Quantum Temporal Fusion Transformer

Abstract: The Temporal Fusion Transformer (TFT), proposed by Lim et al. [\textit{International Journal of Forecasting}, 2021], is a state-of-the-art attention-based deep neural network architecture specifically designed for multi-horizon time series forecasting. It has demonstrated significant performance improvements over existing benchmarks. In this work, we propose a Quantum Temporal Fusion Transformer (QTFT), a quantum-enhanced hybrid quantum-classical architecture that extends the capabilities of the classical TFT framework. Our results demonstrate that QTFT is successfully trained on the forecasting datasets and is capable of accurately predicting future values. In particular, our experimental results display that in certain test cases, the model outperforms its classical counterpart in terms of both training and test loss, while in the remaining cases, it achieves comparable performance. A key advantage of our approach lies in its foundation on a variational quantum algorithm, enabling implementation on current noisy intermediate-scale quantum (NISQ) devices without strict requirements on the number of qubits or circuit depth.