Hybrid Quantum-Classical Recurrent Neural Networks for Time Series Prediction

This paper aims at solving time series prediction problems by means of a hybrid quantum-classical recurrent neural network. We propose a novel architecture based on stacked Long Short-Term Memory layers and a variational quantum layer. The latter employs a quantum feature map to embed input data into quantum states, which are then processed by a circuit ansatz. Finally, the expectation value of the circuit's outcome is taken over Pauli observables. Quantum properties such as superposition and entanglement are exploited to perform computations efficiently in a high-dimensional feature space. The proposed hybrid quantum-classical neural network is applied to a real-life challenging problem pertaining to the prediction of renewable energy time series. The comparison between the proposed approach and the classical counterpart shows that the former achieves better results in terms of prediction error, thus demonstrating better approximation of stochastic fluctuations and an overall effectiveness of the quantum variational approach also for prediction tasks.