init models
Browse files- data_utils.py +1113 -0
- main_variational.py +310 -0
- model.py +514 -0
data_utils.py
ADDED
@@ -0,0 +1,1113 @@
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1 |
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import pandas as pd
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2 |
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import numpy as np
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3 |
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from scipy.ndimage import gaussian_filter1d
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4 |
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from sklearn.preprocessing import MinMaxScaler
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5 |
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import torch
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import torch.nn as nn
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7 |
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from torch.utils.data import Dataset, DataLoader
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8 |
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import random
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import matplotlib.pyplot as plt
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10 |
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from torch.utils.data import DataLoader, TensorDataset
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from pathlib import Path
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import matplotlib.dates as mdates
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|
14 |
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# --- Utility Functions ---
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15 |
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def set_seed(seed):
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random.seed(seed)
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np.random.seed(seed)
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torch.manual_seed(seed)
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19 |
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if torch.cuda.is_available():
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torch.cuda.manual_seed(seed)
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21 |
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torch.cuda.manual_seed_all(seed)
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22 |
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torch.backends.cudnn.deterministic = True
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23 |
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torch.backends.cudnn.benchmark = False
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24 |
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25 |
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|
26 |
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# --- Data Loading and Initial Processing (from original) ---
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27 |
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def get_data_building_weather_weekly():
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# path = "C:\\Software\\Probabilistic_Forecasting\\Data\\ashrae-energy-prediction"
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# df_train = pd.read_csv(path + "\\train.csv")
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30 |
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# df_weather = pd.read_csv(path + "\\weather_train.csv")
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31 |
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# df_meta = pd.read_csv(path + "\\building_metadata.csv")
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32 |
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|
33 |
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df_train = pd.read_csv("/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/ashrae-energy-prediction/train.csv")
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34 |
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df_weather = pd.read_csv("/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/ashrae-energy-prediction/weather_train.csv")
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35 |
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df_meta = pd.read_csv("/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/ashrae-energy-prediction/building_metadata.csv")
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36 |
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|
37 |
+
|
38 |
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df = df_train.merge(df_meta, on='building_id').merge(df_weather, on=['site_id', 'timestamp'])
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39 |
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df['timestamp'] = pd.to_datetime(df['timestamp'])
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40 |
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# Filter for a specific building, meter, and a reduced date range for faster processing if needed
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41 |
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df = df[(df['building_id'] == 2) & (df['meter'] == 0)]
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42 |
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df = df[(df['timestamp'] >= '2016-01-04') & (df['timestamp'] < '2017-01-04')] # Ensure enough data for ~50 weeks
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43 |
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df['Date'] = df['timestamp'].dt.date
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44 |
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df['day_of_week'] = df['timestamp'].dt.dayofweek # Monday=0, Sunday=6
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45 |
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|
46 |
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def get_season(month):
|
47 |
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return {12: 0, 1: 0, 2: 0, 3: 1, 4: 1, 5: 1, 6: 2, 7: 2, 8: 2, 9: 3, 10: 3, 11: 3}[month]
|
48 |
+
|
49 |
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# Ensure 'meter_reading' and 'air_temperature' are present and numeric
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50 |
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df['meter_reading'] = pd.to_numeric(df['meter_reading'], errors='coerce').fillna(0)
|
51 |
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df['air_temperature'] = pd.to_numeric(df['air_temperature'], errors='coerce').fillna(method='ffill').fillna(
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52 |
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method='bfill').fillna(15)
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53 |
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|
54 |
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measurement_columns = ['meter_reading', 'air_temperature', 'Date', 'timestamp']
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55 |
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# Ensure columns exist, add placeholders if not
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56 |
+
for col in measurement_columns:
|
57 |
+
if col not in df.columns and col not in ['Date']: # Date is derived
|
58 |
+
df[col] = 0 if col != 'timestamp' else pd.NaT
|
59 |
+
|
60 |
+
grouped = df.groupby('Date')[measurement_columns + ['day_of_week']]
|
61 |
+
|
62 |
+
array_3d, labels_3d, seasons_3d = [], [], []
|
63 |
+
dates = sorted(grouped.groups.keys())
|
64 |
+
if not dates:
|
65 |
+
print("Warning: No data after filtering in get_data_building_weather_weekly.")
|
66 |
+
# Return empty arrays with expected dimensions to avoid downstream errors immediately
|
67 |
+
return np.array([]), np.array([]), np.array([]), np.array([]), np.array([])
|
68 |
+
|
69 |
+
for date_val in dates:
|
70 |
+
group_df = grouped.get_group(date_val)
|
71 |
+
if group_df.empty or len(group_df) != 24: # Assuming hourly data, fill if not
|
72 |
+
# Create a full day template
|
73 |
+
full_day_timestamps = pd.to_datetime([f"{date_val} {h:02d}:00:00" for h in range(24)])
|
74 |
+
template_df = pd.DataFrame({'timestamp': full_day_timestamps})
|
75 |
+
group_df = pd.merge(template_df, group_df, on='timestamp', how='left')
|
76 |
+
group_df['Date'] = group_df['timestamp'].dt.date
|
77 |
+
group_df['day_of_week'] = group_df['timestamp'].dt.dayofweek
|
78 |
+
for col in ['meter_reading', 'air_temperature']:
|
79 |
+
group_df[col] = group_df[col].interpolate(method='linear').fillna(method='ffill').fillna(method='bfill')
|
80 |
+
group_df = group_df.fillna({'meter_reading': 0, 'air_temperature': 15}) # final fallback
|
81 |
+
|
82 |
+
arr = group_df[measurement_columns].values
|
83 |
+
label = 0 if group_df['day_of_week'].iloc[0] < 5 else 1 # Weekday/Weekend
|
84 |
+
season = get_season(group_df['timestamp'].iloc[0].month)
|
85 |
+
array_3d.append(arr)
|
86 |
+
labels_3d.append(np.full(len(arr), label))
|
87 |
+
seasons_3d.append(np.full(len(arr), season))
|
88 |
+
|
89 |
+
n_full_weeks = len(array_3d) // 7
|
90 |
+
if n_full_weeks == 0:
|
91 |
+
print("Warning: Not enough daily data to form even one full week.")
|
92 |
+
return np.array([]), np.array([]), np.array([]), np.array([]), np.array([])
|
93 |
+
|
94 |
+
energy, temp, times, workday, season_feat = [], [], [], [], []
|
95 |
+
for w in range(n_full_weeks):
|
96 |
+
wk = slice(w * 7, (w + 1) * 7)
|
97 |
+
week_data = array_3d[wk]
|
98 |
+
week_labels = labels_3d[wk]
|
99 |
+
week_seasons = seasons_3d[wk]
|
100 |
+
|
101 |
+
e = np.concatenate([np.asarray(d[:, 0], dtype=float) for d in week_data])
|
102 |
+
t = np.concatenate([np.asarray(d[:, 1], dtype=float) for d in week_data])
|
103 |
+
ts = np.concatenate([np.asarray(d[:, 3]) for d in week_data]) # timestamp objects
|
104 |
+
wl = np.concatenate([np.asarray(lbl, dtype=int) for lbl in week_labels])
|
105 |
+
sl = np.concatenate([np.asarray(seas, dtype=int) for seas in week_seasons])
|
106 |
+
|
107 |
+
if e.shape[0] != 168: # Skip incomplete weeks silently or handle
|
108 |
+
# print(f"Skipping week {w} due to incomplete data: {e.shape[0]} points")
|
109 |
+
continue
|
110 |
+
|
111 |
+
e = gaussian_filter1d(e, sigma=1)
|
112 |
+
t = gaussian_filter1d(t, sigma=1)
|
113 |
+
|
114 |
+
energy.append(e)
|
115 |
+
temp.append(t)
|
116 |
+
times.append(ts)
|
117 |
+
workday.append(wl)
|
118 |
+
season_feat.append(sl)
|
119 |
+
|
120 |
+
return np.array(times, dtype=object), np.array(energy), np.array(temp), np.array(workday), np.array(season_feat)
|
121 |
+
|
122 |
+
|
123 |
+
def gaussian_nll_loss(mu, logvar, target):
|
124 |
+
# mu, logvar, target → same shape [B, L+1, output_len, output_dim]
|
125 |
+
nll = 0.5 * (logvar + np.log(2 * np.pi) + ((target - mu) ** 2) / logvar.exp())
|
126 |
+
return nll.mean() # average over all elements
|
127 |
+
|
128 |
+
def kl_loss(mu_z, logvar_z):
|
129 |
+
return -0.5 * torch.mean(1 + logvar_z - mu_z.pow(2) - logvar_z.exp())
|
130 |
+
|
131 |
+
|
132 |
+
|
133 |
+
def process_seq2seq_data(
|
134 |
+
feature_dict,
|
135 |
+
*,
|
136 |
+
train_ratio = 0.7,
|
137 |
+
norm_features = ('load', 'temp'),
|
138 |
+
output_len = 24, # how many steps each decoder step predicts
|
139 |
+
encoder_len_weeks = 1,
|
140 |
+
decoder_len_weeks = 1,
|
141 |
+
num_in_week = 168, # ← NEW: default parameter
|
142 |
+
device = None):
|
143 |
+
|
144 |
+
# ----------------------------------------------------------
|
145 |
+
# 1. flatten, scale, keep 1‑D per feature
|
146 |
+
# ----------------------------------------------------------
|
147 |
+
processed, scalers = {}, {}
|
148 |
+
for k, arr in feature_dict.items():
|
149 |
+
if arr.size == 0:
|
150 |
+
raise ValueError(f"feature '{k}' is empty.")
|
151 |
+
vec = arr.astype(float).flatten() # weeks → long vector
|
152 |
+
if k in norm_features:
|
153 |
+
sc = MinMaxScaler()
|
154 |
+
processed[k] = sc.fit_transform(vec.reshape(-1, 1)).flatten()
|
155 |
+
scalers[k] = sc
|
156 |
+
else:
|
157 |
+
processed[k] = vec
|
158 |
+
scalers[k] = None
|
159 |
+
|
160 |
+
n_weeks = feature_dict['load'].shape[0]
|
161 |
+
need_weeks = encoder_len_weeks + decoder_len_weeks
|
162 |
+
if n_weeks < need_weeks:
|
163 |
+
raise ValueError(f"Need ≥{need_weeks} consecutive weeks, found {n_weeks}.")
|
164 |
+
|
165 |
+
enc_seq_len = encoder_len_weeks * num_in_week
|
166 |
+
dec_seq_len = decoder_len_weeks * num_in_week
|
167 |
+
L = dec_seq_len - output_len
|
168 |
+
if L <= 0:
|
169 |
+
raise ValueError("`output_len` must be smaller than decoder sequence length.")
|
170 |
+
|
171 |
+
# ----------------------------------------------------------
|
172 |
+
# 2. build samples (stride = 1 week)
|
173 |
+
# ----------------------------------------------------------
|
174 |
+
X_enc_l, X_enc_t, X_enc_w, X_enc_s = [], [], [], []
|
175 |
+
X_dec_in_l, X_dec_in_t, X_dec_in_w, X_dec_in_s = [], [], [], []
|
176 |
+
Y_dec_target_l = []
|
177 |
+
|
178 |
+
last_start = n_weeks - need_weeks # inclusive
|
179 |
+
for w in range(last_start + 1):
|
180 |
+
enc_start = w * num_in_week
|
181 |
+
enc_end = (w + encoder_len_weeks) * num_in_week
|
182 |
+
dec_start = enc_end
|
183 |
+
dec_end = dec_start + dec_seq_len # exclusive
|
184 |
+
|
185 |
+
# -- encoder --
|
186 |
+
X_enc_l.append(processed['load' ][enc_start:enc_end])
|
187 |
+
X_enc_t.append(processed['temp' ][enc_start:enc_end])
|
188 |
+
X_enc_w.append(processed['workday'][enc_start:enc_end])
|
189 |
+
X_enc_s.append(processed['season' ][enc_start:enc_end])
|
190 |
+
|
191 |
+
# -- decoder input (teacher forcing) --
|
192 |
+
X_dec_in_l.append(processed['load' ][dec_start : dec_start + L])
|
193 |
+
X_dec_in_t.append(processed['temp' ][dec_start : dec_start + L])
|
194 |
+
X_dec_in_w.append(processed['workday'][dec_start : dec_start + L])
|
195 |
+
X_dec_in_s.append(processed['season' ][dec_start : dec_start + L])
|
196 |
+
|
197 |
+
# -- decoder targets (sliding output_len window) --
|
198 |
+
load_dec_full = processed['load'][dec_start: dec_end]
|
199 |
+
targets = np.stack([
|
200 |
+
load_dec_full[i: i + output_len] for i in range(L+1)],
|
201 |
+
axis=0)
|
202 |
+
Y_dec_target_l.append(targets)
|
203 |
+
|
204 |
+
# ----------------------------------------------------------
|
205 |
+
# 3. pack → tensors
|
206 |
+
# ----------------------------------------------------------
|
207 |
+
to_tensor = lambda lst: torch.tensor(lst, dtype=torch.float32).unsqueeze(-1).to(device)
|
208 |
+
|
209 |
+
data_tensors = {
|
210 |
+
'X_enc_l' : to_tensor(X_enc_l), # [B, enc_seq_len, 1]
|
211 |
+
'X_enc_t' : to_tensor(X_enc_t),
|
212 |
+
'X_enc_w' : to_tensor(X_enc_w),
|
213 |
+
'X_enc_s' : to_tensor(X_enc_s),
|
214 |
+
|
215 |
+
'X_dec_in_l' : to_tensor(X_dec_in_l), # [B, L, 1]
|
216 |
+
'X_dec_in_t' : to_tensor(X_dec_in_t),
|
217 |
+
'X_dec_in_w' : to_tensor(X_dec_in_w),
|
218 |
+
'X_dec_in_s' : to_tensor(X_dec_in_s),
|
219 |
+
|
220 |
+
'Y_dec_target_l': torch.tensor(
|
221 |
+
Y_dec_target_l, dtype=torch.float32).unsqueeze(-1).to(device) # [B, L, output_len, 1]
|
222 |
+
}
|
223 |
+
|
224 |
+
# quick check
|
225 |
+
for k, v in data_tensors.items():
|
226 |
+
print(f"{k:15s} {tuple(v.shape)}")
|
227 |
+
|
228 |
+
# ----------------------------------------------------------
|
229 |
+
# 4. train / test split
|
230 |
+
# ----------------------------------------------------------
|
231 |
+
B = data_tensors['X_enc_l'].shape[0]
|
232 |
+
split = int(train_ratio * B)
|
233 |
+
train_dict = {k: v[:split] for k, v in data_tensors.items()}
|
234 |
+
test_dict = {k: v[split:] for k, v in data_tensors.items()}
|
235 |
+
|
236 |
+
return train_dict, test_dict, scalers
|
237 |
+
|
238 |
+
|
239 |
+
|
240 |
+
def visualise_one_sample(data_dict, sample_idx=0):
|
241 |
+
"""Draw a single figure with three subplots:
|
242 |
+
1) encoder load, 2) decoder load, 3) heat‑map of Y_dec_target_l."""
