Abdeldjalil Aïssa El Bey

Variational Augmented Invertible Koopman Autoencoder for probabilistic time series forecasting

Neural Koopman autoencoder models have been shown to successfully build a latent embedding with linear dynamics for arbitrary dynamical systems, enabling strong performance in long-term time series forecasting. However, these models usually work in a deterministic setting, which does not allow the quantification of the...