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216
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STDEN Submodule

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Subproject commit e50a1ba6d70528b3e684c85f316aed05bb5085f2

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basic:
device: cuda:0
dataset: PEMS08
model: STGODE
mode: train
seed: 2025
data:
dataset_dir: data/PEMS08
val_batch_size: 32
graph_pkl_filename: data/PEMS08/PEMS08_spatial_distance.npy
num_nodes: 170
batch_size: 64
input_dim: 1
lag: 12
horizon: 12
val_ratio: 0.2
test_ratio: 0.2
tod: False
normalizer: std
column_wise: False
default_graph: True
add_time_in_day: True
add_day_in_week: True
steps_per_day: 24
days_per_week: 7
model:
input_dim: 1
output_dim: 1
history: 12
horizon: 12
num_features: 1
rnn_units: 64
sigma1: 0.1
sigma2: 10
thres1: 0.6
thres2: 0.5
train:
loss: mae
batch_size: 64
epochs: 100
lr_init: 0.003
mape_thresh: 0.001
mae_thresh: None
debug: False
output_dim: 1
weight_decay: 0
lr_decay: False
lr_decay_rate: 0.3
lr_decay_step: "5,20,40,70"
early_stop: True
early_stop_patience: 15
grad_norm: False
max_grad_norm: 5
real_value: True
log_step: 3000

