Statistical physics of interacting neural networks

Recent results on the statistical physics of time series generation and prediction are presented. A neural network is trained on quasi-periodic and chaotic sequences and overlaps to the sequence generator as well as the prediction errors are calculated numerically. For each network there exists a sequence for which it completely fails to make predictions. Two interacting networks show a transition to perfect synchronization. A pool of interacting networks shows good coordination in the minority game—a model of competition in a closed market. Finally, as a demonstration, a perceptron predicts bit sequences produced by human beings.

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