|
243 |
+
enc = data_dict['X_enc_t'][sample_idx].cpu().numpy().squeeze(-1)
|
244 |
+
dec = data_dict['X_dec_in_t'][sample_idx].cpu().numpy().squeeze(-1)
|
245 |
+
tgt = data_dict['Y_dec_target_l'][sample_idx].cpu().numpy().squeeze(-1) # [L, output_len]
|
246 |
+
|
247 |
+
fig, axes = plt.subplots(3, 1, figsize=(14, 10), constrained_layout=True)
|
248 |
+
|
249 |
+
axes[0].plot(enc)
|
250 |
+
axes[0].set_title("Encoder input")
|
251 |
+
axes[0].set_xlabel("Time step"); axes[0].set_ylabel("scaled")
|
252 |
+
|
253 |
+
axes[1].plot(dec)
|
254 |
+
axes[1].set_title("Decoder input")
|
255 |
+
axes[1].set_xlabel("Time step")
|
256 |
+
|
257 |
+
|
258 |
+
axes[2].plot(tgt[0])
|
259 |
+
axes[2].plot(tgt[1])
|
260 |
+
axes[2].plot(tgt[2])
|
261 |
+
axes[2].set_title("Decoder target")
|
262 |
+
axes[2].set_xlabel("Time step")
|
263 |
+
|
264 |
+
plt.show()
|
265 |
+
|
266 |
+
def make_loader(data_dict, batch_size, shuffle=True):
|
267 |
+
"""
|
268 |
+
Returns: batch =
|
269 |
+
(enc_l, enc_t, enc_w, enc_s,
|
270 |
+
dec_l, dec_t, dec_w, dec_s,
|
271 |
+
tgt)
|
272 |
+
Shapes:
|
273 |
+
enc_* : [B, enc_seq, 1]
|
274 |
+
dec_* : [B, L, 1]
|
275 |
+
tgt : [B, L+1, output_len, 1]
|
276 |
+
"""
|
277 |
+
tensors = (
|
278 |
+
data_dict['X_enc_l'], data_dict['X_enc_t'],
|
279 |
+
data_dict['X_enc_w'], data_dict['X_enc_s'],
|
280 |
+
data_dict['X_dec_in_l'], data_dict['X_dec_in_t'],
|
281 |
+
data_dict['X_dec_in_w'], data_dict['X_dec_in_s'],
|
282 |
+
data_dict['Y_dec_target_l']
|
283 |
+
)
|
284 |
+
ds = TensorDataset(*tensors)
|
285 |
+
return DataLoader(ds, batch_size=batch_size, shuffle=shuffle)
|
286 |
+
|
287 |
+
def reconstruct_sequence(pred_seq):
|
288 |
+
"""
|
289 |
+
Averages overlapping predictions from [L+1, output_len] into [L+output_len]
|
290 |
+
Args:
|
291 |
+
pred_seq: [L+1, output_len] – single sample prediction
|
292 |
+
Returns:
|
293 |
+
avg_pred: [L+output_len] – averaged sequence
|
294 |
+
"""
|
295 |
+
L_plus_1, output_len = pred_seq.shape
|
296 |
+
total_len = L_plus_1 + output_len - 1
|
297 |
+
sum_seq = torch.zeros(total_len, device=pred_seq.device)
|
298 |
+
count_seq = torch.zeros(total_len, device=pred_seq.device)
|
299 |
+
|
300 |
+
for t in range(L_plus_1):
|
301 |
+
sum_seq[t:t+output_len] += pred_seq[t]
|
302 |
+
count_seq[t:t+output_len] += 1
|
303 |
+
|
304 |
+
return sum_seq / count_seq # [L+output_len]
|
305 |
+
|
306 |
+
|
307 |
+
|
308 |
+
def get_load_temperature_spanish():
|
309 |
+
'''
|
310 |
+
https://www.kaggle.com/datasets/nicholasjhana/energy-consumption-generation-prices-and-weather
|
311 |
+
'''
|
312 |
+
# Load the energy dataset and weather features
|
313 |
+
energy_df = pd.read_csv('/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/kaggle/energy_dataset.csv')
|
314 |
+
weather_df = pd.read_csv('/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/kaggle/weather_features.csv')
|
315 |
+
|
316 |
+
# Convert timestamp columns to datetime format for easier merging and plotting
|
317 |
+
energy_df['time'] = pd.to_datetime(energy_df['time'])
|
318 |
+
weather_df['time'] = pd.to_datetime(weather_df['dt_iso'])
|
319 |
+
|
320 |
+
# Merge datasets on the 'timestamp' column
|
321 |
+
merged_df = pd.merge(energy_df, weather_df, on='time', how='inner')
|
322 |
+
merged_df = merged_df[['time', 'temp', 'total load actual']].dropna()
|
323 |
+
merged_df = merged_df[::5]
|
324 |
+
|
325 |
+
time = merged_df["time"].values
|
326 |
+
print(time)
|
327 |
+
exit()
|
328 |
+
temperature = (merged_df["temp"] - 273.15).values # from Kelvin (K) to degrees Celsius (°C),
|
329 |
+
load = merged_df["total load actual"].values/1000 # from MW to (×10³ MW)
|
330 |
+
|
331 |
+
temperature = gaussian_filter1d(temperature, sigma=2)
|
332 |
+
load = gaussian_filter1d(load, sigma=2)
|
333 |
+
|
334 |
+
# Plotting temperature and load on the same figure
|
335 |
+
fig, ax1 = plt.subplots(figsize=(14, 6))
|
336 |
+
# Plot temperature with left y-axis
|
337 |
+
ax1.plot(time, temperature, label='Temperature', color='orange', linewidth=2)
|
338 |
+
ax1.set_ylabel('Temperature (°C)', color='orange', fontsize=20)
|
339 |
+
ax1.tick_params(axis='y', labelcolor='orange', labelsize=20)
|
340 |
+
ax1.tick_params(axis='x', labelsize=20)
|
341 |
+
# Create a second y-axis for load
|
342 |
+
ax2 = ax1.twinx()
|
343 |
+
ax2.plot(time, load, label='Power Load', color='darkblue', linewidth=2)
|
344 |
+
ax2.set_ylabel('Power Load (×10³ MW)', color='darkblue', fontsize=20)
|
345 |
+
ax2.tick_params(axis='y', labelcolor='darkblue', labelsize=20)
|
346 |
+
ax2.tick_params(axis='x', labelsize=20)
|
347 |
+
# Title and layout adjustments
|
348 |
+
fig.suptitle('Temperature and Power Load Over Time', fontsize=20)
|
349 |
+
fig.autofmt_xdate(rotation=45)
|
350 |
+
plt.tight_layout()
|
351 |
+
# plt.savefig("./results/raw_load_temp_spanish.pdf")
|
352 |
+
plt.show()
|
353 |
+
print(time.shape, load.shape, temperature.shape)
|
354 |
+
return time, load, temperature
|
355 |
+
|
356 |
+
|
357 |
+
def get_data_spanish_weekly():
|
358 |
+
"""
|
359 |
+
Weekly load-temperature slices for Spain
|
360 |
+
—————————————————————————————————————————————————
|
361 |
+
Returns
|
362 |
+
-------
|
363 |
+
times : np.ndarray, dtype=object, shape (n_weeks,)
|
364 |
+
energy : np.ndarray, shape (n_weeks, 168)
|
365 |
+
temp : np.ndarray, shape (n_weeks, 168)
|
366 |
+
workday : np.ndarray, shape (n_weeks, 168)
|
367 |
+
season_feat : np.ndarray, shape (n_weeks, 168)
|
368 |
+
"""
|
369 |
+
# ---------- raw files --------------------------------------------------
|
370 |
+
p_energy = "/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/kaggle/energy_dataset.csv"
|
371 |
+
p_weather = "/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/kaggle/weather_features.csv"
|
372 |
+
|
373 |
+
# ---------- pre-processing & merge ------------------------------------
|
374 |
+
energy_df = pd.read_csv(p_energy)
|
375 |
+
weather_df = pd.read_csv(p_weather)
|
376 |
+
|
377 |
+
energy_df["time"] = pd.to_datetime(energy_df["time"], utc=True)
|
378 |
+
weather_df["time"] = pd.to_datetime(weather_df["dt_iso"], utc=True)
|
379 |
+
df = pd.merge(energy_df, weather_df, on="time", how="inner")
|
380 |
+
df = df[::5]
|
381 |
+
df = df[1:]
|
382 |
+
|
383 |
+
df["time"] = df["time"].dt.tz_convert(None) # or .dt.tz_localize(None)
|
384 |
+
df = df[["time", "temp", "total load actual"]].dropna()
|
385 |
+
df["Date"] = df["time"].dt.date # now works
|
386 |
+
df["day_of_week"] = df["time"].dt.dayofweek
|
387 |
+
df["air_temperature"] = (df["temp"] - 273.15).astype(float)
|
388 |
+
df["meter_reading"] = (df["total load actual"] / 1000).astype(float)
|
389 |
+
|
390 |
+
# ---------- season helper ---------------------------------------------
|
391 |
+
def get_season(month: int) -> int:
|
392 |
+
return {12: 0, 1: 0, 2: 0, 3: 1, 4: 1, 5: 1,
|
393 |
+
6: 2, 7: 2, 8: 2, 9: 3, 10: 3, 11: 3}[month]
|
394 |
+
|
395 |
+
# ---------- daily grouping (24 samples each) ---------------------------
|
396 |
+
meas_cols = ["meter_reading", "air_temperature", "Date", "time"]
|
397 |
+
grouped = df.groupby("Date")[meas_cols + ["day_of_week"]]
|
398 |
+
|
399 |
+
array_3d, labels_3d, seasons_3d = [], [], []
|
400 |
+
for date_val in sorted(grouped.groups.keys()):
|
401 |
+
gdf = grouped.get_group(date_val)
|
402 |
+
|
403 |
+
# make sure we have *exactly* 24 hourly rows
|
404 |
+
if len(gdf) != 24:
|
405 |
+
full_hours = pd.date_range(start=f"{date_val} 00:00:00",
|
406 |
+
end=f"{date_val} 23:00:00",
|
407 |
+
freq="H")
|
408 |
+
tmpl = pd.DataFrame({"time": full_hours})
|
409 |
+
gdf = pd.merge(tmpl, gdf, on="time", how="left")
|
410 |
+
gdf["Date"] = gdf["time"].dt.date
|
411 |
+
gdf["day_of_week"] = gdf["time"].dt.dayofweek
|
412 |
+
for c in ["meter_reading", "air_temperature"]:
|
413 |
+
gdf[c] = (gdf[c]
|
414 |
+
.interpolate("linear")
|
415 |
+
.ffill()
|
416 |
+
.bfill()
|
417 |
+
)
|
418 |
+
gdf.fillna({"meter_reading": 0, "air_temperature": 15}, inplace=True)
|
419 |
+
|
420 |
+
arr = gdf[meas_cols].values
|
421 |
+
w_label = 0 if gdf["day_of_week"].iloc[0] < 5 else 1
|
422 |
+
season = get_season(gdf["time"].iloc[0].month)
|
423 |
+
|
424 |
+
array_3d.append(arr)
|
425 |
+
labels_3d.append(np.full(len(arr), w_label))
|
426 |
+
seasons_3d.append(np.full(len(arr), season))
|
427 |
+
|
428 |
+
# ---------- pack consecutive days into full weeks ---------------------
|
429 |
+
n_full_weeks = len(array_3d) // 7
|
430 |
+
if n_full_weeks == 0:
|
431 |
+
return (np.array([]),) * 5
|
432 |
+
|
433 |
+
energy, temp, times, workday, season_feat = [], [], [], [], []
|
434 |
+
for w in range(n_full_weeks):
|
435 |
+
wk = slice(w * 7, (w + 1) * 7)
|
436 |
+
week_d = array_3d[wk]
|
437 |
+
w_lbls = labels_3d[wk]
|
438 |
+
w_seas = seasons_3d[wk]
|
439 |
+
|
440 |
+
e = np.concatenate([d[:, 0].astype(float) for d in week_d])
|
441 |
+
t = np.concatenate([d[:, 1].astype(float) for d in week_d])
|
442 |
+
ts = np.concatenate([d[:, 3] for d in week_d]) # timestamps
|
443 |
+
wl = np.concatenate([lbl.astype(int) for lbl in w_lbls])
|
444 |
+
sl = np.concatenate([s.astype(int) for s in w_seas])
|
445 |
+
|
446 |
+
if e.size != 168: # incomplete week – skip
|
447 |
+
continue
|
448 |
+
|
449 |
+
energy.append(gaussian_filter1d(e, sigma=1))
|
450 |
+
temp.append(gaussian_filter1d(t, sigma=1))
|
451 |
+
times.append(ts)
|
452 |
+
workday.append(wl)
|
453 |
+
season_feat.append(sl)
|
454 |
+
|
455 |
+
return (np.array(times, dtype=object),
|
456 |
+
np.array(energy),
|
457 |
+
np.array(temp),
|
458 |
+
np.array(workday),
|
459 |
+
np.array(season_feat))
|
460 |
+
|
461 |
+
|
462 |
+
|
463 |
+
def get_data_power_consumption():
|
464 |
+
"""
|
465 |
+
https://www.kaggle.com/datasets/fedesoriano/electric-power-consumption
|
466 |
+
Loads a CSV containing at least:
|
467 |
+
['Date Time', 'Temperature', 'Zone 1 Power Consumption']
|
468 |
+
and does a simple time-series plot of Zone 1 vs. Temperature.
