arXiv:2606. 24932v1 Announce Type: cross Abstract: Recent advances in quantum computing and machine learning have motivated the development of quantum models for sequential data processing.
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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.
arXiv:2606. 24933v1 Announce Type: cross Abstract: Recent advances in quantum machine learning have motivated efficient models for sequential data processing.
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.
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.
arXiv:2605. 06734v2 Announce Type: replace-cross Abstract: Fast Weight Programmers (FWPs) encode temporal dependencies through dynamically updated parameters rather than recurrent hidden states.
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.