import os import numpy as np import pandas as pd import torch from torch.utils.data import Dataset from sklearn.preprocessing import StandardScaler from utils.timefeatures import time_features import warnings warnings.filterwarnings('ignore') class Dataset_ETT_hour(Dataset): def __init__(self, root_path, flag='train', size=None, features='S', data_path='ETTh1.csv', target='OT', scale=True, timeenc=0, freq='h', train_only=None): # size [seq_len, label_len, pred_len] # info if size == None: self.seq_len = 24 * 4 * 4 self.label_len = 24 * 4 self.pred_len = 24 * 4 else: self.seq_len = size[0] self.label_len = size[1] self.pred_len = size[2] # init assert flag in ['train', 'test', 'val'] type_map = {'train': 0, 'val': 1, 'test': 2} self.set_type = type_map[flag] self.features = features self.target = target self.scale = scale self.timeenc = timeenc self.freq = freq self.root_path = root_path self.data_path = data_path self.__read_data__() def __read_data__(self): self.scaler = StandardScaler() df_raw = pd.read_csv(os.path.join(self.root_path, self.data_path)) border1s = [0, 12 * 30 * 24 - self.seq_len, 12 * 30 * 24 + 4 * 30 * 24 - self.seq_len] border2s = [12 * 30 * 24, 12 * 30 * 24 + 4 * 30 * 24, 12 * 30 * 24 + 8 * 30 * 24] border1 = border1s[self.set_type] border2 = border2s[self.set_type] if self.features == 'M' or self.features == 'MS': cols_data = df_raw.columns[1:] df_data = df_raw[cols_data] elif self.features == 'S': df_data = df_raw[[self.target]] if self.scale: train_data = df_data[border1s[0]:border2s[0]] self.scaler.fit(train_data.values) data = self.scaler.transform(df_data.values) else: data = df_data.values df_stamp = df_raw[['date']][border1:border2] df_stamp['date'] = pd.to_datetime(df_stamp.date) if self.timeenc == 0: df_stamp['month'] = df_stamp.date.apply(lambda row: row.month, 1) df_stamp['day'] = df_stamp.date.apply(lambda row: row.day, 1) df_stamp['weekday'] = df_stamp.date.apply(lambda row: row.weekday(), 1) df_stamp['hour'] = df_stamp.date.apply(lambda row: row.hour, 1) data_stamp = df_stamp.drop(['date'], 1).values elif self.timeenc == 1: data_stamp = time_features(pd.to_datetime(df_stamp['date'].values), freq=self.freq) data_stamp = data_stamp.transpose(1, 0) self.data_x = data[border1:border2] self.data_y = data[border1:border2] self.data_stamp = data_stamp def __getitem__(self, index): s_begin = index s_end = s_begin + self.seq_len r_begin = s_end - self.label_len r_end = r_begin + self.label_len + self.pred_len seq_x = self.data_x[s_begin:s_end] seq_y = self.data_y[r_begin:r_end] seq_x_mark = self.data_stamp[s_begin:s_end] seq_y_mark = self.data_stamp[r_begin:r_end] return seq_x, seq_y, seq_x_mark, seq_y_mark def __len__(self): return len(self.data_x) - self.seq_len - self.pred_len + 1 def inverse_transform(self, data): return self.scaler.inverse_transform(data) class Dataset_ETT_minute(Dataset): def __init__(self, root_path, flag='train', size=None, features='S', data_path='ETTm1.csv', target='OT', scale=True, timeenc=0, freq='t', train_only=False): # size [seq_len, label_len, pred_len] # info if size == None: self.seq_len = 24 * 4 * 4 self.label_len = 24 * 4 self.pred_len = 24 * 4 else: self.seq_len = size[0] self.label_len = size[1] self.pred_len = size[2] # init assert flag in ['train', 'test', 'val'] type_map = {'train': 0, 'val': 1, 'test': 2} self.set_type = type_map[flag] self.features = features self.target = target self.scale = scale self.timeenc = timeenc self.freq = freq self.root_path = root_path self.data_path = data_path self.