量子-经典混合框架提升多变量时间序列预测精度与稳定性。
A Quantum-Classical Hybrid Framework for Multivariate Time-Series Forecasting Complexity-Fidelity Trade-offs and Limitations

- 用量子态编码时间序列,通过随机单元或可训练电路提取特征。
- 在多个数据集上,量子模型比传统方法更稳定且参数更少。
- 适合对量子计算落地有需求的工业预测场景使用。
本文提出一种统一的量子-经典混合框架,用于多步时间序列预测,包含两种模型:量子储层预测器(QRC-F)和变分量子预测器(VQF-F)。在近中期NISQ硬件限制下,研究了量子预测的复杂度与保真度权衡。连续时间序列经均匀量化转为二进制,并通过参数化RY门的角度编码映射到量子态。跨通道纠缠层捕捉多变量依赖关系。QRC-F采用固定随机酉量子储层实现无梯度、稳定的时序特征提取;VQF-F则使用可训练变分量子电路,通过参数移位法则优化,从泡利期望值中学习时序与变量间模式。两者均以线性变换替代耗时的二次自注意力,降低参数复杂度。共享的多输入多输出(MIMO)预测头同时生成多步预测,避免递归预测中的误差累积。在ETTh1、ETTh2、ETTm1、ETTm2、Weather、electricity和exchange-rate等基准数据集上的实验表明,VQF-F具有更优的训练稳定性和参数效率,而QRC-F在量子噪声下表现出更强的鲁棒性和电路保真度。结果验证了该框架作为近中期NISQ设备上可部署的量子原生预测方案的潜力。
原文摘要 · Abstract (English)
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). The proposed framework investigates the complexity-fidelity trade-off of quantum forecasting under near-term NISQ hardware constraints. Continuous time-series signals are transformed into binary representations through uniform quantization and encoded into quantum states using angle encoding with parameterized RY rotation gates. Cross-channel entanglement layers capture dependencies among multiple variables. QRC-F utilizes a fixed random unitary quantum reservoir for stable, gradient-free temporal feature extraction, whereas VQF-F employs a trainable variational quantum circuit optimized through the parameter-shift rule to learn temporal and inter-variable patterns from Pauli expectation values. Both models replace computationally expensive quadratic self-attention with efficient linear transformations, reducing parameter complexity. A shared MIMO-based multi-horizon prediction head simultaneously generates forecasts across multiple horizons, avoiding error accumulation in recursive forecasting. Experimental evaluations on benchmark datasets, including ETTh1, ETTh2, ETTm1, ETTm2, Weather, electricity, and exchange-rate, demonstrate that VQF-F achieves superior training stability and parameter efficiency, while QRC-F provides enhanced robustness and circuit fidelity under quantum noise. The results establish a practical quantum-native forecasting framework with strong potential for deployment on near-term NISQ devices.
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