180
models/STGODE/STGODE.py Executable file
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import torch
import math
import torch.nn as nn
import torch.nn.functional as F
from models.STGODE.odegcn import ODEG
from models.STGODE.adj import get_A_hat
class Chomp1d(nn.Module):
"""
extra dimension will be added by padding, remove it
"""
def __init__(self, chomp_size):
super(Chomp1d, self).__init__()
self.chomp_size = chomp_size
def forward(self, x):
return x[:, :, :, :-self.chomp_size].contiguous()
class TemporalConvNet(nn.Module):
"""
time dilation convolution
"""
def __init__(self, num_inputs, num_channels, kernel_size=2, dropout=0.2):
"""
Args:
num_inputs : channel's number of input data's feature
num_channels : numbers of data feature tranform channels, the last is the output channel
kernel_size : using 1d convolution, so the real kernel is (1, kernel_size)
"""
super(TemporalConvNet, self).__init__()
layers = []
num_levels = len(num_channels)
for i in range(num_levels):
dilation_size = 2 ** i
in_channels = num_inputs if i == 0 else num_channels[i - 1]
out_channels = num_channels[i]
padding = (kernel_size - 1) * dilation_size
self.conv = nn.Conv2d(in_channels, out_channels, (1, kernel_size), dilation=(1, dilation_size),
padding=(0, padding))
self.conv.weight.data.normal_(0, 0.01)
self.chomp = Chomp1d(padding)
self.relu = nn.ReLU()
self.dropout = nn.Dropout(dropout)
layers += [nn.Sequential(self.conv, self.chomp, self.relu, self.dropout)]
self.network = nn.Sequential(*layers)
self.downsample = nn.Conv2d(num_inputs, num_channels[-1], (1, 1)) if num_inputs != num_channels[-1] else None
if self.downsample:
self.downsample.weight.data.normal_(0, 0.01)
def forward(self, x):
"""
like ResNet
Args:
X : input data of shape (B, N, T, F)
"""
# permute shape to (B, F, N, T)
y = x.permute(0, 3, 1, 2)
y = F.relu(self.network(y) + self.downsample(y) if self.downsample else y)
y = y.permute(0, 2, 3, 1)
return y
class GCN(nn.Module):
def __init__(self, A_hat, in_channels, out_channels, ):
super(GCN, self).__init__()
self.A_hat = A_hat
self.theta = nn.Parameter(torch.FloatTensor(in_channels, out_channels))
self.reset()
def reset(self):
stdv = 1. / math.sqrt(self.theta.shape[1])
self.theta.data.uniform_(-stdv, stdv)
def forward(self, X):
y = torch.einsum('ij, kjlm-> kilm', self.A_hat, X)
return F.relu(torch.einsum('kjlm, mn->kjln', y, self.theta))
class STGCNBlock(nn.Module):
def __init__(self, in_channels, out_channels, num_nodes, A_hat):
"""
Args:
in_channels: Number of input features at each node in each time step.
out_channels: a list of feature channels in timeblock, the last is output feature channel
num_nodes: Number of nodes in the graph
A_hat: the normalized adjacency matrix
"""
super(STGCNBlock, self).__init__()
self.A_hat = A_hat
self.temporal1 = TemporalConvNet(num_inputs=in_channels,
num_channels=out_channels)
self.odeg = ODEG(out_channels[-1], 12, A_hat, time=6)
self.temporal2 = TemporalConvNet(num_inputs=out_channels[-1],
num_channels=out_channels)
self.batch_norm = nn.BatchNorm2d(num_nodes)
def forward(self, X):
"""
Args:
X: Input data of shape (batch_size, num_nodes, num_timesteps, num_features)
Return:
Output data of shape(batch_size, num_nodes, num_timesteps, out_channels[-1])
"""
t = self.temporal1(X)
t = self.odeg(t)
t = self.temporal2(F.relu(t))
return self.batch_norm(t)
class ODEGCN(nn.Module):
""" the overall network framework """
def __init__(self, config):
"""
Args:
num_nodes : number of nodes in the graph
num_features : number of features at each node in each time step
num_timesteps_input : number of past time steps fed into the network
num_timesteps_output : desired number of future time steps output by the network
A_sp_hat : nomarlized adjacency spatial matrix
A_se_hat : nomarlized adjacency semantic matrix
"""
super(ODEGCN, self).__init__()
args = config['model']
num_nodes = config['data']['num_nodes']
num_features = args['num_features']
num_timesteps_input = args['history']
num_timesteps_output = args['horizon']
A_sp_hat, A_se_hat = get_A_hat(config)
# spatial graph
self.sp_blocks = nn.ModuleList(
[nn.Sequential(
STGCNBlock(in_channels=num_features, out_channels=[64, 32, 64],
num_nodes=num_nodes, A_hat=A_sp_hat),
STGCNBlock(in_channels=64, out_channels=[64, 32, 64],
num_nodes=num_nodes, A_hat=A_sp_hat)) for _ in range(3)
])
# semantic graph
self.se_blocks = nn.ModuleList([nn.Sequential(
STGCNBlock(in_channels=num_features, out_channels=[64, 32, 64],
num_nodes=num_nodes, A_hat=A_se_hat),
STGCNBlock(in_channels=64, out_channels=[64, 32, 64],
num_nodes=num_nodes, A_hat=A_se_hat)) for _ in range(3)
])
self.pred = nn.Sequential(
nn.Linear(num_timesteps_input * 64, num_timesteps_output * 32),
nn.ReLU(),
nn.Linear(num_timesteps_output * 32, num_timesteps_output)
)
def forward(self, x):
"""
Args:
x : input data of shape (batch_size, num_nodes, num_timesteps, num_features) == (B, N, T, F)
Returns:
prediction for future of shape (batch_size, num_nodes, num_timesteps_output)
"""
x = x[..., 0:1].permute(0, 2, 1, 3)
outs = []
# spatial graph
for blk in self.sp_blocks:
outs.append(blk(x))
# semantic graph
for blk in self.se_blocks:
outs.append(blk(x))
outs = torch.stack(outs)
x = torch.max(outs, dim=0)[0]
x = x.reshape((x.shape[0], x.shape[1], -1))
return self.pred(x).permute(0,2,1).unsqueeze(dim=-1)

