# DeepKoopFormer: A Koopman Enhanced Transformer Based Architecture for Time Series Forecasting

arXiv: https://arxiv.org/abs/2508.02616 · HTML: https://mlsanity.com/paper/2508.02616/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 37 of its 64 references that are in the map.
- First posted on arXiv 4 Aug 2025.

## Builds on (most cited first, 30 of 37)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [DeepONet: Learning nonlinear operators for identifying differential equations based on the universal approximation theorem of operators](https://mlsanity.com/paper/1910.03193/) (2019)
- [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)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Deep learning for universal linear embeddings of nonlinear dynamics](https://mlsanity.com/paper/1712.09707/) (2017)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [A Multi-Horizon Quantile Recurrent Forecaster](https://mlsanity.com/paper/1711.11053/) (2017)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)
- [Learning Koopman Invariant Subspaces for Dynamic Mode Decomposition](https://mlsanity.com/paper/1710.04340/) (2017)
- [Safe Control with Learned Certificates: A Survey of Neural Lyapunov, Barrier, and Contraction methods](https://mlsanity.com/paper/2202.11762/) (2022)
- [Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control](https://mlsanity.com/paper/1611.03537/) (2016)
- [Learning Deep Neural Network Representations for Koopman Operators of Nonlinear Dynamical Systems](https://mlsanity.com/paper/1708.06850/) (2017)
- [Forecasting Sequential Data using Consistent Koopman Autoencoders](https://mlsanity.com/paper/2003.02236/) (2020)
- [Deep Factors for Forecasting](https://mlsanity.com/paper/1905.12417/) (2019)
- [Lyapunov-stable neural-network control](https://mlsanity.com/paper/2109.14152/) (2021)
- [LyaNet: A Lyapunov Framework for Training Neural ODEs](https://mlsanity.com/paper/2202.02526/) (2022)
- [Koopman Neural Forecaster for Time Series with Temporal Distribution Shifts](https://mlsanity.com/paper/2210.03675/) (2022)
- [Physics-Informed Machine Learning for Modeling and Control of Dynamical Systems](https://mlsanity.com/paper/2306.13867/) (2023)
- [Dissipative Deep Neural Dynamical Systems](https://mlsanity.com/paper/2011.13492/) (2020)
- [Neural Koopman Lyapunov Control](https://mlsanity.com/paper/2201.05098/) (2022)
- [Constrained Block Nonlinear Neural Dynamical Models](https://mlsanity.com/paper/2101.01864/) (2021)
- [Representer Theorem for Learning Koopman Operators](https://mlsanity.com/paper/2208.01681/) (2022)
- [A Shooting Formulation of Deep Learning](https://mlsanity.com/paper/2006.10330/) (2020)
- [Spectrum Extraction and Clipping for Implicitly Linear Layers](https://mlsanity.com/paper/2402.16017/) (2024)

## Abstract (arXiv)

Time series forecasting plays a vital role across scientific, industrial, and environmental domains, especially when dealing with high-dimensional and nonlinear systems. While Transformer-based models have recently achieved state-of-the-art performance in long-range forecasting, they often suffer from interpretability issues and instability in the presence of noise or dynamical uncertainty. In this work, we propose DeepKoopFormer, a principled forecasting framework that combines the representational power of Transformers with the theoretical rigor of Koopman operator theory. Our model features a modular encoder-propagator-decoder structure, where temporal dynamics are learned via a spectrally constrained, linear Koopman operator in a latent space. We impose structural guarantees-such as bounded spectral radius, Lyapunov based energy regularization, and orthogonal parameterization to ensure stability and interpretability. Comprehensive evaluations are conducted on both synthetic dynamical systems, real-world climate dataset (wind speed and surface pressure), financial time series (cryptocurrency), and electricity generation dataset using the Python package that is prepared for this purpose. Across all experiments, DeepKoopFormer consistently outperforms standard LSTM and baseline Transformer models in terms of accuracy, robustness to noise, and long-term forecasting stability. These results establish DeepKoopFormer as a flexible, interpretable, and robust framework for forecasting in high dimensional and dynamical settings.