A Koopman operator-based prediction algorithm and its application to COVID-19 pandemic and influenza cases.

Future state prediction for nonlinear dynamical systems is a challenging task. Classical prediction theory is based on a, typically long, sequence of prior observations and is rooted in assumptions on statistical stationarity of the underlying stochastic process. These algorithms have trouble predicting chaotic dynamics, "Black Swans" (events which have never previously been seen in the observed data), or systems where the underlying driving process fundamentally changes.