arXiv:2607. 24399v1 Announce Type: cross Abstract: Multivariate time series forecasting (MTSF) predicts future values of multiple variables from historical data.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.
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: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).
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: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.
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.
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.