|
469 |
+
"""
|
470 |
+
# 1) Load data
|
471 |
+
file_path = "/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/powerconsumption/powerconsumption.csv" # <-- Adjust to your actual CSV
|
472 |
+
df = pd.read_csv(file_path)
|
473 |
+
|
474 |
+
# 2) Parse datetime and sort
|
475 |
+
# We assume a combined 'Date Time' column, like '2020-01-01 00:10:00'
|
476 |
+
df['Date Time'] = pd.to_datetime(df['Datetime'])
|
477 |
+
df.sort_values(by='Date Time', inplace=True)
|
478 |
+
|
479 |
+
# 3) Select only needed columns
|
480 |
+
# We pick 'Zone 1 Power Consumption' & 'Temperature'
|
481 |
+
df_filtered = df[['Date Time', 'Temperature', 'PowerConsumption_Zone1']].copy()
|
482 |
+
|
483 |
+
# 4) Convert to numeric (in case CSV has strings)
|
484 |
+
# Coerce errors => NaN
|
485 |
+
df_filtered['Temperature'] = pd.to_numeric(df_filtered['Temperature'], errors='coerce')
|
486 |
+
df_filtered['Zone 1 Power Consumption'] = pd.to_numeric(df_filtered['PowerConsumption_Zone1'], errors='coerce')
|
487 |
+
|
488 |
+
# 5) Drop rows with missing values if needed
|
489 |
+
df_filtered.dropna(subset=['Temperature', 'Zone 1 Power Consumption'], inplace=True)
|
490 |
+
scaler = MinMaxScaler()
|
491 |
+
df_filtered[['Temperature', 'Zone 1 Power Consumption']] = scaler.fit_transform(
|
492 |
+
df_filtered[['Temperature', 'Zone 1 Power Consumption']]
|
493 |
+
)
|
494 |
+
|
495 |
+
# 6) Simple Plot: Time series of Zone1 and Temperature
|
496 |
+
fig, ax1 = plt.subplots(figsize=(10, 5))
|
497 |
+
# Plot Zone 1 Power on ax1
|
498 |
+
color1 = 'tab:blue'
|
499 |
+
ax1.set_xlabel('Date Time')
|
500 |
+
ax1.set_ylabel('Zone 1 Power Consumption', color=color1)
|
501 |
+
ax1.plot(df_filtered['Date Time'], df_filtered['Zone 1 Power Consumption'], color=color1, label='Zone1 Power')
|
502 |
+
ax1.tick_params(axis='y', labelcolor=color1)
|
503 |
+
|
504 |
+
# Create a second y-axis for Temperature
|
505 |
+
ax2 = ax1.twinx() # shares x-axis
|
506 |
+
color2 = 'tab:red'
|
507 |
+
ax2.set_ylabel('Temperature', color=color2)
|
508 |
+
ax2.plot(df_filtered['Date Time'], df_filtered['Temperature'], color=color2, label='Temperature')
|
509 |
+
ax2.tick_params(axis='y', labelcolor=color2)
|
510 |
+
plt.title('Zone 1 Power Consumption and Temperature Over Time')
|
511 |
+
fig.tight_layout()
|
512 |
+
|
513 |
+
|
514 |
+
# --------------------------------------------------------
|
515 |
+
# 7) Reshape the data: separate by date
|
516 |
+
# => new shape: [#dates, #values_in_one_day]
|
517 |
+
# --------------------------------------------------------
|
518 |
+
# Extract the date and the time of day (as a string HH:MM:SS)
|
519 |
+
df_filtered['Date'] = df_filtered['Date Time'].dt.date
|
520 |
+
df_filtered['TimeOfDay'] = df_filtered['Date Time'].dt.strftime('%H:%M:%S')
|
521 |
+
|
522 |
+
# Pivot so each row is one date, each column is a time of day
|
523 |
+
pivot_time = df_filtered.pivot(index='Date', columns='TimeOfDay', values='Date Time')
|
524 |
+
pivot_power = df_filtered.pivot(index='Date', columns='TimeOfDay', values='Zone 1 Power Consumption')
|
525 |
+
pivot_temp = df_filtered.pivot(index='Date', columns='TimeOfDay', values='Temperature')
|
526 |
+
|
527 |
+
# Sort the columns so time-of-day is in ascending order (00:00:00 < 00:10:00 < ...)
|
528 |
+
pivot_time = pivot_time.reindex(sorted(pivot_time.columns), axis=1)
|
529 |
+
pivot_power = pivot_power.reindex(sorted(pivot_power.columns), axis=1)
|
530 |
+
pivot_temp = pivot_temp.reindex(sorted(pivot_temp.columns), axis=1)
|
531 |
+
|
532 |
+
|
533 |
+
# 9) Create workday/weekend label
|
534 |
+
workday_label = np.array([
|
535 |
+
[1 if pd.Timestamp(date).weekday() >= 5 else 0] * pivot_power.shape[1]
|
536 |
+
for date in pivot_power.index
|
537 |
+
])
|
538 |
+
|
539 |
+
# --------------------------------------------------------
|
540 |
+
# 8) Plot daily profiles (one line per date)
|
541 |
+
# --------------------------------------------------------
|
542 |
+
# Plot Zone 1 Power
|
543 |
+
plt.figure(figsize=(10,4))
|
544 |
+
for date_idx in pivot_power.index:
|
545 |
+
plt.plot(pivot_power.columns, pivot_power.loc[date_idx, :], label=str(date_idx), alpha=0.4, color="gray")
|
546 |
+
plt.title("Daily Profile of Zone 1 Power Consumption")
|
547 |
+
plt.xlabel("Time of Day (HH:MM:SS)")
|
548 |
+
plt.ylabel("Scaled Power Consumption")
|
549 |
+
# Uncomment to show legend with all dates
|
550 |
+
# plt.legend(bbox_to_anchor=(1.05, 1), loc='upper left')
|
551 |
+
plt.tight_layout()
|
552 |
+
|
553 |
+
# Plot Temperature
|
554 |
+
plt.figure(figsize=(10,4))
|
555 |
+
for date_idx in pivot_temp.index:
|
556 |
+
plt.plot(pivot_temp.columns, pivot_temp.loc[date_idx, :], label=str(date_idx), alpha=0.4, color="green")
|
557 |
+
plt.title("Daily Profile of Temperature")
|
558 |
+
plt.xlabel("Time of Day (HH:MM:SS)")
|
559 |
+
plt.ylabel("Scaled Temperature")
|
560 |
+
# plt.legend(bbox_to_anchor=(1.05, 1), loc='upper left')
|
561 |
+
plt.tight_layout()
|
562 |
+
|
563 |
+
|
564 |
+
# 10) Visualize one week of Power, Temperature, and Workday Label
|
565 |
+
week_index = 0 # Change this to shift the week (e.g., 7 for second week)
|
566 |
+
days_to_plot = 7
|
567 |
+
power_week = pivot_power.iloc[week_index:week_index+days_to_plot, :].to_numpy().flatten()
|
568 |
+
temp_week = pivot_temp.iloc[week_index:week_index+days_to_plot, :].to_numpy().flatten()
|
569 |
+
label_week = workday_label[week_index:week_index+days_to_plot, :].flatten()
|
570 |
+
|
571 |
+
time_axis = np.arange(len(power_week)) # X-axis for plotting
|
572 |
+
plt.figure(figsize=(12, 4))
|
573 |
+
plt.plot(time_axis, power_week, label='Power', linewidth=1)
|
574 |
+
plt.plot(time_axis, temp_week, label='Temperature', linewidth=1)
|
575 |
+
plt.plot(time_axis, label_week, label='Workday Label', linewidth=2, linestyle='--')
|
576 |
+
plt.title("One Week of Power, Temperature, and Workday Labels")
|
577 |
+
plt.xlabel("10-minute Intervals over 7 Days")
|
578 |
+
plt.ylabel("Normalized Value")
|
579 |
+
plt.legend()
|
580 |
+
plt.grid(True)
|
581 |
+
plt.tight_layout()
|
582 |
+
# plt.savefig("results/one_week_data.pdf")
|
583 |
+
plt.show()
|
584 |
+
|
585 |
+
return np.array(pivot_time), np.array(pivot_power), np.array(pivot_temp)
|
586 |
+
|
587 |
+
|
588 |
+
def plot_data(times, energy, temp, workday, season_feat,
|
589 |
+
alpha=0.5, lw=1.0, cmap="viridis"):
|
590 |
+
"""
|
591 |
+
Overlay *all* weeks in four side-by-side sub-figures.
|
592 |
+
|
593 |
+
Parameters
|
594 |
+
----------
|
595 |
+
times, energy, temp, workday, season_feat : list/ndarray
|
596 |
+
Output from your get_data_…_weekly routine.
|
597 |
+
alpha : float
|
598 |
+
Per-curve transparency (≤1). Lower → less clutter.
|
599 |
+
lw : float
|
600 |
+
Line width.
|
601 |
+
cmap : str or matplotlib Colormap
|
602 |
+
Used to give each week a slightly different colour.
|
603 |
+
"""
|
604 |
+
n_weeks = len(times)
|
605 |
+
if n_weeks == 0:
|
606 |
+
print("Nothing to plot.")
|
607 |
+
return
|
608 |
+
|
609 |
+
# colour map to distinguish weeks (wraps if >256)
|
610 |
+
colours = plt.cm.get_cmap(cmap, n_weeks)
|
611 |
+
|
612 |
+
fig, axes = plt.subplots(
|
613 |
+
nrows=1, ncols=4, figsize=(22, 4),
|
614 |
+
sharex=False, sharey=False,
|
615 |
+
gridspec_kw={"wspace": 0.25})
|
616 |
+
|
617 |
+
date_fmt = mdates.DateFormatter("%b\n%d")
|
618 |
+
|
619 |
+
# -------------------------------------------------------------
|
620 |
+
# iterate once, plotting the same week on all four axes
|
621 |
+
# -------------------------------------------------------------
|
622 |
+
for w in range(n_weeks):
|
623 |
+
c = colours(w)
|
624 |
+
|
625 |
+
axes[0].plot(times[w], energy[w], color=c, alpha=alpha, lw=lw)
|
626 |
+
axes[1].plot(times[w], temp[w], color=c, alpha=alpha, lw=lw)
|
627 |
+
axes[2].step(times[w], workday[w], where="mid",
|
628 |
+
color=c, alpha=alpha, lw=lw)
|
629 |
+
axes[3].step(times[w], season_feat[w], where="mid",
|
630 |
+
color=c, alpha=alpha, lw=lw)
|
631 |
+
|
632 |
+
# -------------------------------------------------------------
|
633 |
+
# cosmetics
|
634 |
+
# -------------------------------------------------------------
|
635 |
+
axes[0].set_title("Energy (norm.)")
|
636 |
+
axes[0].set_ylabel("0–1")
|
637 |
+
axes[1].set_title("Temperature (norm.)")
|
638 |
+
axes[2].set_title("Weekend flag")
|
639 |
+
axes[2].set_ylim(-0.1, 1.1)
|
640 |
+
axes[3].set_title("Season (0–3)")
|
641 |
+
axes[3].set_ylim(-0.2, 3.2)
|
642 |
+
|
643 |
+
for ax in axes:
|
644 |
+
ax.xaxis.set_major_formatter(date_fmt)
|
645 |
+
ax.tick_params(axis="x", rotation=45, labelsize=8)
|
646 |
+
|
647 |
+
fig.suptitle(f"Overlay of {n_weeks} weeks", fontsize=15, y=1.02)
|
648 |
+
plt.tight_layout()
|
649 |
+
plt.show()
|
650 |
+
|
651 |
+
##
|
652 |
+
fig, axes = plt.subplots( nrows=1, ncols=4, figsize=(22, 4), sharex=False, sharey=False, gridspec_kw={"wspace": 0.25})
|
653 |
+
date_fmt = mdates.DateFormatter("%b\n%d")
|
654 |
+
# -------------------------------------------------------------
|
655 |
+
# iterate once, plotting the same week on all four axes
|
656 |
+
# -------------------------------------------------------------
|
657 |
+
for w in range(n_weeks):
|
658 |
+
c = colours(w)
|
659 |
+
axes[0].plot(energy[w], color=c, alpha=alpha, lw=lw)
|
660 |
+
axes[1].plot(temp[w], color=c, alpha=alpha, lw=lw)
|
661 |
+
axes[2].plot(workday[w], color=c, alpha=alpha, lw=lw)
|
662 |
+
axes[3].plot(season_feat[w], color=c, alpha=alpha, lw=lw)
|
663 |
+
|
664 |
+
# -------------------------------------------------------------
|
665 |
+
# cosmetics
|
666 |
+
# -------------------------------------------------------------
|
667 |
+
axes[0].set_title("Energy (norm.)")
|
668 |
+
axes[0].set_ylabel("0–1")
|
669 |
+
axes[1].set_title("Temperature (norm.)")