__read_data__() def __read_data__(self): self.scaler = StandardScaler() df_raw = pd.read_csv(os.path.join(self.root_path, self.data_path)) border1s = [0, 12 * 30 * 24 * 4 - self.seq_len, 12 * 30 * 24 * 4 + 4 * 30 * 24 * 4 - self.seq_len] border2s = [12 * 30 * 24 * 4, 12 * 30 * 24 * 4 + 4 * 30 * 24 * 4, 12 * 30 * 24 * 4 + 8 * 30 * 24 * 4] border1 = border1s[self.set_type] border2 = border2s[self.set_type] if self.features == 'M' or self.features == 'MS': cols_data = df_raw.columns[1:] df_data = df_raw[cols_data] elif self.features == 'S': df_data = df_raw[[self.target]] if self.scale: train_data = df_data[border1s[0]:border2s[0]] self.scaler.fit(train_data.values) data = self.scaler.transform(df_data.values) else: data = df_data.values df_stamp = df_raw[['date']][border1:border2] df_stamp['date'] = pd.to_datetime(df_stamp.date) if self.timeenc == 0: df_stamp['month'] = df_stamp.date.apply(lambda row: row.month, 1) df_stamp['day'] = df_stamp.date.apply(lambda row: row.day, 1) df_stamp['weekday'] = df_stamp.date.apply(lambda row: row.weekday(), 1) df_stamp['hour'] = df_stamp.date.apply(lambda row: row.hour, 1) df_stamp['minute'] = df_stamp.date.apply(lambda row: row.minute, 1) df_stamp['minute'] = df_stamp.minute.map(lambda x: x // 15) data_stamp = df_stamp.drop(['date'], 1).values elif self.timeenc == 1: data_stamp = time_features(pd.to_datetime(df_stamp['date'].values), freq=self.freq) data_stamp = data_stamp.transpose(1, 0) self.data_x = data[border1:border2] self.data_y = data[border1:border2] self.data_stamp = data_stamp def __getitem__(self, index): s_begin = index s_end = s_begin + self.seq_len r_begin = s_end - self.label_len r_end = r_begin + self.label_len + self.pred_len seq_x = self.data_x[s_begin:s_end] seq_y = self.data_y[r_begin:r_end] seq_x_mark = self.data_stamp[s_begin:s_end] seq_y_mark = self.data_stamp[r_begin:r_end] return seq_x, seq_y, seq_x_mark, seq_y_mark def __len__(self): return len(self.data_x) - self.seq_len - self.pred_len + 1 def inverse_transform(self, data): return self.scaler.inverse_transform(data) class Dataset_Custom(Dataset): def __init__(self, root_path, flag='train', size=None, features='S', data_path='ETTh1.csv', target='OT', scale=True, timeenc=0, freq='h', train_only=False): # size [seq_len, label_len, pred_len] # info if size == None: self.seq_len = 24 * 4 * 4 self.label_len = 24 * 4 self.pred_len = 24 * 4 else: self.seq_len = size[0] self.label_len = size[1] self.pred_len = size[2] # init assert flag in ['train', 'test', 'val'] type_map = {'train': 0, 'val': 1, 'test': 2} self.set_type = type_map[flag] self.features = features self.target = target self.scale = scale self.timeenc = timeenc self.freq = freq self.train_only = train_only self.root_path = root_path self.data_path = data_path self.__read_data__() def __read_data__(self): self.scaler = StandardScaler() df_raw = pd.read_csv(os.path.join(self.root_path, self.data_path)) ''' df_raw.columns: ['date', ...(other features), target feature] ''' cols = list(df_raw.columns) if self.features == 'S': cols.remove(self.target) cols.remove('date') # print(cols) num_train = int(len(df_raw) * (0.7 if not self.train_only else 1)) num_test = int(len(df_raw) * 0.2) num_vali = len(df_raw) - num_train - num_test border1s = [0, num_train - self.seq_len, len(df_raw) - num_test - self.seq_len] border2s = [num_train, num_train + num_vali, len(df_raw)] border1 = border1s[self.set_type] border2 = border2s[self.set_type] if self.features == 'M' or self.features == 'MS': df_raw = df_raw[['date'] + cols] cols_data = df_raw.columns[1:] df_data = df_raw[cols_data] elif self.features == 'S': df_raw = df_raw[['date'] + cols + [self.target]] df_data = df_raw[[self.target]] if self.scale: train_data = df_data[border1s[0]:border2s[0]] self.scaler.fit(train_data.values) # print(self.scaler.mean_) # exit() data = self.scaler.transform(df_data.values) else: data = df_data.values df_stamp = df_raw[['date']][border1:border2] df_stamp['date'] = pd.to_datetime(df_stamp.date) if self.timeenc == 0: df_stamp['month'] = df_stamp.date.apply(lambda row: row.month, 1) df_stamp['day'] = df_stamp.date.apply(lambda row: row.day, 1) df_stamp['weekday'] = df_stamp.date.apply(lambda row: row.weekday(), 1) df_stamp['hour'] = df_stamp.date.apply(lambda row: row.hour, 1) data_stamp = df_stamp.drop(['date'], 1).values elif self.timeenc == 1: data_stamp = time_features(pd.to_datetime(df_stamp['date'].values), freq=self.freq) data_stamp = data_stamp.transpose(1, 0) self.data_x = data[border1:border2] self.data_y = data[border1:border2] self.data_stamp = data_stamp def __getitem__(self, index): s_begin = index s_end = s_begin + self.seq_len r_begin = s_end - self.label_len r_end = r_begin + self.label_len + self.pred_len seq_x = self.data_x[s_begin:s_end] seq_y = self.data_y[r_begin:r_end] seq_x_mark = self.data_stamp[s_begin:s_end] seq_y_mark = self.data_stamp[r_begin:r_end] return seq_x, seq_y, seq_x_mark, seq_y_mark def __len__(self): return len(self.data_x) - self.seq_len - self.pred_len + 1 def inverse_transform(self, data): return self.scaler.inverse_transform(data) class Dataset_Solar(Dataset): def __init__(self, root_path, flag='train', size=None, features='S', data_path='ETTh1.csv', target='OT', scale=True, timeenc=0, freq='h', train_only=False): # size [seq_len, label_len, pred_len] # info self.seq_len = size[0] self.label_len = size[1] self.pred_len = size[2] # init assert flag in ['train', 'test', 'val'] type_map = {'train': 0, 'val': 1, 'test': 2} self.set_type = type_map[flag] self.features = features self.target = target self.scale = scale self.timeenc = timeenc self.freq = freq self.root_path = root_path self.data_path = data_path self.__read_data__() def __read_data__(self): self.scaler = StandardScaler() df_raw = [] with open(os.path.join(self.root_path, self.data_path), "r", encoding='utf-8') as f: for line in f.readlines(): line = line.strip('\n').split(',') data_line = np.stack([float(i) for i in line]) df_raw.append(data_line) df_raw = np.stack(df_raw, 0) df_raw = pd.DataFrame(df_raw) num_train = int(len(df_raw) * 0.7) num_test = int(len(df_raw) * 0.2) num_valid = int(len(df_raw) * 0.1) border1s = [0, num_train - self.seq_len, len(df_raw) - num_test - self.seq_len] border2s = [num_train, num_train + num_valid, len(df_raw)] border1 = border1s[self.set_type] border2 = border2s[self.set_type] df_data = df_raw.values if self.scale: train_data = df_data[border1s[0]:border2s[0]] self.scaler.fit(train_data) data = self.scaler.transform(df_data) else: data = df_data self.data_x = data[border1:border2] self.data_y = data[border1:border2] def __getitem__(self, index): # 1. 定义输入序列 seq_x 的起止位置 s_begin = index s_end = s_begin + self.seq_len # 2. 定义目标序列 seq_y 的起止位置 # seq_y 的开始 (r_begin) 就是 seq_x 的结束 (s_end) r_begin = s_end # seq_y 的结束 (r_end) 是其开始位置加上预测长度 (pred_len) r_end = r_begin + self.pred_len # 3. 