Rui-Quan Li

Principled Koopman Representations with Kalman Inference for Efficient Time-Series Prediction

The Koopman operator has been widely used for time-series prediction in dynamical systems. However, prior work that learns latent ``Koopman spaces''using neural networks often did not construct a valid Koopman space for forecasting, as these representations may be mathematically inconsistent with the operator-theoretic...