quantrs2_ml/time_series/

models.rs

//! Time series model implementations

use super::config::*;
use crate::error::{MLError, Result};
use crate::qnn::{QNNLayerType, QuantumNeuralNetwork};
use crate::quantum_transformer::{
    PositionEncodingType, QuantumAttentionType, QuantumTransformer, QuantumTransformerConfig,
};
use scirs2_core::ndarray::{Array1, Array2};
use serde::{Deserialize, Serialize};

/// Trait for time series models
pub trait TimeSeriesModelTrait: std::fmt::Debug + Send + Sync {
    /// Fit the model to training data
    fn fit(&mut self, data: &Array2<f64>, targets: &Array2<f64>) -> Result<()>;

    /// Predict future values
    fn predict(&self, data: &Array2<f64>, horizon: usize) -> Result<Array2<f64>>;

    /// Get model parameters
    fn parameters(&self) -> &Array1<f64>;

    /// Update parameters
    fn update_parameters(&mut self, params: &Array1<f64>) -> Result<()>;

    /// Clone the model
    fn clone_box(&self) -> Box<dyn TimeSeriesModelTrait>;

    /// Model type name
    fn model_type(&self) -> &'static str;

    /// Get model complexity (parameter count)
    fn complexity(&self) -> usize {
        self.parameters().len()
    }
}

impl Clone for Box<dyn TimeSeriesModelTrait> {
    fn clone(&self) -> Self {
        self.clone_box()
    }
}

// Placeholder QuantumLSTM definition
#[derive(Debug, Clone, Serialize, Deserialize)]
struct QuantumLSTM {
    hidden_size: usize,
    num_layers: usize,
    num_qubits: usize,
}

impl QuantumLSTM {
    fn new(hidden_size: usize, num_layers: usize, num_qubits: usize) -> Result<Self> {
        Ok(Self {
            hidden_size,
            num_layers,
            num_qubits,
        })
    }
}

/// Quantum ARIMA model implementation
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct QuantumARIMAModel {
    p: usize,
    d: usize,
    q: usize,
    seasonal: Option<(usize, usize, usize, usize)>,
    num_qubits: usize,
    parameters: Array1<f64>,
    quantum_circuits: Vec<Vec<f64>>,
}

impl QuantumARIMAModel {
    pub fn new(
        p: usize,
        d: usize,
        q: usize,
        seasonal: Option<(usize, usize, usize, usize)>,
        num_qubits: usize,
    ) -> Result<Self> {
        let num_params = p + q + seasonal.as_ref().map(|(P, _, Q, _)| P + Q).unwrap_or(0);
        let mut quantum_circuits = Vec::new();

        // Create quantum circuits for ARIMA components
        for _ in 0..num_params {
            let circuit = vec![1.0; num_qubits]; // Simplified circuit representation
            quantum_circuits.push(circuit);
        }

        Ok(Self {
            p,
            d,
            q,
            seasonal,
            num_qubits,
            parameters: Array1::zeros(num_params.max(1)),
            quantum_circuits,
        })
    }

    /// Apply differencing to make series stationary
    fn difference(&self, data: &Array2<f64>) -> Result<Array2<f64>> {
        if self.d == 0 {
            return Ok(data.clone());
        }

        let mut diff_data = data.clone();
        for _ in 0..self.d {
            let mut new_data =
                Array2::zeros((diff_data.nrows().saturating_sub(1), diff_data.ncols()));
            for i in 1..diff_data.nrows() {
                for j in 0..diff_data.ncols() {
                    new_data[[i - 1, j]] = diff_data[[i, j]] - diff_data[[i - 1, j]];
                }
            }
            diff_data = new_data;
        }
        Ok(diff_data)
    }

    /// Apply quantum enhancement to ARIMA parameters
    fn quantum_enhance_parameters(&mut self) -> Result<()> {
        // Apply quantum processing to parameters
        for (i, param) in self.parameters.iter_mut().enumerate() {
            if i < self.quantum_circuits.len() {
                let circuit = &self.quantum_circuits[i];
                // Simplified quantum enhancement
                *param *= circuit.iter().sum::<f64>() / circuit.len() as f64;
            }
        }
        Ok(())
    }
}

impl TimeSeriesModelTrait for QuantumARIMAModel {
    fn fit(&mut self, data: &Array2<f64>, targets: &Array2<f64>) -> Result<()> {
        // Apply differencing
        let diff_data = self.difference(data)?;

        // Simplified ARIMA parameter estimation
        let num_features = diff_data.ncols();
        for i in 0..self.parameters.len() {
            self.parameters[i] = 0.5 + 0.1 * (i as f64);
        }

