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:2605. 12713v3 Announce Type: replace-cross Abstract: In the field of quantum reservoir computing (QRC), many different computational models and architectures have been proposed.
By Erik L. Connerty, Ethan N. Evans
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: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:2608. 10464v1 Announce Type: new Abstract: Incremental learning models are required to learn new classes sequentially without catastrophic forgetting, while operating under parameter and memory constraints.
By Yu Wu, Qianli Zhou, Xinyang Deng, Wen Jiang, Kang Hao Cheong, Witold Pedrycz
Time series analysis plays a vital role across a wide range of scientific and engineering domains but poses substantial computational challenges. A major difficulty arises from the time reparameterization invariance of time series data, which complicates the extraction of meaningful temporal features.