新闻 · arXiv cs.LG

Multi-Scale Convolution with Optimal Transport Attention Effect on Multivariate Time Series

The analysis of Multivariate Time Series (MTS) plays an important role in a lot of real-world practical applications, but it still remains some challenging problem about capturing multi-granularity structural patterns and suppressing noise appropriately. Multi-Scale Convolution with Optimal Transport Attention (MSC-OT) is proposed in this paper. MSC-OT is a useful architecture to optimize the attention mechanism. It combines multi-scale convolution with Sinkhorn optimal transport method based…