用量子态相似性重构经典时间序列模型,保持可解释性同时提升预测性能。
QARIMA: A Quantum Approach To Classical Time Series Analysis

- 通过量子测量几何替代传统相关性,实现滞后阶数发现
- 在多个真实数据集上表现优于自动调参的经典ARIMA模型
- 适合对模型可解释性有要求的量化时间序列研究者
我们提出QARIMA,一种基于量子态相似性的经典ARIMA建模流程重构方法。不同于将量子电路作为独立预测器,QARIMA保留ARIMA的可解释预测结构,通过类比量子兼容模块重构建模核心组件。框架整合了量子差分评估、QACF/QPACF滞后发现、紧凑交换测试态投影、交换测试/VQC-based AR与MA系数估计以及弱滞后优化,贯穿整个ARIMA预测流程。QACF与QPACF承担了传统ACF与PACF在MA与AR滞后发现中的功能,但通过量子测量几何构建滞后相关性而非直接计算经典相关性。在筛选出候选阶数 (p,d,q) 后,AR与MA系数通过包含余弦对齐、熵正则化、相位修正和范数控制的状态对齐损失进行估计。我们在环境、气候、工业及气象时间序列数据集上,采用滚动起源的样本外测试,与自动化经典ARIMA基线对比,使用均方误差(MSE)、平均绝对百分比误差(MAPE)及Diebold-Mariano检验评估性能。结果表明,量子态相似性模块能产生具有竞争力甚至更优的预测表现,同时维持ARIMA的透明性、模块化与可解释性。因此,QARIMA为量子增强统计预测提供了一条独特路径:其模块功能上等价于经典ARIMA子程序,但非代数复现;通过态重叠、投影与测量驱动的参数估计完成相同建模任务。
原文摘要 · Abstract (English)
We present QARIMA, a quantum state-similarity-based reconstruction of the classical ARIMA modelling pipeline. Rather than using a quantum circuit as a standalone forecaster, QARIMA preserves ARIMA's interpretable forecasting structure while reformulating its core building blocks through analogous quantum-compatible modules. The framework integrates quantum differencing assessment, QACF/QPACF lag discovery, compact-swap-test state projection, swap-test/VQC-based AR and MA coefficient estimation, and weak-lag refinement within a single ARIMA forecasting workflow. QACF and QPACF serve the functional roles of ACF and PACF for MA and AR lag discovery, but construct lag relevance through quantum measurement geometry rather than direct classical correlation. Given screened candidate orders $(p,d,q)$, AR and MA coefficients are estimated through state-alignment losses incorporating cosine alignment, entropy regularization, phase correction, and norm control. We evaluate QARIMA across environmental, climatic, industrial, and weather time-series datasets using rolling-origin out-of-sample testing against automated classical ARIMA baselines, with performance assessed through MSE, MAPE, and Diebold--Mariano tests. The results show that quantum state-similarity modules can produce competitive and, in several cases, improved forecasting behaviour while preserving ARIMA's transparency, modularity, and interpretability. QARIMA therefore establishes a distinct pathway for quantum-enhanced statistical forecasting: its modules remain functionally analogous to classical ARIMA subroutines, but are not algebraic replicas; they serve the same modelling roles through state overlap, projection, and measurement-driven parameter estimation.
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