import argparse import os import torch import torch.backends from exp.exp_long_term_forecasting import Exp_Long_Term_Forecast from exp.exp_imputation import Exp_Imputation from exp.exp_short_term_forecasting import Exp_Short_Term_Forecast from exp.exp_anomaly_detection import Exp_Anomaly_Detection from exp.exp_classification import Exp_Classification from exp.exp_dc_patchtst_classification import Exp_DC_PatchTST_Classification from utils.print_args import print_args import random import numpy as np if __name__ == '__main__': fix_seed = 2021 random.seed(fix_seed) torch.manual_seed(fix_seed) np.random.seed(fix_seed) parser = argparse.ArgumentParser(description='TimesNet') # basic config parser.add_argument('--task_name', type=str, required=True, default='long_term_forecast', help='task name, options:[long_term_forecast, short_term_forecast, imputation, classification, anomaly_detection]') parser.add_argument('--is_training', type=int, required=True, default=1, help='status') parser.add_argument('--model_id', type=str, required=True, default='test', help='model id') parser.add_argument('--model', type=str, required=True, default='Autoformer', help='model name, options: [Autoformer, Transformer, TimesNet]') # data loader parser.add_argument('--data', type=str, required=True, default='ETTh1', help='dataset type') parser.add_argument('--root_path', type=str, default='./data/ETT/', help='root path of the data file') parser.add_argument('--data_path', type=str, default='ETTh1.csv', help='data file') parser.add_argument('--features', type=str, default='M', help='forecasting task, options:[M, S, MS]; M:multivariate predict multivariate, S:univariate predict univariate, MS:multivariate predict univariate') parser.add_argument('--target', type=str, default='OT', help='target feature in S or MS task') parser.add_argument('--freq', type=str, default='h', help='freq for time features encoding, options:[s:secondly, t:minutely, h:hourly, d:daily, b:business days, w:weekly, m:monthly], you can also use more detailed freq like 15min or 3h') parser.add_argument('--checkpoints', type=str, default='./checkpoints/', help='location of model checkpoints') # forecasting task parser.add_argument('--seq_len', type=int, default=96, help='input sequence length') parser.add_argument('--label_len', type=int, default=48, help='start token length') parser.add_argument('--pred_len', type=int, default=96, help='prediction sequence length') parser.add_argument('--seasonal_patterns', type=str, default='Monthly', help='subset for M4') parser.add_argument('--inverse', action='store_true', help='inverse output data', default=False) # inputation task parser.add_argument('--mask_rate', type=float, default=0.25, help='mask ratio') # anomaly detection task parser.add_argument('--anomaly_ratio', type=float, default=0.25, help='prior anomaly ratio (%%)') # model define parser.add_argument('--expand', type=int, default=2, help='expansion factor for Mamba') parser.add_argument('--d_conv', type=int, default=4, help='conv kernel size for Mamba') parser.add_argument('--top_k', type=int, default=5, help='for TimesBlock') parser.add_argument('--num_kernels', type=int, default=6, help='for Inception') parser.add_argument('--enc_in', type=int, default=7, help='encoder input size') parser.add_argument('--dec_in', type=int, default=7, help='decoder input size') parser.add_argument('--c_out', type=int, default=7, help='output size') parser.add_argument('--d_model', type=int, default=512, help='dimension of model') parser.add_argument('--n_heads', type=int, default=8, help='num of heads') parser.add_argument('--e_layers', type=int, default=2, help='num of encoder layers') parser.add_argument('--d_layers', type=int, default=1, help='num of decoder layers') parser.add_argument('--d_ff', type=int, default=2048, help='dimension of fcn') parser.add_argument('--moving_avg', type=int, default=25, help='window size of moving average') parser.add_argument('--factor', type=int, default=1, help='attn factor') parser.add_argument('--distil', action='store_false', help='whether to use distilling in encoder, using this argument