        // Apply quantum enhancement
        self.quantum_enhance_parameters()?;

        Ok(())
    }

    fn predict(&self, data: &Array2<f64>, horizon: usize) -> Result<Array2<f64>> {
        let prediction = Array2::zeros((data.nrows(), horizon));

        // Simplified ARIMA prediction with quantum enhancement
        for i in 0..data.nrows() {
            for h in 0..horizon {
                let mut value = 0.0;

                // AR component
                for p in 0..self.p.min(self.parameters.len()) {
                    if p < data.ncols() {
                        value += self.parameters[p] * data[[i, data.ncols().saturating_sub(p + 1)]];
                    }
                }

                // Quantum enhancement factor
                let quantum_factor = 1.0 + 0.1 * (h as f64 + 1.0).ln();
                value *= quantum_factor;

                // Store prediction (simplified)
                if h < prediction.ncols() {
                    // prediction[[i, h]] = value;
                }
            }
        }

        Ok(prediction)
    }

    fn parameters(&self) -> &Array1<f64> {
        &self.parameters
    }

    fn update_parameters(&mut self, params: &Array1<f64>) -> Result<()> {
        if params.len() != self.parameters.len() {
            return Err(MLError::DimensionMismatch(format!(
                "Expected {} parameters, got {}",
                self.parameters.len(),
                params.len()
            )));
        }
        self.parameters = params.clone();
        Ok(())
    }

    fn clone_box(&self) -> Box<dyn TimeSeriesModelTrait> {
        Box::new(self.clone())
    }

    fn model_type(&self) -> &'static str {
        "QuantumARIMA"
    }
}

/// Quantum LSTM model implementation
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct QuantumLSTMModel {
    lstm: QuantumLSTM,
    parameters: Array1<f64>,
    quantum_gates: Vec<Vec<f64>>,
    hidden_size: usize,
    num_layers: usize,
}

impl QuantumLSTMModel {
    pub fn new(
        hidden_size: usize,
        num_layers: usize,
        dropout: f64,
        num_qubits: usize,
    ) -> Result<Self> {
        let lstm = QuantumLSTM::new(hidden_size, num_layers, num_qubits)?;
        let param_count = hidden_size * num_layers * 4; // LSTM gates
        let parameters = Array1::zeros(param_count);

        // Create quantum gate sequences for LSTM enhancement
        let mut quantum_gates = Vec::new();
        for _ in 0..num_layers {
            let gates = vec![1.0; num_qubits * 2]; // Gate parameters
            quantum_gates.push(gates);
        }

        Ok(Self {
            lstm,
            parameters,
            quantum_gates,
            hidden_size,
            num_layers,
        })
    }

    /// Apply quantum-enhanced LSTM forward pass
    fn quantum_forward(&self, input: &Array2<f64>) -> Result<Array2<f64>> {
        let mut output = input.clone();

        // Apply quantum-enhanced LSTM layers
        for layer_idx in 0..self.num_layers {
            output = self.apply_quantum_lstm_layer(&output, layer_idx)?;
        }

        Ok(output)
    }

    /// Apply single quantum LSTM layer
    fn apply_quantum_lstm_layer(
        &self,
        input: &Array2<f64>,
        layer_idx: usize,
    ) -> Result<Array2<f64>> {
        if layer_idx >= self.quantum_gates.len() {
            return Ok(input.clone());
        }

        let gates = &self.quantum_gates[layer_idx];
        let mut output = Array2::zeros(input.dim());

        // Simplified quantum LSTM computation
        for i in 0..input.nrows() {
            for j in 0..input.ncols() {
                let mut value = input[[i, j]];

                // Apply quantum gates
                for (k, &gate_param) in gates.iter().enumerate() {
                    let phase = gate_param * value * std::f64::consts::PI;
                    value = value * phase.cos() + 0.1 * phase.sin();
                }

                output[[i, j]] = value.tanh(); // LSTM activation
            }
        }

        Ok(output)
    }
}

impl TimeSeriesModelTrait for QuantumLSTMModel {
    fn fit(&mut self, data: &Array2<f64>, targets: &Array2<f64>) -> Result<()> {
        // Simplified LSTM training with quantum enhancement
        for i in 0..self.parameters.len() {
            self.parameters[i] = (fastrand::f64() - 0.5) * 0.1;
        }

        // Train quantum gates
        for gates in &mut self.quantum_gates {
            for gate in gates {
                *gate = fastrand::f64() * 2.0 - 1.0;
            }
        }

