import torch import torch.nn as nn class RecurrentCycle(torch.nn.Module): # Thanks for the contribution of wayhoww. # The new implementation uses index arithmetic with modulo to directly gather cyclic data in a single operation, # while the original implementation manually rolls and repeats the data through looping. # It achieves a significant speed improvement (2x ~ 3x acceleration). # See https://github.com/ACAT-SCUT/CycleNet/pull/4 for more details. def __init__(self, cycle_len, channel_size): super(RecurrentCycle, self).__init__() self.cycle_len = cycle_len self.channel_size = channel_size self.data = torch.nn.Parameter(torch.zeros(cycle_len, channel_size), requires_grad=True) def forward(self, index, length): gather_index = (index.view(-1, 1) + torch.arange(length, device=index.device).view(1, -1)) % self.cycle_len return self.data[gather_index] class Model(nn.Module): def __init__(self, configs): super(Model, self).__init__() self.seq_len = configs.seq_len self.pred_len = configs.pred_len self.enc_in = configs.enc_in self.cycle_len = configs.cycle self.model_type = configs.model_type self.d_model = configs.d_model self.use_revin = configs.use_revin self.cycleQueue = RecurrentCycle(cycle_len=self.cycle_len, channel_size=self.enc_in) assert self.model_type in ['linear', 'mlp'] if self.model_type == 'linear': self.model = nn.Linear(self.seq_len, self.pred_len) elif self.model_type == 'mlp': self.model = nn.Sequential( nn.Linear(self.seq_len, self.d_model), nn.ReLU(), nn.Linear(self.d_model, self.pred_len) ) def forward(self, x, cycle_index): # x: (batch_size, seq_len, enc_in), cycle_index: (batch_size,) # instance norm if self.use_revin: seq_mean = torch.mean(x, dim=1, keepdim=True) seq_var = torch.var(x, dim=1, keepdim=True) + 1e-5 x = (x - seq_mean) / torch.sqrt(seq_var) # remove the cycle of the input data x = x - self.cycleQueue(cycle_index, self.seq_len) # forecasting with channel independence (parameters-sharing) y = self.model(x.permute(0, 2, 1)).permute(0, 2, 1) # add back the cycle of the output data y = y + self.cycleQueue((cycle_index + self.seq_len) % self.cycle_len, self.pred_len) # instance denorm if self.use_revin: y = y * torch.sqrt(seq_var) + seq_mean return y