feat: add TimesNet_Q and xPatch models with Q matrix transformations
This commit is contained in:
@ -3,8 +3,8 @@ import torch
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import torch.nn as nn
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import torch.nn.functional as F
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import numpy as np
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from RevIN import RevIN
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from Trans_EncDec import Encoder_ori, LinearEncoder
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from ..RevIN import RevIN
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from .Trans_EncDec import Encoder_ori, LinearEncoder
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@ -1 +1 @@
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from model import *
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from .model import *
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221
models/TimesNet_Q/TimesNet_Q.py
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221
models/TimesNet_Q/TimesNet_Q.py
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@ -0,0 +1,221 @@
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import torch
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import torch.nn as nn
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import torch.nn.functional as F
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import torch.fft
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import numpy as np
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import os
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from layers.Embed import DataEmbedding
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from layers.Conv_Blocks import Inception_Block_V1
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def FFT_for_Period(x, k=2):
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# [B, T, C]
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xf = torch.fft.rfft(x, dim=1)
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# find period by amplitudes
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frequency_list = abs(xf).mean(0).mean(-1)
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frequency_list[0] = 0
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_, top_list = torch.topk(frequency_list, k)
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top_list = top_list.detach().cpu().numpy()
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period = x.shape[1] // top_list
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return period, abs(xf).mean(-1)[:, top_list]
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class TimesBlock(nn.Module):
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"""Original TimesBlock without Q matrix transformation"""
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def __init__(self, configs):
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super(TimesBlock, self).__init__()
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self.seq_len = configs.seq_len
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self.pred_len = configs.pred_len
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self.k = configs.top_k
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# parameter-efficient design
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self.conv = nn.Sequential(
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Inception_Block_V1(configs.d_model, configs.d_ff,
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num_kernels=configs.num_kernels),
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nn.GELU(),
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Inception_Block_V1(configs.d_ff, configs.d_model,
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num_kernels=configs.num_kernels)
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)
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def forward(self, x):
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B, T, N = x.size()
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period_list, period_weight = FFT_for_Period(x, self.k)
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res = []
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for i in range(self.k):
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period = period_list[i]
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# padding
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if (self.seq_len + self.pred_len) % period != 0:
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length = (
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((self.seq_len + self.pred_len) // period) + 1) * period
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padding = torch.zeros([x.shape[0], (length - (self.seq_len + self.pred_len)), x.shape[2]]).to(x.device)
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out = torch.cat([x, padding], dim=1)
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else:
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length = (self.seq_len + self.pred_len)
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out = x
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# reshape
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out = out.reshape(B, length // period, period,
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N).permute(0, 3, 1, 2).contiguous()
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# 2D conv: from 1d Variation to 2d Variation
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out = self.conv(out)
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# reshape back
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out = out.permute(0, 2, 3, 1).reshape(B, -1, N)
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res.append(out[:, :(self.seq_len + self.pred_len), :])
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res = torch.stack(res, dim=-1)
