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Quantum Reservoir Computing for Time Series Forecasting with Non-Gaussian Noise

Jincheng Zhang

Published Sep 3, 2026• 0 citations
Publisher

Abstract

Reservoir computing (RC) has demonstrated significant promise in time series forecasting, particularly for chaotic systems. However, a critical limitation of traditional RC approaches is their vulnerability to non-Gaussian noise, a common characteristic of real-world time series data. This paper proposes a novel framework, Quantum Reservoir Computing (QRC), designed to address this challenge. QRC utilizes a quantum reservoir – a randomly initialized quantum circuit – to leverage the inherent noise robustness of quantum mechanics, specifically quantum entanglement and superposition. The quantum reservoir is coupled with a variational quantum circuit for output mapping. We demonstrate that this approach significantly improves forecasting accuracy when dealing with non-Gaussian noise, offering a pathway to more reliable RC implementations. The core claim of this work is that reservoir computing struggles with non-Gaussian noise, which is prevalent in many time series datasets. The core mechanism involves extending reservoir computing using a quantum reservoir – a randomly initialized quantum circuit – that is inherently robust to non-Gaussian noise due to quantum entanglement and superposition, combined with a variational quantum circuit for output mapping. The methodology incorporates a mapping function to translate quantum states into time series predictions, and the variational quantum circuit is trained to minimize the error between predicted and actual time series values. We explore the theoretical underpinnings of this method and discuss its potential for various time series forecasting applications.

DOI
10.5281/zenodo.22273992

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This paper explores the application of quantum reservoir computing (QRC) to time-series forecasting. Traditional reservoir computing methods, while effective for certain time-series, often face limitations when dealing with complex, high-dimensional data. This research proposes a novel approach utilizing a quantum system, such as a driven oscillator, as the reservoir, capitalizing on the inherent quantum properties for enhanced temporal processing. The core idea involves mapping the input time series onto the quantum reservoir, allowing the reservoir's quantum state to evolve dynamically. A linear readout layer is then trained to predict future values based on the evolved state. We investigate the potential advantages of QRC, specifically its ability to capture non-linear relationships and high-dimensional correlations within the time series data. The theoretical framework is presented, outlining the key components and the training methodology. Simulation results (described in detail below) demonstrate the feasibility and potential performance gains of QRC compared to classical reservoir computing. This research contributes to the growing field of quantum computing applied to time-series analysis.
This paper explores the application of quantum reservoir computing (QRC) utilizing entangled quantum reservoirs for enhanced time series prediction. Traditional reservoir computing relies on randomly connected recurrent neural networks, often struggling to effectively capture complex temporal dependencies inherent in time series data. We propose a novel approach where the reservoir is replaced by a quantum system, specifically a collection of coupled qubits, governed by quantum interference. The introduction of entanglement within the reservoir is hypothesized to significantly improve its ability to model and predict time series data. Theoretical analysis and simplified models demonstrate a potential for enhanced performance compared to classical reservoir computing methods. The core claim is that entangled quantum reservoirs can achieve superior time series prediction accuracy. This work lays the groundwork for future research in utilizing quantum systems for time series analysis and prediction, offering a potential pathway to overcome limitations of conventional approaches.
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