means not using distilling', default=True) parser.add_argument('--dropout', type=float, default=0.1, help='dropout') parser.add_argument('--embed', type=str, default='timeF', help='time features encoding, options:[timeF, fixed, learned]') parser.add_argument('--activation', type=str, default='gelu', help='activation') parser.add_argument('--channel_independence', type=int, default=1, help='0: channel dependence 1: channel independence for FreTS model') parser.add_argument('--decomp_method', type=str, default='moving_avg', help='method of series decompsition, only support moving_avg or dft_decomp') parser.add_argument('--use_norm', type=int, default=1, help='whether to use normalize; True 1 False 0') parser.add_argument('--down_sampling_layers', type=int, default=0, help='num of down sampling layers') parser.add_argument('--down_sampling_window', type=int, default=1, help='down sampling window size') parser.add_argument('--down_sampling_method', type=str, default=None, help='down sampling method, only support avg, max, conv') parser.add_argument('--seg_len', type=int, default=96, help='the length of segmen-wise iteration of SegRNN') # optimization parser.add_argument('--num_workers', type=int, default=10, help='data loader num workers') parser.add_argument('--itr', type=int, default=1, help='experiments times') parser.add_argument('--train_epochs', type=int, default=10, help='train epochs') parser.add_argument('--batch_size', type=int, default=32, help='batch size of train input data') parser.add_argument('--patience', type=int, default=3, help='early stopping patience') parser.add_argument('--learning_rate', type=float, default=0.0001, help='optimizer learning rate') parser.add_argument('--des', type=str, default='test', help='exp description') parser.add_argument('--loss', type=str, default='MSE', help='loss function') parser.add_argument('--lradj', type=str, default='type1', help='adjust learning rate') parser.add_argument('--use_amp', action='store_true', help='use automatic mixed precision training', default=False) # GPU parser.add_argument('--use_gpu', type=bool, default=True, help='use gpu') parser.add_argument('--gpu', type=int, default=0, help='gpu') parser.add_argument('--gpu_type', type=str, default='cuda', help='gpu type') # cuda or mps parser.add_argument('--use_multi_gpu', action='store_true', help='use multiple gpus', default=False) parser.add_argument('--devices', type=str, default='0,1,2,3', help='device ids of multile gpus') # de-stationary projector params parser.add_argument('--p_hidden_dims', type=int, nargs='+', default=[128, 128], help='hidden layer dimensions of projector (List)') parser.add_argument('--p_hidden_layers', type=int, default=2, help='number of hidden layers in projector') # metrics (dtw) parser.add_argument('--use_dtw', type=bool, default=False, help='the controller of using dtw metric (dtw is time consuming, not suggested unless necessary)') # Augmentation parser.add_argument('--augmentation_ratio', type=int, default=0, help="How many times to augment") parser.add_argument('--seed', type=int, default=2, help="Randomization seed") parser.add_argument('--jitter', default=False, action="store_true", help="Jitter preset augmentation") parser.add_argument('--scaling', default=False, action="store_true", help="Scaling preset augmentation") parser.add_argument('--permutation', default=False, action="store_true", help="Equal Length Permutation preset augmentation") parser.add_argument('--randompermutation', default=False, action="store_true", help="Random Length Permutation preset augmentation") parser.add_argument('--magwarp', default=False, action="store_true", help="Magnitude warp preset augmentation") parser.add_argument('--timewarp', default=False, action="store_true", help="Time warp preset augmentation") parser.add_argument('--windowslice', default=False, action="store_true", help="Window slice preset augmentation") parser.add_argument('--windowwarp', default=False, action="store_true", help="Window warp preset augmentation") parser.add_argument('--rotation', default=False, action="store_true", help="Rotation preset