import torch import torch.nn as nn import torch.nn.functional as F from layers.Transformer_EncDec import Encoder, EncoderLayer from layers.SelfAttention_Family import FullAttention, AttentionLayer from layers.Embed import DataEmbedding_inverted import numpy as np class Model(nn.Module): """ Paper link: https://arxiv.org/abs/2310.06625 """ def __init__(self, configs): super(Model, self).__init__() self.task_name = configs.task_name self.seq_len = configs.seq_len self.pred_len = configs.pred_len # Embedding self.enc_embedding = DataEmbedding_inverted(configs.seq_len, configs.d_model, configs.embed, configs.freq, configs.dropout) # Encoder self.encoder = Encoder( [ EncoderLayer( AttentionLayer( FullAttention(False, configs.factor, 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=torch.nn.LayerNorm(configs.d_model) ) # Decoder if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast': self.projection = nn.Linear(configs.d_model, configs.pred_len, bias=True) if self.task_name == 'imputation': self.projection = nn.Linear(configs.d_model, configs.seq_len, bias=True) if self.task_name == 'anomaly_detection': self.projection = nn.Linear(configs.d_model, configs.seq_len, bias=True) if self.task_name == 'classification': self.act = F.gelu self.dropout = nn.Dropout(configs.dropout) self.projection = nn.Linear(configs.d_model * configs.enc_in, configs.num_class) def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec): # 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 _, _, N = x_enc.shape # Embedding enc_out = self.enc_embedding(x_enc, x_mark_enc) enc_out, attns = self.encoder(enc_out, attn_mask=None) dec_out = self.projection(enc_out).permute(0, 2, 1)[:, :, :N] # 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 imputation(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask): # 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 _, L, N = x_enc.shape # Embedding enc_out = self.enc_embedding(x_enc, x_mark_enc) enc_out, attns = self.encoder(enc_out, attn_mask=None) dec_out = self.projection(enc_out).permute(0, 2, 1)[:, :, :N] # De-Normalization from Non-stationary Transformer dec_out = dec_out * (stdev[:, 0, :].unsqueeze(1).repeat(1, L, 1)) dec_out = dec_out + (means[:, 0, :].unsqueeze(1).repeat(1, L, 1)) return dec_out def anomaly_detection(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 _, L, N = x_enc.shape # Embedding enc_out = self.enc_embedding(x_enc, None) enc_out, attns = self.encoder(enc_out, attn_mask=None) dec_out = self.projection(enc_out).permute(0, 2, 1)[:, :, :N] # De-Normalization from Non-stationary Transformer dec_out = dec_out * (stdev[:, 0, :].unsqueeze(1).repeat(1, L, 1)) dec_out = dec_out + (means[:, 0, :].unsqueeze(1).repeat(1, L, 1)) return dec_out def classification(self, x_enc, x_mark_enc): # Embedding enc_out = self.enc_embedding(x_enc, None) enc_out, attns = self.encoder(enc_out, attn_mask=None) # Output output = self.act(enc_out) # the output transformer encoder/decoder embeddings don't include non-linearity output = self.dropout(output) output = output.reshape(output.shape[0], -1) # (batch_size, c_in * 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