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Probability Forecasting
+are+all+based+on+the+conventional+attention+mechanism.+They+involve+sequence+embedding+and+performing+a+linear+projection+of+Q%252C+K%252C+and+V%252C+and+then+computing+attention+within+this+latent+space.+We+have+never+delved+into+the+attention+mechanism+to+explore+whether+such+a+mapping+space+is+optimal+for+MTSF.+To+investigate+this+issue%252C+this+study+first+proposes+Frequency+Spectrum+attention+(FSatten)%252C+a+novel+attention+mechanism+based+on+the+frequency+domain+space.+It+employs+the+Fourier+transform+for+embedding+and+introduces+Multi-head+Spectrum+Scaling+(MSS)+to+replace+the+conventional+linear+mapping+of+Q+and+K.+FSatten+can+accurately+capture+the+periodic+dependencies+between+sequences+and+outperform+the+conventional+attention+without+changing+mainstream+architectures.+We+further+design+a+more+general+method+dubbed+Scaled+Orthogonal+attention+(SOatten).+We+propose+an+orthogonal+embedding+and+a+Head-Coupling+Convolution+(HCC)+based+on+the+neighboring+similarity+bias+to+guide+the+model+in+learning+comprehensive+dependency+patterns.+Experiments+show+that+FSatten+and+SOatten+surpass+the+SOTA+which+uses+conventional+attention%252C+making+it+a+good+alternative+as+a+basic+attention+mechanism+for+MTSF.+The+codes+and+log+files+will+be+released+at%3a+https%3a%252F%252Fgithub.com%252FJoeland4%252FFSatten-SOatten.&cdnurl=https%3a%2f%2fth.bing.com%2fth%2fid%2fR.c8ea76b2f8934db82911e6328709aea7%3frik%3dgDSJHRg3N%252b8tiQ%26pid%3dImgRaw%26r%3d0&exph=630&expw=1200&q=Multivariate+Time+Series+Probability+Forecasting&simid=608047300127586450&FORM=IRPRST&ck=CC7CCF63DA3F8831C8A004387C168198&selectedIndex=24&itb=0)
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