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main_MLF_longterm_max_seqlen_96.py
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707 lines (657 loc) · 31.8 KB
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import argparse
import os
import time
import torch
from exp.exp_main_public import Exp_Main
import random
import numpy as np
import pandas as pd
def get_file_info(directory):
file_info_list = []
for root, directories, files in os.walk(directory):
for filename in files:
file_path = os.path.join(root, filename)
parent_dir = os.path.basename(os.path.dirname(file_path))
grandparent_dir = os.path.basename(os.path.dirname(os.path.dirname(file_path)))
file_info_list.append((grandparent_dir, parent_dir, filename))
return file_info_list
def main():
parser = argparse.ArgumentParser(description='Autoformer & Transformer family for Time Series Forecasting')
parser.add_argument('--fc_dropout', type=float, default=0.05, help='fully connected dropout')
parser.add_argument('--head_dropout', type=float, default=0.0, help='head dropout')
parser.add_argument('--patch_len', type=int, default=16, help='patch length')
parser.add_argument('--stride', type=int, default=8, help='stride')
parser.add_argument('--padding_patch', default='end', help='None: None; end: padding on the end')
parser.add_argument('--revin', type=int, default=1, help='RevIN; True 1 False 0')
parser.add_argument('--affine', type=int, default=0, help='RevIN-affine; True 1 False 0')
parser.add_argument('--subtract_last', type=int, default=0, help='0: subtract mean; 1: subtract last')
parser.add_argument('--decomposition', type=int, default=0, help='decomposition; True 1 False 0')
parser.add_argument('--kernel_size', type=int, default=25, help='decomposition-kernel')
parser.add_argument('--individual', type=int, default=0, help='individual head; True 1 False 0')
# basic config
parser.add_argument('--is_training', type=int, default=1, help='status')
parser.add_argument('--use_multi_scale', action='store_true', help='using mult-scale')
parser.add_argument('--prob_forecasting', action='store_true', help='using probabilistic forecasting')
parser.add_argument('--scales', default=[16, 8, 4, 2, 1], help='scales in mult-scale')
parser.add_argument('--scale_factor', type=int, default=2, help='scale factor for upsample')
# data loader
parser.add_argument('--data', type=str, default='custom', help='dataset type')
parser.add_argument('--root_path', type=str, default='./data/ETT/', help='root path of the data file')
parser.add_argument('--data_path', type=str, default='ETTh1.csv', help='data file')
parser.add_argument('--features', type=str, default='M',
help='forecasting task, options:[M, S, MS]; M:multivariate predict multivariate, S:univariate predict univariate, MS:multivariate predict univariate')
parser.add_argument('--target', type=str, default='OT', help='target feature in S or MS task')
parser.add_argument('--freq', type=str, default='h',
help='freq for time features encoding, options:[s:secondly, t:minutely, h:hourly, d:daily, b:business days, w:weekly, m:monthly], you can also use more detailed freq like 15min or 3h')
parser.add_argument('--checkpoints', type=str, default='./checkpoints/', help='location of model checkpoints')
# forecasting task
parser.add_argument('--seq_len', type=int, default=96, help='input sequence length')
parser.add_argument('--label_len', type=int, default=48, help='start token length')
parser.add_argument('--pred_len', type=int, default=96, help='prediction sequence length')
# model define
parser.add_argument('--enc_in', type=int, default=7, help='encoder input size')
parser.add_argument('--dec_in', type=int, default=7, help='decoder input size')
parser.add_argument('--c_out', type=int, default=7, help='output size')
parser.add_argument('--d_model', type=int, default=512, help='dimension of model')
parser.add_argument('--n_heads', type=int, default=8, help='num of heads')
parser.add_argument('--e_layers', type=int, default=4, help='num of encoder layers')
parser.add_argument('--d_layers', type=int, default=1, help='num of decoder layers')
parser.add_argument('--d_ff', type=int, default=2048, help='dimension of fcn')
parser.add_argument('--moving_avg', type=int, default=25, help='window size of moving average')
