import numpy as np # import pywt import torch import torch.nn as nn import torch.nn.functional as F import torch.fft from layers.Embed import DataEmbedding from layers.MSGBlock import GraphBlock, simpleVIT, Attention_Block, Predict def FFT_for_Period(x, k=2): # [B, T, C] xf = torch.fft.rfft(x, dim=1) frequency_list = abs(xf).mean(0).mean(-1) frequency_list[0] = 0 _, top_list = torch.topk(frequency_list, k) top_list = top_list.detach().cpu().numpy() period = x.shape[1] // top_list return period, abs(xf).mean(-1)[:, top_list] class ScaleGraphBlock(nn.Module): def __init__(self, configs): super(ScaleGraphBlock, self).__init__() self.seq_len = configs.seq_len self.pred_len = configs.pred_len self.k = configs.top_k self.att0 = Attention_Block(configs.d_model, configs.d_ff, n_heads=configs.n_heads, dropout=configs.dropout, activation="gelu") self.norm = nn.LayerNorm(configs.d_model) self.gelu = nn.GELU() self.gconv = nn.ModuleList() for i in range(self.k): self.gconv.append( GraphBlock(configs.c_out , configs.d_model , configs.conv_channel, configs.skip_channel, configs.gcn_depth , configs.dropout, configs.propalpha ,configs.seq_len, configs.node_dim)) def forward(self, x): B, T, N = x.size() scale_list, scale_weight = FFT_for_Period(x, self.k) res = [] for i in range(self.k): scale = scale_list[i] #Gconv x = self.gconv[i](x) # paddng if (self.seq_len) % scale != 0: length = (((self.seq_len) // scale) + 1) * scale padding = torch.zeros([x.shape[0], (length - (self.seq_len)), x.shape[2]]).to(x.device) out = torch.cat([x, padding], dim=1) else: length = self.seq_len out = x out = out.reshape(B, length // scale, scale, N) #for Mul-attetion out = out.reshape(-1 , scale , N) out = self.norm(self.att0(out)) out = self.gelu(out) out = out.reshape(B, -1 , scale , N).reshape(B ,-1 ,N) # #for simpleVIT # out = self.att(out.permute(0, 3, 1, 2).contiguous()) #return # out = out.permute(0, 2, 3, 1).reshape(B, -1 ,N) out = out[:, :self.seq_len, :] res.append(out) res = torch.stack(res, dim=-1) # adaptive aggregation scale_weight = F.softmax(scale_weight, dim=1) scale_weight = scale_weight.unsqueeze(1).unsqueeze(1).repeat(1, T, N, 1) res = torch.sum(res * scale_weight, -1) # residual connection res = res + x return res class Model(nn.Module): def __init__(self, configs): super(Model, self).__init__() self.configs = configs self.task_name = configs.task_name self.seq_len = configs.seq_len self.label_len = configs.label_len self.pred_len = configs.pred_len self.device = "cuda" if torch.cuda.is_available() else "cpu" # for graph # self.num_nodes = configs.c_out # self.subgraph_size = configs.subgraph_size # self.node_dim = configs.node_dim # to return adj (node , node) # self.graph = constructor_graph() self.model = nn.ModuleList([ScaleGraphBlock(configs) for _ in range(configs.e_layers)]) self.enc_embedding = DataEmbedding(configs.enc_in, configs.d_model, configs.embed, configs.freq, configs.dropout) self.layer = configs.e_layers self.layer_norm = nn.LayerNorm(configs.d_model) self.predict_linear = nn.Linear( self.seq_len, self.pred_len + self.seq_len) self.projection = nn.Linear(configs.d_model, configs.c_out, bias=True) self.seq2pred = Predict(configs.individual, configs.c_out, configs.seq_len, configs.pred_len, configs.dropout) if self.task_name == 'imputation' or self.task_name == 'anomaly_detection': self.projection = nn.Linear(configs.d_model, configs.c_out, bias=True) if self.task_name == 'classification': self.act = F.gelu self.dropout = nn.Dropout(configs.dropout) self.projection = nn.Linear( configs.d_model * configs.seq_len, configs.num_class) def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): # Normalization