|
670 |
+
axes[2].set_title("Weekend flag")
|
671 |
+
axes[2].set_ylim(-0.1, 1.1)
|
672 |
+
axes[3].set_title("Season (0–3)")
|
673 |
+
axes[3].set_ylim(-0.2, 3.2)
|
674 |
+
|
675 |
+
for ax in axes:
|
676 |
+
ax.xaxis.set_major_formatter(date_fmt)
|
677 |
+
ax.tick_params(axis="x", rotation=45, labelsize=8)
|
678 |
+
|
679 |
+
fig.suptitle(f"Overlay of {n_weeks} weeks", fontsize=15, y=1.02)
|
680 |
+
plt.tight_layout()
|
681 |
+
plt.show()
|
682 |
+
|
683 |
+
|
684 |
+
|
685 |
+
|
686 |
+
def get_data_power_consumption_weekly():
|
687 |
+
"""
|
688 |
+
Weekly load-temperature slices (Zone-1 household data)
|
689 |
+
------------------------------------------------------
|
690 |
+
Returns
|
691 |
+
-------
|
692 |
+
times : ndarray[object] – n_weeks, each element len = points_per_day*7
|
693 |
+
energy : ndarray[float] – n_weeks × (points_per_day*7)
|
694 |
+
temp : ndarray[float] – idem
|
695 |
+
workday : ndarray[int] – idem (0 weekday, 1 weekend)
|
696 |
+
season_feat : ndarray[int] – idem (0-winter … 3-autumn)
|
697 |
+
"""
|
698 |
+
csv_path = Path("/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/powerconsumption/powerconsumption.csv")
|
699 |
+
|
700 |
+
# ── 1. Read & basic cleaning ──────────────────────────────────────────
|
701 |
+
df = pd.read_csv(csv_path)
|
702 |
+
# column names vary slightly across versions → be defensive
|
703 |
+
time_col = next(c for c in df.columns if c.lower().startswith(("date time", "datetime")))
|
704 |
+
temp_col = next(c for c in df.columns if "temp" in c.lower())
|
705 |
+
power_col= next(c for c in df.columns if "zone1" in c.lower())
|
706 |
+
|
707 |
+
df["time"] = pd.to_datetime(df[time_col])
|
708 |
+
df["air_temperature"] = pd.to_numeric(df[temp_col], errors="coerce")
|
709 |
+
df["meter_reading"] = pd.to_numeric(df[power_col], errors="coerce")
|
710 |
+
df = df[["time", "air_temperature", "meter_reading"]].dropna()
|
711 |
+
df = df[::6]
|
712 |
+
# print(df)
|
713 |
+
df.sort_values("time", inplace=True)
|
714 |
+
|
715 |
+
for c in ["air_temperature", "meter_reading"]:
|
716 |
+
col_min, col_max = df[c].min(), df[c].max()
|
717 |
+
df[c] = (df[c] - col_min) / (col_max - col_min)
|
718 |
+
|
719 |
+
# ── 2. Identify full days & points-per-day ────────────────────────────
|
720 |
+
df["date"] = df["time"].dt.date
|
721 |
+
day_counts = df.groupby("date").size()
|
722 |
+
points_per_day = int(day_counts.mode().iloc[0]) # most common daily length
|
723 |
+
|
724 |
+
full_dates = day_counts[day_counts == points_per_day].index
|
725 |
+
df = df[df["date"].isin(full_dates)].copy()
|
726 |
+
|
727 |
+
# ── 3. Season & weekday helpers ───────────────────────────────────────
|
728 |
+
def get_season(month):
|
729 |
+
return {12:0,1:0,2:0,3:1,4:1,5:1,6:2,7:2,8:2,9:3,10:3,11:3}[month]
|
730 |
+
|
731 |
+
# ── 4. Daily arrays (guaranteed length = points_per_day) ──────────────
|
732 |
+
meas_cols = ["meter_reading", "air_temperature", "date", "time"]
|
733 |
+
grouped = df.groupby("date")[meas_cols]
|
734 |
+
|
735 |
+
array_3d, labels_3d, seasons_3d = [], [], []
|
736 |
+
for d in sorted(grouped.groups.keys()):
|
737 |
+
g = grouped.get_group(d).sort_values("time")
|
738 |
+
# (No need to re-index; we already filtered to full days.)
|
739 |
+
arr = g[meas_cols].values
|
740 |
+
w_label = 0 if g["time"].dt.dayofweek.iloc[0] < 5 else 1
|
741 |
+
season = get_season(g["time"].iloc[0].month)
|
742 |
+
|
743 |
+
array_3d.append(arr)
|
744 |
+
labels_3d.append(np.full(points_per_day, w_label))
|
745 |
+
seasons_3d.append(np.full(points_per_day, season))
|
746 |
+
|
747 |
+
# ── 5. Pack into complete weeks (7 consecutive full days) ─────────────
|
748 |
+
n_full_weeks = len(array_3d) // 7
|
749 |
+
if n_full_weeks == 0:
|
750 |
+
return (np.array([]),) * 5
|
751 |
+
|
752 |
+
sigma = max(1, points_per_day // 24) # ≈ 1-hour smoothing
|
753 |
+
energy, temp, times, workday, season_feat = [], [], [], [], []
|
754 |
+
|
755 |
+
for w in range(n_full_weeks):
|
756 |
+
|
757 |
+
wk = slice(w*7, (w+1)*7)
|
758 |
+
week_d, w_lbls, w_seas = array_3d[wk], labels_3d[wk], seasons_3d[wk]
|
759 |
+
|
760 |
+
e = np.asarray(np.concatenate([d[:, 0] for d in week_d]), dtype=float)
|
761 |
+
t = np.asarray(np.concatenate([d[:, 1] for d in week_d]), dtype=float)
|
762 |
+
ts = np.concatenate([d[:,3] for d in week_d])
|
763 |
+
wl = np.concatenate(w_lbls)
|
764 |
+
sl = np.concatenate(w_seas)
|
765 |
+
|
766 |
+
energy.append(gaussian_filter1d(e, sigma=sigma))
|
767 |
+
temp.append(gaussian_filter1d(t, sigma=sigma))
|
768 |
+
times.append(ts)
|
769 |
+
workday.append(wl)
|
770 |
+
season_feat.append(sl)
|
771 |
+
|
772 |
+
# plot_data(times, energy, temp, workday, season_feat)
|
773 |
+
|
774 |
+
return (np.array(times, dtype=object),
|
775 |
+
np.array(energy),
|
776 |
+
np.array(temp),
|
777 |
+
np.array(workday),
|
778 |
+
np.array(season_feat))
|
779 |
+
|
780 |
+
|
781 |
+
|
782 |
+
|
783 |
+
def get_data_kaggle_2():
|
784 |
+
"""
|
785 |
+
https://www.kaggle.com/datasets/srinuti/residential-power-usage-3years-data-timeseries
|
786 |
+
Loads the 'power_usage_2016_to_2020.csv' and 'weather_2016_2020_daily.csv' datasets,
|
787 |
+
merges them by date, creates daily profiles, and plots a single week of data
|
788 |
+
(Power, Temperature, Workday Label) in a flattened time series.
|
789 |
+
"""
|
790 |
+
load_file = "/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/Kaggle_2/power_usage_2016_to_2020.csv"
|
791 |
+
df_load = pd.read_csv(load_file)
|
792 |
+
df_load['DateTime'] = pd.to_datetime(df_load['StartDate'])
|
793 |
+
df_load['Date'] = df_load['DateTime'].dt.date
|
794 |
+
df_load.rename(columns={'Value (kWh)': 'Power'}, inplace=True)
|
795 |
+
|
796 |
+
weather_file = "/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/Kaggle_2/weather_2016_2020_daily.csv"
|
797 |
+
df_weather = pd.read_csv(weather_file)
|
798 |
+
|
799 |
+
df_weather['Date'] = pd.to_datetime(df_weather['Date']).dt.date
|
800 |
+
df_weather.rename(columns={'Temp_avg': 'Temperature'}, inplace=True)
|
801 |
+
df_weather = df_weather[['Date', 'Temperature']]
|
802 |
+
|
803 |
+
|
804 |
+
df_merged = pd.merge(df_load, df_weather, on='Date', how='left')
|
805 |
+
|
806 |
+
df_merged.sort_values(by='DateTime', inplace=True)
|
807 |
+
df_merged.dropna(subset=['Power', 'Temperature'], inplace=True)
|
808 |
+
|
809 |
+
scaler = MinMaxScaler()
|
810 |
+
df_merged[['Power', 'Temperature']] = scaler.fit_transform(df_merged[['Power', 'Temperature']])
|
811 |
+
df_merged['TimeOfDay'] = df_merged['DateTime'].dt.strftime('%H:%M:%S')
|
812 |
+
|
813 |
+
pivot_power = df_merged.pivot(index='Date', columns='TimeOfDay', values='Power')
|
814 |
+
pivot_temp = df_merged.pivot(index='Date', columns='TimeOfDay', values='Temperature')
|
815 |
+
pivot_time = df_merged.pivot(index='Date', columns='TimeOfDay', values='DateTime')
|
816 |
+
|
817 |
+
# Sort columns so time-of-day is in ascending order
|
818 |
+
pivot_power = pivot_power.reindex(sorted(pivot_power.columns), axis=1)
|
819 |
+
pivot_temp = pivot_temp.reindex(sorted(pivot_temp.columns), axis=1)
|
820 |
+
pivot_time = pivot_time.reindex(sorted(pivot_time.columns), axis=1)
|
821 |
+
|
822 |
+
|
823 |
+
pivot_dates = pivot_power.index # these are datetime.date objects
|
824 |
+
|
825 |
+
df_day = df_load.groupby('Date')['day_of_week'].first().reindex(pivot_dates)
|
826 |
+
weekend_indicator = df_day.isin([5, 6]).astype(int).values # 1 if day_of_week in [6,7], else 0
|
827 |
+
|
828 |
+
workday_label_2D = np.array([
|
829 |
+
[weekend_indicator[i]] * pivot_power.shape[1]
|
830 |
+
for i in range(len(pivot_dates))
|
831 |
+
])
|
832 |
+
print(workday_label_2D)
|
833 |
+
plt.figure(figsize=(10, 4))
|
834 |
+
for date_idx in pivot_power.index:
|
835 |
+
plt.plot(
|
836 |
+
pivot_power.columns,
|
837 |
+
pivot_power.loc[date_idx, :],
|
838 |
+
label=str(date_idx), alpha=0.4, color="gray"
|
839 |
+
)
|
840 |
+
plt.title("Daily Profile of Power")
|
841 |
+
plt.xlabel("Time of Day")
|
842 |
+
plt.ylabel("Scaled Power")
|
843 |
+
plt.tight_layout()
|
844 |
+
plt.show()
|
845 |
+
|
846 |
+
# 7b) Plot daily temperature profiles
|
847 |
+
plt.figure(figsize=(10, 4))
|
848 |
+
for date_idx in pivot_temp.index:
|
849 |
+
plt.plot(
|
850 |
+
pivot_temp.columns,
|
851 |
+
pivot_temp.loc[date_idx, :],
|
852 |
+
label=str(date_idx), alpha=0.4, color="blue"
|
853 |
+
)
|
854 |
+
plt.title("Daily Profile of Temperature")
|
855 |
+
plt.xlabel("Time of Day")
|
856 |
+
plt.ylabel("Scaled Temperature")
|
857 |
+
# plt.legend(bbox_to_anchor=(1.05, 1), loc='upper left')
|
858 |
+
plt.tight_layout()
|
859 |
+
plt.show()
|
860 |
+
|
861 |
+
# ------------------------------------------------
|
862 |
+
# 8) Select ONE WEEK of data and flatten it into a single time-series
|
863 |
+
# ------------------------------------------------
|
864 |
+
# Let's say we pick the first 7 days in the pivot:
|
865 |
+
week_index = 10 # which chunk of 7 days to pick
|
866 |
+
days_to_plot = 7
|
867 |
+
chosen_dates = pivot_power.index[week_index:week_index + days_to_plot]
|
868 |
+
|
869 |
+
power_week = pivot_power.loc[chosen_dates, :].to_numpy().flatten()
|
870 |
+
temp_week = pivot_temp.loc[chosen_dates, :].to_numpy().flatten()
|
871 |
+
label_week = workday_label_2D[week_index:week_index + days_to_plot, :].flatten()
|
872 |
+
|
873 |
+
# The X-axis will be one point per hour (or half-hour, etc.) times 7 days
|
874 |
+
time_axis = np.arange(len(power_week))
|
875 |
+
|
876 |
+
# ------------------------------------------------
|
877 |
+
# 9) Plot one-week time series of Power, Temperature, Workday
|
878 |
+
# ------------------------------------------------
|
879 |
+
plt.figure(figsize=(12, 4))
|
880 |
+
plt.plot(time_axis, power_week, label='Power', linewidth=1)
|
881 |
+
plt.plot(time_axis, temp_week, label='Temperature', linewidth=1)
|
882 |
+
plt.plot(time_axis, label_week, label='Workday Label',
|
883 |
+
linewidth=2, linestyle='--')
|
884 |
+
|
885 |
+
print(list(power_week))
|
886 |
+
|
887 |
+
plt.title("One Week of Power, Temperature, and Workday Labels")
|
888 |
+
plt.xlabel("Hourly Points over 7 Days")
|
889 |
+
plt.ylabel("Scaled Value / Label")
|
890 |
+
plt.legend()
|
891 |
+
plt.grid(True)
|
892 |
+
plt.tight_layout()
|
893 |
+
plt.show()
|
894 |
+
|
895 |
+
return pivot_power, pivot_temp, workday_label_2D
|
896 |
+
|
897 |
+
|
898 |
+
|
899 |
+
def get_data_residential_weekly():
|
900 |
+
"""
|
901 |
+
Residential power-usage data (2016-2020) → weekly slices.
