Related papers: DeepKoopFormer: A Koopman Enhanced Transformer Bas…
The Transformer model has shown strong performance in multivariate time series forecasting by leveraging channel-wise self-attention. However, this approach lacks temporal constraints when computing temporal features and does not utilize…
This paper proposes a data-driven framework to learn a finite-dimensional approximation of a Koopman operator for approximating the state evolution of a dynamical system under noisy observations. To this end, our proposed solution has two…
Koopman representations aim to learn features of nonlinear dynamical systems (NLDS) which lead to linear dynamics in the latent space. Theoretically, such features can be used to simplify many problems in modeling and control of NLDS. In…
This paper presents a novel identification approach of Koopman models of nonlinear systems with inputs under rather general noise conditions. The method uses deep state-space encoders based on the concept of state reconstructability and an…
Absence of sufficiently high-quality data often poses a key challenge in data-driven modeling of high-dimensional spatio-temporal dynamical systems. Koopman Autoencoders (KAEs) harness the expressivity of deep neural networks (DNNs), the…
The Koopman operator is a linear operator that describes the evolution of scalar observables (i.e., measurement functions of the states) in an infinitedimensional Hilbert space. This operator theoretic point of view lifts the dynamics of a…
In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are…
Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. However, building accurate long-term prediction models remains challenging due to the limitations of existing temporal…
The field of dynamical systems is being transformed by the mathematical tools and algorithms emerging from modern computing and data science. First-principles derivations and asymptotic reductions are giving way to data-driven approaches…
A turbocharger plays an essential part in reducing emissions and increasing the fuel efficiency of road vehicles. The pulsating flow of exhaust gases, along with high heat exchange from the turbocharger casing, makes developing…
Reduced order modelling relies on representing complex dynamical systems using simplified modes, which can be achieved through Koopman operator analysis. However, computing Koopman eigen pairs for high-dimensional observable data can be…
Extended dynamic mode decomposition (EDMD) is a powerful tool to construct linear predictors of nonlinear dynamical systems by approximating the action of the Koopman operator on a subspace spanned by finitely many observable functions.…
In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…
Accurate modeling and control of autonomous vehicles remain a fundamental challenge due to the nonlinear and coupled nature of vehicle dynamics. While Koopman operator theory offers a framework for deploying powerful linear control…
Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…
Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…
We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…
Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…
Time series data is ubiquitous in research as well as in a wide variety of industrial applications. Effectively analyzing the available historical data and providing insights into the far future allows us to make effective decisions. Recent…
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…