import torch import torch.nn as nn import torch.nn.functional as F from layers.RevIN import RevIN class ForecastModel(nn.Module): def __init__(self, backbone, num_features, seq_len, process_method='RevIN', **kwargs): super().__init__() self.backbone = backbone if process_method.lower() == 'revin': self.processor = RevIN(num_features=num_features, **kwargs) elif process_method.lower() == 'dishts': self.processor = DishTS(num_features=num_features, seq_len=seq_len, **kwargs) else: raise NotImplementedError def forward(self, x, *args, process=True, **kwargs): if process: x = self.processor(x, mode='norm') outputs = self.backbone(x, *args, **kwargs) if not process: return outputs if isinstance(outputs, tuple): pred = self.processor(outputs[0], mode='denorm') return [pred] + [o for o in outputs[1:]] else: return self.processor(outputs, mode='denorm') class DishTS(RevIN): def __init__(self, num_features: int, eps=1e-8, affine=True, seq_len=None, init='standard', **kwargs): super().__init__(num_features, eps, affine, **kwargs) if init == 'standard': self.reduce_mlayer = nn.Parameter(torch.rand(num_features, seq_len, 2) / seq_len) elif init == 'avg': self.reduce_mlayer = nn.Parameter(torch.ones(num_features, seq_len, 2) / seq_len) elif init == 'uniform': self.reduce_mlayer = nn.Parameter( torch.ones(num_features, seq_len, 2) / seq_len + torch.rand(num_features, seq_len, 2) / seq_len) def _get_statistics(self, x): x_transpose = x.permute(2, 0, 1) theta = torch.bmm(x_transpose, self.reduce_mlayer).permute(1, 2, 0) # theta = F.gelu(theta) self.phil, self.phih = theta[:, :1, :], theta[:, 1:, :] self.xil = torch.sqrt(torch.sum(torch.pow(x - self.phil, 2), axis=1, keepdim=True) / (x.shape[1] - 1) + self.eps) self.xih = torch.sqrt(torch.sum(torch.pow(x - self.phih, 2), axis=1, keepdim=True) / (x.shape[1] - 1) + self.eps) def _normalize(self, x): x = (x - self.phil) / self.xil if self.affine: x = x * self.affine_weight x = x + self.affine_bias return x def _denormalize(self, x): if self.affine: x = x - self.affine_bias x = x / (self.affine_weight + self.eps) x = x * self.xih x = x + self.phih return x