SKOLR: Structured Koopman Operator Linear RNN for Time-Series Forecasting

• URL: http://arxiv.org/abs/2506.14113v1
• Date: Tue, 17 Jun 2025 02:11:06 GMT
• Title: SKOLR: Structured Koopman Operator Linear RNN for Time-Series Forecasting
• Authors: Yitian Zhang, Liheng Ma, Antonios Valkanas, Boris N. Oreshkin, Mark Coates,
• Abstract summary: We establish a connection between Koopman operator approximation and linear Recurrent Neural Networks (RNNs)<n>We present SKOLR, which integrates a learnable spectral decomposition of the input signal with a multilayer perceptron (MLP) as the measurement functions.<n> Numerical experiments on various forecasting benchmarks and dynamical systems show that this streamlined, Koopman-theory-based design delivers exceptional performance.
• Score: 24.672521835707446
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the advantage of linearity, the operator is generally infinite-dimensional. Therefore, the objective is to learn measurement functions that yield a tractable finite-dimensional Koopman operator approximation. In this work, we establish a connection between Koopman operator approximation and linear Recurrent Neural Networks (RNNs), which have recently demonstrated remarkable success in sequence modeling. We show that by considering an extended state consisting of lagged observations, we can establish an equivalence between a structured Koopman operator and linear RNN updates. Building on this connection, we present SKOLR, which integrates a learnable spectral decomposition of the input signal with a multilayer perceptron (MLP) as the measurement functions and implements a structured Koopman operator via a highly parallel linear RNN stack. Numerical experiments on various forecasting benchmarks and dynamical systems show that this streamlined, Koopman-theory-based design delivers exceptional performance.

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