# Learnable Koopman-Enhanced Transformer-Based Time Series Forecasting with Spectral Control

arXiv: https://arxiv.org/abs/2602.02592 · HTML: https://mlsanity.com/paper/2602.02592/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 31 of its 57 references that are in the map.
- First posted on arXiv 1 Feb 2026.

## Builds on (most cited first, 30 of 31)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [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)
- [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)
- [Simplified State Space Layers for Sequence Modeling](https://mlsanity.com/paper/2208.04933/) (2022)
- [Combining Recurrent, Convolutional, and Continuous-time Models with Linear State-Space Layers](https://mlsanity.com/paper/2110.13985/) (2021)
- [Deep learning for universal linear embeddings of nonlinear dynamics](https://mlsanity.com/paper/1712.09707/) (2017)
- [Modern Koopman Theory for Dynamical Systems](https://mlsanity.com/paper/2102.12086/) (2021)
- [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)
- [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)
- [Deep Dynamical Modeling and Control of Unsteady Fluid Flows](https://mlsanity.com/paper/1805.07472/) (2018)
- [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)
- [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)
- [Climate Aware Deep Neural Networks (CADNN) for Wind Power Simulation](https://mlsanity.com/paper/2412.12160/) (2024)
- [Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning](https://mlsanity.com/paper/2010.08263/) (2020)

## Built on by (most cited first, 1 of 1)

- [Dynamical Parameters: An Interpretability Framework for Time-Series Foundation Models](https://mlsanity.com/paper/2609.34316/) (2026)

## Abstract (arXiv)

This paper proposes a unified family of learnable Koopman operator parameterizations that integrate linear dynamical systems theory with modern deep learning forecasting architectures. We introduce four learnable Koopman variants-scalar-gated, per-mode gated, MLP-shaped spectral mapping, and low-rank Koopman operators which generalize and interpolate between strictly stable Koopman operators and unconstrained linear latent dynamics. Our formulation enables explicit control over the spectrum, stability, and rank of the linear transition operator while retaining compatibility with expressive nonlinear backbones such as Patchtst, Autoformer, and Informer. We evaluate the proposed operators in a large-scale benchmark that also includes LSTM, DLinear, and simple diagonal State-Space Models (SSMs), as well as lightweight transformer variants. Experiments across multiple horizons and patch lengths show that learnable Koopman models provide a favorable bias-variance trade-off, improved conditioning, and more interpretable latent dynamics. We provide a full spectral analysis, including eigenvalue trajectories, stability envelopes, and learned spectral distributions. Our results demonstrate that learnable Koopman operators are effective, stable, and theoretically principled components for deep forecasting.