import torch import torch.nn as nn import torch.nn.functional as F import math class PositionalEmbedding(nn.Module): def __init__(self, d_model, max_len=5000): super(PositionalEmbedding, self).__init__() # Compute the positional encodings once in log space. pe = torch.zeros(max_len, d_model).float() pe.require_grad = False position = torch.arange(0, max_len).float().unsqueeze(1) div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp() pe[:, 0::2] = torch.sin(position * div_term) pe[:, 1::2] = torch.cos(position * div_term) pe = pe.unsqueeze(0) self.register_buffer('pe', pe) def forward(self, x): return self.pe[:, :x.size(1)] class TokenEmbedding(nn.Module): def __init__(self, c_in, d_model): super(TokenEmbedding, self).__init__() padding = 1 if torch.__version__>='1.5.0' else 2 self.tokenConv = nn.Conv1d(in_channels=c_in, out_channels=d_model, kernel_size=3, padding=padding, padding_mode='circular') for m in self.modules(): if isinstance(m, nn.Conv1d): nn.init.kaiming_normal_(m.weight,mode='fan_in',nonlinearity='leaky_relu') def forward(self, x): x = self.tokenConv(x.permute(0, 2, 1)).transpose(1,2) return x class FixedEmbedding(nn.Module): def __init__(self, c_in, d_model): super(FixedEmbedding, self).__init__() w = torch.zeros(c_in, d_model).float() w.require_grad = False position = torch.arange(0, c_in).float().unsqueeze(1) div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp() w[:, 0::2] = torch.sin(position * div_term) w[:, 1::2] = torch.cos(position * div_term) self.emb = nn.Embedding(c_in, d_model) self.emb.weight = nn.Parameter(w, requires_grad=False) def forward(self, x): return self.emb(x).detach() class TemporalEmbedding(nn.Module): def __init__(self, d_model, embed_type='fixed', freq='h'): super(TemporalEmbedding, self).__init__() minute_size = 4; hour_size = 24 weekday_size = 7; day_size = 32; month_size = 13 Embed = FixedEmbedding if embed_type=='fixed' else nn.Embedding if freq=='t': self.minute_embed = Embed(minute_size, d_model) self.hour_embed = Embed(hour_size, d_model) self.weekday_embed = Embed(weekday_size, d_model) self.day_embed = Embed(day_size, d_model) self.month_embed = Embed(month_size, d_model) def forward(self, x): x = x.long() minute_x = self.minute_embed(x[:,:,4]) if hasattr(self, 'minute_embed') else 0. hour_x = self.hour_embed(x[:,:,3]) weekday_x = self.weekday_embed(x[:,:,2]) day_x = self.day_embed(x[:,:,1]) month_x = self.month_embed(x[:,:,0]) return hour_x + weekday_x + day_x + month_x + minute_x class TimeFeatureEmbedding(nn.Module): def __init__(self, d_model, embed_type='timeF', freq='h'): super(TimeFeatureEmbedding, self).__init__() freq_map = {'h':4, 't':5, 's':6, 'm':1, 'a':1, 'w':2, 'd':3, 'b':3} d_inp = freq_map[freq] self.embed = nn.Linear(d_inp, d_model) def forward(self, x): return self.embed(x) class DataEmbedding(nn.Module): def __init__(self, c_in, d_model, embed_type='fixed', freq='h', dropout=0.1): super(DataEmbedding, self).__init__() self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model) self.position_embedding = PositionalEmbedding(d_model=d_model) self.temporal_embedding = TemporalEmbedding(d_model=d_model, embed_type=embed_type, freq=freq) if embed_type!='timeF' else TimeFeatureEmbedding(d_model=d_model, embed_type=embed_type, freq=freq) self.dropout = nn.Dropout(p=dropout) def forward(self, x, x_mark): x = self.value_embedding(x) + self.position_embedding(x) + self.temporal_embedding(x_mark) return self.dropout(x)