parser.add_argument('--factor', type=int, default=3, help='attn factor')
parser.add_argument('--distil', action='store_false',
help='whether to use distilling in encoder, using this argument means not using distilling',
default=True)
parser.add_argument('--dropout', type=float, default=0.05, help='dropout')
parser.add_argument('--embed', type=str, default='timeF',
help='time features encoding, options:[timeF, fixed, learned]')
parser.add_argument('--activation', type=str, default='gelu', help='activation')
parser.add_argument('--output_attention', action='store_true', help='whether to output attention in ecoder')
parser.add_argument('--do_predict', action='store_true', help='whether to predict unseen future data')
parser.add_argument('--reconstruct_loss', action='store_true',
help='whether to use reconstruction loss for patch squeeze', default=False)
parser.add_argument('--LWI', action='store_true',
help='Learnable Weighted-average Integration', default=False)
parser.add_argument('--MAP', action='store_true',
help='Multi-period self-Adaptive Patching', default=True)
# optimization
parser.add_argument('--num_workers', type=int, default=10, help='data loader num workers')
parser.add_argument('--itr', type=int, default=3, help='experiments times')
parser.add_argument('--train_epochs', type=int, default=10, help='train epochs')
parser.add_argument('--batch_size', type=int, default=32, help='batch size of train input data')
parser.add_argument('--patience', type=int, default=100, help='early stopping patience')
parser.add_argument('--learning_rate', type=float, default=0.0001, help='optimizer learning rate')
parser.add_argument('--des', type=str, default='Exp', help='exp description')
parser.add_argument('--loss', type=str, default='mse', help='loss function')
parser.add_argument('--lradj', type=str, default='type1', help='adjust learning rate')
parser.add_argument('--use_amp', action='store_true', help='use automatic mixed precision training', default=False)
# GPU
parser.add_argument('--use_gpu', type=bool, default=True, help='use gpu')
parser.add_argument('--gpu', type=int, default=0, help='gpu')
parser.add_argument('--use_multi_gpu', action='store_true', help='use multiple gpus', default=False)
parser.add_argument('--devices', type=str, default='0,1', help='device ids of multile gpus')
args = parser.parse_args()
args.speed_mode = True
# data_type_all = ['ETTh1', 'ETTh2', 'ETTm1', 'ETTm2', 'weather','national_illness', 'exchange_rate','traffic','electricity']
data_type = 'weather'
pred_len_ = 720
seed = 1986 # 2021 2023
args.gpu = 0
fix_seed = seed
torch.manual_seed(fix_seed)
random.seed(fix_seed)
np.random.seed(fix_seed)
args.mode = 'long-term'
args.data_type = data_type
args.train_only = False
args.loss = 'mse'
args.model = 'MLF'
args.target = 'OT'
args.root_path = './dataset/Public_Datasets/'
args.fixed_patch_num = 64
args.MAP_alpha = 2
###equal patch
args.MAP = True # Multi-period self-Adaptive patching
args.embed_dim = 3
if args.data_type == 'ETTh1':
args.data_path = 'ETTh1.csv'
args.data = 'ETTh1'
args.model_id = 'ETTh1'
args.data_real = args.data
args.enc_in = 7
args.n_heads = 4
args.d_model = 64 * 2
args.d_ff = 128
args.dropout = 0.3
args.fc_dropout = 0.3
args.head_dropout = 0
args.activation_tag = False
args.D_norm = True
args.revin_norm = False
args.embed_dim = 3
args.redundancy_scaling = True
if pred_len_ == 192 or pred_len_ == 96: #
args.scal_all = [128, 384, 512, 768, 1024]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.patch_squeeze = True
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
elif pred_len_ == 336:
args.scal_all = [128, 512]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.patch_squeeze = True
args.squeeze_factor = [2 for _ in range(len(args.scal_all))]
elif pred_len_ == 720:
# args.D_norm = False
# args.revin_norm = True
args.scal_all = [128, 384]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.patch_squeeze = True
args.squeeze_factor = [2 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'ETTh2':
args.data_path = 'ETTh2.csv'
args.data = 'ETTh2'
args.data_real = args.data
args.model_id = 'ETTh2'
args.enc_in = 7
args.n_heads = 4
args.d_model = 64 * 2
args.d_ff = 128
args.dropout = 0.3
