import torch
from torch import nn
from layers.Transformer_EncDec import Encoder, EncoderLayer
from layers.SelfAttention_Family import FullAttention, AttentionLayer
from layers.Embed import PatchEmbedding
import timesfm
class Model(nn.Module):
def __init__(self, configs):
"""
patch_len: int, patch len for patch_embedding
stride: int, stride for patch_embedding
"""
super().__init__()
self.model = timesfm.TimesFM_2p5_200M_torch.from_pretrained("google/timesfm-2.5-200m-pytorch", torch_complie=True, device="cuda")
self.model.compile(
timesfm.ForecastConfig(
max_context=configs.seq_len,
max_horizon=configs.pred_len,
normalize_inputs=True,
use_continuous_quantile_head=True,
force_flip_invariance=True,
infer_is_positive=True,
fix_quantile_crossing=True,
)
)
self.task_name = configs.task_name
self.seq_len = configs.seq_len
self.pred_len = configs.pred_len
def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):
outputs = []
for i in range(x_enc.shape[-1]):
output, _ = self.model.forecast(
horizon=self.pred_len,
inputs=x_enc[:, :, i].cpu().numpy().tolist()
)
outputs.append(torch.Tensor(output).to(x_enc.device))
dec_out = torch.stack(outputs, dim=-1)
return dec_out
def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):
if self.task_name == 'zero_shot_forecast':
dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)
return dec_out
return None