import torch import torch.nn as nn import torch.nn.functional as F """ 在原 EXP 模型基础上,添加 Haar 小波变换实现的一层小波去噪,增强时序特征。 """ class WaveletDenoise(nn.Module): """ 单层 Haar 小波去噪: - 使用低通滤波器提取近似系数 - 通过转置卷积重构时序信号 """ def __init__(self): super().__init__() # Haar 低通滤波器 [1/√2, 1/√2] lp = torch.tensor([1.0, 1.0]) / (2**0.5) self.register_buffer('lp_filter', lp.view(1, 1, 2)) # 转置卷积同滤波器 self.register_buffer('lp_rec', lp.view(1, 1, 2)) def forward(self, x): """ x: (B, T, N) 返回去噪后的 (B, T, N) """ B, T, N = x.shape # reshape for conv1d: (B*N, 1, T) x_flat = x.permute(0,2,1).contiguous().view(-1, 1, T) # 分解 cA = F.conv1d(x_flat, self.lp_filter, stride=2, padding=0) # 重构 # 反卷积: stride=2, output_padding=T%2 out = F.conv_transpose1d(cA, self.lp_rec, stride=2, output_padding=(T % 2)) # 裁剪至原始长度 out = out[:, :, :T] # reshape back x_dn = out.view(B, N, T).permute(0,2,1) return x_dn class DynamicGraphConstructor(nn.Module): def __init__(self, node_num, embed_dim): super().__init__() self.nodevec1 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True) self.nodevec2 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True) def forward(self): adj = torch.matmul(self.nodevec1, self.nodevec2.T) adj = F.relu(adj) adj = F.softmax(adj, dim=-1) return adj class GraphConvBlock(nn.Module): def __init__(self, input_dim, output_dim): super().__init__() self.theta = nn.Linear(input_dim, output_dim) self.residual = (input_dim == output_dim) if not self.residual: self.res_proj = nn.Linear(input_dim, output_dim) def forward(self, x, adj): res = x x = torch.matmul(adj, x) x = self.theta(x) x = x + (res if self.residual else self.res_proj(res)) return F.relu(x) class MANBA_Block(nn.Module): def __init__(self, input_dim, hidden_dim): super().__init__() self.attn = nn.MultiheadAttention(embed_dim=input_dim, num_heads=4, batch_first=True) self.ffn = nn.Sequential( nn.Linear(input_dim, hidden_dim), nn.ReLU(), nn.Linear(hidden_dim, input_dim) ) self.norm1 = nn.LayerNorm(input_dim) self.norm2 = nn.LayerNorm(input_dim) def forward(self, x): res = x x_attn, _ = self.attn(x, x, x) x = self.norm1(res + x_attn) res2 = x x_ffn = self.ffn(x) x = self.norm2(res2 + x_ffn) return x class SandwichBlock(nn.Module): def __init__(self, num_nodes, embed_dim, hidden_dim): super().__init__() self.manba1 = MANBA_Block(hidden_dim, hidden_dim * 2) self.graph_constructor = DynamicGraphConstructor(num_nodes, embed_dim) self.gc = GraphConvBlock(hidden_dim, hidden_dim) self.manba2 = MANBA_Block(hidden_dim, hidden_dim * 2) def forward(self, h): h1 = self.manba1(h) adj = self.graph_constructor() h2 = self.gc(h1, adj) h3 = self.manba2(h2) return h3 class MLP(nn.Module): def __init__(self, in_dim, hidden_dims, out_dim, activation=nn.ReLU): super().__init__() dims = [in_dim] + hidden_dims + [out_dim] layers = [] for i in range(len(dims)-2): layers += [nn.Linear(dims[i], dims[i+1]), activation()] layers += [nn.Linear(dims[-2], dims[-1])] self.net = nn.Sequential(*layers) def forward(self, x): return self.net(x) class EXP(nn.Module): def __init__(self, args): super().__init__() self.horizon = args['horizon'] self.output_dim = args['output_dim'] self.seq_len = args.get('in_len', 12) self.hidden_dim = args.get('hidden_dim', 64) self.num_nodes = args['num_nodes'] self.embed_dim = args.get('embed_dim', 16) # ==== NEW: discrete time embeddings ==== self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5)) self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim) self.day_embedding = nn.Embedding(7, self.hidden_dim) # ==== NEW: 小波去噪层 ==== self.wavelet = WaveletDenoise() # input projection now only takes the denoised flow history self.input_proj = MLP( in_dim = self.seq_len, hidden_dims = [self.hidden_dim], out_dim = self.hidden_dim ) # two Sandwich blocks remain unchanged self.sandwich1 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim) self.sandwich2 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim) # output projection unchanged self.out_proj = MLP( in_dim = self.hidden_dim, hidden_dims = [2 * self.hidden_dim], out_dim = self.horizon * self.output_dim ) def forward(self, x): """ x: (B, T, N, D_total) D_total >= 3 where x[...,0] = flow, x[...,1] = time_in_day (0 … 1), x[...,2] = day_in_week (0–6) """ x_flow = x[..., 0] # (B, T, N) x_time = x[..., 1] # (B, T, N) x_day = x[..., 2] # (B, T, N) B, T, N = x_flow.shape assert T == self.seq_len # 1) 小波去噪 x_dn = self.wavelet(x_flow) # (B, T, N) # 2) project the denoised flow history x_flat = x_dn.permute(0, 2, 1).reshape(B * N, T) h0 = self.input_proj(x_flat).view(B, N, self.hidden_dim) # 3) lookup discrete time indexes at the last time step t_idx = (x_time[:, -1, :,] * (self.time_slots - 1)).long() d_idx = x_day[:, -1, :,].long() time_emb = self.time_embedding(t_idx) # (B, N, hidden_dim) day_emb = self.day_embedding(d_idx) # (B, N, hidden_dim) # 4) inject them into the initial hidden state h0 = h0 + time_emb + day_emb # 5) the usual Sandwich + residuals h1 = self.sandwich1(h0) h1 = h1 + h0 h2 = self.sandwich2(h1) # 6) output projection out = self.out_proj(h2) # (B, N, horizon*output_dim) out = out.view(B, N, self.horizon, self.output_dim) out = out.permute(0, 2, 1, 3) # (B, horizon, N, output_dim) return out