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# adaptive aggregation
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period_weight = F.softmax(period_weight, dim=1)
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period_weight = period_weight.unsqueeze(
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1).unsqueeze(1).repeat(1, T, N, 1)
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res = torch.sum(res * period_weight, -1)
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# residual connection
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res = res + x
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return res
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class Model(nn.Module):
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"""
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TimesNet with Q matrix transformation
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- Applies input Q matrix transformation before embedding
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- Uses original TimesBlock logic
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- Applies output Q matrix transformation before De-Normalization
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Only implements long/short term forecasting
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"""
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def __init__(self, configs):
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super(Model, self).__init__()
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self.configs = configs
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self.task_name = configs.task_name
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self.seq_len = configs.seq_len
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self.label_len = configs.label_len
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self.pred_len = configs.pred_len
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# Load Q matrices
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self.load_Q_matrices(configs)
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# Model layers
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self.model = nn.ModuleList([TimesBlock(configs)
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for _ in range(configs.e_layers)])
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self.enc_embedding = DataEmbedding(configs.enc_in, configs.d_model, configs.embed, configs.freq,
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configs.dropout)
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self.layer = configs.e_layers
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self.layer_norm = nn.LayerNorm(configs.d_model)
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# Only implement forecast-related layers
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self.predict_linear = nn.Linear(
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self.seq_len, self.pred_len + self.seq_len)
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self.projection = nn.Linear(
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configs.d_model, configs.c_out, bias=True)
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def load_Q_matrices(self, configs):
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"""Load pre-computed Q matrices for input and output transformations"""
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# Get dataset name from configs, default to ETTm1 if not specified
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dataset_name = getattr(configs, 'dataset', 'ETTm1')
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# Input Q matrix (seq_len)
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input_q_path = f'cov_mats/{dataset_name}/{dataset_name}_{configs.seq_len}_ratio1.0.npy'
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# Output Q matrix (pred_len)
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output_q_path = f'cov_mats/{dataset_name}/{dataset_name}_{configs.pred_len}_ratio1.0.npy'
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device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
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if os.path.exists(input_q_path):
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Q_input = np.load(input_q_path)
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self.register_buffer('Q_input', torch.FloatTensor(Q_input).to(device))
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print(f"Loaded input Q matrix from {input_q_path}, shape: {Q_input.shape}")
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else:
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print(f"Warning: Input Q matrix not found at {input_q_path}, using identity matrix")
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self.register_buffer('Q_input', torch.eye(configs.seq_len).to(device))
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if os.path.exists(output_q_path):
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Q_output = np.load(output_q_path)
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self.register_buffer('Q_output', torch.FloatTensor(Q_output).to(device))
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print(f"Loaded output Q matrix from {output_q_path}, shape: {Q_output.shape}")
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else:
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print(f"Warning: Output Q matrix not found at {output_q_path}, using identity matrix")
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self.register_buffer('Q_output', torch.eye(configs.pred_len).to(device))
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def apply_input_Q_transformation(self, x):
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"""
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Apply input Q matrix transformation before embedding
