arXiv AI By Mengzhou Gao, Huangqian Yu, Pengfei Jiao

Beyond Linear Dynamics: Neural Bilinear Dynamical Models for Time Series Forecasting

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arXiv:2608. 04471v1 Announce Type: cross Abstract: Time series in real-world applications are often generated by nonlinear dynamical systems, making accurate forecasting challenging.

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arXiv Machine Learning
Jul 23

Koopman Dreamer: Spectrally Constrained Latent Dynamics for Stable World-Model Imagination

arXiv:2607. 19719v1 Announce Type: new Abstract: Latent world models improve sample efficiency in continuous control by optimizing policies over imagined latent trajectories, but common neural transitions offer limited direct control over modal persistence and error accumulation in long rollouts.

By Jiaqi Li, Xinglong Zhang, Haibin Xie, Yixing Lan, Wei Pan, Xin Xu
arXiv Machine Learning
5d ago

WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting

WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.

By Yuhan Zhu, Xiangfei Qiu, Hanyin Cheng, Wangmeng Shen, Chenjuan Guo, Bin Yang, Jilin Hu, Christian S. Jensen
arXiv AI
Sep 17

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

The paper introduces K$^2$SVD, a method that learns the leading singular functions of the Koopman operator by optimizing a Hilbert-Schmidt objective, producing a low‑rank, interpretable Koopman representation with a compact latent space. In this space, temporal evolution is modeled with a linear Gaussian state‑space model and inference is performed via Kalman filtering to reduce noise accumulation in multi‑step predictions. Experiments demonstrate that K$^2$SVD outperforms state‑of‑the‑art methods on multiple datasets, achieving faster prediction speeds and lower computational cost.

By Ruiquan Li, Yuheng Bu