Koopman Ensembles for Probabilistic Time Series Forecasting

1 code implementation • 11 Mar 2024 • Anthony Frion, Lucas Drumetz, Guillaume Tochon, Mauro Dalla Mura, Albdeldjalil Aïssa El Bey

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed.

Probabilistic Time Series Forecasting Time Series +1