feat: add TimesNet_Q and xPatch models with Q matrix transformations

models/xPatch/xPatch.py

@@ -0,0 +1,58 @@
+import torch
+import torch.nn as nn
+import math
+
+from layers.decomp import DECOMP
+from .network import Network
+# from layers.network_mlp import NetworkMLP # For ablation study with MLP-only stream
+# from layers.network_cnn import NetworkCNN # For ablation study with CNN-only stream
+from layers.revin import RevIN
+
+class Model(nn.Module):
+    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
+
+        # 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)
+        # self.net_mlp = NetworkMLP(seq_len, pred_len) # For ablation study with MLP-only stream
+        # self.net_cnn = NetworkCNN(seq_len, pred_len, patch_len, stride, padding_patch) # For ablation study with CNN-only stream
+
+    def forward(self, x):
+        # x: [Batch, Input, Channel]
+
+        # Normalization
+        if self.revin:
+            x = self.revin_layer(x, 'norm')
+
+        if self.ma_type == 'reg':   # If no decomposition, directly pass the input to the network
+            x = self.net(x, x)
+            # x = self.net_mlp(x) # For ablation study with MLP-only stream
+            # x = self.net_cnn(x) # For ablation study with CNN-only stream
+        else:
+            seasonal_init, trend_init = self.decomp(x)
+            x = self.net(seasonal_init, trend_init)
+
+        # Denormalization
+        if self.revin:
+            x = self.revin_layer(x, 'denorm')
+
+        return x