Quantum Recurrent Neural Networks for Multivariate Time Series Prediction

Manuel Lagos Rodríguez, Hilda Romero Velo, Álvaro Leitao, Javier Pereira Loureiro, Manuel Francisco González Penedo

Published May 14, 2026• 0 citations

Abstract

Classical models for time series forecasting, despite their success, often face challenges related to training, generalization, energy consumption and interpretability. Unconventional computing paradigms, such as quantum computing, offer a promising avenue to address these limitations. Quantum Recurrent Neural Networks (QRNN) emerge as a powerful approach for multivariate time series prediction. Due to some features, the QRNN model we study is not supported in many quantum computers. We develop a specific-purpose emulator to address this barrier, and then we benchmark the model against datasets of varying complexities, involving realistic features such as noisy outputs. The results show significant performance compared to other well-known classical approaches for time series prediction.

DOI: 10.17979/spu.23.c57

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