Generation and Prediction of Time Series by a Neural Network

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Abstract
Generation and prediction of time series are 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 scales polynomially with the size of the network and whose spatial structure is periodic with a typical finite wavelength. The generalization error on a cycle is zero for a finite training set, and global dynamical behaviors can also be learned in a finite time. Hence, a projection of a rule can be learned in a finite time.