|
902 |
+
|
903 |
+
Returns
|
904 |
+
-------
|
905 |
+
times : np.ndarray (dtype=object) – shape (n_weeks,)
|
906 |
+
each element is a 1-D array of datetime stamps
|
907 |
+
energy : np.ndarray, shape (n_weeks, points_per_day*7)
|
908 |
+
temp : np.ndarray, same shape
|
909 |
+
workday : np.ndarray, same shape, int {0,1}
|
910 |
+
season_feat : np.ndarray, same shape, int {0,1,2,3}
|
911 |
+
"""
|
912 |
+
|
913 |
+
# ── paths ──────────────────────────────────────────────────────────────
|
914 |
+
p_load = Path("/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/Kaggle_2/power_usage_2016_to_2020.csv")
|
915 |
+
p_weather = Path("/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/Kaggle_2/weather_2016_2020_daily.csv")
|
916 |
+
|
917 |
+
# ── 1. read & basic merge (load = hourly, weather = daily) ───────────
|
918 |
+
df_load = pd.read_csv(p_load)
|
919 |
+
df_load["time"] = pd.to_datetime(df_load["StartDate"])
|
920 |
+
df_load["date"] = df_load["time"].dt.date
|
921 |
+
df_load.rename(columns={"Value (kWh)": "meter_reading"}, inplace=True)
|
922 |
+
|
923 |
+
df_weather = pd.read_csv(p_weather)
|
924 |
+
df_weather["date"] = pd.to_datetime(df_weather["Date"]).dt.date
|
925 |
+
df_weather.rename(columns={"Temp_avg": "air_temperature"}, inplace=True)
|
926 |
+
|
927 |
+
df = pd.merge(df_load[["time", "date", "meter_reading", "day_of_week"]],
|
928 |
+
df_weather[["date", "air_temperature"]],
|
929 |
+
on="date", how="left")
|
930 |
+
|
931 |
+
# ── 2. keep numeric & drop NaN ─────────────────────────────────────────
|
932 |
+
df["meter_reading"] = pd.to_numeric(df["meter_reading"], errors="coerce")
|
933 |
+
df["air_temperature"] = pd.to_numeric(df["air_temperature"], errors="coerce")
|
934 |
+
df.dropna(subset=["meter_reading", "air_temperature"], inplace=True)
|
935 |
+
df.sort_values("time", inplace=True)
|
936 |
+
|
937 |
+
# min-max normalise both variables globally
|
938 |
+
for c in ["meter_reading", "air_temperature"]:
|
939 |
+
v_min, v_max = df[c].min(), df[c].max()
|
940 |
+
df[c] = (df[c] - v_min) / (v_max - v_min)
|
941 |
+
|
942 |
+
# ── 3. ensure full-day rows & discover points_per_day ─────────────────
|
943 |
+
day_counts = df.groupby("date").size()
|
944 |
+
points_per_day = int(day_counts.mode().iloc[0]) # most common length
|
945 |
+
full_dates = day_counts[day_counts == points_per_day].index
|
946 |
+
df = df[df["date"].isin(full_dates)].copy()
|
947 |
+
|
948 |
+
|
949 |
+
# ── 4. helpers ─────────────────────────────────────────────────────────
|
950 |
+
def get_season(m): # 0=winter … 3=autumn
|
951 |
+
return {12:0,1:0,2:0,3:1,4:1,5:1,6:2,7:2,8:2,9:3,10:3,11:3}[m]
|
952 |
+
|
953 |
+
meas_cols = ["meter_reading", "air_temperature", "date", "time"]
|
954 |
+
grouped = df.groupby("date")[meas_cols]
|
955 |
+
|
956 |
+
# ── 5. daily arrays (guaranteed identical length) ─────────────────────
|
957 |
+
daily, d_labels, d_seasons = [], [], []
|
958 |
+
for d in sorted(grouped.groups.keys()):
|
959 |
+
g = grouped.get_group(d).sort_values("time")
|
960 |
+
arr = g[meas_cols].values
|
961 |
+
weekend = 1 if g["time"].dt.dayofweek.iloc[0] >= 5 else 0
|
962 |
+
season = get_season(g["time"].iloc[0].month)
|
963 |
+
|
964 |
+
daily.append(arr)
|
965 |
+
d_labels.append(np.full(points_per_day, weekend, dtype=int))
|
966 |
+
d_seasons.append(np.full(points_per_day, season, dtype=int))
|
967 |
+
|
968 |
+
# ── 6. build consecutive 7-day blocks starting at 00:00 ───────────────
|
969 |
+
n_full_weeks = len(daily) // 7
|
970 |
+
if n_full_weeks == 0:
|
971 |
+
return (np.array([]),) * 5
|
972 |
+
|
973 |
+
# sigma = max(1, points_per_day // 24) # ≈ 1-hour smoothing
|
974 |
+
energy, temp, times, workday, season_feat = [], [], [], [], []
|
975 |
+
|
976 |
+
for w in range(n_full_weeks):
|
977 |
+
sl = slice(w*7, (w+1)*7)
|
978 |
+
week_d, w_lbl, w_sea = daily[sl], d_labels[sl], d_seasons[sl]
|
979 |
+
|
980 |
+
e = np.asarray(np.concatenate([d[:,0] for d in week_d]), dtype=float)
|
981 |
+
t = np.asarray(np.concatenate([d[:,1] for d in week_d]), dtype=float)
|
982 |
+
ts = np.concatenate([d[:,3] for d in week_d])
|
983 |
+
wl = np.concatenate(w_lbl)
|
984 |
+
sf = np.concatenate(w_sea)
|
985 |
+
|
986 |
+
energy.append(gaussian_filter1d(e, sigma=1))
|
987 |
+
temp.append(gaussian_filter1d(t, sigma=1))
|
988 |
+
times.append(ts)
|
989 |
+
workday.append(wl)
|
990 |
+
season_feat.append(sf)
|
991 |
+
|
992 |
+
# plot_data(times, energy, temp, workday, season_feat)
|
993 |
+
|
994 |
+
return (np.array(times, dtype=object),
|
995 |
+
np.array(energy),
|
996 |
+
np.array(temp),
|
997 |
+
np.array(workday),
|
998 |
+
np.array(season_feat))
|
999 |
+
|
1000 |
+
|
1001 |
+
|
1002 |
+
def get_data_solar_weather_weekly():
|
1003 |
+
"""
|
1004 |
+
Returns
|
1005 |
+
-------
|
1006 |
+
times : np.ndarray (dtype=object) shape (n_weeks,)
|
1007 |
+
energy : np.ndarray shape (n_weeks, points_per_day*7)
|
1008 |
+
temp : np.ndarray same shape
|
1009 |
+
workday : np.ndarray same shape, int {0,1}
|
1010 |
+
season_feat : np.ndarray same shape, int {0,1,2,3}
|
1011 |
+
"""
|
1012 |
+
|
1013 |
+
# ── 1. read & basic cleaning ─────────────────────────────────────────
|
1014 |
+
p_csv = Path("/Users/muhaoguo/Documents/study/Paper_Projects/PESGM/data/solar_weather.csv")
|
1015 |
+
df = pd.read_csv(p_csv, parse_dates=["Time"])
|
1016 |
+
|
1017 |
+
# you sampled 1000:10000 in the draft – keep that if desired
|
1018 |
+
# df = df.iloc[1000:10000].copy()
|
1019 |
+
df = df.iloc[::4].copy()
|
1020 |
+
|
1021 |
+
# keep two numeric columns & drop NaN
|
1022 |
+
df = df[["Time", "Energy delta[Wh]", "temp"]].rename(
|
1023 |
+
columns={"Energy delta[Wh]": "meter_reading",
|
1024 |
+
"temp": "air_temperature"})
|
1025 |
+
df["meter_reading"] = pd.to_numeric(df["meter_reading"], errors="coerce")
|
1026 |
+
df["air_temperature"] = pd.to_numeric(df["air_temperature"], errors="coerce")
|
1027 |
+
df.dropna(inplace=True)
|
1028 |
+
df.sort_values("Time", inplace=True)
|
1029 |
+
# print(df)
|
1030 |
+
|
1031 |
+
# ── 2. global min-max normalisation ─────────────────────────────────
|
1032 |
+
for c in ["meter_reading", "air_temperature"]:
|
1033 |
+
vmin, vmax = df[c].min(), df[c].max()
|
1034 |
+
df[c] = (df[c] - vmin) / (vmax - vmin)
|
1035 |
+
|
1036 |
+
# ── 3. identify full days / sample rate ─────────────────────────────
|
1037 |
+
df["date"] = df["Time"].dt.date
|
1038 |
+
day_counts = df.groupby("date").size()
|
1039 |
+
pts_per_day = int(day_counts.mode().iloc[0]) # modal length
|
1040 |
+
full_dates = day_counts[day_counts == pts_per_day].index
|
1041 |
+
df = df[df["date"].isin(full_dates)].copy()
|
1042 |
+
|
1043 |
+
# ── 4. helpers ──────────────────────────────────────────────────────
|
1044 |
+
def get_season(m): # 0=winter,1=spring,2=summer,3=autumn
|
1045 |
+
return {12:0,1:0,2:0,3:1,4:1,5:1,6:2,7:2,8:2,9:3,10:3,11:3}[m]
|
1046 |
+
|
1047 |
+
meas_cols = ["meter_reading", "air_temperature", "date", "Time"]
|
1048 |
+
grouped = df.groupby("date")[meas_cols]
|
1049 |
+
|
1050 |
+
daily, d_wd, d_sea = [], [], []
|
1051 |
+
for d in sorted(grouped.groups.keys()):
|
1052 |
+
g = grouped.get_group(d).sort_values("Time")
|
1053 |
+
arr = g[meas_cols].values
|
1054 |
+
|
1055 |
+
wd_flag = 1 if g["Time"].dt.dayofweek.iloc[0] >= 5 else 0
|
1056 |
+
season = get_season(g["Time"].iloc[0].month)
|
1057 |
+
|
1058 |
+
daily.append(arr)
|
1059 |
+
d_wd.append(np.full(pts_per_day, wd_flag, dtype=int))
|
1060 |
+
d_sea.append(np.full(pts_per_day, season, dtype=int))
|
1061 |
+
|
1062 |
+
# ── 5. consecutive 7-day blocks, starting at 00:00 ──────────────────
|
1063 |
+
n_full_weeks = len(daily) // 7
|
1064 |
+
if n_full_weeks == 0:
|
1065 |
+
return (np.array([]),)*5
|
1066 |
+
|
1067 |
+
sigma = max(1, pts_per_day // 24) # ≈ one-hour smoothing
|
1068 |
+
energy, temp, times, workday, season_feat = [], [], [], [], []
|
1069 |
+
|
1070 |
+
for w in range(n_full_weeks):
|
1071 |
+
sl = slice(w*7, (w+1)*7)
|
1072 |
+
wk_d, wk_wd, wk_sea = daily[sl], d_wd[sl], d_sea[sl]
|
1073 |
+
|
1074 |
+
e = np.asarray(np.concatenate([d[:,0] for d in wk_d]), dtype=float)
|
1075 |
+
t = np.asarray(np.concatenate([d[:,1] for d in wk_d]), dtype=float)
|
1076 |
+
ts = np.concatenate([d[:,3] for d in wk_d])
|
1077 |
+
wl = np.concatenate(wk_wd)
|
1078 |
+
sf = np.concatenate(wk_sea)
|
1079 |
+
|
1080 |
+
energy.append(gaussian_filter1d(e, sigma=sigma))
|
1081 |
+
temp.append(gaussian_filter1d(t, sigma=sigma))
|
1082 |
+
times.append(ts)
|
1083 |
+
workday.append(wl)
|
1084 |
+
season_feat.append(sf)
|
1085 |
+
|
1086 |
+
# plot_data(times, energy, temp, workday, season_feat)
|
1087 |
+
|
1088 |
+
return (np.array(times, dtype=object),
|
1089 |
+
np.array(energy),
|
1090 |
+
np.array(temp),
|
1091 |
+
np.array(workday),
|
1092 |
+
np.array(season_feat))
|
1093 |
+
|
1094 |
+
|
1095 |
+
if __name__ == "__main__":
|
1096 |
+
times, energy, temp, workday, season_feat = get_data_building_weather_weekly()
|
1097 |
+
print(times.shape, energy.shape, temp.shape, workday.shape, season_feat.shape)
|
1098 |
+
|
1099 |
+
times, energy, temp, workday, season_feat = get_data_spanish_weekly()
|
1100 |
+
print(times.shape, energy.shape, temp.shape, workday.shape, season_feat.shape)
|
1101 |
+
|
1102 |
+
times, energy, temp, workday, season_feat = get_data_power_consumption_weekly()
|
1103 |
+
print(times.shape, energy.shape, temp.shape, workday.shape, season_feat.shape)
|
1104 |
+
|
1105 |
+
times, energy, temp, workday, season_feat = get_data_residential_weekly()
|
1106 |
+
print(times.shape, energy.shape, temp.shape, workday.shape, season_feat.shape)
|
1107 |
+
|
1108 |
+
times, energy, temp, workday, season_feat = get_data_solar_weather_weekly()
|
1109 |
+
print(times.shape, energy.shape, temp.shape, workday.shape, season_feat.shape)
|
1110 |
+
|
1111 |
+
|
1112 |
+
|
1113 |
+
|
main_variational.py
ADDED
@@ -0,0 +1,310 @@
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import pandas as pd
|
2 |
+
import numpy as np
|
3 |
+
from scipy.ndimage import gaussian_filter1d
|
4 |
+
from sklearn.preprocessing import MinMaxScaler
|
5 |
+
import torch
|
6 |
+
import torch.nn as nn
|
7 |
+
from torch.utils.data import Dataset, DataLoader
|
8 |
+
import random
|
9 |
+
from data_utils import *
|
10 |
+
from model import *
|
11 |
+
import numpy as np, random, torch, torch.nn as nn
|
12 |
+
from torch.utils.data import DataLoader, TensorDataset
|
13 |
+
import matplotlib.pyplot as plt
|
14 |
+
import torch
|
15 |
+
import matplotlib.pyplot as plt
|
16 |
+
from torch.distributions.normal import Normal
|
17 |
+
import math
|
18 |
+
|
19 |
+
# ---------------------------------------------------------------------------
|
20 |
+
# Seed
|
21 |
+
# ---------------------------------------------------------------------------
|
22 |
+
def set_seed(seed: int = 42):
|
23 |
+
random.seed(seed)
|
24 |
+
np.random.seed(seed)
|
25 |
+
torch.manual_seed(seed)
|
26 |
+
torch.cuda.manual_seed_all(seed)
|
27 |
+
torch.backends.cudnn.deterministic = True
|
28 |
+
torch.backends.cudnn.benchmark = False
|
29 |
+
|
30 |
+
|
31 |
+
|
32 |
+
# ---------------------------------------------------------------------------
|
33 |
+
# Train
|
34 |
+
# ---------------------------------------------------------------------------
|
35 |
+
def train_model(model, train_loader, epochs, lr, device, save_path="best_model.pt"):
|
36 |
+
loss_fn = nn.MSELoss()
|
37 |
+
optimizer = torch.optim.Adam(model.parameters(), lr=lr)
|
38 |
+
|
39 |
+
best_train_loss = float("inf")
|
40 |
+
best_epoch = -1
|
41 |
+
|
42 |
+
for ep in range(1, epochs + 1):
|
43 |
+
model.train()
|
44 |
+
running_train_loss = 0.0
|
45 |
+
|
46 |
+
for batch in train_loader:
|
47 |
+
(enc_l, enc_t, enc_w, enc_s,
|
48 |
+
dec_l, dec_t, dec_w, dec_s,
|
49 |
+
tgt) = [t.to(device) for t in batch]
|
50 |
+
|
51 |
+
optimizer.zero_grad()
|
52 |
+
|
53 |
+
mu_preds, logvar_preds, mu_z, logvar_z = model(enc_l, enc_t, enc_w, enc_s,
|
54 |
+
dec_l, dec_t, dec_w, dec_s,
|
55 |
+
epoch=ep,
|
56 |
+
top_k=top_k, warmup_epochs=10)
|
57 |
+
|
58 |
+
nll = gaussian_nll_loss(mu_preds, logvar_preds, tgt)
|
59 |
+
kl = kl_loss(mu_z, logvar_z)
|
60 |
+
|
61 |
+
loss = nll + 0.01 * kl
|
62 |
+
|
63 |
+
# reconstruction_loss = nn.functional.mse_loss(preds, tgt, reduction='mean')
|
64 |
+
# kl_loss = -0.5 * torch.mean(1 + logvar - mu.pow(2) - logvar.exp())
|
65 |
+
# loss = reconstruction_loss + kl_weight * kl_loss # KL weight is tunable
|
66 |
+
|
67 |
+
loss.backward()
|
68 |
+
optimizer.step()
|
69 |
+
|
70 |
+
running_train_loss += loss.item() * enc_l.size(0)
|
71 |
+
|
72 |
+
avg_train_loss = running_train_loss / len(train_loader.dataset)
|
73 |
+
|
74 |
+
if avg_train_loss < best_train_loss:
|
75 |
+
best_train_loss = avg_train_loss
|
76 |
+
best_epoch = ep
|
77 |
+
torch.save(model.state_dict(), save_path)
|
78 |
+
print(f"✅ Saved best model at epoch {ep} with loss {best_train_loss:.6f}")
|
79 |
+
|
80 |
+
if ep == 1 or ep % 5 == 0 or ep == epochs:
|
81 |
+
print(f"Epoch {ep:3d}/{epochs} | Train MSE: {avg_train_loss:.6f} | Best MSE: {best_train_loss:.6f} (epoch {best_epoch})")
|
82 |
+
|
83 |
+
print(f"\n🏁 Training completed. Best model saved from epoch {best_epoch} with MSE: {best_train_loss:.6f}")
|
84 |
+
return model
|
85 |
+
|
86 |
+
|
87 |
+
|
88 |
+
def crps_gaussian(mu, logvar, target):
|
89 |
+
"""
|
90 |
+
Compute CRPS for Gaussian predictive distribution.
