QARIMA: A Quantum Approach To Classical Time Series Analysis

We present a quantum-inspired ARIMA methodology that integrates quantum-assisted lag discovery with \emph{fixed-configuration} variational quantum circuits (VQCs) for parameter estimation and weak-lag refinement. Differencing and candidate lags are identified via swap-test-driven quantum autocorrelation (QACF) and quantum partial autocorrelation (QPACF), with a delayed-matrix construction that aligns quantum projections to time-domain regressors, followed by standard information-criterion parsimony. Given the screened orders $(p,d,q)$, we retain a fixed VQC ansatz, optimizer, and training budget, preventing hyperparameter leakage, and deploy the circuit in two estimation roles: VQC-AR for autoregressive coefficients and VQC-MA for moving-average coefficients. Between screening and estimation, a lightweight VQC weak-lag refinement re-weights or prunes screened AR lags without altering $(p,d,q)$. Across environmental and industrial datasets, we perform rolling-origin evaluations against automated classical ARIMA, reporting out-of-sample mean squared error (MSE), mean absolute percentage error (MAPE), and Diebold--Mariano tests on MSE and MAE. Empirically, the seven quantum contributions -- (1) differencing selection, (2) QACF, (3) QPACF, (4) swap-test primitives with delayed-matrix construction, (5) VQC-AR, (6) VQC weak-lag refinement, and (7) VQC-MA -- collectively reduce meta-optimization overhead and make explicit where quantum effects enter order discovery, lag refinement, and AR/MA parameter estimation.

Source: arXiv:2604.08277v1 - http://arxiv.org/abs/2604.08277v1 PDF: https://arxiv.org/pdf/2604.08277v1 Original Link: http://arxiv.org/abs/2604.08277v1