args.fc_dropout = 0.3
args.head_dropout = 0
args.activation_tag = False
args.redundancy_scaling = True
args.embed_dim = 3
args.D_norm = False
args.revin_norm = True
if pred_len_ == 96 or pred_len_ == 192 or pred_len_ == 336:
args.scal_all = [128, 384, 512, 768, 1024]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.patch_squeeze = True
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
elif pred_len_ == 720:
args.LWI = True
args.scal_all = [128, 512]
args.scal_all = [128, 384, 512]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
# args.max_patch_len = args.patchLen_stride_all[-1][0]
args.patch_squeeze = True
args.squeeze_factor = [2 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'ETTm1':
args.data_path = 'ETTm1.csv'
args.data = 'ETTm1'
args.model_id = 'ETTm1'
args.data_real = 'ETTm1'
args.enc_in = 7
args.n_heads = 16
args.d_model = 64 * 2
args.d_ff = 256
args.dropout = 0.2
args.fc_dropout = 0.2
args.head_dropout = 0
args.D_norm = False
args.revin_norm = True
args.redundancy_scaling = True
args.activation_tag = False
args.embed_dim = 3
args.patch_squeeze = True
if pred_len_ == 96 or pred_len_ == 192:
args.scal_all = [128, 384, 512, 768]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.patch_squeeze = True
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
elif pred_len_ == 336:
args.scal_all = [128, 384, 512, 768, 1024]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.equal_patch_len_or = [4, 12, 16, 24, 32]
args.patch_squeeze = True
args.squeeze_factor = [8 for _ in range(len(args.scal_all))]
elif pred_len_ == 720:
args.LWI = True
# args.scal_all = [128, 384, 512, 768, 1024]
args.scal_all = [128, 384, 512, 1024]
# args.scal_all = [128, 512, 1024]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
# args.equal_patch_len_or = [4, 12, 16, 24, 32]
args.patch_squeeze = True
args.squeeze_factor = [8 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'ETTm2':
args.data_path = 'ETTm2.csv'
args.data = 'ETTm2'
args.data_real = 'ETTm2'
args.model_id = 'ETTm2'
args.enc_in = 7
args.e_layers = 1 # 1
args.n_heads = 16
args.d_model = 64
args.d_ff = 256
args.dropout = 0.2
args.fc_dropout = 0.2
args.head_dropout = 0
args.D_norm = False
args.revin_norm = True
args.redundancy_scaling = True
args.activation_tag = False
args.LWI = False
args.embed_dim = 3
if pred_len_ == 96:
args.scal_all = [128, 384, 512, 768]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.equal_patch_len_or = [4, 12, 16, 24]
args.patch_squeeze = True
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
elif pred_len_ == 192:
args.scal_all = [128, 384, 512, 768, 1024]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.equal_patch_len_or = [4, 12, 16, 24, 32]
args.patch_squeeze = True
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
elif pred_len_ == 336 or pred_len_ == 720:
args.scal_all = [128, 384, 512, 768, 1024]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.equal_patch_len_or = [4, 12, 16, 24, 32]
args.patch_squeeze = True
args.squeeze_factor = [8 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'weather':
args.LWI = True
args.data_path = 'weather.csv'
args.model_id = 'weather'
args.data = 'custom'
args.data_real = 'weather'
args.enc_in = 21
args.n_heads = 16
args.d_model = 128
args.d_ff = 256
args.dropout = 0.2
args.fc_dropout = 0.2
args.head_dropout = 0
args.redundancy_scaling = True
args.activation_tag = True
args.patch_squeeze = True
args.D_norm = False
args.revin_norm = True
args.embed_dim = 3
if pred_len_ == 96 or pred_len_ == 192 or pred_len_ == 336:
args.scal_all = [128, 384, 512, 768]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
elif pred_len_ == 720:
args.scal_all = [128, 512, 1024, 2048]
# [patch_length L=int(n^s/N)*alpha, stride K=int(n^s/N)]
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.squeeze_factor = [8 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'traffic':
args.data_path = 'traffic.csv'
args.data_real='traffic'
args.data = 'custom'
args.model_id = 'traffic'
args.enc_in = 862
args.e_layers = 1 # 1
# args.n_heads = 16
args.n_heads = 8
args.d_model = 128
# args.d_model = 64
args.d_ff = 256
args.dropout = 0.2
args.fc_dropout = 0.2
args.head_dropout = 0
args.batch_size=24//2
# args.batch_size=24
args.learning_rate=0.0001