|
91 |
+
Args:
|
92 |
+
mu: [B, T] predicted mean
|
93 |
+
logvar: [B, T] predicted log-variance
|
94 |
+
target: [B, T] true target values
|
95 |
+
Returns:
|
96 |
+
crps: scalar (mean CRPS over all points)
|
97 |
+
"""
|
98 |
+
std = (0.5 * logvar).exp() # [B, T]
|
99 |
+
z = (target - mu) / std # [B, T]
|
100 |
+
|
101 |
+
normal = Normal(torch.zeros_like(z), torch.ones_like(z))
|
102 |
+
phi = torch.exp(normal.log_prob(z)) # PDF φ(z)
|
103 |
+
Phi = normal.cdf(z) # CDF Φ(z)
|
104 |
+
|
105 |
+
crps = std * (z * (2 * Phi - 1) + 2 * phi - 1 / math.sqrt(math.pi))
|
106 |
+
return crps.mean()
|
107 |
+
|
108 |
+
|
109 |
+
@torch.no_grad()
|
110 |
+
def evaluate_model(model, test_loader, loss_fn, device,
|
111 |
+
model_path="model.pt", reduce="first", visualize=True):
|
112 |
+
print("Loading model from:", model_path)
|
113 |
+
model.load_state_dict(torch.load(model_path, map_location=device))
|
114 |
+
model.to(device)
|
115 |
+
model.eval()
|
116 |
+
|
117 |
+
all_preds = []
|
118 |
+
all_targets = []
|
119 |
+
running_mse = 0.0
|
120 |
+
running_nll = 0.0
|
121 |
+
running_crps = 0.0
|
122 |
+
|
123 |
+
for batch in test_loader:
|
124 |
+
(enc_l, enc_t, enc_w, enc_s,
|
125 |
+
dec_l, dec_t, dec_w, dec_s,
|
126 |
+
tgt) = [t.to(device) for t in batch]
|
127 |
+
|
128 |
+
B = enc_l.size(0)
|
129 |
+
|
130 |
+
mu_preds, logvar_preds, _, _ = model(enc_l, enc_t, enc_w, enc_s,
|
131 |
+
dec_l, dec_t, dec_w, dec_s)
|
132 |
+
mu_preds = mu_preds.squeeze(-1) # [B, L+1, output_len]
|
133 |
+
logvar_preds = logvar_preds.squeeze(-1) # [B, L+1, output_len]
|
134 |
+
tgt = tgt.squeeze(-1) # [B, L+1, output_len]
|
135 |
+
|
136 |
+
if reduce == "mean":
|
137 |
+
for b in range(B):
|
138 |
+
pred_avg = reconstruct_sequence(mu_preds[b]) # [L+output_len]
|
139 |
+
tgt_avg = reconstruct_sequence(tgt[b])
|
140 |
+
all_preds.append(pred_avg.cpu())
|
141 |
+
all_targets.append(tgt_avg.cpu())
|
142 |
+
running_mse += loss_fn(pred_avg, tgt_avg).item()
|
143 |
+
|
144 |
+
elif reduce == "first":
|
145 |
+
mu_first = mu_preds[:, :, 0] # [B, L+1]
|
146 |
+
logvar_first = logvar_preds[:, :, 0] # [B, L+1]
|
147 |
+
tgt_first = tgt[:, :, 0] # [B, L+1]
|
148 |
+
|
149 |
+
all_preds.extend(mu_first.cpu())
|
150 |
+
all_targets.extend(tgt_first.cpu())
|
151 |
+
running_mse += loss_fn(mu_first, tgt_first).item() * B
|
152 |
+
|
153 |
+
# NLL
|
154 |
+
nll = 0.5 * (
|
155 |
+
logvar_first +
|
156 |
+
torch.log(torch.tensor(2 * np.pi, device=logvar_first.device)) +
|
157 |
+
(tgt_first - mu_first) ** 2 / logvar_first.exp()
|
158 |
+
) # [B, L+1]
|
159 |
+
running_nll += nll.sum().item()
|
160 |
+
|
161 |
+
# CRPS
|
162 |
+
crps = crps_gaussian(mu_first, logvar_first, tgt_first)
|
163 |
+
running_crps += crps.item() * B
|
164 |
+
|
165 |
+
# Visualization
|
166 |
+
if visualize:
|
167 |
+
for i in range(min(5, mu_first.size(0))):
|
168 |
+
std_pred = logvar_first[i].exp().sqrt().cpu()
|
169 |
+
plt.figure(figsize=(4, 2))
|
170 |
+
plt.plot(tgt_first[i].cpu(), label='True', linestyle='--', color='red')
|
171 |
+
plt.plot(mu_first[i].cpu(), label='Mean Predicted', alpha=0.6, color='blue',)
|
172 |
+
plt.fill_between(np.arange(mu_first.size(1)),
|
173 |
+
mu_first[i].cpu() - std_pred,
|
174 |
+
mu_first[i].cpu() + std_pred,
|
175 |
+
color='blue', alpha=0.1, label='±1 Std Predicted')
|
176 |
+
# plt.title(f"Prediction + Uncertainty (Sample {i})")
|
177 |
+
# plt.legend()
|
178 |
+
plt.ylim(0, 1)
|
179 |
+
plt.yticks([0, 0.5, 1], fontsize=14)
|
180 |
+
plt.xticks(fontsize=14)
|
181 |
+
plt.tight_layout()
|
182 |
+
plt.savefig(f"./result/{data_name}_{model_name}_sample_{i}.pdf")
|
183 |
+
|
184 |
+
# handles, labels = plt.gca().get_legend_handles_labels()
|
185 |
+
# plt.legend(handles, labels,
|
186 |
+
# ncol=len(labels), # one long row
|
187 |
+
# loc='upper center', # put it where you like
|
188 |
+
# bbox_to_anchor=(0.5, 1.05),# and nudge it above the axes
|
189 |
+
# framealpha=1,
|
190 |
+
# fontsize= 14
|
191 |
+
# )
|
192 |
+
plt.show()
|
193 |
+
|
194 |
+
# Global visualization
|
195 |
+
plt.figure(figsize=(12, 6))
|
196 |
+
for i in range(mu_first.size(0)):
|
197 |
+
std_pred = logvar_first[i].exp().sqrt().cpu()
|
198 |
+
plt.plot(tgt_first[i].cpu(), color='gray', linestyle='--', linewidth=0.8, alpha=0.5)
|
199 |
+
plt.plot(mu_first[i].cpu(), linewidth=2.0, label='Mean Pred' if i == 0 else None)
|
200 |
+
plt.fill_between(np.arange(mu_first.size(1)),
|
201 |
+
mu_first[i].cpu() - std_pred,
|
202 |
+
mu_first[i].cpu() + std_pred,
|
203 |
+
alpha=0.2, color='red')
|
204 |
+
plt.title("All Forecasts: Mean + Predicted Variance")
|
205 |
+
plt.xlabel("Time step")
|
206 |
+
plt.ylabel("Forecasted value")
|
207 |
+
plt.legend(loc='upper right')
|
208 |
+
plt.tight_layout()
|
209 |
+
visualize = False
|
210 |
+
# plt.show()
|
211 |
+
else:
|
212 |
+
raise ValueError("reduce must be 'mean' or 'first'")
|
213 |
+
|
214 |
+
test_mse = running_mse / len(test_loader.dataset)
|
215 |
+
test_nll = running_nll / (len(test_loader.dataset) * mu_first.size(1)) if reduce == "first" else None
|
216 |
+
test_crps = running_crps / len(test_loader.dataset) if reduce == "first" else None
|
217 |
+
|
218 |
+
print(f"🧪 Test MSE: {test_mse:.6f}")
|
219 |
+
# print(f"🧪 Test NLL : {test_nll:.6f}")
|
220 |
+
print(f"🧪 Test CRPS: {test_crps:.6f}")
|
221 |
+
|
222 |
+
return test_mse, test_nll, test_crps
|
223 |
+
|
224 |
+
|
225 |
+
# ---------------------------------------------------------------------------
|
226 |
+
# Main script
|
227 |
+
# ---------------------------------------------------------------------------
|
228 |
+
if __name__ == "__main__":
|
229 |
+
seed = 42
|
230 |
+
set_seed(seed)
|
231 |
+
batch_size = 16
|
232 |
+
epochs = 300
|
233 |
+
lr = 1e-3
|
234 |
+
kl_weight = 0.01
|
235 |
+
xprime_dim = 40
|
236 |
+
hidden_dim = 64
|
237 |
+
latent_dim = 32
|
238 |
+
num_layers = 4
|
239 |
+
output_len = 3 # make sure this matches process_seq2seq_data
|
240 |
+
num_experts = 3 # temp, workday, season
|
241 |
+
top_k = 2
|
242 |
+
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
|
243 |
+
|
244 |
+
data_name = "Solar" # Spanish Consumption Residential Solar
|
245 |
+
model_name = "M2OE2"
|
246 |
+
model_path = f"{data_name}_{model_name}_best_model.pt"
|
247 |
+
print(f"Using device: {device}")
|
248 |
+
|
249 |
+
# (A) Load & prepare data ------------------------------------------------
|
250 |
+
if data_name == "Building":
|
251 |
+
times, load, temp, workday, season = get_data_building_weather_weekly()
|
252 |
+
elif data_name == "Spanish":
|
253 |
+
times, load, temp, workday, season = get_data_spanish_weekly()
|
254 |
+
elif data_name == "Consumption":
|
255 |
+
times, load, temp, workday, season = get_data_power_consumption_weekly()
|
256 |
+
elif data_name == "Residential":
|
257 |
+
times, load, temp, workday, season = get_data_residential_weekly()
|
258 |
+
elif data_name == "Solar":
|
259 |
+
times, load, temp, workday, season= get_data_solar_weather_weekly()
|
260 |
+
|
261 |
+
input_dim = 1
|
262 |
+
output_dim = 1 # predict one-dimensional load
|
263 |
+
|
264 |
+
|
265 |
+
feature_dict = dict(load = load,
|
266 |
+
temp = temp,
|
267 |
+
workday = workday,
|
268 |
+
season = season)
|
269 |
+
|
270 |
+
train_data, test_data, _ = process_seq2seq_data(
|
271 |
+
feature_dict = feature_dict,
|
272 |
+
train_ratio = 0.7,
|
273 |
+
output_len = output_len,
|
274 |
+
device = device)
|
275 |
+
|
276 |
+
train_loader = make_loader(train_data, batch_size, shuffle=True)
|
277 |
+
test_loader = make_loader(test_data, batch_size, shuffle=False)
|
278 |
+
|
279 |
+
model = VariationalSeq2Seq_meta(
|
280 |
+
xprime_dim=xprime_dim,
|
281 |
+
input_dim=input_dim,
|
282 |
+
hidden_size=hidden_dim,
|
283 |
+
latent_size=latent_dim,
|
284 |
+
output_len=output_len,
|
285 |
+
output_dim=output_dim,
|
286 |
+
num_layers=num_layers,
|
287 |
+
dropout=0.1,
|
288 |
+
num_experts=num_experts
|
289 |
+
).to(device)
|
290 |
+
|
291 |
+
import os
|
292 |
+
if not os.path.isfile(model_path):
|
293 |
+
print(f"[x] Not Found '{model_path}', training.")
