Q-DPTS: Quantum Differentially Private Time Series Forecasting via Variational Quantum Circuits

Time series forecasting is vital in domains where data sensitivity is paramount, such as finance and energy systems. While Differential Privacy (DP) provides theoretical guarantees to protect individual data contributions, its integration especially via DP-SGD often impairs model performance due to injected noise. In this paper, we propose Q-DPTS, a hybrid quantum-classical framework for Quantum Differentially Private Time Series Forecasting. Q-DPTS combines Variational Quantum Circuits (VQCs) with per-sample gradient clipping and Gaussian noise injection, ensuring rigorous $(ε, δ)$-differential privacy. The expressiveness of quantum models enables improved robustness against the utility loss induced by DP mechanisms. We evaluate Q-DPTS on the ETT (Electricity Transformer Temperature) dataset, a standard benchmark for long-term time series forecasting. Our approach is compared against both classical and quantum baselines, including LSTM, QASA, QRWKV, and QLSTM. Results demonstrate that Q-DPTS consistently achieves lower prediction error under the same privacy budget, indicating a favorable privacy-utility trade-off. This work presents one of the first explorations into quantum-enhanced differentially private forecasting, offering promising directions for secure and accurate time series modeling in privacy-critical scenarios.