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Input: x with shape [B, T, N] where T = seq_len
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Output: transformed x with shape [B, T, N]
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"""
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B, T, N = x.size()
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# Transpose to [B, N, T] for matrix multiplication
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x_transposed = x.transpose(-1, -2) # [B, N, T]
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# Apply input Q transformation: einsum 'bnt,tv->bnv'
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# x_transposed: [B, N, T], Q_input.T: [T, T] -> result: [B, N, T]
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x_trans = torch.einsum('bnt,tv->bnv', x_transposed, self.Q_input.transpose(-1, -2))
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# Transpose back to [B, T, N]
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x_transformed = x_trans.transpose(-1, -2) # [B, T, N]
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return x_transformed
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def apply_output_Q_transformation(self, x):
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"""
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Apply output Q matrix transformation to prediction output
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Input: x with shape [B, pred_len, N]
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Output: transformed x with shape [B, pred_len, N]
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"""
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B, T, N = x.size()
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assert T == self.pred_len, f"Expected pred_len {self.pred_len}, got {T}"
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# Transpose to [B, N, T] for matrix multiplication
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x_transposed = x.transpose(-1, -2) # [B, N, pred_len]
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# Apply output Q transformation: einsum 'bnt,tv->bnv'
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# x_transposed: [B, N, pred_len], Q_output: [pred_len, pred_len] -> result: [B, N, pred_len]
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x_trans = torch.einsum('bnt,tv->bnv', x_transposed, self.Q_output)
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# Transpose back to [B, pred_len, N]
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x_transformed = x_trans.transpose(-1, -2) # [B, pred_len, N]
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return x_transformed
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def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):
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# Normalization from Non-stationary Transformer
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means = x_enc.mean(1, keepdim=True).detach()
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x_enc = x_enc.sub(means)
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stdev = torch.sqrt(
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torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)
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x_enc = x_enc.div(stdev)
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# Apply input Q matrix transformation before embedding
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x_enc_transformed = self.apply_input_Q_transformation(x_enc)
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# embedding with transformed input
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enc_out = self.enc_embedding(x_enc_transformed, x_mark_enc) # [B,T,C]
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enc_out = self.predict_linear(enc_out.permute(0, 2, 1)).permute(
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0, 2, 1) # align temporal dimension
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# TimesNet blocks (original logic, no Q transformation)
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for i in range(self.layer):
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enc_out = self.layer_norm(self.model[i](enc_out))
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# project back
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dec_out = self.projection(enc_out)
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# Extract prediction part and apply output Q transformation
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pred_out = dec_out[:, -self.pred_len:, :] # [B, pred_len, N]
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pred_out_transformed = self.apply_output_Q_transformation(pred_out)
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# De-Normalization from Non-stationary Transformer
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pred_out_transformed = pred_out_transformed.mul(
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(stdev[:, 0, :].unsqueeze(1).repeat(
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1, self.pred_len, 1)))
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pred_out_transformed = pred_out_transformed.add(
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(means[:, 0, :].unsqueeze(1).repeat(
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1, self.pred_len, 1)))
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return pred_out_transformed
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def forward(self, x_enc, x_mark_enc=None, x_dec=None, x_mark_dec=None, mask=None):
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# Only support long_term_forecast and short_term_forecast
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if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast':
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dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)
