# Code is from https://github.com/cure-lab/LTSF-Linear import torch import torch.nn as nn import torch.nn.functional as F import numpy as np class moving_avg(nn.Module): """ Moving average block to highlight the trend of time series """ def __init__(self, kernel_size, stride): super(moving_avg, self).__init__() self.kernel_size = kernel_size self.avg = nn.AvgPool1d(kernel_size=kernel_size, stride=stride, padding=0) def forward(self, x): # padding on the both ends of time series front = x[:, 0:1, :].repeat(1, (self.kernel_size - 1) // 2, 1) end = x[:, -1:, :].repeat(1, (self.kernel_size - 1) // 2, 1) x = torch.cat([front, x, end], dim=1) x = self.avg(x.permute(0, 2, 1)) x = x.permute(0, 2, 1) return x class series_decomp(nn.Module): """ Series decomposition block """ def __init__(self, kernel_size): super(series_decomp, self).__init__() self.moving_avg = moving_avg(kernel_size, stride=1) def forward(self, x): moving_mean = self.moving_avg(x) res = x - moving_mean return res, moving_mean class Model(nn.Module): """ Decomposition-Linear """ def __init__(self, configs): super(Model, self).__init__() self.seq_len = configs.seq_len self.pred_len = configs.pred_len # Decompsition Kernel Size kernel_size = 25 self.decompsition = series_decomp(kernel_size) self.individual = configs.individual self.channels = configs.enc_in if self.individual: self.Linear_Seasonal = nn.ModuleList() self.Linear_Trend = nn.ModuleList() for i in range(self.channels): self.Linear_Seasonal.append(nn.Linear(self.seq_len, self.pred_len)) self.Linear_Trend.append(nn.Linear(self.seq_len, self.pred_len)) # Use this two lines if you want to visualize the weights # self.Linear_Seasonal[i].weight = nn.Parameter((1/self.seq_len)*torch.ones([self.pred_len,self.seq_len])) # self.Linear_Trend[i].weight = nn.Parameter((1/self.seq_len)*torch.ones([self.pred_len,self.seq_len])) else: self.Linear_Seasonal = nn.Linear(self.seq_len, self.pred_len) self.Linear_Trend = nn.Linear(self.seq_len, self.pred_len) # Use this two lines if you want to visualize the weights # self.Linear_Seasonal.weight = nn.Parameter((1/self.seq_len)*torch.ones([self.pred_len,self.seq_len])) # self.Linear_Trend.weight = nn.Parameter((1/self.seq_len)*torch.ones([self.pred_len,self.seq_len])) def forward(self, x, *args): # x: [Batch, Input length, Channel] seasonal_init, trend_init = self.decompsition(x) seasonal_init, trend_init = seasonal_init.permute(0, 2, 1), trend_init.permute( 0, 2, 1 ) if self.individual: seasonal_output = torch.zeros( [seasonal_init.size(0), seasonal_init.size(1), self.pred_len], dtype=seasonal_init.dtype, ).to(seasonal_init.device) trend_output = torch.zeros( [trend_init.size(0), trend_init.size(1), self.pred_len], dtype=trend_init.dtype, ).to(trend_init.device) for i in range(self.channels): seasonal_output[:, i, :] = self.Linear_Seasonal[i]( seasonal_init[:, i, :] ) trend_output[:, i, :] = self.Linear_Trend[i](trend_init[:, i, :]) else: seasonal_output = self.Linear_Seasonal(seasonal_init) trend_output = self.Linear_Trend(trend_init) x = seasonal_output + trend_output return x.permute(0, 2, 1) # to [Batch, Output length, Channel]