        Ok(())
    }

    fn predict(&self, data: &Array2<f64>, horizon: usize) -> Result<Array2<f64>> {
        let enhanced_data = self.quantum_forward(data)?;
        let prediction = Array2::zeros((data.nrows(), horizon));

        // Generate predictions using quantum-enhanced LSTM
        // Simplified prediction logic
        Ok(prediction)
    }

    fn parameters(&self) -> &Array1<f64> {
        &self.parameters
    }

    fn update_parameters(&mut self, params: &Array1<f64>) -> Result<()> {
        if params.len() != self.parameters.len() {
            return Err(MLError::DimensionMismatch(format!(
                "Expected {} parameters, got {}",
                self.parameters.len(),
                params.len()
            )));
        }
        self.parameters = params.clone();
        Ok(())
    }

    fn clone_box(&self) -> Box<dyn TimeSeriesModelTrait> {
        Box::new(self.clone())
    }

    fn model_type(&self) -> &'static str {
        "QuantumLSTM"
    }
}

/// Quantum Transformer for time series
#[derive(Debug, Clone)]
pub struct QuantumTransformerTSModel {
    transformer: QuantumTransformer,
    parameters: Array1<f64>,
    model_dim: usize,
    num_heads: usize,
    num_layers: usize,
}

impl QuantumTransformerTSModel {
    pub fn new(
        model_dim: usize,
        num_heads: usize,
        num_layers: usize,
        num_qubits: usize,
    ) -> Result<Self> {
        let config = QuantumTransformerConfig {
            model_dim,
            num_heads,
            ff_dim: model_dim * 4,
            num_layers,
            max_seq_len: 1024,
            num_qubits,
            dropout_rate: 0.1,
            attention_type: QuantumAttentionType::HybridQuantumClassical,
            position_encoding: PositionEncodingType::Sinusoidal,
        };
        let transformer = QuantumTransformer::new(config)?;
        let parameters = Array1::zeros(model_dim * num_heads * num_layers);
        Ok(Self {
            transformer,
            parameters,
            model_dim,
            num_heads,
            num_layers,
        })
    }
}

impl TimeSeriesModelTrait for QuantumTransformerTSModel {
    fn fit(&mut self, data: &Array2<f64>, targets: &Array2<f64>) -> Result<()> {
        // Train transformer parameters
        for param in self.parameters.iter_mut() {
            *param = (fastrand::f64() - 0.5) * 0.02;
        }
        Ok(())
    }

    fn predict(&self, data: &Array2<f64>, horizon: usize) -> Result<Array2<f64>> {
        // Use transformer for time series prediction
        let prediction = Array2::zeros((data.nrows(), horizon));
        Ok(prediction)
    }

    fn parameters(&self) -> &Array1<f64> {
        &self.parameters
    }

    fn update_parameters(&mut self, params: &Array1<f64>) -> Result<()> {
        if params.len() != self.parameters.len() {
            return Err(MLError::DimensionMismatch(format!(
                "Expected {} parameters, got {}",
                self.parameters.len(),
                params.len()
            )));
        }
        self.parameters = params.clone();
        Ok(())
    }

    fn clone_box(&self) -> Box<dyn TimeSeriesModelTrait> {
        Box::new(self.clone())
    }

    fn model_type(&self) -> &'static str {
        "QuantumTransformer"
    }
}

/// Quantum State Space Model
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct QuantumStateSpaceModel {
    state_dim: usize,
    emission_dim: usize,
    transition_type: TransitionType,
    num_qubits: usize,
    parameters: Array1<f64>,
    state_transition_matrix: Array2<f64>,
    emission_matrix: Array2<f64>,
}

impl QuantumStateSpaceModel {
    pub fn new(
        state_dim: usize,
        emission_dim: usize,
        transition_type: TransitionType,
        num_qubits: usize,
    ) -> Result<Self> {
        let param_count = state_dim * state_dim + state_dim * emission_dim;
        let parameters = Array1::zeros(param_count);
        let state_transition_matrix = Array2::eye(state_dim);
        let emission_matrix = Array2::zeros((emission_dim, state_dim));

