import torch import torch.nn as nn import torch.nn.functional as F from layers.Autoformer_EncDec import series_decomp class Model(nn.Module): """ Paper link: https://arxiv.org/abs/2308.11200.pdf """ def __init__(self, configs): super(Model, self).__init__() # get parameters self.seq_len = configs.seq_len self.enc_in = configs.enc_in self.d_model = configs.d_model self.dropout = configs.dropout self.task_name = configs.task_name 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 self.seg_len = configs.seg_len self.seg_num_x = self.seq_len // self.seg_len self.seg_num_y = self.pred_len // self.seg_len # building model self.valueEmbedding = nn.Sequential( nn.Linear(self.seg_len, self.d_model), nn.ReLU() ) self.rnn = nn.GRU(input_size=self.d_model, hidden_size=self.d_model, num_layers=1, bias=True, batch_first=True, bidirectional=False) self.pos_emb = nn.Parameter(torch.randn(self.seg_num_y, self.d_model // 2)) self.channel_emb = nn.Parameter(torch.randn(self.enc_in, self.d_model // 2)) self.predict = nn.Sequential( nn.Dropout(self.dropout), nn.Linear(self.d_model, self.seg_len) ) 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) def encoder(self, x): # b:batch_size c:channel_size s:seq_len s:seq_len # d:d_model w:seg_len n:seg_num_x m:seg_num_y batch_size = x.size(0) # normalization and permute b,s,c -> b,c,s seq_last = x[:, -1:, :].detach() x = (x - seq_last).permute(0, 2, 1) # b,c,s # segment and embedding b,c,s -> bc,n,w -> bc,n,d x = self.valueEmbedding(x.reshape(-1, self.seg_num_x, self.seg_len)) # encoding _, hn = self.rnn(x) # bc,n,d 1,bc,d # m,d//2 -> 1,m,d//2 -> c,m,d//2 # c,d//2 -> c,1,d//2 -> c,m,d//2 # c,m,d -> cm,1,d -> bcm, 1, d pos_emb = torch.cat([ self.pos_emb.unsqueeze(0).repeat(self.enc_in, 1, 1), self.channel_emb.unsqueeze(1).repeat(1, self.seg_num_y, 1) ], dim=-1).view(-1, 1, self.d_model).repeat(batch_size,1,1) _, hy = self.rnn(pos_emb, hn.repeat(1, 1, self.seg_num_y).view(1, -1, self.d_model)) # bcm,1,d 1,bcm,d # 1,bcm,d -> 1,bcm,w -> b,c,s y = self.predict(hy).view(-1, self.enc_in, self.pred_len) # permute and denorm y = y.permute(0, 2, 1) + seq_last return y def forecast(self, x_enc): # Encoder return self.encoder(x_enc) def imputation(self, x_enc): # Encoder return self.encoder(x_enc) def anomaly_detection(self, x_enc): # Encoder return self.encoder(x_enc) def classification(self, x_enc): # Encoder enc_out = self.encoder(x_enc) # Output # (batch_size, seq_length * d_model) output = enc_out.reshape(enc_out.shape[0], -1) # (batch_size, num_classes) output = self.projection(output) 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) return dec_out[:, -self.pred_len:, :] # [B, L, D] if self.task_name == 'imputation': dec_out = self.imputation(x_enc) 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) return dec_out # [B, N] return None