A Quantum-Classical Hybrid Framework for Multivariate Time-Series Forecasting Complexity-Fidelity Trade-offs and Limitations

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). 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.

Information Retrieval (cs.IR); Artificial Intelligence (cs.AI); Emerging Technologies (cs.ET)

arXiv:2607.16358 [cs.IR]

(or arXiv:2607.16358v1 [cs.IR] for this version)

https://doi.org/10.48550/arXiv.2607.16358 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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