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International Conference on Electronic Information Technology (EIT)

Multivariate time series prediction based on quantum enhanced LSTM models

Diankang Li

Published Aug 15, 2023• 3 citations
Publisher

Abstract

Long short-term memory (LSTM) is a widely used artificial neural network that is well suited for time series prediction. Quantum machine learning as a new research topic combines the advantages of quantum data processing and classical machine learning. In this paper, based on a hybrid quantum classical scheme, we design a quantum enhanced LSTM model and several variants such as QGRU. We also performed experiments with a multivariate time series prediction problem to verify the feasibility of these models. Through this research, we expect to explore the benefits and implementation of quantum-based machine learning.

DOI
10.1117/12.2685468

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Quantum Recurrent Neural Networks are gaining attention for their generalization capability in time series analysis. However, their performance are hindered by lengthy training times and non-scalability. This paper proposes a novel appli- cation for hybrid Quantum Gated Recurrent Units (QGRUs) focused on multivariate time-series forecasting. Our study demonstrates that these architectures outperform classical benchmarks. Through extensive innovative experiments and simulations, our results showcase the versatility and superiority of the hybrid approach, extending the capabilities of QGRUs especially in multidimensional data applications. In addition, the architecture at the basis of the QGRU has 25% fewer quantum parameters than existing Quantum Long Short-Term Memory models, and it is about 25% faster during training and inference stages, leading to feasible implemen- tations on both simulated and real quantum hardware.
Quantum Machine Learning (QML) presents as a revolutionary approach to weather forecasting by using quantum computing to improve predictive modeling capabilities. In this study, we apply QML models, including Quantum Gated Recurrent Units (QGRUs), Quantum Neural Networks (QNNs), Quantum Long Short-Term Memory(QLSTM), Variational Quantum Circuits(VQCs), and Quantum Support Vector Machines(QSVMs), to analyze meteorological time-series data from the ERA5 dataset. Our methodology includes preprocessing meteorological features, implementing QML architectures for both classification and regression tasks. The results demonstrate that QML models can achieve reasonable accuracy in both prediction and classification tasks, particularly in binary classification. However, challenges such as quantum hardware limitations and noise affect scalability and generalization. This research provides insights into the feasibility of QML for weather prediction, paving the way for further exploration of hybrid quantum-classical frameworks to enhance meteorological forecasting.
Prediction of stock price remains a challenging task because financial markets are dynamic and often non-linear, unpredictable patterns. To deal with such unpredictable data, the architecture that’s created must identify both time based trends and hidden patterns in data. In this study, we explore a hybrid modelling approach by combining both the classical deep learning techniques with quantum computing principles. Specifically, a Long Short-Term Memory (LSTM) is combined with a Quantum Neural Network (QNN) to understand the benefits of using quantum in time series forecasting. Rather than depending on a single quantum configuration, multiple feature maps and ansatz circuit designs were evaluated to identify the most suitable arrangement for the QLSTM model. Resultant framework blends ideas from both classical computing and quantum approaches to improve how we predict patterns over time in real-life scenarios.
Quantum machine learning (QML) offers new perspectives for modeling complex sequential data by leveraging the computational advantages of quantum computing. In this work, we explore the application of Quantum Long Short-Term Memory (QLSTM) networks for sequence prediction tasks. By integrating parameterized quantum circuits within the classical LSTM architecture, QLSTM models exploit quantum parallelism and entanglement to learn temporal dependencies in data more efficiently. We evaluate the performance of QLSTM on synthetic and real-world sequence prediction tasks and compare it with its classical counterpart. The results demonstrate that QLSTM models achieve competitive performance with fewer trainable parameters, indicating their potential as lightweight and efficient models for sequence learning and prediction.
Time series forecasting involves analyzing historical data to predict future trends and is useful for reducing uncertainty in various phenomena. Recurrent Neural Network-based Long Short-Term Memory (LSTM) has been shown to be used for time series forecasting. However, the introduction of a hybrid quantum-classical model of LSTM, i.e., Quantum LSTM (QLSTM), opens up avenues for faster and more efficient computing and, therefore, is of significant potential. These potentials underscore the necessity for a comparative analysis of both models to assess their effectiveness and efficiency. This study evaluates the performance of QLSTM and classical LSTM models in time series forecasting. Through controlled parametric numerical experiments, the study examines the performance of both models using CPUs and GPUs in cloud environments. Our findings reveal significant improvements in the QLSTM model, with enhanced training accuracy and reduced test loss compared to the classical LSTM under similar epochs and batch sizes. The results demonstrate the superior efficiency of the QLSTM model in handling large, complex data sets compared to the classical LSTM model.