args.e_layers = 3
args.redundancy_scaling = True
args.activation_tag = True
args.patch_squeeze = True
args.D_norm = False
args.revin_norm = True
args.scal_all =[512, 1024, 1536]
args.LWI = False
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'electricity':
args.data_path = 'electricity.csv'
args.data = 'custom'
args.model_id = 'electricity'
args.data_real='electricity'
args.enc_in = 321
args.e_layers = 1 # 1
# args.n_heads = 16
args.n_heads = 8
args.d_model = 128
args.d_ff = 256
args.dropout = 0.2
args.fc_dropout = 0.2
args.head_dropout = 0
args.batch_size=32
args.learning_rate=0.0001
args.e_layers = 3
args.redundancy_scaling = True
args.activation_tag = True
args.patch_squeeze = True
args.D_norm = False
args.revin_norm = True
args.scal_all =[512, 1024, 1536]
args.LWI = False
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'national_illness':
args.data_path = 'national_illness.csv'
args.data = 'custom'
args.model_id = 'national_illness'
args.data_real='national_illness'
args.enc_in = 7
args.e_layers = 1 # 1
args.n_heads = 4
args.d_model = 16
args.d_ff = 128
args.dropout = 0.3
args.fc_dropout = 0.3
args.head_dropout = 0
args.batch_size=16
args.learning_rate=0.0025
args.e_layers = 3
args.redundancy_scaling = True
args.activation_tag = True
args.patch_squeeze = True
args.D_norm = False
args.revin_norm = True
args.scal_all=[[384,512, 1024]]
args.LWI = False
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
elif args.data_type == 'exchange_rate':
args.data_path = 'exchange_rate.csv'
args.data = 'custom'
args.model_id = 'exchange_rate'
args.data_real='exchange_rate'
args.enc_in = 8
args.e_layers = 1 # 1
args.n_heads = 4
args.d_model = 128
args.d_ff = 128
args.dropout = 0.3
args.fc_dropout = 0.3
args.head_dropout = 0
args.batch_size=32
args.learning_rate=0.0025
args.e_layers = 3
args.redundancy_scaling = True
args.activation_tag = True
args.patch_squeeze = True
args.D_norm = False
args.revin_norm = True
args.scal_all=[[384,512, 1024]]
args.LWI = False
args.patchLen_stride_all = []
args.equal_patch_len = []
for i, period_s in enumerate(args.scal_all):
args.patchLen_stride_all.append(
[int(period_s / args.fixed_patch_num) * args.MAP_alpha, int(period_s / args.fixed_patch_num)])
args.equal_patch_len.append(int(period_s / args.fixed_patch_num) * args.MAP_alpha)
if not args.MAP:
# using fixed patch length
args.patchLen_stride_all = [args.patchLen_stride_all[-1] for _ in range(len(args.scal_all))]
else:
# using self-adaptive patch length and stride
pass
args.squeeze_factor = [4 for _ in range(len(args.scal_all))]
args.max_patch_len = args.patchLen_stride_all[-1][0]
args.learning_rate = 1e-4
args.batch_size = 32 * 4
args.is_training = True
args.model_id = 0
args.patch_pad = True
args.shared_num = 3
args.seq_len = args.scal_all[-1]
args.context_window = None
args.threshold_patch_num = 7 # When the number of patches is less than or equal to this value, no patch squeeze is performed
args.explore_fund_memory = False
args.pred_len = pred_len_
args.state = 'train'
args.checkpoints = './checkpoints_MLF_longterm/' + args.data_real + '/' + args.model + '/' + 'random_seed_' + str(
seed)
extra = 'MultiPeriod'
for period in args.scal_all:
extra = extra + '_' + str(period)
args.individual = 0
args.d_layers = 1
args.factor = 3
args.label_len = 0
args.is_training = True
args.only_test = False
args.train_epochs = 10
args.record = True
args.itr = 1
args.e_layers = 3
args.script_id = '0_' # model checkpoint id
args.device = 'cuda:' + str(args.gpu)
print('Args in experiment:')
# extra
print(vars(args))
Exp = Exp_Main
args.is_training = True
if args.is_training:
for ii in range(args.itr):
setting = f'{args.data_real}_{args.model}_{extra}_pl{args.pred_len}'
args.save_path = os.path.join(args.checkpoints, setting)
if not os.path.exists(args.save_path):
os.makedirs(args.save_path)
exp = Exp(args) # set experiments
print('>>>>>>>start training : {}>>>>>>>>>>>>>>>>>>>>>>>>>>'.format(setting))
exp.train(setting)
print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting))
exp.test(setting, test=1)
# if args.do_predict:
# print('>>>>>>>predicting : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting))
# exp.predict(setting, True)
torch.cuda.empty_cache()
if __name__ == "__main__":
main()