发表机构
National Taiwan University; Brookhaven National Laboratory; Wells Fargo(台湾大学; 布鲁克海文国家实验室; 富国银行)
机构由 AI 辅助整理,请以论文原文为准。AI 中文总结
研究多元时间序列预测问题,提出MTSF-ANO混合模型,将变分量子电路与自适应非局部可观测量集成。该模型在ETT数据集上表现优异,MSE排名靠前,消融实验揭示相关因素对性能的影响,为量子时间序列预测提供了有前途的方向。
AI 中文摘要
多元时间序列预测(MTSF)是根据历史数据预测多个变量的未来值。虽然量子神经网络已越来越多地应用于此任务,但它们通常依赖固定的局部测量,限制了其表现力。我们提出了MTSF-ANO,这是一种用于MTSF的简单混合模型,它将变分量子电路与自适应非局部可观测量(ANO)集成。在四个ETT数据集上,MTSF-ANO在20种设置中的17种中MSE排名第一或第二,在ETTh1上比最强基线提高了20%,在所有设置中均优于或与固定局部可观测量模型相当。消融实验表明了量子电路设计和ANO非局部性对性能的影响。这些结果表明ANO是量子时间序列预测的一个有前途的方向。
英文摘要
Multivariate time series forecasting (MTSF) predicts future values of multiple variables from historical data. While quantum neural networks have been increasingly applied to this task, they typically rely on fixed local measurements, which restrict their expressivity. We propose MTSF-ANO, a simple hybrid model for MTSF that integrates variational quantum circuits with adaptive non-local observables (ANO). On the four ETT datasets, MTSF-ANO ranks first or second in MSE in 17 of 20 settings, improving over the strongest baseline by up to 20% on ETTh1, and outperforms or matches its fixed local observable counterpart across all settings. Our ablations show how the quantum circuit design and ANO non-locality affect performance. These results suggest that ANO is a promising direction for quantum time series forecasting.