from Non-stationary Transformer means = x_enc.mean(1, keepdim=True).detach() x_enc = x_enc - means stdev = torch.sqrt( torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5) x_enc /= stdev # embedding enc_out = self.enc_embedding(x_enc, x_mark_enc) # [B,T,C] # adp = self.graph(torch.arange(self.num_nodes).to(self.device)) for i in range(self.layer): enc_out = self.layer_norm(self.model[i](enc_out)) # porject back dec_out = self.projection(enc_out) dec_out = self.seq2pred(dec_out.transpose(1, 2)).transpose(1, 2) # De-Normalization from Non-stationary Transformer 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[:, -self.pred_len:, :] def imputation(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): # Normalization from Non-stationary Transformer means = x_enc.mean(1, keepdim=True).detach() x_enc = x_enc - means stdev = torch.sqrt( torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5) x_enc /= stdev _, L, N = x_enc.shape # embedding enc_out = self.enc_embedding(x_enc, x_mark_enc) # [B,T,C] # adp = self.graph(torch.arange(self.num_nodes).to(self.device)) for i in range(self.layer): enc_out = self.layer_norm(self.model[i](enc_out)) # porject back dec_out = self.projection(enc_out) # dec_out = self.seq2pred(dec_out.transpose(1, 2)).transpose(1, 2) # print(dec_out.shape) # De-Normalization from Non-stationary Transformer dec_out = dec_out * \ (stdev[:, 0, :].unsqueeze(1).repeat( 1, L, 1)) dec_out = dec_out + \ (means[:, 0, :].unsqueeze(1).repeat( 1, L, 1)) return dec_out def anomaly_detection(self, x_enc): # Normalization from Non-stationary Transformer means = x_enc.mean(1, keepdim=True).detach() x_enc = x_enc - means stdev = torch.sqrt( torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5) x_enc /= stdev _, L, N = x_enc.shape # embedding enc_out = self.enc_embedding(x_enc, None) # [B,T,C] # adp = self.graph(torch.arange(self.num_nodes).to(self.device)) for i in range(self.layer): enc_out = self.layer_norm(self.model[i](enc_out)) # porject back dec_out = self.projection(enc_out) # dec_out = self.seq2pred(dec_out.transpose(1, 2)).transpose(1, 2) # print(dec_out.shape) # De-Normalization from Non-stationary Transformer dec_out = dec_out * \ (stdev[:, 0, :].unsqueeze(1).repeat( 1, L, 1)) dec_out = dec_out + \ (means[:, 0, :].unsqueeze(1).repeat( 1, L, 1)) return dec_out def classification(self, x_enc, x_mark_enc): # Normalization from Non-stationary Transformer means = x_enc.mean(1, keepdim=True).detach() x_enc = x_enc - means stdev = torch.sqrt( torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5) x_enc /= stdev # embedding enc_out = self.enc_embedding(x_enc, None) # [B,T,C] # adp = self.graph(torch.arange(self.num_nodes).to(self.device)) for i in range(self.layer): enc_out = self.layer_norm(self.model[i](enc_out)) output = self.act(enc_out) output = self.dropout(output) # zero-out padding embeddings output = output * x_mark_enc.unsqueeze(-1) # (batch_size, seq_length * d_model) output = output.reshape(output.shape[0], -1) output = self.projection(output) # (batch_size, num_classes) return output def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast': dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec) return dec_out[:, -self.pred_len:, :] # [B, L, D] if self.task_name == 'imputation': dec_out = self.imputation( x_enc, x_mark_enc, x_dec, x_mark_dec, mask) return dec_out # [B, L, D] if self.task_name == 'anomaly_detection': dec_out = self.anomaly_detection(x_enc) return dec_out # [B, L, D] if self.task_name == 'classification': dec_out = self.classification(x_enc, x_mark_enc) return dec_out # [B, N] return None