132
models/STGODE/adj.py Executable file
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import csv
import os
import pandas as pd
import numpy as np
from fastdtw import fastdtw
from tqdm import tqdm
import torch
files = {
358: ['PEMS03/PEMS03.npz', 'PEMS03/PEMS03.csv'],
307: ['PEMS04/PEMS04.npz', 'PEMS04/PEMS04.csv'],
883: ['PEMS07/PEMS07.npz', 'PEMS07/PEMS07.csv'],
170: ['PEMS08/PEMS08.npz', 'PEMS08/PEMS08.csv'],
# 'pemsbay': ['PEMSBAY/pems_bay.npz', 'PEMSBAY/distance.csv'],
# 'pemsD7M': ['PEMSD7M/PEMSD7M.npz', 'PEMSD7M/distance.csv'],
# 'pemsD7L': ['PEMSD7L/PEMSD7L.npz', 'PEMSD7L/distance.csv']
}
def get_A_hat(config):
"""read data, generate spatial adjacency matrix and semantic adjacency matrix by dtw
Args:
sigma1: float, default=0.1, sigma for the semantic matrix
sigma2: float, default=10, sigma for the spatial matrix
thres1: float, default=0.6, the threshold for the semantic matrix
thres2: float, default=0.5, the threshold for the spatial matrix
Returns:
data: tensor, T * N * 1
dtw_matrix: array, semantic adjacency matrix
sp_matrix: array, spatial adjacency matrix
"""
file_path = config['data']['graph_pkl_filename']
filename = config['basic']['dataset']
dataset_path = config['data']['dataset_dir']
args = config['model']
data = np.load(file_path)
data = np.nan_to_num(data, nan=0.0, posinf=0.0, neginf=0.0)
num_node = data.shape[1]
mean_value = np.mean(data, axis=(0, 1)).reshape(1, 1, -1)
std_value = np.std(data, axis=(0, 1)).reshape(1, 1, -1)
data = (data - mean_value) / std_value
# 计算dtw_distance, 如果存在缓存则直接读取缓存
if not os.path.exists(f'data/PEMS0{filename[-1]}/PEMS0{filename[-1]}_dtw_distance.npy'):
data_mean = np.mean([data[:, :, 0][24 * 12 * i: 24 * 12 * (i + 1)] for i in range(data.shape[0] // (24 * 12))],
axis=0)
data_mean = data_mean.squeeze().T
dtw_distance = np.zeros((num_node, num_node))
for i in tqdm(range(num_node)):
for j in range(i, num_node):
dtw_distance[i][j] = fastdtw(data_mean[i], data_mean[j], radius=6)[0]
for i in range(num_node):
for j in range(i):
dtw_distance[i][j] = dtw_distance[j][i]
np.save(f'data/PEMS0{filename[-1]}/PEMS0{filename[-1]}_dtw_distance.npy', dtw_distance)
dist_matrix = np.load(f'data/PEMS0{filename[-1]}/PEMS0{filename[-1]}_dtw_distance.npy')
mean = np.mean(dist_matrix)
std = np.std(dist_matrix)
dist_matrix = (dist_matrix - mean) / std
sigma = args['sigma1']
dist_matrix = np.exp(-dist_matrix ** 2 / sigma ** 2)
dtw_matrix = np.zeros_like(dist_matrix)
dtw_matrix[dist_matrix > args['thres1']] = 1
# 计算spatial_distance, 如果存在缓存则直接读取缓存
if not os.path.exists(f'data/PEMS0{filename[-1]}/PEMS0{filename[-1]}_spatial_distance.npy'):
if num_node == 358:
with open(f'data/PEMS0{filename[-1]}/PEMS0{filename[-1]}.txt', 'r') as f:
id_dict = {int(i): idx for idx, i in enumerate(f.read().strip().split('\n'))} # 建立映射列表
# 使用 pandas 读取 CSV 文件,跳过标题行
df = pd.read_csv(f'{dataset_path}/{filename}.csv', skiprows=1, header=None)
dist_matrix = np.zeros((num_node, num_node)) + float('inf')
for _, row in df.iterrows():
start = int(id_dict[row[0]])
end = int(id_dict[row[1]])
dist_matrix[start][end] = float(row[2])
dist_matrix[end][start] = float(row[2])
np.save(f'data/PEMS0{filename[-1]}/PEMS0{filename[-1]}_spatial_distance.npy', dist_matrix)
else:
# 使用 pandas 读取 CSV 文件,跳过标题行
df = pd.read_csv(f'{dataset_path}/{filename}.csv', skiprows=1, header=None)
dist_matrix = np.zeros((num_node, num_node)) + float('inf')
for _, row in df.iterrows():
start = int(row[0])
end = int(row[1])
dist_matrix[start][end] = float(row[2])
dist_matrix[end][start] = float(row[2])
np.save(f'data/PEMS0{filename[-1]}/PEMS0{filename[-1]}_spatial_distance.npy', dist_matrix)
# normalization
std = np.std(dist_matrix[dist_matrix != float('inf')])
mean = np.mean(dist_matrix[dist_matrix != float('inf')])
dist_matrix = (dist_matrix - mean) / std
sigma = args['sigma2']
sp_matrix = np.exp(- dist_matrix ** 2 / sigma ** 2)
sp_matrix[sp_matrix < args['thres2']] = 0
return (get_normalized_adj(dtw_matrix).to(config['basic']['device']),
get_normalized_adj(sp_matrix).to(config['basic']['device']))
def get_normalized_adj(A):
"""
Returns a tensor, the degree normalized adjacency matrix.
"""
alpha = 0.8
D = np.array(np.sum(A, axis=1)).reshape((-1,))
D[D <= 10e-5] = 10e-5 # Prevent infs
diag = np.reciprocal(np.sqrt(D))
A_wave = np.multiply(np.multiply(diag.reshape((-1, 1)), A),
diag.reshape((1, -1)))
A_reg = alpha / 2 * (np.eye(A.shape[0]) + A_wave)
return torch.from_numpy(A_reg.astype(np.float32))
if __name__ == '__main__':
config = {
'sigma1': 0.1,
'sigma2': 10,
'thres1': 0.6,
'thres2': 0.5,
'device': 'cuda:0' if torch.cuda.is_available() else 'cpu'
}
for nodes in [358, 170, 883]:
args = {'num_nodes': nodes, **config}
get_A_hat(args)

