import torch import torch.nn as nn import torch.nn.functional as F class IEBlock(nn.Module): def __init__(self, input_dim, hid_dim, output_dim, num_node): super(IEBlock, self).__init__() self.input_dim = input_dim self.hid_dim = hid_dim self.output_dim = output_dim self.num_node = num_node self._build() def _build(self): self.spatial_proj = nn.Sequential( nn.Linear(self.input_dim, self.hid_dim), nn.LeakyReLU(), nn.Linear(self.hid_dim, self.hid_dim // 4) ) self.channel_proj = nn.Linear(self.num_node, self.num_node) torch.nn.init.eye_(self.channel_proj.weight) self.output_proj = nn.Linear(self.hid_dim // 4, self.output_dim) def forward(self, x): x = self.spatial_proj(x.permute(0, 2, 1)) x = x.permute(0, 2, 1) + self.channel_proj(x.permute(0, 2, 1)) x = self.output_proj(x.permute(0, 2, 1)) x = x.permute(0, 2, 1) return x class Model(nn.Module): """ Paper link: https://arxiv.org/abs/2207.01186 """ def __init__(self, configs, chunk_size=24): """ chunk_size: int, reshape T into [num_chunks, chunk_size] """ super(Model, self).__init__() self.task_name = configs.task_name self.seq_len = configs.seq_len if self.task_name == 'classification' or self.task_name == 'anomaly_detection' or self.task_name == 'imputation': self.pred_len = configs.seq_len else: self.pred_len = configs.pred_len if configs.task_name == 'long_term_forecast' or configs.task_name == 'short_term_forecast': self.chunk_size = min(configs.pred_len, configs.seq_len, chunk_size) else: self.chunk_size = min(configs.seq_len, chunk_size) # assert (self.seq_len % self.chunk_size == 0) if self.seq_len % self.chunk_size != 0: self.seq_len += (self.chunk_size - self.seq_len % self.chunk_size) # padding in order to ensure complete division self.num_chunks = self.seq_len // self.chunk_size self.d_model = configs.d_model self.enc_in = configs.enc_in self.dropout = configs.dropout if self.task_name == 'classification': self.act = F.gelu self.dropout = nn.Dropout(configs.dropout) self.projection = nn.Linear(configs.enc_in * configs.seq_len, configs.num_class) self._build() def _build(self): self.layer_1 = IEBlock( input_dim=self.chunk_size, hid_dim=self.d_model // 4, output_dim=self.d_model // 4, num_node=self.num_chunks ) self.chunk_proj_1 = nn.Linear(self.num_chunks, 1) self.layer_2 = IEBlock( input_dim=self.chunk_size, hid_dim=self.d_model // 4, output_dim=self.d_model // 4, num_node=self.num_chunks ) self.chunk_proj_2 = nn.Linear(self.num_chunks, 1) self.layer_3 = IEBlock( input_dim=self.d_model // 2, hid_dim=self.d_model // 2, output_dim=self.pred_len, num_node=self.enc_in ) self.ar = nn.Linear(self.seq_len, self.pred_len) def encoder(self, x): B, T, N = x.size() # padding x = torch.cat([x, torch.zeros((B, self.seq_len - T, N)).to(x.device)], dim=1) highway = self.ar(x.permute(0, 2, 1)) highway = highway.permute(0, 2, 1) # continuous sampling x1 = x.reshape(B, self.num_chunks, self.chunk_size, N) x1 = x1.permute(0, 3, 2, 1) x1 = x1.reshape(-1, self.chunk_size, self.num_chunks) x1 = self.layer_1(x1) x1 = self.chunk_proj_1(x1).squeeze(dim=-1) # interval sampling x2 = x.reshape(B, self.chunk_size, self.num_chunks, N) x2 = x2.permute(0, 3, 1, 2) x2 = x2.reshape(-1, self.chunk_size, self.num_chunks) x2 = self.layer_2(x2) x2 = self.chunk_proj_2(x2).squeeze(dim=-1) x3 = torch.cat([x1, x2], dim=-1) x3 = x3.reshape(B, N, -1) x3 = x3.permute(0, 2, 1) out = self.layer_3(x3) out = out + highway return out def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec): return self.encoder(x_enc) def imputation(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask): return self.encoder(x_enc) def anomaly_detection(self, x_enc): return self.encoder(x_enc) def classification(self, x_enc, x_mark_enc): enc_out = self.encoder(x_enc) # Output output = enc_out.reshape(enc_out.shape[0], -1) # (batch_size, seq_length * d_model) output = self.projection(output) # (batch_size, num_classes) return output def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast': dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec) return dec_out[:, -self.pred_len:, :] # [B, L, D] if self.task_name == 'imputation': dec_out = self.imputation(x_enc, x_mark_enc, x_dec, x_mark_dec, mask) return dec_out # [B, L, D] if self.task_name == 'anomaly_detection': dec_out = self.anomaly_detection(x_enc) return dec_out # [B, L, D] if self.task_name == 'classification': dec_out = self.classification(x_enc, x_mark_enc) return dec_out # [B, N] return None