fig. 7. Evaluation results with different input strategies
    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 1. Evaluations of DJI for different IO settings
    Evaluation metricsPLNLPNNN
    RMSE0.01250.01130.00620.0041
    NMSE0.00310.00250.00080.0003
    MAE0.00790.00840.00360.0026
    DS0.8940.8070.9320.968
    Table 2. DJI evaluation results for different interval of modulation
    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-
    Table 3. Evaluations of stock indexes in different research
    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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