THE BIT GENERATOR AND TIME SERIES PREDICTION

Abstract

Generation and prediction of time series is analyzed for the case of a Bit-Generator: a perceptron where in each time step the input units are shifted one bit to the right with the state of the leftmost input unit set equal to the output unit in the previous time step. The long-time dynamical behavior of the Bit-Generator consists of cycles whose typical period scale polynomially with the size of the network and whose spatial structure is periodic with a typical finite wave length. The generalization erroron a cycle is zero for a finite training set and global dynamical behaviors such as the cycle period can also be learned in a finite time. Hence, a projection of a rule can be learned in a finite time.