import torch import torch.nn as nn import torch.nn.functional as F from layers.Transformer_EncDec import Encoder, EncoderLayer from layers.SelfAttention_Family import FlashAttention, AttentionLayer from layers.Embed import DataEmbedding_inverted import numpy as np class Model(nn.Module): """ Vanilla Transformer with O(L^2) complexity Paper link: https://proceedings.neurips.cc/paper/2017/file/3f5ee243547dee91fbd053c1c4a845aa-Paper.pdf """ def __init__(self, configs): super(Model, self).__init__() self.seq_len = configs.seq_len self.pred_len = configs.pred_len self.output_attention = configs.output_attention # Embedding self.enc_embedding = DataEmbedding_inverted(configs.seq_len, configs.d_model, configs.embed, configs.freq, configs.dropout) # Encoder-only architecture self.encoder = Encoder( [ EncoderLayer( AttentionLayer( FlashAttention(False, configs.factor, attention_dropout=configs.dropout, output_attention=configs.output_attention), configs.d_model, configs.n_heads), configs.d_model, configs.d_ff, dropout=configs.dropout, activation=configs.activation ) for l in range(configs.e_layers) ], norm_layer=torch.nn.LayerNorm(configs.d_model) ) self.projector = nn.Linear(configs.d_model, configs.pred_len, bias=True) def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec): # 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 _, _, N = x_enc.shape # Embedding enc_out = self.enc_embedding(x_enc, x_mark_enc) enc_out, attns = self.encoder(enc_out, attn_mask=None) dec_out = self.projector(enc_out).permute(0, 2, 1)[:, :, :N] # 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 def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec) return dec_out[:, -self.pred_len:, :] # [B, L, D]