import torch import torch.nn as nn from layers.Embed import DataEmbedding from layers.ETSformer_EncDec import EncoderLayer, Encoder, DecoderLayer, Decoder, Transform class Model(nn.Module): """ Paper link: https://arxiv.org/abs/2202.01381 """ def __init__(self, configs): super(Model, self).__init__() self.task_name = configs.task_name self.seq_len = configs.seq_len self.label_len = configs.label_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 assert configs.e_layers == configs.d_layers, "Encoder and decoder layers must be equal" # Embedding self.enc_embedding = DataEmbedding(configs.enc_in, configs.d_model, configs.embed, configs.freq, configs.dropout) # Encoder self.encoder = Encoder( [ EncoderLayer( configs.d_model, configs.n_heads, configs.enc_in, configs.seq_len, self.pred_len, configs.top_k, dim_feedforward=configs.d_ff, dropout=configs.dropout, activation=configs.activation, ) for _ in range(configs.e_layers) ] ) # Decoder self.decoder = Decoder( [ DecoderLayer( configs.d_model, configs.n_heads, configs.c_out, self.pred_len, dropout=configs.dropout, ) for _ in range(configs.d_layers) ], ) self.transform = Transform(sigma=0.2) if self.task_name == 'classification': self.act = torch.nn.functional.gelu self.dropout = nn.Dropout(configs.dropout) self.projection = nn.Linear(configs.d_model * configs.seq_len, configs.num_class) def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec): with torch.no_grad(): if self.training: x_enc = self.transform.transform(x_enc) res = self.enc_embedding(x_enc, x_mark_enc) level, growths, seasons = self.encoder(res, x_enc, attn_mask=None) growth, season = self.decoder(growths, seasons) preds = level[:, -1:] + growth + season return preds def imputation(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask): res = self.enc_embedding(x_enc, x_mark_enc) level, growths, seasons = self.encoder(res, x_enc, attn_mask=None) growth, season = self.decoder(growths, seasons) preds = level[:, -1:] + growth + season return preds def anomaly_detection(self, x_enc): res = self.enc_embedding(x_enc, None) level, growths, seasons = self.encoder(res, x_enc, attn_mask=None) growth, season = self.decoder(growths, seasons) preds = level[:, -1:] + growth + season return preds def classification(self, x_enc, x_mark_enc): res = self.enc_embedding(x_enc, None) _, growths, seasons = self.encoder(res, x_enc, attn_mask=None) growths = torch.sum(torch.stack(growths, 0), 0)[:, :self.seq_len, :] seasons = torch.sum(torch.stack(seasons, 0), 0)[:, :self.seq_len, :] enc_out = growths + seasons output = self.act(enc_out) # the output transformer encoder/decoder embeddings don't include non-linearity output = self.dropout(output) # Output output = output * x_mark_enc.unsqueeze(-1) # zero-out padding embeddings output = output.reshape(output.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