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| import torch | |
| import torch.nn as nn | |
| class BaseTimeSeriesModel(nn.Module): | |
| def __init__(self): | |
| super(BaseTimeSeriesModel, self).__init__() | |
| def reset_weights(self): | |
| for layer in self.children(): | |
| if hasattr(layer, 'reset_parameters'): | |
| layer.reset_parameters() | |
| class LSTMModel(BaseTimeSeriesModel): | |
| def __init__(self, input_size, hidden_size=64, num_layers=2, dropout=0.2, output_size=1): | |
| super(LSTMModel, self).__init__() | |
| self.lstm = nn.LSTM(input_size, hidden_size, num_layers, | |
| batch_first=True, dropout=dropout) | |
| self.fc = nn.Linear(hidden_size, output_size) | |
| def forward(self, x): | |
| out, _ = self.lstm(x) | |
| return self.fc(out[:, -1, :]) | |
| class GRUModel(BaseTimeSeriesModel): | |
| def __init__(self, input_size, hidden_size=64, num_layers=2, dropout=0.2, output_size=1): | |
| super(GRUModel, self).__init__() | |
| self.gru = nn.GRU(input_size, hidden_size, num_layers, | |
| batch_first=True, dropout=dropout) | |
| self.fc = nn.Linear(hidden_size, output_size) | |
| def forward(self, x): | |
| out, _ = self.gru(x) | |
| return self.fc(out[:, -1, :]) | |
| class CNNModel(BaseTimeSeriesModel): | |
| def __init__(self, input_size, output_size=1, kernel_size=3, num_filters=32): | |
| super(CNNModel, self).__init__() | |
| self.conv1 = nn.Conv1d(in_channels=input_size, out_channels=num_filters, kernel_size=kernel_size) | |
| self.relu = nn.ReLU() | |
| self.pool = nn.AdaptiveMaxPool1d(1) | |
| self.flatten = nn.Flatten() | |
| self.fc = nn.Linear(num_filters, output_size) | |
| def forward(self, x): | |
| x = x.permute(0, 2, 1) | |
| x = self.relu(self.conv1(x)) | |
| x = self.pool(x) | |
| x = self.flatten(x) | |
| return self.fc(x) | |
| class PositionalEncoding(nn.Module): | |
| def __init__(self, d_model, max_len=500): | |
| super(PositionalEncoding, self).__init__() | |
| pe = torch.zeros(max_len, d_model) | |
| position = torch.arange(0, max_len).unsqueeze(1) | |
| div = torch.exp(torch.arange(0, d_model, 2) * (-torch.log(torch.tensor(10000.0)) / d_model)) | |
| pe[:, 0::2] = torch.sin(position * div) | |
| pe[:, 1::2] = torch.cos(position * div) | |
| pe = pe.unsqueeze(0) | |
| self.register_buffer('pe', pe) | |
| def forward(self, x): | |
| return x + self.pe[:, :x.size(1)] | |
| class TransformerModel(BaseTimeSeriesModel): | |
| def __init__(self, input_size, d_model=64, nhead=4, num_layers=2, output_size=1, dropout=0.1): | |
| super(TransformerModel, self).__init__() | |
| self.input_proj = nn.Linear(input_size, d_model) | |
| self.pos_encoder = PositionalEncoding(d_model) | |
| encoder_layers = nn.TransformerEncoderLayer(d_model=d_model, nhead=nhead, dropout=dropout) | |
| self.transformer_encoder = nn.TransformerEncoder(encoder_layers, num_layers) | |
| self.decoder = nn.Linear(d_model, output_size) | |
| def forward(self, x): | |
| x = self.input_proj(x) | |
| x = self.pos_encoder(x) | |
| x = self.transformer_encoder(x) | |
| return self.decoder(x[:, -1, :]) | |
| class MLPModel(BaseTimeSeriesModel): | |
| def __init__(self, input_size, hidden_sizes=[64, 64], output_size=1, dropout=0.2): | |
| super(MLPModel, self).__init__() | |
| layers = [] | |
| prev_size = input_size | |
| for h in hidden_sizes: | |
| layers.append(nn.Linear(prev_size, h)) | |
| layers.append(nn.ReLU()) | |
| layers.append(nn.Dropout(dropout)) | |
| prev_size = h | |
| layers.append(nn.Linear(prev_size, output_size)) | |
| self.net = nn.Sequential(*layers) | |
| def forward(self, x): | |
| x = x.reshape(x.size(0), -1) | |
| return self.net(x) | |
| class BiLSTMModel(nn.Module): | |
| def __init__(self, input_size, hidden_size, output_size, num_layers=2, dropout=0.3): | |
| super(BiLSTMModel, self).__init__() | |
| self.hidden_size = hidden_size | |
| self.num_layers = num_layers | |
| self.bilstm = nn.LSTM(input_size, hidden_size, num_layers, | |
| batch_first=True, dropout=dropout, bidirectional=True) | |
| self.fc = nn.Sequential( | |
| nn.Linear(hidden_size * 2, 128), | |
| nn.ReLU(), | |
| nn.Dropout(dropout), | |
| nn.Linear(128, output_size) | |
| ) | |
| def forward(self, x): | |
| h0 = torch.zeros(self.num_layers * 2, x.size(0), self.hidden_size).to(x.device) | |
| c0 = torch.zeros(self.num_layers * 2, x.size(0), self.hidden_size).to(x.device) | |
| out, _ = self.bilstm(x, (h0, c0)) | |
| out = out[:, -1, :] | |
| return self.fc(out) | |
| class HybridModel(BaseTimeSeriesModel): | |
| def __init__(self, input_size, hidden_size=64, output_size=1, num_layers=1, dropout=0.2): | |
| super(HybridModel, self).__init__() | |
| self.conv1 = nn.Conv1d(in_channels=input_size, out_channels=32, kernel_size=3) | |
| self.relu = nn.ReLU() | |
| self.pool = nn.AdaptiveMaxPool1d(10) | |
| self.bilstm = nn.LSTM(input_size=32, hidden_size=hidden_size, | |
| num_layers=num_layers, batch_first=True, bidirectional=True) | |
| self.fc = nn.Sequential( | |
| nn.Linear(hidden_size * 2, 64), | |
| nn.ReLU(), | |
| nn.Dropout(dropout), | |
| nn.Linear(64, output_size) | |
| ) | |
| def forward(self, x): | |
| x = x.permute(0, 2, 1) | |
| x = self.relu(self.conv1(x)) | |
| x = self.pool(x) | |
| x = x.permute(0, 2, 1) | |
| out, _ = self.bilstm(x) | |
| out = out[:, -1, :] | |
| return self.fc(out) |