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
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
arXiv:2606. 24933v1 Announce Type: cross Abstract: Recent advances in quantum machine learning have motivated efficient models for sequential data processing.
By Samuel Yen-Chi Chen, Yifeng Peng, Kuo-Chung Peng, Jiun-Cheng Jiang, Chun-Hua Lin, Junghoon Justin Park, Huan-Hsin Tseng, Hsin-Yi Lin, Kuan-Cheng Chen, Chen-Yu Liu, Shinjae Yoo
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
The paper demonstrates that a small quantum computer of polylogarithmic size can achieve large‑scale classification and dimension reduction on massive classical data, while any classical machine achieving the same performance would need exponentially larger size. It shows that classical machines even if exponentially larger still require superpolynomially more samples and time. The authors provide evidence from real‑world applications such as single‑cell RNA sequencing and movie review sentiment analysis, achieving four to six orders of magnitude reduction in size with fewer than 60 logical qubits.
By Haimeng Zhao, Alexander Zlokapa, Hartmut Neven, Ryan Babbush, John Preskill, Jarrod R. McClean, Hsin-Yuan Huang
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