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International Conference on Electrical and Computer Engineering Researches (ICECER)

A Comparative Study: Predicting Time Series Data with Quantum and Classical Machine Learning

Anirudh Sharma, Rahul Mandrai

Published Dec 4, 2024• 0 citations
Publisher

Abstract

This research project embarks on a comprehensive comparative analysis of classical and quantum machine learning models specifically tailored for time series forecasting. By employing a range of classical machine learning models alongside quantum machine learning models, the study aims to predict future data points with heightened accuracy and efficiency. Leveraging AWS Braket, the project facilitates the deployment of quantum models on both quantum simulators and quantum hardware devices, providing a robust platform for empirical evaluation. The goal is to meticulously assess the performance metrics, computational efficiency, and predictive accuracy of these models. Ultimately, the research aspires to enhance the understanding and practical application of quantum machine learning techniques in the realm of time series forecasting, potentially uncovering new paradigms in predictive analytics. Our research indicates that the performance metrics for classical machine learning models yielded superior results compared to those of quantum machine learning models for our use case, although when ensembled with classical models, we get better results.

DOI
10.1109/icecer62944.2024.10920470

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This research project embarks on a comprehensive comparative analysis of classical and quantum machine learning models specifically tailored for time series forecasting. By employing a range of classical machine learning models alongside quantum machine learning models, the study aims to predict future data points with heightened accuracy and efficiency. Leveraging AWS Braket, the project facilitates the deployment of quantum models on both quantum simulators and quantum hardware devices, providing a robust platform for empirical evaluation. The goal is to meticulously assess the performance metrics, computational efficiency, and predictive accuracy of these models. Ultimately, the research aspires to enhance the understanding and practical application of quantum machine learning techniques in the realm of time series forecasting, potentially uncovering new paradigms in predictive analytics. Our research indicates that the performance metrics for classical machine learning models yielded superior results compared to those of quantum machine learning models for our use case, although when ensembled with classical models, we get better results.
This research paper delves into the realm of quantum machine learning (QML) by conducting a comprehensive study on time-series data. The primary objective is to compare the results and time complexity of classical machine learning algorithms on traditional hardware to their quantum counterparts on quantum computers. As the amount and complexity of time-series data in numerous fields continues to expand, the investigation of advanced computational models becomes critical for efficient analysis and prediction. We employ a time-series dataset that include temperature records from different nations throughout the world spanning the previous half of the century. The study compares the performance of classical machine learning algorithms to quantum algorithms, which use the concepts of superposition and entanglement to handle subtle temporal patterns in time-series data. This study attempts to reveal the different benefits and drawbacks of quantum machine learning in the time-series domain through rigorous empirical analysis. The findings of this study not only help to comprehend the applicability of quantum algorithms in real-world contexts, but they also open the way for future advances in utilizing quantum computing for increased time-series analysis and prediction. This study's findings could have ramifications in industries ranging from finance to healthcare, where precise forecasting using time-series data is critical for informed decision-making.
Abstract Variational quantum machine learning algorithms have been proposed as promising tools for time series prediction, with the potential to handle complex sequential data more effectively than classical approaches. However, their practical advantage over established classical methods remains uncertain. In this work, we present a comprehensive benchmark study comparing a range of variational quantum algorithms (VQAs) and classical machine learning models for time series forecasting. We evaluate their predictive performance on three chaotic systems across 27 time series prediction tasks of varying complexity, and ensure a fair comparison through extensive hyperparameter optimization. Our results indicate that, in many cases, quantum models struggle to match the accuracy of simple classical counterparts of comparable complexity. Furthermore, we analyze the predictive performance relative to the model complexity and discuss the practical limitations of VQAs for time series forecasting.
Time series forecasting is a critical problem with applications in various fields, such as finance, energy, and environmental science. While classical machine learning methods have shown significant progress in this domain, the advent of quantum machine learning introduces a new perspective to address the complexities of time series prediction. In this research, we propose a novel Quantum Neural Network (QNN) approach for time series forecasting, leveraging the unique capabilities of quantum computing to capture intricate temporal dependencies and exploit quantum parallelism. By encoding time series data into quantum states and designing quantum circuits for processing, the QNN aims to achieve improved predictive accuracy compared to classical neural networks. Through extensive experiments on diverse time series datasets, we demonstrate the potential of our QNN framework and discuss the future prospects of quantum-powered time series prediction in real-world applications.
Quantum computing has emerged as a promising computational paradigm for machine learning (ML), with the potential to offer computational advantages over classical approaches. At this stage, the evidence supporting the performance and advantages of quantum machine learning (QML) models relative to classical models is insufficient. To address this gap, this paper presents an empirical study on the performance of QML models and their classical counterparts. We compare seven model pairs spanning supervised learning and reinforcement learning. Our results indicate that the evaluated quantum machine learning models do not yet surpass the classical baselines in overall prediction performance, policy stability, or training time. Nevertheless, QML remains a promising approach for filtering noise and controlling false positives. Our research findings summarize the challenges facing quantum machine learning across hardware environments, training efficiency, and convergence stability, providing a foundation for research into the robustness and parameter optimization of QML. This work is publicly available at https://github.com/Z-537-437/QML.
The growing complexity, interdependencies, and rapid fluctuations inherent in modern financial markets create substantial challenges for accurate forecasting, portfolio optimization, and risk management. Conventional machine learning techniques, while powerful, often face limitations in capturing nonlinear relationships and processing high-dimensional datasets efficiently. Quantum machine learning (QML) has emerged as a promising paradigm that leverages quantum computing principles to enhance predictive modeling in finance. This study presents a comprehensive investigation into the application of QML methods—including variational quantum circuits, quantum kernel estimation, and quantum-enhanced support vector machines—for financial time-series prediction and asset price classification. We propose a hybrid quantum-classical framework that integrates quantum feature mapping with classical optimizers to improve model expressiveness and convergence. Empirical experiments are conducted using historical stock market data and synthetic datasets to benchmark QML approaches against established classical models such as long short-term memory networks and gradient boosting machines. The results demonstrate that QML techniques can achieve superior prediction accuracy and lower computational latency under certain data regimes, particularly when dealing with small-to-medium-sized datasets and high feature correlations. Additionally, the study examines scalability considerations, hardware constraints of near-term quantum devices, and the interpretability of quantum model outputs in financial decision-making contexts. The findings underscore the transformative potential of quantum machine learning as an innovative tool for advancing predictive analytics in finance and provide practical insights into how financial institutions can begin integrating QML capabilities into their workflows.
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.