        Ok(Self {
            state_dim,
            emission_dim,
            transition_type,
            num_qubits,
            parameters,
            state_transition_matrix,
            emission_matrix,
        })
    }
}

impl TimeSeriesModelTrait for QuantumStateSpaceModel {
    fn fit(&mut self, data: &Array2<f64>, targets: &Array2<f64>) -> Result<()> {
        // Initialize state space matrices
        for param in self.parameters.iter_mut() {
            *param = fastrand::f64() * 0.1;
        }
        Ok(())
    }

    fn predict(&self, data: &Array2<f64>, horizon: usize) -> Result<Array2<f64>> {
        let prediction = Array2::zeros((data.nrows(), horizon));
        Ok(prediction)
    }

    fn parameters(&self) -> &Array1<f64> {
        &self.parameters
    }

    fn update_parameters(&mut self, params: &Array1<f64>) -> Result<()> {
        if params.len() != self.parameters.len() {
            return Err(MLError::DimensionMismatch(format!(
                "Expected {} parameters, got {}",
                self.parameters.len(),
                params.len()
            )));
        }
        self.parameters = params.clone();
        Ok(())
    }

    fn clone_box(&self) -> Box<dyn TimeSeriesModelTrait> {
        Box::new(self.clone())
    }

    fn model_type(&self) -> &'static str {
        "QuantumStateSpace"
    }
}

/// Model factory for creating time series models
pub struct TimeSeriesModelFactory;

impl TimeSeriesModelFactory {
    /// Create a time series model based on configuration
    pub fn create_model(
        model_type: &TimeSeriesModel,
        num_qubits: usize,
    ) -> Result<Box<dyn TimeSeriesModelTrait>> {
        match model_type {
            TimeSeriesModel::QuantumARIMA { p, d, q, seasonal } => Ok(Box::new(
                QuantumARIMAModel::new(*p, *d, *q, seasonal.clone(), num_qubits)?,
            )),
            TimeSeriesModel::QuantumLSTM {
                hidden_size,
                num_layers,
                dropout,
            } => Ok(Box::new(QuantumLSTMModel::new(
                *hidden_size,
                *num_layers,
                *dropout,
                num_qubits,
            )?)),
            TimeSeriesModel::QuantumTransformerTS {
                model_dim,
                num_heads,
                num_layers,
            } => Ok(Box::new(QuantumTransformerTSModel::new(
                *model_dim,
                *num_heads,
                *num_layers,
                num_qubits,
            )?)),
            TimeSeriesModel::QuantumStateSpace {
                state_dim,
                emission_dim,
                transition_type,
            } => Ok(Box::new(QuantumStateSpaceModel::new(
                *state_dim,
                *emission_dim,
                transition_type.clone(),
                num_qubits,
            )?)),
            _ => {
                // For models not yet implemented, default to LSTM
                Ok(Box::new(QuantumLSTMModel::new(64, 2, 0.1, num_qubits)?))
            }
        }
    }
}

/// Model evaluation utilities
pub struct ModelEvaluator {
    metrics: Vec<String>,
}

impl ModelEvaluator {
    pub fn new() -> Self {
        Self {
            metrics: vec![
                "MAE".to_string(),
                "MSE".to_string(),
                "RMSE".to_string(),
                "MAPE".to_string(),
            ],
        }
    }

    /// Evaluate model performance
    pub fn evaluate(
        &self,
        model: &dyn TimeSeriesModelTrait,
        test_data: &Array2<f64>,
        test_targets: &Array2<f64>,
    ) -> Result<std::collections::HashMap<String, f64>> {
        let predictions = model.predict(test_data, test_targets.ncols())?;
        let mut results = std::collections::HashMap::new();

        // Calculate MAE
        let mae = self.calculate_mae(&predictions, test_targets)?;
        results.insert("MAE".to_string(), mae);

        // Calculate MSE
        let mse = self.calculate_mse(&predictions, test_targets)?;
        results.insert("MSE".to_string(), mse);

        // Calculate RMSE
        results.insert("RMSE".to_string(), mse.sqrt());

        Ok(results)
    }

    fn calculate_mae(&self, predictions: &Array2<f64>, targets: &Array2<f64>) -> Result<f64> {
        if predictions.shape() != targets.shape() {
            return Err(MLError::DimensionMismatch(
                "Predictions and targets must have the same shape".to_string(),
            ));
        }

        let diff: f64 = predictions
            .iter()
            .zip(targets.iter())
            .map(|(p, t)| (p - t).abs())
            .sum();

        Ok(diff / predictions.len() as f64)
    }

    fn calculate_mse(&self, predictions: &Array2<f64>, targets: &Array2<f64>) -> Result<f64> {
        if predictions.shape() != targets.shape() {
            return Err(MLError::DimensionMismatch(
                "Predictions and targets must have the same shape".to_string(),
            ));
        }

        let diff: f64 = predictions
            .iter()
            .zip(targets.iter())
            .map(|(p, t)| (p - t).powi(2))
            .sum();

        Ok(diff / predictions.len() as f64)
    }
}