import torch import torch.nn as nn from layers.Transformer_EncDec import Encoder, EncoderLayer from layers.SelfAttention_Family import FullAttention, AttentionLayer from einops import rearrange class Model(nn.Module): """ Paper link: https://arxiv.org/abs/2406.16964 """ def __init__(self, configs, patch_len=16, stride=8): super().__init__() self.seq_len = configs.seq_len self.pred_len = configs.pred_len self.patch_size = patch_len self.stride = stride self.d_model = configs.d_model self.patch_num = (configs.seq_len - self.patch_size) // self.stride + 2 self.padding_patch_layer = nn.ReplicationPad1d((0, self.stride)) self.in_layer = nn.Linear(self.patch_size, self.d_model) 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(1) ], norm_layer=nn.LayerNorm(configs.d_model) ) self.out_layer = nn.Linear(self.d_model * self.patch_num, configs.pred_len) def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec): 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 B, _, C = x_enc.shape x_enc = x_enc.permute(0, 2, 1) x_enc = self.padding_patch_layer(x_enc) x_enc = x_enc.unfold(dimension=-1, size=self.patch_size, step=self.stride) enc_out = self.in_layer(x_enc) enc_out = rearrange(enc_out, 'b c m l -> (b c) m l') dec_out, _ = self.encoder(enc_out) dec_out = rearrange(dec_out, '(b c) m l -> b c (m l)' , b=B , c=C) dec_out = self.out_layer(dec_out) dec_out = dec_out.permute(0, 2, 1) 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