HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction

Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by leveraging quantum resources for improved feature representation and learning. A custom Quantum Neural Network (QNN) regressor is introduced, designed with a novel ansatz tailored for financial applications. Two hybrid optimization strategies are proposed: (1) a sequential approach where classical recurrent models (RNN/LSTM) extract temporal dependencies before quantum processing, and (2) a joint learning framework that optimizes classical and quantum parameters simultaneously. Systematic evaluation using TimeSeriesSplit, k-fold cross-validation, and predictive error analysis highlights the ability of these hybrid models to integrate quantum computing into financial forecasting workflows. The findings demonstrate how quantum-assisted learning can contribute to financial modeling, offering insights into the practical role of quantum resources in time-series analysis.

Retrieving Time-Series Differences Using Natural Language Queries

Effectively searching time-series data is essential for system analysis; however, traditional methods often require domain expertise to define search criteria. Recent advancements have enabled natural language-based search, but these methods struggle to handle differences between time-series data. To address this limitation, we propose a natural language query-based approach for retrieving pairs of time-series data based on differences specified in the query. Specifically, we define six key characteristics of differences, construct a corresponding dataset, and develop a contrastive learning-based model to align differences between time-series data with query texts. Experimental results demonstrate that our model achieves an overall mAP score of 0.994 in retrieving time-series pairs.

Time-Series Forecasting via Topological Information Supervised Framework with Efficient Topological Feature Learning

Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial modeling. Despite its success, the integration of TDA with time-series prediction remains underexplored due to three primary challenges: the limited utilization of temporal dependencies within topological features, computational bottlenecks associated with persistent homology, and the deterministic nature of TDA pipelines restricting generalized feature learning. This study addresses these challenges by proposing the Topological Information Supervised (TIS) Prediction framework, which leverages neural networks and Conditional Generative Adversarial Networks (CGANs) to generate synthetic topological features, preserving their distribution while significantly reducing computational time. We propose a novel training strategy that integrates topological consistency loss to improve the predictive accuracy of deep learning models. Specifically, we introduce two state-of-the-art models, TIS-BiGRU and TIS-Informer, designed to capture short-term and long-term temporal dependencies, respectively. Comparative experimental results demonstrate the superior performance of TIS models over conventional predictors, validating the effectiveness of integrating topological information. This work not only advances TDA-based time-series prediction but also opens new avenues for utilizing topological features in deep learning architectures.

Towards Accurate Forecasting of Renewable Energy : Building Datasets and Benchmarking Machine Learning Models for Solar and Wind Power in France

Accurate prediction of non-dispatchable renewable energy sources is essential for grid stability and price prediction. Regional power supply forecasts are usually indirect through a bottom-up approach of plant-level forecasts, incorporate lagged power values, and do not use the potential of spatially resolved data. This study presents a comprehensive methodology for predicting solar and wind power production at country scale in France using machine learning models trained with spatially explicit weather data combined with spatial information about production sites capacity. A dataset is built spanning from 2012 to 2023, using daily power production data from RTE (the national grid operator) as the target variable, with daily weather data from ERA5, production sites capacity and location, and electricity prices as input features. Three modeling approaches are explored to handle spatially resolved weather data: spatial averaging over the country, dimension reduction through principal component analysis, and a computer vision architecture to exploit complex spatial relationships. The study benchmarks state-of-the-art machine learning models as well as hyperparameter tuning approaches based on cross-validation methods on daily power production data. Results indicate that cross-validation tailored to time series is best suited to reach low error. We found that neural networks tend to outperform traditional tree-based models, which face challenges in extrapolation due to the increasing renewable capacity over time. Model performance ranges from 4% to 10% in nRMSE for midterm horizon, achieving similar error metrics to local models established at a single-plant level, highlighting the potential of these methods for regional power supply forecasting.

Sparseformer: a Transferable Transformer with Multi-granularity Token Sparsification for Medical Time Series Classification

Medical time series (MedTS) classification is crucial for improved diagnosis in healthcare, and yet it is challenging due to the varying granularity of patterns, intricate inter-channel correlation, information redundancy, and label scarcity. While existing transformer-based models have shown promise in time series analysis, they mainly focus on forecasting and fail to fully exploit the distinctive characteristics of MedTS data. In this paper, we introduce Sparseformer, a transformer specifically designed for MedTS classification. We propose a sparse token-based dual-attention mechanism that enables global modeling and token compression, allowing dynamic focus on the most informative tokens while distilling redundant features. This mechanism is then applied to the multi-granularity, cross-channel encoding of medical signals, capturing intra- and inter-granularity correlations and inter-channel connections. The sparsification design allows our model to handle heterogeneous inputs of varying lengths and channels directly. Further, we introduce an adaptive label encoder to address label space misalignment across datasets, equipping our model with cross-dataset transferability to alleviate the medical label scarcity issue. Our model outperforms 12 baselines across seven medical datasets under supervised learning. In the few-shot learning experiments, our model also achieves superior average results. In addition, the in-domain and cross-domain experiments among three diagnostic scenarios demonstrate our model's zero-shot learning capability. Collectively, these findings underscore the robustness and transferability of our model in various medical applications.

