Variational quantum reservoir networks for multivariate time-series prediction
摘要
Accurate demand forecasting is central to supply chain optimization, yet modern retail time series exhibit strong nonlinearity, intermittency, and regime-dependent variability that challenge classical statistical and deep learning models. This study investigates the applicability of quantum reservoir computing (QRC) for retail demand prediction under noisy intermediate-scale quantum (NISQ) compatible constraints. Using Walmart M5 dataset, spanning smooth, erratic, intermittent, and lumpy demand regimes, we systematically compare classical echo state networks (ESNs) and hybrid quantum-classical reservoirs under a unified global hyperparameter optimization protocol. The proposed variational quantum reservoir (VQR) employs angle encoding, nearest-neighbour entanglement, and fixed quantum dynamics with ridge regression readout, thereby avoiding barren plateau issues associated with trainable quantum circuits. Empirical results over a 28-day forecasting horizon demonstrate that multivariate QRC achieves the best global performance (WRMSSE