|
294 |
+
train_model(model, train_loader, epochs=epochs, lr=lr, device=device, save_path=model_path)
|
295 |
+
|
296 |
+
# Re-initialize the model with same architecture
|
297 |
+
model = VariationalSeq2Seq_meta(
|
298 |
+
xprime_dim=xprime_dim,
|
299 |
+
input_dim=input_dim,
|
300 |
+
hidden_size=hidden_dim,
|
301 |
+
latent_size=latent_dim,
|
302 |
+
output_len=output_len,
|
303 |
+
output_dim=output_dim,
|
304 |
+
num_layers=num_layers,
|
305 |
+
dropout=0.1,
|
306 |
+
num_experts=num_experts
|
307 |
+
).to(device)
|
308 |
+
|
309 |
+
# Then evaluate
|
310 |
+
evaluate_model(model, test_loader, nn.MSELoss(), device, model_path=model_path)
|
model.py
ADDED
@@ -0,0 +1,514 @@
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|
|
|
|
|
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|
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|
|
|
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|
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|
|
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|
|
|
|
|
|
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|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import torch
|
2 |
+
import torch.nn as nn
|
3 |
+
import numpy as np
|
4 |
+
|
5 |
+
# ---------------- Meta Components ----------------
|
6 |
+
class MetaNet(nn.Module):
|
7 |
+
def __init__(self, input_dim, xprime_dim):
|
8 |
+
super().__init__()
|
9 |
+
self.layer1 = nn.Linear(1, input_dim * xprime_dim)
|
10 |
+
self.layer2 = nn.Linear(input_dim * xprime_dim, input_dim * xprime_dim)
|
11 |
+
self.input_dim = input_dim
|
12 |
+
self.xprime_dim = xprime_dim
|
13 |
+
|
14 |
+
def forward(self, x_feat): # x_feat: [B, 1]
|
15 |
+
B = x_feat.size(0)
|
16 |
+
out = torch.tanh(self.layer1(x_feat)) # [B, 32]
|
17 |
+
out = torch.tanh(self.layer2(out)) # [B, input_dim * xprime_dim]
|
18 |
+
return out.view(B, self.input_dim, self.xprime_dim) # [B, input_dim, xprime_dim]
|
19 |
+
|
20 |
+
|
21 |
+
|
22 |
+
class GatingNet(nn.Module):
|
23 |
+
def __init__(self, hidden_size, num_experts=3):
|
24 |
+
super().__init__()
|
25 |
+
self.layer1 = nn.Linear(hidden_size, hidden_size)
|
26 |
+
self.layer2 = nn.Linear(hidden_size, num_experts)
|
27 |
+
|
28 |
+
def forward(self, h, epoch=None, top_k=None, warmup_epochs=0):
|
29 |
+
logits = self.layer2(torch.tanh(self.layer1(h))) # [B, num_experts]
|
30 |
+
|
31 |
+
if (epoch is None) or (top_k is None) or (epoch < warmup_epochs):
|
32 |
+
return torch.softmax(logits, dim=-1)
|
33 |
+
|
34 |
+
topk_vals, topk_idx = torch.topk(logits, k=top_k, dim=-1)
|
35 |
+
mask = torch.zeros_like(logits).scatter(1, topk_idx, 1.0)
|
36 |
+
masked_logits = logits.masked_fill(mask == 0, float('-inf'))
|
37 |
+
return torch.softmax(masked_logits, dim=-1)
|
38 |
+
|
39 |
+
|
40 |
+
class MetaTransformBlock(nn.Module):
|
41 |
+
def __init__(self, xprime_dim, num_experts=3, input_dim=1, hidden_size=64):
|
42 |
+
super().__init__()
|
43 |
+
self.meta_temp = MetaNet(input_dim, xprime_dim)
|
44 |
+
self.meta_work = MetaNet(input_dim, xprime_dim)
|
45 |
+
self.meta_season = MetaNet(input_dim, xprime_dim)
|
46 |
+
self.gating = GatingNet(hidden_size, num_experts) # Use hidden_size here
|
47 |
+
self.ln = nn.LayerNorm([input_dim, xprime_dim])
|
48 |
+
self.theta0 = nn.Parameter(torch.zeros(1, input_dim, xprime_dim))
|
49 |
+
|
50 |
+
def forward(self, h_prev_rnn, x_l, x_t, x_w, x_s, epoch=None, top_k=None, warmup_epochs=0):
|
51 |
+
w_temp = self.ln(self.meta_temp(x_t)) # [B, input_dim, xprime_dim]
|
52 |
+
w_work = self.ln(self.meta_work(x_w)) # [B, input_dim, xprime_dim]
|
53 |
+
w_seas = self.ln(self.meta_season(x_s)) # [B, input_dim, xprime_dim]
|
54 |
+
|
55 |
+
gates = self.gating(h_prev_rnn, epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs) # [B, num_experts]
|
56 |
+
W_experts = torch.stack([w_temp, w_work, w_seas], dim=1) # [B, num_experts, input_dim, xprime_dim]
|
57 |
+
gates_expanded = gates.view(gates.size(0), gates.size(1), 1, 1) # [B, num_experts, 1, 1]
|
58 |
+
theta_dynamic = (W_experts * gates_expanded).sum(dim=1) # [B, input_dim, xprime_dim]
|
59 |
+
theta = theta_dynamic + self.theta0 # [B, input_dim, xprime_dim]
|
60 |
+
|
61 |
+
x_prime = torch.bmm(x_l.unsqueeze(1), theta).squeeze(1) # [B, xprime_dim]
|
62 |
+
return x_prime, theta
|
63 |
+
|
64 |
+
# ---------------- Encoder ----------------
|
65 |
+
class Encoder_meta(nn.Module):
|
66 |
+
def __init__(self, xprime_dim, hidden_size, num_layers=1, dropout=0.1):
|
67 |
+
super().__init__()
|
68 |
+
self.hidden_size = hidden_size
|
69 |
+
self.num_layers = num_layers
|
70 |
+
self.rnn = nn.GRU(xprime_dim, hidden_size, num_layers,
|
71 |
+
batch_first=True,
|
72 |
+
dropout=dropout if num_layers > 1 else 0)
|
73 |
+
|
74 |
+
def forward(self, x_l_seq, x_t_seq, x_w_seq, x_s_seq,
|
75 |
+
transform_block, h_init=None, epoch=None, top_k=None, warmup_epochs=0):
|
76 |
+
B, T, _ = x_l_seq.shape
|
77 |
+
h_rnn = torch.zeros(self.num_layers, B, self.hidden_size, device=x_l_seq.device) if h_init is None else h_init
|
78 |
+
|
79 |
+
for t in range(T):
|
80 |
+
h_for_meta = h_rnn[-1]
|
81 |
+
x_prime, _ = transform_block(h_for_meta,
|
82 |
+
x_l_seq[:, t], x_t_seq[:, t],
|
83 |
+
x_w_seq[:, t], x_s_seq[:, t],
|
84 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
85 |
+
x_prime = x_prime.unsqueeze(1)
|
86 |
+
_, h_rnn = self.rnn(x_prime, h_rnn)
|
87 |
+
|
88 |
+
return h_rnn # [num_layers, B, hidden_size]
|
89 |
+
|
90 |
+
|
91 |
+
# ---------------- Decoder ----------------
|
92 |
+
class Decoder_meta(nn.Module):
|
93 |
+
def __init__(self, xprime_dim, latent_size, output_len, output_dim=1,
|
94 |
+
num_layers=1, dropout=0.1, hidden_size=None):
|
95 |
+
super().__init__()
|
96 |
+
self.latent_size = latent_size
|
97 |
+
self.output_len = output_len
|
98 |
+
self.output_dim = output_dim
|
99 |
+
self.num_layers = num_layers
|
100 |
+
|
101 |
+
self.rnn = nn.GRU(xprime_dim, latent_size, num_layers,
|
102 |
+
batch_first=True,
|
103 |
+
dropout=dropout if num_layers > 1 else 0)
|
104 |
+
|
105 |
+
self.head = nn.Linear(latent_size, output_len * output_dim)
|
106 |
+
|
107 |
+
# Layer-wise projection from encoder hidden_size → decoder latent_size
|
108 |
+
assert hidden_size is not None, "You must provide hidden_size for projection."
|
109 |
+
self.project = nn.ModuleList([
|
110 |
+
nn.Linear(hidden_size, latent_size) for _ in range(num_layers)
|
111 |
+
])
|
112 |
+
|
113 |
+
def forward(self, x_l_seq, x_t_seq, x_w_seq, x_s_seq,
|
114 |
+
h_init, transform_block,
|
115 |
+
epoch=None, top_k=None, warmup_epochs=0):
|
116 |
+
B, L, _ = x_l_seq.shape
|
117 |
+
|
118 |
+
# Project each layer of encoder hidden state to latent size
|
119 |
+
h_rnn = torch.stack([
|
120 |
+
self.project[i](h_init[i]) for i in range(self.num_layers)
|
121 |
+
], dim=0) # [num_layers, B, latent_size]
|
122 |
+
|
123 |
+
preds = []
|
124 |
+
|
125 |
+
# Step 0
|
126 |
+
h_last = h_rnn[-1] # [B, latent_size]
|
127 |
+
pred_0 = self.head(h_last).view(B, self.output_len, self.output_dim)
|
128 |
+
preds.append(pred_0.unsqueeze(1)) # [B, 1, output_len, output_dim]
|
129 |
+
|
130 |
+
# Steps 1 to L
|
131 |
+
for t in range(L):
|
132 |
+
h_for_meta = h_rnn[-1]
|
133 |
+
x_prime, _ = transform_block(h_for_meta,
|
134 |
+
x_l_seq[:, t], x_t_seq[:, t],
|
135 |
+
x_w_seq[:, t], x_s_seq[:, t],
|
136 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
137 |
+
x_prime = x_prime.unsqueeze(1)
|
138 |
+
out_t, h_rnn = self.rnn(x_prime, h_rnn)
|
139 |
+
pred_t = self.head(out_t.squeeze(1)).view(B, self.output_len, self.output_dim)
|
140 |
+
preds.append(pred_t.unsqueeze(1))
|
141 |
+
|
142 |
+
preds = torch.cat(preds, dim=1) # [B, L+1, output_len, output_dim]
|
143 |
+
return preds
|
144 |
+
|
145 |
+
|
146 |
+
# ---------------- Full Seq2Seq Model ----------------
|
147 |
+
class Seq2Seq_meta(nn.Module):
|
148 |
+
def __init__(self, xprime_dim, input_dim, hidden_size, latent_size,
|
149 |
+
output_len, output_dim=1, num_layers=1, dropout=0.1, num_experts=3):
|
150 |
+
super().__init__()
|
151 |
+
|
152 |
+
self.transform_enc = MetaTransformBlock(
|
153 |
+
xprime_dim=xprime_dim,
|
154 |
+
num_experts=num_experts,
|
155 |
+
input_dim=input_dim,
|
156 |
+
hidden_size=hidden_size # encoder hidden_size
|
157 |
+
)
|
158 |
+
|
159 |
+
self.transform_dec = MetaTransformBlock(
|
160 |
+
xprime_dim=xprime_dim,
|
161 |
+
num_experts=num_experts,
|
162 |
+
input_dim=input_dim,
|
163 |
+
hidden_size=latent_size # decoder latent_size
|
164 |
+
)
|
165 |
+
|
166 |
+
self.encoder = Encoder_meta(
|
167 |
+
xprime_dim=xprime_dim,
|
168 |
+
hidden_size=hidden_size,
|
169 |
+
num_layers=num_layers,
|
170 |
+
dropout=dropout)
|
171 |
+
|
172 |
+
self.decoder = Decoder_meta(
|
173 |
+
xprime_dim=xprime_dim,
|
174 |
+
latent_size=latent_size,
|
175 |
+
output_len=output_len,
|
176 |
+
output_dim=output_dim,
|
177 |
+
num_layers=num_layers,
|
178 |
+
dropout=dropout,
|
179 |
+
hidden_size=hidden_size # for projection from encoder hidden
|
180 |
+
)
|
181 |
+
|
182 |
+
def forward(self,
|
183 |
+
enc_l, enc_t, enc_w, enc_s,
|
184 |
+
dec_l, dec_t, dec_w, dec_s,
|
185 |
+
epoch=None, top_k=None, warmup_epochs=0):
|
186 |
+
|
187 |
+
h_enc = self.encoder(enc_l, enc_t, enc_w, enc_s,
|
188 |
+
transform_block=self.transform_enc,
|
189 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
190 |
+
|
191 |
+
preds = self.decoder(dec_l, dec_t, dec_w, dec_s,
|
192 |
+
h_init=h_enc,
|
193 |
+
transform_block=self.transform_dec,
|
194 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
195 |
+
return preds
|
196 |
+
|
197 |
+
|
198 |
+
|
199 |
+
# ---------------- Encoder ----------------
|
200 |
+
class VariationalEncoder_meta(nn.Module):
|
201 |
+
def __init__(self, xprime_dim, hidden_size, latent_size, num_layers=1, dropout=0.1):
|
202 |
+
super().__init__()
|
203 |
+
self.hidden_size = hidden_size
|
204 |
+
self.latent_size = latent_size
|
205 |
+
self.num_layers = num_layers
|
206 |
+
|
207 |
+
self.rnn = nn.GRU(xprime_dim, hidden_size, num_layers,
|
208 |
+
batch_first=True,
|
209 |
+
dropout=dropout if num_layers > 1 else 0)
|
210 |
+
|
211 |
+
self.mu_layer = nn.Linear(hidden_size, latent_size)
|
212 |
+
self.logvar_layer = nn.Linear(hidden_size, latent_size)
|
213 |
+
|
214 |
+
def forward(self, x_l_seq, x_t_seq, x_w_seq, x_s_seq,
|
215 |
+
transform_block, h_init=None, epoch=None, top_k=None, warmup_epochs=0):
|
216 |
+
|
217 |
+
B, T, _ = x_l_seq.shape
|
218 |
+
h_rnn = torch.zeros(self.num_layers, B, self.hidden_size, device=x_l_seq.device) if h_init is None else h_init
|
219 |
+
|
220 |
+
for t in range(T):
|
221 |
+
h_for_meta = h_rnn[-1]
|
222 |
+
x_prime, _ = transform_block(h_for_meta,
|
223 |
+
x_l_seq[:, t], x_t_seq[:, t],
|
224 |
+
x_w_seq[:, t], x_s_seq[:, t],
|
225 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
226 |
+
x_prime = x_prime.unsqueeze(1)
|
227 |
+
_, h_rnn = self.rnn(x_prime, h_rnn)
|
228 |
+
|
229 |
+
h_last = h_rnn[-1] # [B, hidden_size]
|
230 |
+
mu = self.mu_layer(h_last)
|
231 |
+
logvar = self.logvar_layer(h_last)
|
232 |
+
|
233 |
+
return mu, logvar
|
234 |
+
|
235 |
+
|
236 |
+
|
237 |
+