Quantum Adaptive Self-Attention for Quantum Transformer Models

Transformer models have revolutionized sequential learning across various domains, yet their self-attention mechanism incurs quadratic computational cost, posing limitations for real-time and resource-constrained tasks. To address this, we propose Quantum Adaptive Self-Attention (QASA), a novel hybrid architecture that enhances classical Transformer models with a quantum attention mechanism. QASA replaces dot-product attention with a parameterized quantum circuit (PQC) that adaptively captures inter-token relationships in the quantum Hilbert space. Additionally, a residual quantum projection module is introduced before the feedforward network to further refine temporal features. Our design retains classical efficiency in earlier layers while injecting quantum expressiveness in the final encoder block, ensuring compatibility with current NISQ hardware. Experiments on synthetic time-series tasks demonstrate that QASA achieves faster convergence and superior generalization compared to both standard Transformers and reduced classical variants. Preliminary complexity analysis suggests potential quantum advantages in gradient computation, opening new avenues for efficient quantum deep learning models.

Inference of hidden common driver dynamics by anisotropic self-organizing neural networks

We are introducing a novel approach to infer the underlying dynamics of hidden common drivers, based on analyzing time series data from two driven dynamical systems. The inference relies on time-delay embedding, estimation of the intrinsic dimension of the observed systems, and their mutual dimension. A key component of our approach is a new anisotropic training technique applied to Kohonen's self-organizing map, which effectively learns the attractor of the driven system and separates it into submanifolds corresponding to the self-dynamics and shared dynamics. To demonstrate the effectiveness of our method, we conducted simulated experiments using different chaotic maps in a setup, where two chaotic maps were driven by a third map with nonlinear coupling. The inferred time series exhibited high correlation with the time series of the actual hidden common driver, in contrast to the observed systems. The quality of our reconstruction were compared and shown to be superior to several other methods that are intended to find the common features behind the observed time series, including linear methods like PCA and ICA as well as nonlinear methods like dynamical component analysis, canonical correlation analysis and even deep canonical correlation analysis.

Water Mapping and Change Detection Using Time Series Derived from the Continuous Monitoring of Land Disturbance Algorithm

Given the growing environmental challenges, accurate monitoring and prediction of changes in water bodies are essential for sustainable management and conservation. The Continuous Monitoring of Land Disturbance (COLD) algorithm provides a valuable tool for real-time analysis of land changes, such as deforestation, urban expansion, agricultural activities, and natural disasters. This capability enables timely interventions and more informed decision-making. This paper assesses the effectiveness of the algorithm to estimate water bodies and track pixel-level water trends over time. Our findings indicate that COLD-derived data can reliably estimate estimate water frequency during stable periods and delineate water bodies. Furthermore, it enables the evaluation of trends in water areas after disturbances, allowing for the determination of whether water frequency increases, decreases, or remains constant.

ImputeGAP: A Comprehensive Library for Time Series Imputation

With the prevalence of sensor failures, imputation--the process of estimating missing values--has emerged as the cornerstone of time series data preparation. While numerous imputation algorithms have been developed to address these data gaps, existing libraries provide limited support. Furthermore, they often lack the ability to simulate realistic patterns of time series missing data and fail to account for the impact of imputation on subsequent downstream analysis. This paper introduces ImputeGAP, a comprehensive library for time series imputation that supports a diverse range of imputation methods and modular missing data simulation catering to datasets with varying characteristics. The library includes extensive customization options, such as automated hyperparameter tuning, benchmarking, explainability, downstream evaluation, and compatibility with popular time series frameworks.

Chat-TS: Enhancing Multi-Modal Reasoning Over Time-Series and Natural Language Data

Time-series analysis is critical for a wide range of fields such as healthcare, finance, transportation, and energy, among many others. The practical applications often involve analyzing time-series data alongside contextual information in the form of natural language to support informed decisions. However, current time-series models are limited in their ability to perform reasoning that involves both time-series and their textual content. In this work, we address this gap by introducing \textit{Chat-TS}, a large language model (LLM) based framework, designed to support reasoning over time series and textual data. Unlike traditional models, Chat-TS integrates time-series tokens into LLMs' vocabulary, enhancing its reasoning ability over both modalities without compromising the core natural language capabilities, enabling practical analysis and reasoning across modalities. To support learning and evaluation in this setup, we contribute new datasets: the \textit{TS Instruct Training Dataset} which pairs diverse time-series data with relevant text instructions and responses for instruction tuning, the \textit{TS Instruct Question and Answer (QA) Gold Dataset} which provides multiple-choice questions designed to evaluate multimodal reasoning, and a \textit{TS Instruct Quantitative Probing Set} which contains a small subset of the TS Instruct QA tasks alongside math and decision-making questions for LLM evaluation. We designed a training strategy to preserve the inherent reasoning capabilities of LLMs while augmenting them for time-series reasoning. Experiments show that Chat-TS achieves state-of-the-art performance in multi-modal reasoning tasks by maintaining strong natural language proficiency while improving time-series reasoning. ~\footnote{To ensure replicability and facilitate future research, all models, datasets, and code will be available at [\texttt{Github-URL}].}