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

arXiv: https://arxiv.org/abs/2506.14113 · HTML: https://mlsanity.com/paper/2506.14113/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 33 of its 54 references that are in the map.
- First posted on arXiv 17 Jun 2025.

## Builds on (most cited first, 30 of 33)

- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [GLU Variants Improve Transformer](https://mlsanity.com/paper/2002.05202/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Long Range Arena: A Benchmark for Efficient Transformers](https://mlsanity.com/paper/2011.04006/) (2020)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Deep learning for universal linear embeddings of nonlinear dynamics](https://mlsanity.com/paper/1712.09707/) (2017)
- [Resurrecting Recurrent Neural Networks for Long Sequences](https://mlsanity.com/paper/2303.06349/) (2023)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Modern Koopman Theory for Dynamical Systems](https://mlsanity.com/paper/2102.12086/) (2021)
- [Learning Koopman Invariant Subspaces for Dynamic Mode Decomposition](https://mlsanity.com/paper/1710.04340/) (2017)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [Learning Deep Neural Network Representations for Koopman Operators of Nonlinear Dynamical Systems](https://mlsanity.com/paper/1708.06850/) (2017)
- [Is Mamba Effective for Time Series Forecasting?](https://mlsanity.com/paper/2403.11144/) (2024)
- [Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors](https://mlsanity.com/paper/2305.18803/) (2023)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [ClimODE: Climate and Weather Forecasting with Physics-informed Neural ODEs](https://mlsanity.com/paper/2404.10024/) (2024)
- [From Fourier to Koopman: Spectral Methods for Long-term Time Series Prediction](https://mlsanity.com/paper/2004.00574/) (2020)
- [SAMformer: Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention](https://mlsanity.com/paper/2402.10198/) (2024)
- [Koopman Operator Dynamical Models: Learning, Analysis and Control](https://mlsanity.com/paper/2102.02522/) (2021)
- [BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis](https://mlsanity.com/paper/2310.20496/) (2023)
- [Multi-resolution Time-Series Transformer for Long-term Forecasting](https://mlsanity.com/paper/2311.04147/) (2023)
- [Koopman Neural Forecaster for Time Series with Temporal Distribution Shifts](https://mlsanity.com/paper/2210.03675/) (2022)

## Built on by (most cited first, 2 of 2)

- [TimeES: Probabilistic and Deterministic Time Series Forecasting via Evolutionary Spectra](https://mlsanity.com/paper/2609.32384/) (2026)
- [Differentiable Koopman Operator for Contrastive Learning on Dynamic Graphs](https://mlsanity.com/paper/2610.02990/) (2026)

## Abstract (arXiv)

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.