arXiv AI

Multivariate Time Series Forecasting with Adaptive Non-Local Observables

arXiv:2607. 24399v1 Announce Type: cross Abstract: Multivariate time series forecasting (MTSF) predicts future values of multiple variables from historical data.

arXiv Machine Learning
Sep 17

Learning to Program Adaptive Non-Local Observables for Machine Learning

The paper introduces QFWP-ANO, a quantum neural network architecture that uses a classical hypernetwork to program variational quantum circuit parameters and non‑local observables conditioned on each input. Unlike existing adaptive non‑local observable (ANO) methods that learn a single static observable, QFWP-ANO dynamically adapts to each input. Experiments on multivariate time‑series forecasting and reinforcement learning tasks show that QFWP-ANO outperforms traditional ANO‑based VQCs and other strong baselines, achieving the lowest mean‑squared error in most settings.

By Yu-Ting Lee, Samuel Yen-Chi Chen, Huan-Hsin Tseng
arXiv Machine Learning
Jun 16

Quantum-classical hybrid models based on error correction for time series forecasting

arXiv:2606. 15213v1 Announce Type: cross Abstract: Time series forecasting largely benefits from combining the strengths of different models, especially using a scheme where a model corrects another model by capturing supplementary patterns from forecasting errors.

By Jonathan H. A. de Carvalho, Filipe C. de L. Duarte, Fernando M. de Paula Neto, Paulo S. G. de Mattos Neto
arXiv Machine Learning
5d ago

Seasonal and Quantum-inspired Models for Neutron Monitor Time Series Forecasting

The paper presents a reproducible study of multi‑horizon forecasting on the Lomnicky Stit neutron monitor (LMKS) time series. It evaluates a range of models—from simple seasonal baselines to modern deep sequence models and quantum‑inspired architectures such as QiLSTM and QiKAN—using MAE and RMSE metrics. Results show that the quantum‑inspired KAN variant (QiKAN) achieves the lowest aggregate error, while the simple Seasonal Naive baseline remains highly competitive, indicating that strong seasonal or low‑dimensional functional priors can rival more complex models for highly periodic scientific data.

By Krishna Bhatia, Shalini Devendrababu, Srinjoy Ganguly
arXiv Machine Learning
Sep 18

Recursive Quantum Long Short-Term Memory for Stable Short-Horizon Temperature Forecasting

The paper introduces a recursive quantum long short-term memory (QLSTM) architecture and compares it to a standard QLSTM for one-step-ahead daily temperature forecasting. Using Toronto weather data and identical training settings, the recursive model consistently reaches near-optimal test loss earlier, achieves lower mean absolute error and root mean squared error, and shows a smaller generalization gap across input windows of 8, 16, and 32 days over 20 random seeds. These findings suggest that recursive quantum feature transformations can enhance stability and out-of-sample performance in compact hybrid quantum–classical temporal models.

By Mu-En Lee, Yen-Ku Liu, Samuel Yen-Chi Chen, Yun-Cheng Tsai
arXiv Machine Learning
Jul 28

Variational Quantum Conditional Boltzmann Machines for Time-Series Forecasting: Architectures, Symmetric Hyperparameter Evaluation, and a Nonlinear Benchmark

arXiv:2607. 24065v1 Announce Type: cross Abstract: In this study, we developed and evaluated four conditional energy-based forecasting architectures: a classical Gaussian-Bernoulli CRBM, a hybrid quantum-classical QCRBM, a full-register QQRBM, and a lag-feature QFeatureQRBM with complete derivations of their conditional distributions, Contrastive-Divergence gradients, and hybrid training, bridging the energy-based formulation and the implementation-level quantum computation.

By Gerhard Hellstern, Danyal Maheshwari, Martin Zaefferer, Martin Braun, Tanja D\"ohler
arXiv Machine Learning
Sep 7

A Quantum Variational Approach to Prototypical Recurrent Unit

The paper presents a lightweight Quantum Prototypical Recurrent Unit (QPRU) that uses far fewer parameters than classical recurrent models like LSTM and GRU, as well as quantum variants such as QLSTM and QGRU. Despite its compactness, the QPRU matches state‑of‑the‑art forecasting performance. It offers structural and practical benefits, notably improved scalability and a reduced parameter count.

By Mahyar Sadeghi Garjan, Tommaso Cesari, Michel Barbeau