论文标题

杂交量子奇异频谱分解用于时间序列分析

Hybrid Quantum Singular Spectrum Decomposition for Time Series Analysis

论文作者

Postema, Jasper Johannes, Bonizzi, Pietro, Koekoek, Gideon, Westra, Ronald L., Kokkelmans, Servaas J. J. M. F.

论文摘要

经典数据分析需要在大数据时代棘手的计算工作。时间序列分析的一项重要任务是从嘈杂的时间序列中提取物理有意义的信息。为此目的而设计的一种算法是奇异频谱分解(SSD),这是一种自适应方法,可以从非平稳和非线性时间序列中提取窄带的组件。该算法的主要计算瓶颈是奇异值分解(SVD)。量子计算可以通过出色的缩放定律促进该领域的加速。我们通过将SVD子例程分配给量子计算机来提出量子SSD。研究了该混合算法在近期混合量子计算机上实施和性能的生存能力。在这项工作中,我们表明,通过使用随机SVD,我们可以对其中一个电路限制量子,以提高可扩展性。使用此功能,我们有效地对脑组织中记录的局部场电位以及GW150914(第一个检测到的引力波事件)有效地执行了量子SSD。

Classical data analysis requires computational efforts that become intractable in the age of Big Data. An essential task in time series analysis is the extraction of physically meaningful information from a noisy time series. One algorithm devised for this very purpose is singular spectrum decomposition (SSD), an adaptive method that allows for the extraction of narrow-banded components from non-stationary and non-linear time series. The main computational bottleneck of this algorithm is the singular value decomposition (SVD). Quantum computing could facilitate a speedup in this domain through superior scaling laws. We propose quantum SSD by assigning the SVD subroutine to a quantum computer. The viability for implementation and performance of this hybrid algorithm on a near term hybrid quantum computer is investigated. In this work we show that by employing randomised SVD, we can impose a qubit limit on one of the circuits to improve scalibility. Using this, we efficiently perform quantum SSD on simulations of local field potentials recorded in brain tissue, as well as GW150914, the first detected gravitational wave event.

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