QFCQT: A Chaotically Gated Quantformer Framework for Volatile Time-Series Forecasting
Authors: Junkai Lin, Siqi Hou, Raymond Lee
Organizations: Faculty of Science and Technology, Beijing Normal-Hong Kong Baptist University, Zhuhai, China · Guangdong Provincial Key Lab of Interdisciplinary Research and Application for Data Science (BNBU), Zhuhai, China
Abstract
Forecasting non-stationary time series remains difficult due to long-range dependencies, local volatility bursts, structural shifts, and nonlinear oscillatory behaviors. Although Transformer-based forecasters are effective for modeling long-term temporal dependencies, their feed-forward blocks typically rely on smooth static activations that are insufficiently sensitive to abrupt regime changes. Motivated by quantitative Transformer designs and oscillator-based nonlinear activations, we propose QFCQT, short for Quantum-Fractal-inspired Chaotically Gated Quantformer, for robust forecasting under complex volatile dynamics. Here, "quantum-fractal-inspired" denotes a computational analogy based on soft oscillator superposition and multi-scale nonlinear responses, rather than a formal quantum-mechanical or fractal-theoretic derivation. QFCQT consists of three main components: (1) a Quantformer-style numerical encoder that directly processes multivariate inputs via linear embedding; (2) a learnable Lee-oscillator activation module that maps scalar pre-activations to dynamic oscillatory responses and summarizes them through Max-over-Time pooling; and (3) a smooth-chaotic gated fusion mechanism that adaptively balances conventional smooth activations and chaos-sensitive responses. Furthermore, instead of using a single fixed oscillator, QFCQT employs a soft superposition of eight parameterized Lee oscillator families to adaptively capture different nonlinear response patterns across regimes. Experiments on ETTh1, ETTh2, and A-share Stock Index benchmarks show that QFCQT consistently outperforms strong baselines, including Informer, LogTrans, LSTMa, HAT, and COTN.
This paper presents a unified quantum-classical hybrid framework for multi-horizon time-series forecasting, introducing two model variants Quantum Reservoir Forecaster (QRC-F) and Variational Quantum Forecaster (VQF-F). The proposed framework investigates the complexity-fidelity trade-off of quantum forecasting under near-term NISQ hardware constraints. Continuous time-series signals are transformed into binary representations through uniform quantization and encoded into quantum states using angle encoding with parameterized RY rotation gates. Cross-channel entanglement layers capture dependencies among multiple variables. QRC-F utilizes a fixed random unitary quantum reservoir for stable, gradient-free temporal feature extraction, whereas VQF-F employs a trainable variational quantum circuit optimized through the parameter-shift rule to learn temporal and inter-variable patterns from Pauli expectation values. Both models replace computationally expensive quadratic self-attention with efficient linear transformations, reducing parameter complexity. A shared MIMO-based multi-horizon prediction head simultaneously generates forecasts across multiple horizons, avoiding error accumulation in recursive forecasting. Experimental evaluations on benchmark datasets, including ETTh1, ETTh2, ETTm1, ETTm2, Weather, electricity, and exchange-rate, demonstrate that VQF-F achieves superior training stability and parameter efficiency, while QRC-F provides enhanced robustness and circuit fidelity under quantum noise. The results establish a practical quantum-native forecasting framework with strong potential for deployment on near-term NISQ devices.
Time series forecasting requires models to capture diverse, often mutually exclusive, temporal dynamics, from smooth trend continuation to nonstationary drift and strict phase-aligned recurrence. While recent deep learning models have improved accuracy, they typically force these diverse patterns through a single computational backbone governed by fixed algorithmic inductive biases (e.g., self-attention or spectral filtering). This single-mechanism approach often struggles with the profound heterogeneity of real-world series, where different variables and forecast horizons necessitate fundamentally different predictive treatments. To address this, we propose GatedLinear: a lightweight framework that frames forecasting as the adaptive routing of complementary linear bases. GatedLinear leverages a pool of three specialized mechanisms: a global trend-seasonal basis for smooth projection, a difference-based incremental basis for nonstationary drift, and a phase-aligned recurrence basis for explicit cyclic reuse. To dynamically orchestrate these distinct behaviors, we introduce a Tri-Factorized Fusion Gate that disentangles routing decisions into channel-specific preferences, horizon-aware offsets, and phase-indexed biases derived from known future time marks. This design allows the model to perform highly granular, point-wise soft routing across different predictive regimes without stacking computationally heavy neural modules. Experiments on standard benchmarks show that our method achieves state-of-the-art or highly competitive accuracy against recent complex foundational models, while offering explicitly interpretable routing patterns and operating with a substantially smaller parameter footprint.
Time series forecasting under non-stationarity faces a fundamental tension between capturing stable representations and adapting to distribution shifts. Existing methods implicitly rely on static historical assumptions, leading to a critical failure mode we term Phase Amnesia, where models become blind to the evolving global context. To resolve this, we formalize non-stationary dynamics through three physical hypotheses: wold decomposition, dynamical phase evolution, and heteroscedastic manifold generation. These principles inspire PULSE, a physics-informed, plug-and-play framework adopting a Disentangle--Evolve--Simulate design philosophy. Specifically, PULSE utilizes phase-anchored disentanglement to resolve optimization interference caused by dominant trends, employs a Phase Router to actively generate future trajectories, and introduces Statistic-Aware Mixup (SAM) to ensure robustness against out-of-distribution volatility. Empirically, PULSE enables a simple MLP backbone to achieve state-of-the-art or highly competitive performance across 12 real-world benchmarks. This validates that a correct physics-informed inductive bias is far more critical than raw architectural complexity for non-stationary forecasting. The code is available at: https://github.com/Gemost/PULSE.