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return dec_out # [B, pred_len, D]
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else:
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raise NotImplementedError(f"Task {self.task_name} is not implemented in TimesNet_Q")
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return None
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3
models/TimesNet_Q/__init__.py
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3
models/TimesNet_Q/__init__.py
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@ -0,0 +1,3 @@
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from .TimesNet_Q import Model
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__all__ = ['Model']
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models/xPatch/network.py
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132
models/xPatch/network.py
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@ -0,0 +1,132 @@
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import torch
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from torch import nn
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class Network(nn.Module):
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def __init__(self, seq_len, pred_len, patch_len, stride, padding_patch):
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super(Network, self).__init__()
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# Parameters
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self.pred_len = pred_len
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# Non-linear Stream
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# Patching
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self.patch_len = patch_len
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self.stride = stride
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self.padding_patch = padding_patch
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self.dim = patch_len * patch_len
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self.patch_num = (seq_len - patch_len)//stride + 1
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if padding_patch == 'end': # can be modified to general case
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self.padding_patch_layer = nn.ReplicationPad1d((0, stride))
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self.patch_num += 1
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# Patch Embedding
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self.fc1 = nn.Linear(patch_len, self.dim)
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self.gelu1 = nn.GELU()
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self.bn1 = nn.BatchNorm1d(self.patch_num)
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# CNN Depthwise
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self.conv1 = nn.Conv1d(self.patch_num, self.patch_num,
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patch_len, patch_len, groups=self.patch_num)
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self.gelu2 = nn.GELU()
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self.bn2 = nn.BatchNorm1d(self.patch_num)
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# Residual Stream
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self.fc2 = nn.Linear(self.dim, patch_len)
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# CNN Pointwise
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self.conv2 = nn.Conv1d(self.patch_num, self.patch_num, 1, 1)
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self.gelu3 = nn.GELU()
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self.bn3 = nn.BatchNorm1d(self.patch_num)
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# Flatten Head
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self.flatten1 = nn.Flatten(start_dim=-2)
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self.fc3 = nn.Linear(self.patch_num * patch_len, pred_len * 2)
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self.gelu4 = nn.GELU()
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self.fc4 = nn.Linear(pred_len * 2, pred_len)
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# Linear Stream
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# MLP
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self.fc5 = nn.Linear(seq_len, pred_len * 4)
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self.avgpool1 = nn.AvgPool1d(kernel_size=2)
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self.ln1 = nn.LayerNorm(pred_len * 2)
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self.fc6 = nn.Linear(pred_len * 2, pred_len)
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self.avgpool2 = nn.AvgPool1d(kernel_size=2)
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self.ln2 = nn.LayerNorm(pred_len // 2)
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self.fc7 = nn.Linear(pred_len // 2, pred_len)
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# Streams Concatination
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self.fc8 = nn.Linear(pred_len * 2, pred_len)
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def forward(self, s, t):
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# x: [Batch, Input, Channel]
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# s - seasonality
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# t - trend
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s = s.permute(0,2,1) # to [Batch, Channel, Input]
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t = t.permute(0,2,1) # to [Batch, Channel, Input]
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# Channel split for channel independence
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B = s.shape[0] # Batch size
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C = s.shape[1] # Channel size
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I = s.shape[2] # Input size