class VariationalDecoder_meta_predvar(nn.Module):
|
238 |
+
def __init__(self, xprime_dim, latent_size, output_len, output_dim=1,
|
239 |
+
num_layers=1, dropout=0.1):
|
240 |
+
super().__init__()
|
241 |
+
self.latent_size = latent_size
|
242 |
+
self.output_len = output_len
|
243 |
+
self.output_dim = output_dim
|
244 |
+
self.num_layers = num_layers
|
245 |
+
|
246 |
+
self.rnn = nn.GRU(xprime_dim, latent_size, num_layers,
|
247 |
+
batch_first=True,
|
248 |
+
dropout=dropout if num_layers > 1 else 0)
|
249 |
+
|
250 |
+
# Separate heads for mean and log-variance
|
251 |
+
self.head_mu = nn.Linear(latent_size, output_len * output_dim)
|
252 |
+
self.head_logvar = nn.Linear(latent_size, output_len * output_dim)
|
253 |
+
|
254 |
+
def forward(self, x_l_seq, x_t_seq, x_w_seq, x_s_seq,
|
255 |
+
z_latent, transform_block,
|
256 |
+
epoch=None, top_k=None, warmup_epochs=0):
|
257 |
+
B, L, _ = x_l_seq.shape
|
258 |
+
|
259 |
+
h_rnn = z_latent.unsqueeze(0).repeat(self.num_layers, 1, 1) # [num_layers, B, latent_size]
|
260 |
+
|
261 |
+
mu_preds = []
|
262 |
+
logvar_preds = []
|
263 |
+
|
264 |
+
# Step 0
|
265 |
+
h_last = h_rnn[-1]
|
266 |
+
mu_0 = self.head_mu(h_last).view(B, self.output_len, self.output_dim)
|
267 |
+
logvar_0 = self.head_logvar(h_last).view(B, self.output_len, self.output_dim)
|
268 |
+
mu_preds.append(mu_0.unsqueeze(1)) # [B, 1, output_len, output_dim]
|
269 |
+
logvar_preds.append(logvar_0.unsqueeze(1)) # same shape
|
270 |
+
|
271 |
+
# Steps 1 to L
|
272 |
+
for t in range(L):
|
273 |
+
h_for_meta = h_rnn[-1]
|
274 |
+
x_prime, _ = transform_block(h_for_meta,
|
275 |
+
x_l_seq[:, t], x_t_seq[:, t],
|
276 |
+
x_w_seq[:, t], x_s_seq[:, t],
|
277 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
278 |
+
x_prime = x_prime.unsqueeze(1)
|
279 |
+
out_t, h_rnn = self.rnn(x_prime, h_rnn)
|
280 |
+
|
281 |
+
mu_t = self.head_mu(out_t.squeeze(1)).view(B, self.output_len, self.output_dim)
|
282 |
+
logvar_t = self.head_logvar(out_t.squeeze(1)).view(B, self.output_len, self.output_dim)
|
283 |
+
|
284 |
+
mu_preds.append(mu_t.unsqueeze(1))
|
285 |
+
logvar_preds.append(logvar_t.unsqueeze(1))
|
286 |
+
|
287 |
+
# Stack across time
|
288 |
+
mu_preds = torch.cat(mu_preds, dim=1) # [B, L+1, output_len, output_dim]
|
289 |
+
logvar_preds = torch.cat(logvar_preds, dim=1) # same shape
|
290 |
+
|
291 |
+
return mu_preds, logvar_preds
|
292 |
+
|
293 |
+
|
294 |
+
# ---------------- Full Seq2Seq Model ----------------
|
295 |
+
class VariationalSeq2Seq_meta(nn.Module):
|
296 |
+
def __init__(self, xprime_dim, input_dim, hidden_size, latent_size,
|
297 |
+
output_len, output_dim=1, num_layers=1, dropout=0.1, num_experts=3):
|
298 |
+
super().__init__()
|
299 |
+
|
300 |
+
self.transform_enc = MetaTransformBlock(
|
301 |
+
xprime_dim=xprime_dim,
|
302 |
+
num_experts=num_experts,
|
303 |
+
input_dim=input_dim,
|
304 |
+
hidden_size=hidden_size # encoder hidden size
|
305 |
+
)
|
306 |
+
|
307 |
+
self.transform_dec = MetaTransformBlock(
|
308 |
+
xprime_dim=xprime_dim,
|
309 |
+
num_experts=num_experts,
|
310 |
+
input_dim=input_dim,
|
311 |
+
hidden_size=latent_size # decoder latent size
|
312 |
+
)
|
313 |
+
|
314 |
+
self.encoder = VariationalEncoder_meta(
|
315 |
+
xprime_dim=xprime_dim,
|
316 |
+
hidden_size=hidden_size,
|
317 |
+
latent_size=latent_size,
|
318 |
+
num_layers=num_layers,
|
319 |
+
dropout=dropout
|
320 |
+
)
|
321 |
+
|
322 |
+
# self.decoder = VariationalDecoder_meta_fixvar(
|
323 |
+
# xprime_dim=xprime_dim,
|
324 |
+
# latent_size=latent_size,
|
325 |
+
# output_len=output_len,
|
326 |
+
# output_dim=output_dim,
|
327 |
+
# num_layers=num_layers,
|
328 |
+
# dropout=dropout
|
329 |
+
# )
|
330 |
+
|
331 |
+
self.decoder = VariationalDecoder_meta_predvar(
|
332 |
+
xprime_dim=xprime_dim,
|
333 |
+
latent_size=latent_size,
|
334 |
+
output_len=output_len,
|
335 |
+
output_dim=output_dim,
|
336 |
+
num_layers=num_layers,
|
337 |
+
dropout=dropout
|
338 |
+
)
|
339 |
+
|
340 |
+
def reparameterize(self, mu, logvar):
|
341 |
+
std = torch.exp(0.5 * logvar)
|
342 |
+
eps = torch.randn_like(std)
|
343 |
+
return mu + eps * std
|
344 |
+
|
345 |
+
def forward(self,
|
346 |
+
enc_l, enc_t, enc_w, enc_s,
|
347 |
+
dec_l, dec_t, dec_w, dec_s,
|
348 |
+
epoch=None, top_k=None, warmup_epochs=0):
|
349 |
+
|
350 |
+
mu, logvar = self.encoder(enc_l, enc_t, enc_w, enc_s,
|
351 |
+
transform_block=self.transform_enc,
|
352 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
353 |
+
|
354 |
+
z = self.reparameterize(mu, logvar) # [B, latent_size]
|
355 |
+
|
356 |
+
mu_preds, logvar_preds = self.decoder(dec_l, dec_t, dec_w, dec_s,
|
357 |
+
z_latent=z,
|
358 |
+
transform_block=self.transform_dec,
|
359 |
+
epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
360 |
+
|
361 |
+
return mu_preds, logvar_preds, mu, logvar
|
362 |
+
|
363 |
+
|
364 |
+
|
365 |
+
|
366 |
+
|
367 |
+
|
368 |
+
# # ---------------- Decoder v1: fixed variance ----------------
|
369 |
+
# class VariationalDecoder_meta_fixvar(nn.Module):
|
370 |
+
# def __init__(self, xprime_dim, latent_size, output_len, output_dim=1,
|
371 |
+
# num_layers=1, dropout=0.1, fixed_var_value=0.01):
|
372 |
+
# super().__init__()
|
373 |
+
# self.latent_size = latent_size
|
374 |
+
# self.output_len = output_len
|
375 |
+
# self.output_dim = output_dim
|
376 |
+
# self.num_layers = num_layers
|
377 |
+
#
|
378 |
+
# self.rnn = nn.GRU(xprime_dim, latent_size, num_layers,
|
379 |
+
# batch_first=True,
|
380 |
+
# dropout=dropout if num_layers > 1 else 0)
|
381 |
+
#
|
382 |
+
# self.head = nn.Linear(latent_size, output_len * output_dim)
|
383 |
+
#
|
384 |
+
# # Fixed log-variance (scalar)
|
385 |
+
# self.fixed_logvar = torch.tensor(np.log(fixed_var_value), dtype=torch.float32)
|
386 |
+
#
|
387 |
+
# def forward(self, x_l_seq, x_t_seq, x_w_seq, x_s_seq,
|
388 |
+
# z_latent, transform_block,
|
389 |
+
# epoch=None, top_k=None, warmup_epochs=0):
|
390 |
+
# B, L, _ = x_l_seq.shape
|
391 |
+
#
|
392 |
+
# h_rnn = z_latent.unsqueeze(0).repeat(self.num_layers, 1, 1) # [num_layers, B, latent_size]
|
393 |
+
#
|
394 |
+
# mu_preds = []
|
395 |
+
#
|
396 |
+
# # Step 0
|
397 |
+
# h_last = h_rnn[-1]
|
398 |
+
# mu_0 = self.head(h_last).view(B, self.output_len, self.output_dim)
|
399 |
+
# mu_preds.append(mu_0.unsqueeze(1)) # [B, 1, output_len, output_dim]
|
400 |
+
#
|
401 |
+
# # Steps 1 to L
|
402 |
+
# for t in range(L):
|
403 |
+
# h_for_meta = h_rnn[-1]
|
404 |
+
# x_prime, _ = transform_block(h_for_meta,
|
405 |
+
# x_l_seq[:, t], x_t_seq[:, t],
|
406 |
+
# x_w_seq[:, t], x_s_seq[:, t],
|
407 |
+
# epoch=epoch, top_k=top_k, warmup_epochs=warmup_epochs)
|
408 |
+
# x_prime = x_prime.unsqueeze(1)
|
409 |
+
# out_t, h_rnn = self.rnn(x_prime, h_rnn)
|
410 |
+
#
|
411 |
+
# mu_t = self.head(out_t.squeeze(1)).view(B, self.output_len, self.output_dim)
|
412 |
+
# mu_preds.append(mu_t.unsqueeze(1))
|
413 |
+
#
|
414 |
+
# mu_preds = torch.cat(mu_preds, dim=1) # [B, L+1, output_len, output_dim]
|
415 |
+
#
|
416 |
+
# # Now create logvar_preds: same shape, filled with fixed_logvar
|
417 |
+
# logvar_preds = self.fixed_logvar.expand_as(mu_preds).to(mu_preds.device)
|
418 |
+
#
|
419 |
+
# return mu_preds, logvar_preds
|
420 |
+
#
|
421 |
+
|
422 |
+
|
423 |
+
# ---------------- Decoder v2: predicted variance ----------------
|
424 |
+
|
425 |
+
|
426 |
+
#
|
427 |
+
# ## LSTM
|
428 |
+
# import torch, torch.nn as nn
|
429 |
+
# import torch.nn.functional as F
|
430 |
+
#
|
431 |
+
# class LSTM_Baseline(nn.Module):
|
432 |
+
# """
|
433 |
+
# Simple encoder‑decoder LSTM baseline.
|
434 |
+
# • All four modal inputs (load, temp, workday, season) are concatenated along feature dim
|
435 |
+
# so the external information is still available, but the model is otherwise “plain”.
|
436 |
+
# • The forward signature (extra **kwargs) lets the old training loop pass epoch/top_k/warmup
|
437 |
+
# without breaking anything.
|
438 |
+
# """
|
439 |
+
# def __init__(
|
440 |
+
# self,
|
441 |
+
# input_dim: int, # 1 → only the scalar value of each channel
|
442 |
+
# hidden_size: int, # e.g. 64
|
443 |
+
# output_len: int, # prediction horizon (3)
|
444 |
+
# output_dim: int = 1, # scalar prediction
|
445 |
+
# num_layers: int = 2,
|
446 |
+
# dropout: float = 0.1,
|
447 |
+
# ):
|
448 |
+
# super().__init__()
|
449 |
+
# self.hidden_size = hidden_size
|
450 |
+
# self.output_len = output_len
|
451 |
+
# self.output_dim = output_dim
|
452 |
+
# self.num_layers = num_layers
|
453 |
+
#
|
454 |
+
# # encoder & decoder
|
455 |
+
# self.encoder = nn.LSTM(
|
456 |
+
# input_size = input_dim * 4, # four channels concatenated
|
457 |
+
# hidden_size = hidden_size,
|
458 |
+
# num_layers = num_layers,
|
459 |
+
# batch_first = True,
|
460 |
+
# dropout = dropout if num_layers > 1 else 0.0,
|
461 |
+
# )
|
462 |
+
# self.decoder = nn.LSTM(
|
463 |
+
# input_size = input_dim * 4,
|
464 |
+
# hidden_size = hidden_size,
|
465 |
+
# num_layers = num_layers,
|
466 |
+
# batch_first = True,
|
467 |
+
# dropout = dropout if num_layers > 1 else 0.0,
|
468 |
+
# )
|
469 |
+
#
|
470 |
+
# self.out_layer = nn.Linear(hidden_size, output_dim)
|
471 |
+
#
|
472 |
+
# def forward(
|
473 |
+
# self,
|
474 |
+
# enc_l, enc_t, enc_w, enc_s,
|
475 |
+
# dec_l, dec_t, dec_w, dec_s,
|
476 |
+
# *unused, **unused_kw,
|
477 |
+
# ):
|
478 |
+
# """
|
479 |
+
# enc_* : [B, Lenc, 1] (load / temp / workday / season)
|
480 |
+
# dec_* : [B, Ldec, 1]
|
481 |
+
# return: [B, Lenc+1, output_len, 1] (to keep your downstream code intact)
|
482 |
+
# """
|
483 |
+
# B, Lenc, _ = enc_l.shape
|
484 |
+
#
|
485 |
+
# # 1) ---------- Encode ----------
|
486 |
+
# enc_in = torch.cat([enc_l, enc_t, enc_w, enc_s], dim=-1) # [B, Lenc, 4]
|
487 |
+
# _, (h_n, c_n) = self.encoder(enc_in) # carry hidden to decoder
|
488 |
+
#
|
489 |
+
# # 2) ---------- Decode ----------
|
490 |
+
# Ldec = dec_l.size(1) # usually 1 step (the teacher‑force token)
|
491 |
+
# dec_in = torch.cat([dec_l, dec_t, dec_w, dec_s], dim=-1) # [B, Ldec, 4]
|
492 |
+
# dec_out, _ = self.decoder(dec_in, (h_n, c_n)) # [B, Ldec, H]
|
493 |
+
# y0 = self.out_layer(dec_out[:, -1]) # last step → [B, output_dim]
|
494 |
+
#
|
495 |
+
# # 3) ---------- Autoregressive forecast ----------
|
496 |
+
# preds = []
|
497 |
+
# ht, ct = h_n, c_n
|
498 |
+
# xt = dec_in[:, -1] # start token
|
499 |
+
# for _ in range(self.output_len):
|
500 |
+
# xt = xt.unsqueeze(1) # [B,1,4]
|
501 |
+
# out, (ht, ct) = self.decoder(xt, (ht, ct)) # [B,1,H]
|
502 |
+
# yt = self.out_layer(out.squeeze(1)) # [B, output_dim]
|
503 |
+
# preds.append(yt)
|
504 |
+
# # next decoder input = last prediction repeated over 4 channels
|
505 |
+
# xt = torch.cat([yt]*4, dim=-1)
|
506 |
+
#
|
507 |
+
# # 3) ---------- Autoregressive forecast ----------
|
508 |
+
# preds = torch.stack(preds, dim=1) # [B, H, 1]
|
509 |
+
#
|
510 |
+
# # 4) ---------- match original return shape ----------
|
511 |
+
# seq_len_y = enc_l.size(1) - self.output_len + 1 # <-- NEW: 168‑>166
|
512 |
+
# preds = preds.unsqueeze(1).repeat(1, seq_len_y, 1, 1)
|
513 |
+
# return preds # [B, 166, 3, 1]
|
514 |
+
#
|