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. pos_emb = torch.zeros(max_len, d_model) pos_emb.require_grad = False position = torch.arange(0, max_len).unsqueeze(1) div_term = (torch.arange(0, d_model, 2) * -(math.log(10000.0) / d_model)).exp() pos_emb[:, 0::2] = torch.sin(position * div_term) pos_emb[:, 1::2] = torch.cos(position * div_term) pos_emb = pos_emb.unsqueeze(0) self.register_buffer('pos_emb', pos_emb) def forward(self, x): return self.pos_emb[:, :x.size(1)] class TokenEmbedding(nn.Module): def __init__(self, d_model): super(TokenEmbedding, self).__init__() D_INP = 1 # one sequence self.conv = nn.Conv1d(in_channels=D_INP, out_channels=d_model, kernel_size=3, padding=1, padding_mode='circular') # nn.init.kaiming_normal_(self.conv.weight, mode='fan_in', nonlinearity='leaky_relu') def forward(self, x): x = self.conv(x.transpose(-1, 1)).transpose(-1, 1) return x class TemporalEmbedding(nn.Module): def __init__(self, d_model, num_features): super(TemporalEmbedding, self).__init__() self.embed = nn.Linear(num_features, d_model) def forward(self, x): return self.embed(x) class SubjectEmbedding(nn.Module): def __init__(self, d_model, num_features): super(SubjectEmbedding, self).__init__() self.id_embedding = nn.Linear(num_features, d_model) def forward(self, x): embed_x = self.id_embedding(x) return embed_x class DataEmbedding(nn.Module): def __init__(self, d_model, r_drop, num_dynamic_features, num_static_features): super(DataEmbedding, self).__init__() # note: d_model // 2 == 0 self.value_embedding = TokenEmbedding(d_model) self.time_embedding = TemporalEmbedding(d_model, num_dynamic_features) # alternative: TimeFeatureEmbedding self.positional_embedding = PositionalEmbedding(d_model) self.subject_embedding = SubjectEmbedding(d_model, num_static_features) self.dropout = nn.Dropout(r_drop) def forward(self, x_id, x, x_mark): x = self.value_embedding(x) + self.positional_embedding(x) + self.time_embedding(x_mark) x_id = self.subject_embedding(x_id) x = torch.cat((x_id.unsqueeze(1), x), dim = 1) return self.dropout(x)