根据起止位置切片数据 seq_x = self.data_x[s_begin:s_end] seq_y = self.data_y[r_begin:r_end] seq_x_mark = torch.zeros((seq_x.shape[0], 1)) seq_y_mark = torch.zeros((seq_y.shape[0], 1)) # 长度为 pred_len seq_x = seq_x.astype('float32') seq_y = seq_y.astype('float32') return seq_x, seq_y, seq_x_mark, seq_y_mark def __len__(self): return len(self.data_x) - self.seq_len - self.pred_len + 1 def inverse_transform(self, data): return self.scaler.inverse_transform(data) class Dataset_Pred(Dataset): def __init__(self, root_path, flag='pred', size=None, features='S', data_path='ETTh1.csv', target='OT', scale=True, inverse=False, timeenc=0, freq='15min', cols=None, train_only=False): # size [seq_len, label_len, pred_len] # info if size == None: self.seq_len = 24 * 4 * 4 self.label_len = 24 * 4 self.pred_len = 24 * 4 else: self.seq_len = size[0] self.label_len = size[1] self.pred_len = size[2] # init assert flag in ['pred'] self.features = features self.target = target self.scale = scale self.inverse = inverse self.timeenc = timeenc self.freq = freq self.cols = cols self.root_path = root_path self.data_path = data_path self.__read_data__() def __read_data__(self): self.scaler = StandardScaler() df_raw = pd.read_csv(os.path.join(self.root_path, self.data_path)) ''' df_raw.columns: ['date', ...(other features), target feature] ''' if self.cols: cols = self.cols.copy() else: cols = list(df_raw.columns) self.cols = cols.copy() cols.remove('date') if self.features == 'S': cols.remove(self.target) border1 = len(df_raw) - self.seq_len border2 = len(df_raw) if self.features == 'M' or self.features == 'MS': df_raw = df_raw[['date'] + cols] cols_data = df_raw.columns[1:] df_data = df_raw[cols_data] elif self.features == 'S': df_raw = df_raw[['date'] + cols + [self.target]] df_data = df_raw[[self.target]] if self.scale: self.scaler.fit(df_data.values) data = self.scaler.transform(df_data.values) else: data = df_data.values tmp_stamp = df_raw[['date']][border1:border2] tmp_stamp['date'] = pd.to_datetime(tmp_stamp.date) pred_dates = pd.date_range(tmp_stamp.date.values[-1], periods=self.pred_len + 1, freq=self.freq) df_stamp = pd.DataFrame(columns=['date']) df_stamp.date = list(tmp_stamp.date.values) + list(pred_dates[1:]) self.future_dates = list(pred_dates[1:]) if self.timeenc == 0: df_stamp['month'] = df_stamp.date.apply(lambda row: row.month, 1) df_stamp['day'] = df_stamp.date.apply(lambda row: row.day, 1) df_stamp['weekday'] = df_stamp.date.apply(lambda row: row.weekday(), 1) df_stamp['hour'] = df_stamp.date.apply(lambda row: row.hour, 1) df_stamp['minute'] = df_stamp.date.apply(lambda row: row.minute, 1) df_stamp['minute'] = df_stamp.minute.map(lambda x: x // 15) data_stamp = df_stamp.drop(['date'], 1).values elif self.timeenc == 1: data_stamp = time_features(pd.to_datetime(df_stamp['date'].values), freq=self.freq) data_stamp = data_stamp.transpose(1, 0) self.data_x = data[border1:border2] if self.inverse: self.data_y = df_data.values[border1:border2] else: self.data_y = data[border1:border2] self.data_stamp = data_stamp def __getitem__(self, index): s_begin = index s_end = s_begin + self.seq_len r_begin = s_end - self.label_len r_end = r_begin + self.label_len + self.pred_len seq_x = self.data_x[s_begin:s_end] if self.inverse: seq_y = self.data_x[r_begin:r_begin + self.label_len] else: seq_y = self.data_y[r_begin:r_begin + self.label_len] seq_x_mark = self.data_stamp[s_begin:s_end] seq_y_mark = self.data_stamp[r_begin:r_end] return seq_x, seq_y, seq_x_mark, seq_y_mark def __len__(self): return len(self.data_x) - self.seq_len + 1 def inverse_transform(self, data): return self.scaler.inverse_transform(data)