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models/STGODE/odegcn.py Executable file
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import numpy as np
import torch
from torch import nn
import torch.nn.functional as F
# Whether use adjoint method or not.
adjoint = False
if adjoint:
from torchdiffeq import odeint_adjoint as odeint
else:
from torchdiffeq import odeint
# Define the ODE function.
# Input:
# --- t: A tensor with shape [], meaning the current time.
# --- x: A tensor with shape [#batches, dims], meaning the value of x at t.
# Output:
# --- dx/dt: A tensor with shape [#batches, dims], meaning the derivative of x at t.
class ODEFunc(nn.Module):
def __init__(self, feature_dim, temporal_dim, adj):
super(ODEFunc, self).__init__()
self.adj = adj
self.x0 = None
self.alpha = nn.Parameter(0.8 * torch.ones(adj.shape[1]))
self.beta = 0.6
self.w = nn.Parameter(torch.eye(feature_dim))
self.d = nn.Parameter(torch.zeros(feature_dim) + 1)
self.w2 = nn.Parameter(torch.eye(temporal_dim))
self.d2 = nn.Parameter(torch.zeros(temporal_dim) + 1)
def forward(self, t, x):
alpha = torch.sigmoid(self.alpha).unsqueeze(-1).unsqueeze(-1).unsqueeze(0)
xa = torch.einsum('ij, kjlm->kilm', self.adj, x)
# ensure the eigenvalues to be less than 1
d = torch.clamp(self.d, min=0, max=1)
w = torch.mm(self.w * d, torch.t(self.w))
xw = torch.einsum('ijkl, lm->ijkm', x, w)
d2 = torch.clamp(self.d2, min=0, max=1)
w2 = torch.mm(self.w2 * d2, torch.t(self.w2))
xw2 = torch.einsum('ijkl, km->ijml', x, w2)
f = alpha / 2 * xa - x + xw - x + xw2 - x + self.x0
return f
class ODEblock(nn.Module):
def __init__(self, odefunc, t=torch.tensor([0,1])):
super(ODEblock, self).__init__()
self.t = t
self.odefunc = odefunc
def set_x0(self, x0):
self.odefunc.x0 = x0.clone().detach()
def forward(self, x):
t = self.t.type_as(x)
z = odeint(self.odefunc, x, t, method='euler')[1]
return z
# Define the ODEGCN model.
class ODEG(nn.Module):
def __init__(self, feature_dim, temporal_dim, adj, time):
super(ODEG, self).__init__()
self.odeblock = ODEblock(ODEFunc(feature_dim, temporal_dim, adj), t=torch.tensor([0, time]))
def forward(self, x):
self.odeblock.set_x0(x)
z = self.odeblock(x)
return F.relu(z)

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from models.STDEN.stden_model import STDENModel from models.STDEN.stden_model import STDENModel
from models.STGODE.STGODE import ODEGCN
def model_selector(config): def model_selector(config):
model_name = config['basic']['model'] model_name = config['basic']['model']
model = None model = None
match model_name: match model_name:
case 'STDEN': model = STDENModel(config) case 'STDEN':
model = STDENModel(config)
case 'STGODE':
model = ODEGCN(config)
return model return model

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