MPSTime.jl

A Julia package for time-series machine learning (ML) using Matrix-Product States (MPS) built on the ITensors.jl framework [1, 2].

Overview

MPSTime is a Julia package for learning the joint probability distribution of time series directly from data using matrix product state (MPS) methods inspired by quantum many-body physics. It provides a unified formalism for:

• Time-series classification (inferring the class of unseen time-series).
• Univariate time-series imputation (inferring missing points within time-series instances) across fixed-length time series.
• Synthetic data generation (coming soon).

Installation

MPSTime can be installed using the Julia package manager:

julia> ]
pkg> add MPSTime

Usage

See the sidebars for basic usage examples.

Citation

If you use MPSTime in your work, please read and cite the published paper:

@misc{MPSTime2025,
  title = {Using matrix-product states for time-series machine learning},
  author = {Moore, Joshua B. and Stackhouse, Hugo P. and Fulcher, Ben D. and Mahmoodian, Sahand},
  journal = {Phys. Rev. Res.},
  volume = {7},
  issue = {4},
  pages = {043010},
  numpages = {31},
  year = {2025},
  month = {Oct},
  publisher = {American Physical Society},
  doi = {10.1103/61h8-8qr5},
  url = {https://link.aps.org/doi/10.1103/61h8-8qr5}}