arXiv Machine Learning

QLIF-CAST: Quantum Leaky-Integrate-and-Fire for Time-Series Weather Forecasting

arXiv:2605. 18333v2 Announce Type: replace-cross Abstract: Accurate and efficient time-series forecasting remains a challenging problem for both classical and quantum neural architectures, particularly in multivariate environmental settings.

arXiv AI

Jul 21

A Quantum-Classical Hybrid Framework for Multivariate Time-Series Forecasting Complexity-Fidelity Trade-offs and Limitations

arXiv:2607. 16358v1 Announce Type: cross Abstract: This paper presents a unified quantum-classical hybrid framework for multi-horizon time-series forecasting, introducing two model variants Quantum Reservoir Forecaster (QRC-F) and Variational Quantum Forecaster (VQF-F).

By Sanjay Chakraborty, Fredrik Heintz

efficiency benchmarks

arXiv Machine Learning

1d ago

Hybrid quantum recurrent neural network for remaining useful life prediction of turbofan engines

arXiv:2504. 20823v3 Announce Type: replace Abstract: Accurate remaining useful life (RUL) estimation underpins safe operation and cost-effective maintenance of aerospace propulsion systems.

By Olga Tsurkan, Aleksandra Konstantinova, Arsenii Senokosov, Asel Sagingalieva, Alexey Melnikov

benchmarks

arXiv AI

Jun 16

Gated QKAN-FWP: Scalable Quantum-inspired Sequence Learning

arXiv:2605. 06734v2 Announce Type: replace-cross Abstract: Fast Weight Programmers (FWPs) encode temporal dependencies through dynamically updated parameters rather than recurrent hidden states.

By Kuo-Chung Peng, Samuel Yen-Chi Chen, Jiun-Cheng Jiang, Chen-Yu Liu, En-Jui Kuo, Yun-Yuan Wang, Prayag Tiwari, Andrea Ceschini, Chi-Sheng Chen, Yu-Chao Hsu, Chun-Hua Lin, Tai-Yue Li, Antonello Rosato, Massimo Panella, Simon See, Saif Al-Kuwari, Kuan-Cheng Chen, Nan-Yow Chen, Hsi-Sheng Goan

reinforcement-learning benchmarks

arXiv AI

Jul 7

A Hybrid Quantum Circuit Born Machine Framework for Financial Volatility Forecasting: Quantum-Assisted Training and Classical Inference

arXiv:2603. 09789v3 Announce Type: replace-cross Abstract: Accurate financial volatility forecasting is crucial but challenged by the non-linear, highly correlated nature of market data.

By Yixiong Chen

efficiency

arXiv Machine Learning

Jul 21

Multivariate Time Series Forecasting with Gate-Based Quantum Reservoir Computing on NISQ Hardware

arXiv:2510. 13634v2 Announce Type: replace Abstract: Quantum reservoir computing (QRC) offers a hardware-friendly approach to temporal learning, yet most studies target univariate signals and overlook near-term hardware constraints.

By Wissal Hamhoum, Soumaya Cherkaoui, Jean-Frederic Laprade, Ola Ahmad, Shengrui Wang

arXiv Machine Learning

Aug 4

QARIMA: A Quantum Approach To Classical Time Series Analysis

arXiv:2604. 08277v3 Announce Type: replace-cross Abstract: We present QARIMA, a quantum state-similarity-based reconstruction of the classical ARIMA modelling pipeline.

By Nishikanta Mohanty, Bikash K. Behera, Badshah Mukherjee, Pravat Dash, Giuseppe Sergioli, Roberto Giuntini

safety

arXiv AI

Aug 10

QFCQT: A Chaotically Gated Quantformer Framework for Volatile Time-Series Forecasting

arXiv:2608. 07363v1 Announce Type: new Abstract: Forecasting non-stationary time series remains difficult due to long-range dependencies, local volatility bursts, structural shifts, and nonlinear oscillatory behaviors.

By Junkai Lin, Siqi Hou, Raymond Lee

llms rag benchmarks

arXiv AI

Jul 28

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.

By Yu-Ting Lee, Huan-Hsin Tseng, Samuel Yen-Chi Chen

arXiv AI

Jun 29

Parameter-Efficient Quantum-Inspired Fast Weight Programmers for Traffic-Matrix Forecasting

arXiv:2606. 27821v1 Announce Type: cross Abstract: Traffic matrices (TMs) capture network-wide origin-destination demand and are central to traffic engineering, yet accurate whole-matrix forecasting remains challenging when prediction must be performed under the memory, update, and training-budget constraints of online network control.

By Kuo-Chung Peng, Jiun-Cheng Jiang, Chun-Hua Lin, Tai-Yue Li, Nan-Yow Chen, Samuel Yen-Chi Chen

llms diffusion benchmarks

Hugging Face Trending Papers

Jul 27

Multivariate Time Series Forecasting with Adaptive Non-Local Observables

Multivariate time series forecasting (MTSF) predicts future values of multiple variables from historical data. While quantum neural networks have been increasingly applied to this task, they typically rely on fixed local measurements, which restrict their expressivity.

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

benchmarks

arXiv Machine Learning

Jul 30

Shot-based quantum encoding: a data-loading paradigm for quantum neural networks

arXiv:2604. 06135v2 Announce Type: replace-cross Abstract: Efficient data loading remains a bottleneck for near-term quantum machine learning.

By Basil Kyriacou, Viktoria Patapovich, Maniraman Periyasamy, Alexey Melnikov

rag benchmarks

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