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Real-world time series are characterized by intrinsic non-stationarity that poses a principal challenge for deep forecasting models. While previous models suffer from complicated series variations induced by changing temporal distribution,…

Machine Learning · Computer Science 2023-10-19 Yong Liu , Chenyu Li , Jianmin Wang , Mingsheng Long

Predicting the evolution of complex systems governed by partial differential equations (PDEs) remains challenging, especially for nonlinear, chaotic behaviors. This study introduces Koopman-inspired Fourier Neural Operators (kFNO) and…

Dynamical Systems · Mathematics 2024-12-12 Rixin Yu , Marco Herbert , Markus Klein , Erdzan Hodzic

Recurrent neural networks are widely used on time series data, yet such models often ignore the underlying physical structures in such sequences. A new class of physics-based methods related to Koopman theory has been introduced, offering…

Computational Physics · Physics 2020-07-01 Omri Azencot , N. Benjamin Erichson , Vanessa Lin , Michael W. Mahoney

The capabilities of recurrent neural networks and Koopman-based frameworks are assessed in the prediction of temporal dynamics of the low-order model of near-wall turbulence by Moehlis et al. (New J. Phys. 6, 56, 2004). Our results show…

Probabilistic forecasting of complex phenomena is paramount to various scientific disciplines and applications. Despite the generality and importance of the problem, general mathematical techniques that allow for stable long-term forecasts…

Machine Learning · Computer Science 2021-06-14 Alex Mallen , Henning Lange , J. Nathan Kutz

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zexin Sun , Mingyu Chen , John Baillieul

Koopman theory asserts that a nonlinear dynamical system can be mapped to a linear system, where the Koopman operator advances observations of the state forward in time. However, the observable functions that map states to observations are…

Machine Learning · Computer Science 2019-06-04 Jeremy Morton , Freddie D Witherden , Mykel J Kochenderfer

Koopman operator theory, a powerful framework for discovering the underlying dynamics of nonlinear dynamical systems, was recently shown to be intimately connected with neural network training. In this work, we take the first steps in…

Neural and Evolutionary Computing · Computer Science 2021-10-08 Akshunna S. Dogra , William T Redman

Spatiotemporal dynamics forecasting is inherently challenging, particularly in systems defined over irregular geometric domains, due to the need to jointly capture complex spatial correlations and nonlinear temporal dynamics. To tackle…

Machine Learning · Computer Science 2025-07-08 Zekai Wang , Bing Yao

Time series forecasting plays a vital role across scientific, industrial, and environmental domains, especially when dealing with high-dimensional and nonlinear systems. While Transformer-based models have recently achieved state-of-the-art…

Machine Learning · Computer Science 2025-08-05 Ali Forootani , Mohammad Khosravi , Masoud Barati

We propose a neural network-based model for nonlinear dynamics in continuous time that can impose inductive biases on decay rates and/or frequencies. Inductive biases are helpful for training neural networks especially when training data…

Machine Learning · Statistics 2022-12-27 Tomoharu Iwata , Yoshinobu Kawahara

Forecasting driving behavior or other sensor measurements is an essential component of autonomous driving systems. Often real-world multivariate time series data is hard to model because the underlying dynamics are nonlinear and the…

Machine Learning · Computer Science 2021-11-17 Giao Nguyen-Quynh , Philipp Becker , Chen Qiu , Maja Rudolph , Gerhard Neumann

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

The problem of automatic and accurate forecasting of time-series data has always been an interesting challenge for the machine learning and forecasting community. A majority of the real-world time-series problems have non-stationary…

Neural and Evolutionary Computing · Computer Science 2021-08-18 Rohit Kaushik , Shikhar Jain , Siddhant Jain , Tirtharaj Dash

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

Spatiotemporal graph neural networks (STGNNs) have shown promising results in many domains, from forecasting to epidemiology. However, understanding the dynamics learned by these models and explaining their behaviour is significantly more…

Machine Learning · Computer Science 2026-04-08 Michele Guerra , Simone Scardapane , Filippo Maria Bianchi

In the field of domain generalization, the task of constructing a predictive model capable of generalizing to a target domain without access to target data remains challenging. This problem becomes further complicated when considering…

Machine Learning · Computer Science 2024-02-16 Qiuhao Zeng , Wei Wang , Fan Zhou , Gezheng Xu , Ruizhi Pu , Changjian Shui , Christian Gagne , Shichun Yang , Boyu Wang , Charles X. Ling

This paper proposes a unified family of learnable Koopman operator parameterizations that integrate linear dynamical systems theory with modern deep learning forecasting architectures. We introduce four learnable Koopman…

Machine Learning · Computer Science 2026-03-16 Ali Forootani , Raffaele Iervolino

Over the last few years, several works have proposed deep learning architectures to learn dynamical systems from observation data with no or little knowledge of the underlying physics. A line of work relies on learning representations where…

Machine Learning · Computer Science 2023-03-14 Anthony Frion , Lucas Drumetz , Mauro Dalla Mura , Guillaume Tochon , Abdeldjalil Aissa El Bey
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