#__all__ = ['Transpose', 'get_activation_fn', 'moving_avg', 'series_decomp', 'PositionalEncoding', 'SinCosPosEncoding', 'Coord2dPosEncoding', 'Coord1dPosEncoding', 'positional_encoding'] __all__ = ['moving_avg', 'series_decomp', 'Flatten_Head'] import torch from torch import nn import math # decomposition 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 # forecast task head class Flatten_Head(nn.Module): def __init__(self, individual, n_vars, nf, target_window, head_dropout=0): super(Flatten_Head, self).__init__() self.individual = individual self.n_vars = n_vars if self.individual: self.linears = nn.ModuleList() self.dropouts = nn.ModuleList() self.flattens = nn.ModuleList() for i in range(self.n_vars): self.flattens.append(nn.Flatten(start_dim=-2)) self.linears.append(nn.Linear(nf, target_window)) self.dropouts.append(nn.Dropout(head_dropout)) else: self.flatten = nn.Flatten(start_dim=-2) self.linear = nn.Linear(nf, target_window) self.dropout = nn.Dropout(head_dropout) def forward(self, x): # x: [bs x nvars x d_model x patch_num] if self.individual: x_out = [] for i in range(self.n_vars): z = self.flattens[i](x[:, i, :, :]) # z: [bs x d_model * patch_num] z = self.linears[i](z) # z: [bs x target_window] z = self.dropouts[i](z) x_out.append(z) x = torch.stack(x_out, dim=1) # x: [bs x nvars x target_window] else: x = self.flatten(x) x = self.linear(x) x = self.dropout(x) return x