论文标题
时间序列异常检测的量子变异返回
Quantum Variational Rewinding for Time Series Anomaly Detection
论文作者
论文摘要
电子动力学,金融市场和核裂变反应堆虽然看似无关,但它们都会产生可观察到的特征,随着时间的流逝而发展。在这个广泛的范围内,偏离正常的时间行为范围从学术上有趣到潜在的灾难性。因此,时间序列异常检测(TAD)的新算法肯定是需求。随着新近访问的量子处理单元(QPU)的出现,探索TAD的量子方法现在是相关的,并且是这项工作的主题。我们的方法 - 量子变异的倒带,或QVR-训练一个参数化的单一时间发展操作员家族,以聚集量子状态中编码的正常时间序列实例。看不见的时间序列是根据其距离群集中心的距离为异常得分分配的,群集中心的距离超出给定的阈值,可以对异常行为进行分类。在首次使用简单且教学的情况进行了示范之后,QVR用于研究识别加密货币市场数据中异常行为的真正问题。最后,使用IBM的Falcon R5.11H系列Transmon QPU研究了来自加密货币用例的多元时间序列,其中使用高级错误缓解技术证明,由硬件噪声导致的异常得分误差可减少多达20%。
Electron dynamics, financial markets and nuclear fission reactors, though seemingly unrelated, all produce observable characteristics evolving with time. Within this broad scope, departures from normal temporal behavior range from academically interesting to potentially catastrophic. New algorithms for time series anomaly detection (TAD) are therefore certainly in demand. With the advent of newly accessible quantum processing units (QPUs), exploring a quantum approach to TAD is now relevant and is the topic of this work. Our approach - Quantum Variational Rewinding, or, QVR - trains a family of parameterized unitary time-devolution operators to cluster normal time series instances encoded within quantum states. Unseen time series are assigned an anomaly score based upon their distance from the cluster center, which, beyond a given threshold, classifies anomalous behavior. After a first demonstration with a simple and didactic case, QVR is used to study the real problem of identifying anomalous behavior in cryptocurrency market data. Finally, multivariate time series from the cryptocurrency use case are studied using IBM's Falcon r5.11H family of superconducting transmon QPUs, where anomaly score errors resulting from hardware noise are shown to be reducible by as much as 20% using advanced error mitigation techniques.