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s = torch.reshape(s, (B*C, I)) # [Batch and Channel, Input]
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t = torch.reshape(t, (B*C, I)) # [Batch and Channel, Input]
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# Non-linear Stream
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# Patching
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if self.padding_patch == 'end':
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s = self.padding_patch_layer(s)
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s = s.unfold(dimension=-1, size=self.patch_len, step=self.stride)
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# s: [Batch and Channel, Patch_num, Patch_len]
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# Patch Embedding
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s = self.fc1(s)
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s = self.gelu1(s)
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s = self.bn1(s)
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res = s
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# CNN Depthwise
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s = self.conv1(s)
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s = self.gelu2(s)
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s = self.bn2(s)
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# Residual Stream
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res = self.fc2(res)
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s = s + res
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# CNN Pointwise
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s = self.conv2(s)
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s = self.gelu3(s)
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s = self.bn3(s)
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# Flatten Head
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s = self.flatten1(s)
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s = self.fc3(s)
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s = self.gelu4(s)
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s = self.fc4(s)
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# Linear Stream
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# MLP
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t = self.fc5(t)
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t = self.avgpool1(t)
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t = self.ln1(t)
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t = self.fc6(t)
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t = self.avgpool2(t)
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t = self.ln2(t)
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t = self.fc7(t)
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# Streams Concatination
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x = torch.cat((s, t), dim=1)
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x = self.fc8(x)
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# Channel concatination
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x = torch.reshape(x, (B, C, self.pred_len)) # [Batch, Channel, Output]
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x = x.permute(0,2,1) # to [Batch, Output, Channel]
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return x
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58
models/xPatch/xPatch.py
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58
models/xPatch/xPatch.py
Normal file
@ -0,0 +1,58 @@
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import torch
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import torch.nn as nn
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import math
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from layers.decomp import DECOMP
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from .network import Network
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# from layers.network_mlp import NetworkMLP # For ablation study with MLP-only stream
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# from layers.network_cnn import NetworkCNN # For ablation study with CNN-only stream
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from layers.revin import RevIN
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class Model(nn.Module):
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def __init__(self, configs):
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super(Model, self).__init__()
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# Parameters
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seq_len = configs.seq_len # lookback window L
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pred_len = configs.pred_len # prediction length (96, 192, 336, 720)
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c_in = configs.enc_in # input channels
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# Patching
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patch_len = configs.patch_len
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stride = configs.stride
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padding_patch = configs.padding_patch
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# Normalization
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self.revin = configs.revin
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self.revin_layer = RevIN(c_in,affine=True,subtract_last=False)
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# Moving Average
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self.ma_type = configs.ma_type
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alpha = configs.alpha # smoothing factor for EMA (Exponential Moving Average)
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beta = configs.beta # smoothing factor for DEMA (Double Exponential Moving Average)
