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arXiv:2406.15783 · PRX Quantum

Feedback-Driven Quantum Reservoir Computing for Time-Series Analysis

Kaito Kobayashi, Keisuke Fujii, Naoki Yamamoto

Published Nov 14, 2024• 39 citations
arXivHTMLPDF

Abstract

Quantum reservoir computing (QRC) is a highly promising computational paradigm that leverages quantum systems as a computational resource for nonlinear information processing. While its application to time-series analysis is eagerly anticipated, prevailing approaches suffer from the collapse of the quantum state upon measurement, resulting in the erasure of temporal input memories. Neither repeated initializations nor weak measurements offer a fundamental solution, as the former escalates the time complexity while the latter restricts the information extraction from the Hilbert space. To address this issue, we propose the feedback-driven QRC framework. This methodology employs projective measurements on all qubits for unrestricted access to the quantum state, with the measurement outcomes subsequently fed back into the reservoir to restore the memory of prior inputs. We demonstrate that our QRC successfully acquires the fading-memory property through the feedback connections, a critical aspect in time-series processing. Notably, analysis of measurement trajectories reveals three distinct phases depending on the feedback strength, with the memory performance maximized at the edge of chaos. We also evaluate the predictive capabilities of our QRC, demonstrating its suitability for forecasting signals originating from quantum spin systems. Published by the American Physical Society 2024

DOI
10.1103/prxquantum.5.040325

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Recent advances in quantum computing have demonstrated its potential to significantly enhance the analysis and forecasting of complex classical data. Among these, quantum reservoir computing (QRC) has emerged as a particularly powerful approach, combining quantum computation with machine learning for modeling nonlinear temporal dependencies in high-dimensional time series. As with many data-driven disciplines, quantitative finance and econometrics can hugely benefit from emerging quantum technologies. In this work, we investigate the application of QRC for realized volatility forecasting. Our model employs a fully connected transverse-field Ising Hamiltonian as the reservoir with distinct input and memory qubits to capture temporal dependencies. The QRC approach is benchmarked against several econometric models and standard machine learning algorithms. The models are evaluated using multiple error metrics and the model confidence set procedures. To enhance interpretability and mitigate current quantum hardware limitations, we utilize wrapper-based forward selection for feature selection, identifying optimal subsets and quantifying feature importance via Shapley values. Our results indicate that the proposed quantum reservoir approach consistently outperforms benchmark models across various metrics, highlighting its potential for financial forecasting despite existing quantum hardware constraints. This work serves as a proof of concept for the applicability of quantum computing in econometrics and financial analysis, paving the way for further research into quantum-enhanced predictive modeling as quantum hardware capabilities continue to advance.
Quantum reservoir computing (QRC) harnesses driven quantum dynamics for time-series processing, yet the mechanisms behind the differing performance levels across its many implementations remain unclear. We show that apparently unrelated approaches-including memory restriction, weak measurements, operation near the edge of quantum chaos, and dissipative dynamics-are in fact governed by the same underlying principle, namely a tunable balance between memory retention and nonlinear response. Using the information processing capacity, a dynamical measure from nonlinear systems theory, we place these behaviors in a unified framework and identify the regimes in which quantum reservoirs surpass the standard protocol. Our results reveal a fundamental connection between memory and nonlinear response. This provides a general design principle for enhanced information processing and enables systematic analysis and optimization inspired by classical dynamical quantifiers.