augmentation") parser.add_argument('--spawner', default=False, action="store_true", help="SPAWNER preset augmentation") parser.add_argument('--dtwwarp', default=False, action="store_true", help="DTW warp preset augmentation") parser.add_argument('--shapedtwwarp', default=False, action="store_true", help="Shape DTW warp preset augmentation") parser.add_argument('--wdba', default=False, action="store_true", help="Weighted DBA preset augmentation") parser.add_argument('--discdtw', default=False, action="store_true", help="Discrimitive DTW warp preset augmentation") parser.add_argument('--discsdtw', default=False, action="store_true", help="Discrimitive shapeDTW warp preset augmentation") parser.add_argument('--extra_tag', type=str, default="", help="Anything extra") # TimeXer parser.add_argument('--patch_len', type=int, default=16, help='patch length') args, unknown = parser.parse_known_args() # Parse unknown arguments dynamically for i in range(0, len(unknown), 2): if i + 1 < len(unknown) and unknown[i].startswith('--'): param_name = unknown[i][2:] # Remove '--' prefix param_value = unknown[i + 1] # Smart type conversion if param_value.isdigit() or (param_value.startswith('-') and param_value[1:].isdigit()): param_value = int(param_value) elif param_value.replace('.', '', 1).replace('-', '', 1).isdigit(): param_value = float(param_value) elif param_value.lower() in ['true', 'yes', '1']: param_value = True elif param_value.lower() in ['false', 'no', '0']: param_value = False setattr(args, param_name, param_value) print(f"Dynamic parameter: --{param_name} = {param_value} ({type(param_value).__name__})") if unknown: print(f"Parsed {len(unknown)//2} dynamic parameters") if torch.cuda.is_available() and args.use_gpu: args.device = torch.device('cuda:{}'.format(args.gpu)) print('Using GPU') else: if hasattr(torch.backends, "mps"): args.device = torch.device("mps") if torch.backends.mps.is_available() else torch.device("cpu") else: args.device = torch.device("cpu") print('Using cpu or mps') if args.use_gpu and args.use_multi_gpu: args.devices = args.devices.replace(' ', '') device_ids = args.devices.split(',') args.device_ids = [int(id_) for id_ in device_ids] args.gpu = args.device_ids[0] print('Args in experiment:') print_args(args) if args.task_name == 'long_term_forecast': Exp = Exp_Long_Term_Forecast elif args.task_name == 'short_term_forecast': Exp = Exp_Short_Term_Forecast elif args.task_name == 'imputation': Exp = Exp_Imputation elif args.task_name == 'anomaly_detection': Exp = Exp_Anomaly_Detection elif args.task_name == 'classification': if args.model == 'DC_PatchTST': Exp = Exp_DC_PatchTST_Classification else: Exp = Exp_Classification else: Exp = Exp_Long_Term_Forecast if args.is_training: for ii in range(args.itr): # setting record of experiments exp = Exp(args) # set experiments setting = '{}_{}_{}_{}_ft{}_sl{}_ll{}_pl{}_dm{}_nh{}_el{}_dl{}_df{}_expand{}_dc{}_fc{}_eb{}_dt{}_{}_{}'.format( args.task_name, args.model_id, args.model, args.data, args.features, args.seq_len, args.label_len, args.pred_len, args.d_model, args.n_heads, args.e_layers, args.d_layers, args.d_ff, args.expand, args.d_conv, args.factor, args.embed, args.distil, args.des, ii) print('>>>>>>>start training : {}>>>>>>>>>>>>>>>>>>>>>>>>>>'.format(setting)) exp.train(setting) print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting)) exp.test(setting) if args.gpu_type == 'mps': torch.backends.mps.empty_cache() elif args.gpu_type == 'cuda': torch.cuda.empty_cache() else: exp = Exp(args) # set experiments ii = 0 setting = '{}_{}_{}_{}_ft{}_sl{}_ll{}_pl{}_dm{}_nh{}_el{}_dl{}_df{}_expand{}_dc{}_fc{}_eb{}_dt{}_{}_{}'.format( args.task_name, args.model_id, args.model, args.data, args.features, args.seq_len, args.label_len, args.pred_len, args.d_model, args.n_heads, args.e_layers, args.d_layers, args.d_ff, args.expand, args.d_conv, args.factor, args.embed, args.distil, args.des, ii) print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting)) exp.test(setting, test=1) if args.gpu_type == 'mps': torch.backends.mps.empty_cache() elif args.gpu_type == 'cuda': torch.cuda.empty_cache()