Not yet reviewed by Pith; the record is open.

Nonlinear stochastic modeling is useful for describing complex engineering systems. Meanwhile, neuromorphic (brain-inspired) computing paradigms are developing to tackle tasks that are challenging and resource intensive on digital computers. An emerging scheme is reservoir computing which exploits nonlinear dynamical systems for temporal information processing. This paper introduces reservoir computers with output feedback as stationary and ergodic infinite-order nonlinear autoregressive models. We highlight the versatility of this approach by employing classical and quantum reservoir computers to model synthetic and real data sets, further exploring their potential for control applications.