The increasing focus on long-term time series prediction across various fields has been significantly strengthened by advancements in quantum computation. In this paper we introduce a data-driven method designed for time series prediction with quantum dynamical embedding (QDE). This approach enables a trainable embedding of the data space into an extended state space, allowing for the recursive retrieval of time series information. Based on its independence of time series length, this method achieves depth-efficient quantum circuits that are crucial for near-term quantum computers. Numerical simulations demonstrate the model's capability to predict not only wave signals but also more complex signals such as NARMA. Prediction accuracy improves with model scaling, and notably, the model achieves better accuracy on wave signal tasks with fewer parameters compared to QRC. Additionally, the model shows promising potential for denoising classical noise in wave signals, and when combined with error mitigation techniques for typical quantum noise, it enables reliable long-term prediction of wave signals. We implement this model, restricted to two qubits, on the Origin “Wukong” superconducting quantum processor as a simple proof of concept on NISQ devices. Furthermore, we provide theoretical analysis of the QDE's dynamical properties for the two-qubit case and discuss its potential universality. Overall, this study represents our first step towards leveraging near-term quantum devices for time series forecasting, offering insights into integrating data-driven learning with quantum dynamical embeddings.

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• Quantum algorithms
• Quantum circuits
• Quantum computation