Supplemental Material

In the supplemental material, we repeate the scaling sweep from the validation section for four additional low- dimensional chaotic systems, namely Sprott B, Sprott C, Sprott D25 , and Roessler7626. Further, we validate the measures with the 5- and 8-dimensional Lorenz96 systems using the scaling and hyperparameter sweep from the validation section. All mentioned validations were performed without noise and with two different noise levels. In addition, for each system (including the Lorenz63), we provide the reservoir application results for a short observation time, ∆t, and for a long obser- vation time, ∆tSparse = 50 × ∆t. The validation section for the long observation time was only performed for the Lorenz63. We will refer to systems with long observation times as the sparse (observation) systems. Further, we include the results for the PMCMC sampler (analog to figure 11) using the original algorithm.