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
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.
By Alberto Marchisio, Aayan Ebrahim, Nouhaila Innan, Muhammad Kashif, Muhammad Shafique
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
arXiv:2607. 02363v1 Announce Type: cross Abstract: Quantum Fast-Weight Programmers (QFWPs) store temporal information in dynamically programmed variational-circuit parameters rather than in nonlinear recurrent hidden states, offering a practical route to quantum sequence modeling.
By Kuo-Chung Peng, Jiun-Cheng Jiang, Chun-Hua Lin, Yifeng Peng, Junghoon Justin Park, Huan-Hsin Tseng, Hsin-Yi Lin, Kuan-Cheng Chen, Chen-Yu Liu, Shinjae Yoo, Samuel Yen-Chi Chen
arXiv:2607. 07978v1 Announce Type: cross Abstract: Quantum reservoir computing uses a fixed quantum circuit as a feature generator and trains only a simple linear readout on top of it.
By Tushar Pandey
Quantum reservoir computing uses a fixed quantum circuit as a feature generator and trains only a simple linear readout on top of it. This makes it cheap to train and free of the optimisation problems that affect many quantum machine-learning models.
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
arXiv:2606. 06010v1 Announce Type: new Abstract: Long-term time series forecasting benefits from inductive biases that expose recurring temporal structure.
By Zhangyao Song, Ziqiong Li, Xiangfei Qiu, Chao Zha, Yinfei Xu, Tao Guo
arXiv:2606. 27815v1 Announce Type: cross Abstract: Dynamic Time Warping (DTW) is a cornerstone for time series classification, but its reliance on Euclidean distances fails to capture latent cross-channel correlations in complex multivariate data.
By Diego Alvarez-Estevez, Alejandro Mayorga-Redondo, Eduardo Mosqueira-Rey
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
arXiv:2606. 27561v1 Announce Type: new Abstract: Generative models have achieved remarkable success in data synthesis, though recent advances driven by increasing model scale have introduced challenges in computational cost and efficiency.
By Jack Waller, Filippo Caruso, Dimitrios Makris, Rajagopal Nilavalan, Xing Liang
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