import torch from torch import nn from layers.Transformer_EncDec import Encoder, EncoderLayer from layers.SelfAttention_Family import FullAttention, AttentionLayer from layers.Embed import PatchEmbedding import timesfm class Model(nn.Module): def __init__(self, configs): """ patch_len: int, patch len for patch_embedding stride: int, stride for patch_embedding """ super().__init__() self.model = timesfm.TimesFM_2p5_200M_torch.from_pretrained("google/timesfm-2.5-200m-pytorch") self.model.compile( timesfm.ForecastConfig( max_context=configs.seq_len, max_horizon=configs.pred_len, normalize_inputs=True, use_continuous_quantile_head=True, force_flip_invariance=True, infer_is_positive=True, fix_quantile_crossing=True, ) ) self.task_name = configs.task_name self.seq_len = configs.seq_len self.pred_len = configs.pred_len def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec): means = x_enc.mean(1, keepdim=True).detach() x_enc = x_enc.sub(means) stdev = torch.sqrt( torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5) x_enc = x_enc.div(stdev) B, L, C = x_enc.shape device = x_enc.device x_enc = torch.reshape(x_enc, (B*C, L)) output, _ = self.model.forecast( horizon=self.pred_len, inputs=x_enc.cpu().numpy() ) output = torch.Tensor(output).to(device) dec_out = torch.reshape(output, (B, output.shape[-1], C)).to(x_enc.device) dec_out = dec_out * \ (stdev[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1)) dec_out = dec_out + \ (means[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1)) return dec_out def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): if self.task_name == 'zero_shot_forecast': dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec) return dec_out return None