import torch from torch import nn class DEMA(nn.Module): """ Double Exponential Moving Average (DEMA) block to highlight the trend of time series """ def __init__(self, alpha, beta): super(DEMA, self).__init__() self.alpha = alpha.to(device=torch.device('cuda' if torch.cuda.is_available() else 'cpu')) self.beta = beta.to(device=torch.device('cuda' if torch.cuda.is_available() else 'cpu')) def forward(self, x): s_prev = x[:, 0, :] b = x[:, 1, :] - s_prev res = [s_prev.unsqueeze(1)] for t in range(1, x.shape[1]): xt = x[:, t, :] s = self.alpha * xt + (1 - self.alpha) * (s_prev + b) b = self.beta * (s - s_prev) + (1 - self.beta) * b s_prev = s res.append(s.unsqueeze(1)) return torch.cat(res, dim=1)