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self.decomp = DECOMP(self.ma_type, alpha, beta)
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self.net = Network(seq_len, pred_len, patch_len, stride, padding_patch)
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# self.net_mlp = NetworkMLP(seq_len, pred_len) # For ablation study with MLP-only stream
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# self.net_cnn = NetworkCNN(seq_len, pred_len, patch_len, stride, padding_patch) # For ablation study with CNN-only stream
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def forward(self, x):
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# x: [Batch, Input, Channel]
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# Normalization
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if self.revin:
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x = self.revin_layer(x, 'norm')
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if self.ma_type == 'reg': # If no decomposition, directly pass the input to the network
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x = self.net(x, x)
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# x = self.net_mlp(x) # For ablation study with MLP-only stream
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# x = self.net_cnn(x) # For ablation study with CNN-only stream
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else:
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seasonal_init, trend_init = self.decomp(x)
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x = self.net(seasonal_init, trend_init)
|
||||
|
||||
# Denormalization
|
||||
if self.revin:
|
||||
x = self.revin_layer(x, 'denorm')
|
||||
|
||||
return x
|
1
models/xPatch_Q/__init__.py
Normal file
1
models/xPatch_Q/__init__.py
Normal file
@ -0,0 +1 @@
|
||||
from .xPatch_Q import Model
|
132
models/xPatch_Q/network.py
Normal file
132
models/xPatch_Q/network.py
Normal file
@ -0,0 +1,132 @@
|
||||
import torch
|
||||
from torch import nn
|
||||
|
||||
class Network(nn.Module):
|
||||
def __init__(self, seq_len, pred_len, patch_len, stride, padding_patch):
|
||||
super(Network, self).__init__()
|
||||
|
||||
# Parameters
|
||||
self.pred_len = pred_len
|
||||
|
||||
# Non-linear Stream
|
||||
# Patching
|
||||
self.patch_len = patch_len
|
||||
self.stride = stride
|
||||
self.padding_patch = padding_patch
|
||||
self.dim = patch_len * patch_len
|
||||
self.patch_num = (seq_len - patch_len)//stride + 1
|
||||
if padding_patch == 'end': # can be modified to general case
|
||||
self.padding_patch_layer = nn.ReplicationPad1d((0, stride))
|
||||
self.patch_num += 1
|
||||
|
||||
# Patch Embedding
|
||||
self.fc1 = nn.Linear(patch_len, self.dim)
|
||||
self.gelu1 = nn.GELU()
|
||||
self.bn1 = nn.BatchNorm1d(self.patch_num)
|
||||
|
||||
# CNN Depthwise
|
||||
self.conv1 = nn.Conv1d(self.patch_num, self.patch_num,
|
||||
patch_len, patch_len, groups=self.patch_num)
|
||||
self.gelu2 = nn.GELU()
|
||||
self.bn2 = nn.BatchNorm1d(self.patch_num)
|
||||
|
||||
# Residual Stream
|
||||
self.fc2 = nn.Linear(self.dim, patch_len)
|
||||
|
||||
# CNN Pointwise
|
||||
self.conv2 = nn.Conv1d(self.patch_num, self.patch_num, 1, 1)
|
||||
self.gelu3 = nn.GELU()
|
||||
self.bn3 = nn.BatchNorm1d(self.patch_num)
|
||||
|
||||
# Flatten Head
|
||||
self.flatten1 = nn.Flatten(start_dim=-2)
|
||||
self.fc3 = nn.Linear(self.patch_num * patch_len, pred_len * 2)
|
||||
self.gelu4 = nn.GELU()
|
||||
self.fc4 = nn.Linear(pred_len * 2, pred_len)
|
||||
|
||||
# Linear Stream
|
||||
# MLP
|
||||
self.fc5 = nn.Linear(seq_len, pred_len * 4)
|
||||
self.avgpool1 = nn.AvgPool1d(kernel_size=2)
|
||||
self.ln1 = nn.LayerNorm(pred_len * 2)
|
||||
|
||||
self.fc6 = nn.Linear(pred_len * 2, pred_len)
|
||||
self.avgpool2 = nn.AvgPool1d(kernel_size=2)
|
||||
self.ln2 = nn.LayerNorm(pred_len // 2)
|
||||
|
||||
self.fc7 = nn.Linear(pred_len // 2, pred_len)
|
||||
|
||||
# Streams Concatination
|
||||
self.fc8 = nn.Linear(pred_len * 2, pred_len)
|
||||
|
||||
def forward(self, s, t):
|
||||
# x: [Batch, Input, Channel]
|
||||
# s - seasonality
|
||||
# t - trend
|
||||
|
||||
s = s.permute(0,2,1) # to [Batch, Channel, Input]
|
||||
t = t.permute(0,2,1) # to [Batch, Channel, Input]
|
||||
|
||||
# Channel split for channel independence
|
||||
B = s.shape[0] # Batch size
|
||||
C = s.shape[1] # Channel size
|
||||
I = s.shape[2] # Input size
|
||||
s = torch.reshape(s, (B*C, I)) # [Batch and Channel, Input]
|
||||
t = torch.reshape(t, (B*C, I)) # [Batch and Channel, Input]
|
||||
|
||||
# Non-linear Stream
|
||||
# Patching
|
||||
if self.padding_patch == 'end':
|
||||
s = self.padding_patch_layer(s)
|
||||
s = s.unfold(dimension=-1, size=self.patch_len, step=self.stride)
|
||||
# s: [Batch and Channel, Patch_num, Patch_len]
|
||||
|
||||
# Patch Embedding
|
||||
s = self.fc1(s)
|
||||
s = self.gelu1(s)
|
||||
s = self.bn1(s)
|
||||
|
||||
res = s
|
||||
|
||||
# CNN Depthwise
|
||||
s = self.conv1(s)
|
||||
s = self.gelu2(s)
|
||||
s = self.bn2(s)
|
||||
|
||||
# Residual Stream
|
||||
res = self.fc2(res)
|
||||
s = s + res
|
||||
|
||||
# CNN Pointwise
|
||||
s = self.conv2(s)
|
||||
s = self.gelu3(s)
|
||||
s = self.bn3(s)
|
||||
|
||||
# Flatten Head
|
||||
s = self.flatten1(s)
|
||||
s = self.fc3(s)
|
||||
s = self.gelu4(s)
|
||||
s = self.fc4(s)
|
||||
|
||||
# Linear Stream
|
||||
# MLP
|
||||
t = self.fc5(t)
|
||||
t = self.avgpool1(t)
|
||||
t = self.ln1(t)
|
||||
|
||||
t = self.fc6(t)
|
||||
t = self.avgpool2(t)
|
||||
t = self.ln2(t)
|
||||
|
||||
t = self.fc7(t)
|
||||
|
||||
# Streams Concatination
|
||||
x = torch.cat((s, t), dim=1)
|
||||
x = self.fc8(x)
|
||||
|
||||
# Channel concatination
|
||||
x = torch.reshape(x, (B, C, self.pred_len)) # [Batch, Channel, Output]
|
||||
|
||||
x = x.permute(0,2,1) # to [Batch, Output, Channel]
|
||||
|
||||
return x
|
146
models/xPatch_Q/xPatch_Q.py
Normal file
146
models/xPatch_Q/xPatch_Q.py
Normal file
