from data_provider.data_factory import data_provider from exp.exp_basic import Exp_Basic from utils.tools import EarlyStopping, adjust_learning_rate, visual from utils.metrics import metric import torch import torch.nn as nn from torch import optim import os import time import warnings import numpy as np from utils.dtw_metric import dtw, accelerated_dtw from utils.augmentation import run_augmentation, run_augmentation_single warnings.filterwarnings('ignore') class Exp_Long_Term_Forecast(Exp_Basic): def __init__(self, args): super(Exp_Long_Term_Forecast, self).__init__(args) def _build_model(self): model = self.model_dict[self.args.model].Model(self.args).float() if self.args.use_multi_gpu and self.args.use_gpu: model = nn.DataParallel(model, device_ids=self.args.device_ids) return model def _get_data(self, flag): data_set, data_loader = data_provider(self.args, flag) return data_set, data_loader def _select_optimizer(self): model_optim = optim.Adam(self.model.parameters(), lr=self.args.learning_rate) return model_optim def _select_criterion(self, loss_name='MSE'): if self.args.data == 'PEMS': return nn.L1Loss() elif loss_name == 'MSE': return nn.MSELoss() elif loss_name == 'MAPE': return mape_loss() elif loss_name == 'MASE': return mase_loss() elif loss_name == 'SMAPE': return smape_loss() elif loss_name == 'MAE': return nn.L1Loss(reduction='mean') def vali(self, vali_data, vali_loader, criterion): total_loss = [] self.model.eval() with torch.no_grad(): for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate(vali_loader): batch_x = batch_x.float().to(self.device) batch_y = batch_y.float() batch_x_mark = batch_x_mark.float().to(self.device) batch_y_mark = batch_y_mark.float().to(self.device) # decoder input dec_inp = torch.zeros_like(batch_y[:, -self.args.pred_len:, :]).float() dec_inp = torch.cat([batch_y[:, :self.args.label_len, :], dec_inp], dim=1).float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, f_dim:] batch_y = batch_y[:, -self.args.pred_len:, f_dim:].to(self.device) pred = outputs.detach() true = batch_y.detach() if self.args.data == 'PEMS': B, T, C = pred.shape pred = pred.cpu().numpy() true = true.cpu().numpy() pred = vali_data.inverse_transform(pred.reshape(-1, C)).reshape(B, T, C) true = vali_data.inverse_transform(true.reshape(-1, C)).reshape(B, T, C) mae, mse, rmse, mape, mspe = metric(pred, true) total_loss.append(mae) else: loss = criterion(pred, true) total_loss.append(loss.item()) total_loss = np.average(total_loss) self.model.train() return total_loss def train(self, setting): train_data, train_loader = self._get_data(flag='train') vali_data, vali_loader = self._get_data(flag='val') test_data, test_loader = self._get_data(flag='test') path = os.path.join(self.args.checkpoints, setting) if not os.path.exists(path): os.makedirs(path) time_now = time.time() train_steps = len(train_loader) early_stopping = EarlyStopping(patience=self.args.patience, verbose=True) model_optim = self._select_optimizer() criterion = self._select_criterion() if self.args.use_amp: scaler = torch.cuda.amp.GradScaler() for epoch in range(self.args.train_epochs): iter_count = 0 train_loss = [] self.model.train() epoch_time = time.time() for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate(train_loader): iter_count += 1 model_optim.zero_grad() batch_x = batch_x.float().to(self.device) batch_y = batch_y.float().to(self.device) batch_x_mark = batch_x_mark.float().to(self.device) batch_y_mark = batch_y_mark.float().to(self.device) # decoder input dec_inp = torch.zeros_like(batch_y[:, -self.args.pred_len:, :]).float() dec_inp = torch.cat([batch_y[:, :self.args.label_len, :], dec_inp], dim=1).float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, f_dim:] batch_y = batch_y[:, -self.args.pred_len:, f_dim:].to(self.device) loss = criterion(outputs, batch_y) train_loss.append(loss.item()) else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, f_dim:] batch_y = batch_y[:, -self.args.pred_len:, f_dim:].to(self.device) loss = criterion(outputs, batch_y) train_loss.append(loss.item()) if (i + 1) % 100 == 0: print("\titers: {0}, epoch: {1} | loss: {2:.7f}".format(i + 1, epoch + 1, loss.item())) speed = (time.time() - time_now) / iter_count left_time = speed * ((self.args.train_epochs - epoch) * train_steps - i) print('\tspeed: {:.4f}s/iter; left time: {:.4f}s'.format(speed, left_time)) iter_count = 0 time_now = time.time() if self.args.use_amp: scaler.scale(loss).backward() scaler.step(model_optim) scaler.update() else: loss.backward() model_optim.step() print("Epoch: {} cost time: {}".format(epoch + 1, time.time() - epoch_time)) train_loss = np.average(train_loss) vali_loss = self.vali(vali_data, vali_loader, criterion) test_loss = self.vali(test_data, test_loader, criterion) print("Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} Vali Loss: {3:.7f} Test Loss: {4:.7f}".format( epoch + 1, train_steps, train_loss, vali_loss, test_loss)) early_stopping(vali_loss, self.model, path) if early_stopping.early_stop: print("Early stopping") break adjust_learning_rate(model_optim, epoch + 1, self.args) best_model_path = path + '/' + 'checkpoint.pth' self.model.load_state_dict(torch.load(best_model_path)) return self.model def test(self, setting, test=0): test_data, test_loader = self._get_data(flag='test') if test: print('loading model') self.model.load_state_dict(torch.load(os.path.join('./checkpoints/' + setting, 'checkpoint.pth'))) preds = [] trues = [] folder_path = './test_results/' + setting + '/' if not os.path.exists(folder_path): os.makedirs(folder_path) self.model.eval() with torch.no_grad(): for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate(test_loader): batch_x = batch_x.float().to(self.device) batch_y = batch_y.float().to(self.device) batch_x_mark = batch_x_mark.float().to(self.device) batch_y_mark = batch_y_mark.float().to(self.device) # decoder input dec_inp = torch.zeros_like(batch_y[:, -self.args.pred_len:, :]).float() dec_inp = torch.cat([batch_y[:, :self.args.label_len, :], dec_inp], dim=1).float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, :] batch_y = batch_y[:, -self.args.pred_len:, :].to(self.device) outputs = outputs.detach().cpu().numpy() batch_y = batch_y.detach().cpu().numpy() if test_data.scale and self.args.inverse: shape = batch_y.shape if outputs.shape[-1] != batch_y.shape[-1]: outputs = np.tile(outputs, [1, 1, int(batch_y.shape[-1] / outputs.shape[-1])]) outputs = test_data.inverse_transform(outputs.reshape(shape[0] * shape[1], -1)).reshape(shape) batch_y = test_data.inverse_transform(batch_y.reshape(shape[0] * shape[1], -1)).reshape(shape) outputs = outputs[:, :, f_dim:] batch_y = batch_y[:, :, f_dim:] pred = outputs true = batch_y preds.append(pred) trues.append(true) if i % 20 == 0: input = batch_x.detach().cpu().numpy() if test_data.scale and self.args.inverse: shape = input.shape input = test_data.inverse_transform(input.reshape(shape[0] * shape[1], -1)).reshape(shape) gt = np.concatenate((input[0, :, -1], true[0, :, -1]), axis=0) pd = np.concatenate((input[0, :, -1], pred[0, :, -1]), axis=0) visual(gt, pd, os.path.join(folder_path, str(i) + '.pdf')) preds = np.concatenate(preds, axis=0) trues = np.concatenate(trues, axis=0) print('test shape:', preds.shape, trues.shape) preds = preds.reshape(-1, preds.shape[-2], preds.shape[-1]) trues = trues.reshape(-1, trues.shape[-2], trues.shape[-1]) print('test shape:', preds.shape, trues.shape) # result save folder_path = './results/' + setting + '/' if not os.path.exists(folder_path): os.makedirs(folder_path) # dtw calculation if self.args.use_dtw: dtw_list = [] manhattan_distance = lambda x, y: np.abs(x - y) for i in range(preds.shape[0]): x = preds[i].reshape(-1, 1) y = trues[i].reshape(-1, 1) if i % 100 == 0: print("calculating dtw iter:", i) d, _, _, _ = accelerated_dtw(x, y, dist=manhattan_distance) dtw_list.append(d) dtw = np.array(dtw_list).mean() else: dtw = 'Not calculated' mae, mse, rmse, mape, mspe = metric(preds, trues) print('mse:{}, mae:{}, dtw:{}'.format(mse, mae, dtw)) f = open("result_long_term_forecast.txt", 'a') f.write(setting + " \n") f.write('mse:{}, mae:{}, dtw:{}'.format(mse, mae, dtw)) f.write('\n') f.write('\n') f.close() np.save(folder_path + 'metrics.npy', np.array([mae, mse, rmse, mape, mspe])) np.save(folder_path + 'pred.npy', preds) np.save(folder_path + 'true.npy', trues) return