import torch from torch import nn from model.PatchTST.layers.Transformer import Encoder, EncoderLayer from model.PatchTST.layers.SelfAttention import FullAttention, AttentionLayer from model.PatchTST.layers.Embed import PatchEmbedding class Transpose(nn.Module): def __init__(self, *dims, contiguous=False): super().__init__() self.dims, self.contiguous = dims, contiguous def forward(self, x): if self.contiguous: return x.transpose(*self.dims).contiguous() else: return x.transpose(*self.dims) class FlattenHead(nn.Module): def __init__(self, n_vars, nf, target_window, head_dropout=0): super().__init__() self.n_vars = n_vars self.flatten = nn.Flatten(start_dim=-2) self.linear = nn.Linear(nf, target_window) self.dropout = nn.Dropout(head_dropout) def forward(self, x): # x: [bs x nvars x d_model x patch_num] x = self.flatten(x) x = self.linear(x) x = self.dropout(x) return x class Model(nn.Module): """ Paper link: https://arxiv.org/pdf/2211.14730.pdf """ def __init__(self, configs): """ patch_len: int, patch len for patch_embedding stride: int, stride for patch_embedding """ super().__init__() self.seq_len = configs['seq_len'] self.pred_len = configs['pred_len'] self.patch_len = configs['patch_len'] self.stride = configs['stride'] padding = self.stride # patching and embedding self.patch_embedding = PatchEmbedding( configs['d_model'], self.patch_len, self.stride, padding, configs['dropout']) # Encoder self.encoder = Encoder( [ EncoderLayer( AttentionLayer( FullAttention(False, attention_dropout=configs['dropout'], output_attention=False), configs['d_model'], configs['n_heads']), configs['d_model'], configs['d_ff'], dropout=configs['dropout'], activation=configs['activation'] ) for l in range(configs['e_layers']) ], norm_layer=nn.Sequential(Transpose(1,2), nn.BatchNorm1d(configs['d_model']), Transpose(1,2)) ) # Prediction Head self.head_nf = configs['d_model'] * \ int((configs['seq_len'] - self.patch_len) / self.stride + 2) self.head = FlattenHead(configs['enc_in'], self.head_nf, configs['pred_len'], head_dropout=configs['dropout']) def forecast(self, x_enc): # Normalization from Non-stationary Transformer means = x_enc.mean(1, keepdim=True).detach() x_enc = x_enc - means stdev = torch.sqrt( torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5) x_enc /= stdev # do patching and embedding x_enc = x_enc.permute(0, 2, 1) # u: [bs * nvars x patch_num x d_model] enc_out, n_vars = self.patch_embedding(x_enc) # Encoder # z: [bs * nvars x patch_num x d_model] enc_out, attns = self.encoder(enc_out) # z: [bs x nvars x patch_num x d_model] enc_out = torch.reshape( enc_out, (-1, n_vars, enc_out.shape[-2], enc_out.shape[-1])) # z: [bs x nvars x d_model x patch_num] enc_out = enc_out.permute(0, 1, 3, 2) # Decoder dec_out = self.head(enc_out) # z: [bs x nvars x target_window] dec_out = dec_out.permute(0, 2, 1) # De-Normalization from Non-stationary Transformer dec_out = dec_out * \ (stdev[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1)) dec_out = dec_out + \ (means[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1)) return dec_out def forward(self, x_enc): dec_out = self.forecast(x_enc) return dec_out[:, -self.pred_len:, :] # [B, L, D]