@ -0,0 +1,146 @@
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
import math
|
||||
import numpy as np
|
||||
import os
|
||||
|
||||
from layers.decomp import DECOMP
|
||||
from .network import Network
|
||||
from layers.revin import RevIN
|
||||
|
||||
class Model(nn.Module):
|
||||
"""
|
||||
xPatch with Q matrix transformation
|
||||
- Applies RevIN normalization first
|
||||
- Applies input Q matrix transformation after RevIN normalization (based on dataset and seq_len)
|
||||
- Uses original xPatch logic (decomposition + dual stream network)
|
||||
- Applies output Q matrix transformation before RevIN denormalization (based on dataset and pred_len)
|
||||
"""
|
||||
|
||||
def __init__(self, configs):
|
||||
super(Model, self).__init__()
|
||||
|
||||
# Parameters
|
||||
seq_len = configs.seq_len # lookback window L
|
||||
pred_len = configs.pred_len # prediction length (96, 192, 336, 720)
|
||||
c_in = configs.enc_in # input channels
|
||||
|
||||
# Patching
|
||||
patch_len = configs.patch_len
|
||||
stride = configs.stride
|
||||
padding_patch = configs.padding_patch
|
||||
|
||||
# Store for Q matrix transformations
|
||||
self.seq_len = seq_len
|
||||
self.pred_len = pred_len
|
||||
|
||||
# Load Q matrices
|
||||
self.load_Q_matrices(configs)
|
||||
|
||||
# Normalization
|
||||
self.revin = configs.revin
|
||||
self.revin_layer = RevIN(c_in, affine=True, subtract_last=False)
|
||||
|
||||
# Moving Average
|
||||
self.ma_type = configs.ma_type
|
||||
alpha = configs.alpha # smoothing factor for EMA (Exponential Moving Average)
|
||||
beta = configs.beta # smoothing factor for DEMA (Double Exponential Moving Average)
|
||||
|
||||
self.decomp = DECOMP(self.ma_type, alpha, beta)
|
||||
self.net = Network(seq_len, pred_len, patch_len, stride, padding_patch)
|
||||
|
||||
def load_Q_matrices(self, configs):
|
||||
"""Load pre-computed Q matrices for input and output transformations"""
|
||||
# Get dataset name from configs, default to ETTm1 if not specified
|
||||
dataset_name = getattr(configs, 'dataset', 'ETTm1')
|
||||
|
||||
# Input Q matrix (seq_len)
|
||||
input_q_path = f'cov_mats/{dataset_name}/{dataset_name}_{configs.seq_len}_ratio1.0.npy'
|
||||
# Output Q matrix (pred_len)
|
||||
output_q_path = f'cov_mats/{dataset_name}/{dataset_name}_{configs.pred_len}_ratio1.0.npy'
|
||||
|
||||
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
|
||||
|
||||
if os.path.exists(input_q_path):
|
||||
Q_input = np.load(input_q_path)
|
||||
self.register_buffer('Q_input', torch.FloatTensor(Q_input).to(device))
|
||||
print(f"Loaded input Q matrix from {input_q_path}, shape: {Q_input.shape}")
|
||||
else:
|
||||
print(f"Warning: Input Q matrix not found at {input_q_path}, using identity matrix")
|
||||
self.register_buffer('Q_input', torch.eye(configs.seq_len).to(device))
|
||||
|
||||
if os.path.exists(output_q_path):
|
||||
Q_output = np.load(output_q_path)
|
||||
self.register_buffer('Q_output', torch.FloatTensor(Q_output).to(device))
|
||||
print(f"Loaded output Q matrix from {output_q_path}, shape: {Q_output.shape}")
|
||||
else:
|
||||
print(f"Warning: Output Q matrix not found at {output_q_path}, using identity matrix")
|
||||
self.register_buffer('Q_output', torch.eye(configs.pred_len).to(device))
|
||||
|
||||
def apply_input_Q_transformation(self, x):
|
||||
"""
|
||||
Apply input Q matrix transformation after RevIN normalization
|
||||
Input: x with shape [B, T, N] where T = seq_len
|
||||
Output: transformed x with shape [B, T, N]
|
||||
"""
|
||||
B, T, N = x.size()
|
||||
assert T == self.seq_len, f"Expected seq_len {self.seq_len}, got {T}"
|
||||
|
||||
# Transpose to [B, N, T] for matrix multiplication
|
||||
x_transposed = x.transpose(-1, -2) # [B, N, T]
|
||||
|
||||
# Apply input Q transformation: einsum 'bnt,tv->bnv'
|
||||
# x_transposed: [B, N, T], Q_input.T: [T, T] -> result: [B, N, T]
|
||||
x_trans = torch.einsum('bnt,tv->bnv', x_transposed, self.Q_input.transpose(-1, -2))
|
||||
|
||||
# Transpose back to [B, T, N]
|
||||
x_transformed = x_trans.transpose(-1, -2) # [B, T, N]
|
||||
|
||||
return x_transformed
|
||||
|
||||
def apply_output_Q_transformation(self, x):
|
||||
"""
|
||||
Apply output Q matrix transformation to prediction output
|
||||
Input: x with shape [B, pred_len, N]
|
||||
Output: transformed x with shape [B, pred_len, N]
|
||||
"""
|
||||
B, T, N = x.size()
|
||||
assert T == self.pred_len, f"Expected pred_len {self.pred_len}, got {T}"
|
||||
|
||||
# Transpose to [B, N, T] for matrix multiplication
|
||||
x_transposed = x.transpose(-1, -2) # [B, N, pred_len]
|
||||
|
||||
# Apply output Q transformation: einsum 'bnt,tv->bnv'
|
||||
# x_transposed: [B, N, pred_len], Q_output: [pred_len, pred_len] -> result: [B, N, pred_len]
|
||||
x_trans = torch.einsum('bnt,tv->bnv', x_transposed, self.Q_output)
|
||||
|
||||
# Transpose back to [B, pred_len, N]
|
||||
x_transformed = x_trans.transpose(-1, -2) # [B, pred_len, N]
|
||||
|
||||
return x_transformed
|
||||
|
||||
def forward(self, x):
|
||||
# x: [Batch, Input, Channel]
|
||||
|
||||
# RevIN Normalization
|
||||
if self.revin:
|
||||
x = self.revin_layer(x, 'norm')
|
||||
|
||||
# Apply input Q matrix transformation after RevIN normalization
|
||||
x_transformed = self.apply_input_Q_transformation(x)
|
||||
|
||||
# xPatch processing with Q-transformed input
|
||||
if self.ma_type == 'reg': # If no decomposition, directly pass the input to the network
|
||||
output = self.net(x_transformed, x_transformed)
|
||||
else:
|
||||
seasonal_init, trend_init = self.decomp(x_transformed)
|
||||
output = self.net(seasonal_init, trend_init)
|
||||
|
||||
# Apply output Q matrix transformation to the prediction
|
||||
output_transformed = self.apply_output_Q_transformation(output)
|
||||
|
||||
# RevIN Denormalization
|
||||
if self.revin:
|
||||
output_transformed = self.revin_layer(output_transformed, 'denorm')
|
||||
|
||||
return output_transformed
|
Reference in New Issue
Block a user