from data_provider.data_factory import data_provider from exp.exp_basic import Exp_Basic from utils.tools import EarlyStopping, adjust_learning_rate, visual from utils.metrics import metric import torch import torch.nn as nn from torch import optim import os import time import warnings import numpy as np from utils.dtw_metric import dtw, accelerated_dtw warnings.filterwarnings("ignore") class Exp_Long_Term_Forecast(Exp_Basic): def __init__(self, args): super(Exp_Long_Term_Forecast, self).__init__(args) def _get_data(self, flag): data_set, data_loader = data_provider(self.args, flag) return data_set, data_loader def _select_optimizer(self): model_optim = optim.Adam(self.model.parameters(), lr=self.args.learning_rate) return model_optim def _select_criterion(self): criterion = nn.MSELoss() return criterion def vali(self, vali_data, vali_loader, criterion): total_loss = [] self.model.eval() with torch.no_grad(): for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate( vali_loader ): batch_x = batch_x.float().to(self.device) batch_y = batch_y.float() # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): outputs = self.model(batch_x) else: outputs = self.model(batch_x) f_dim = -1 if self.args.features == "MS" else 0 outputs = outputs[:, -self.args.pred_len :, f_dim:] batch_y = batch_y[:, -self.args.pred_len :, f_dim:].to(self.device) pred = outputs.detach().cpu() true = batch_y.detach().cpu() loss = criterion(pred, true) total_loss.append(loss) total_loss = np.average(total_loss) self.model.train() return total_loss def train(self, setting): """进行模型训练""" # 获得训练使用的训练集,验证集,测试集 train_data, train_loader = self._get_data(flag="train") vali_data, vali_loader = self._get_data(flag="val") test_data, test_loader = self._get_data(flag="test") path = os.path.join(self.args.checkpoints, setting) if not os.path.exists(path): os.makedirs(path) # 获取当前的时间 time_now = time.time() train_steps = len(train_loader) early_stopping = EarlyStopping(patience=self.args.patience, verbose=True) model_optim = self._select_optimizer() criterion = self._select_criterion() if self.args.use_amp: scaler = torch.cuda.amp.GradScaler() for epoch in range(self.args.train_epochs): iter_count = 0 train_loss = [] self.model.train() # 每个Epoch所用的时间 epoch_time = time.time() for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate( train_loader ): iter_count += 1 model_optim.zero_grad() batch_x = batch_x.float().to(self.device) batch_y = batch_y.float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): outputs = self.model(batch_x) f_dim = -1 if self.args.features == "MS" else 0 outputs = outputs[:, -self.args.pred_len :, f_dim:] batch_y = batch_y[:, -self.args.pred_len :, f_dim:].to( self.device ) loss = criterion(outputs, batch_y) train_loss.append(loss.item()) else: outputs = self.model(batch_x) f_dim = -1 if self.args.features == "MS" else 0 outputs = outputs[:, -self.args.pred_len :, f_dim:] batch_y = batch_y[:, -self.args.pred_len :, f_dim:].to(self.device) loss = criterion(outputs, batch_y) train_loss.append(loss.item()) if (i + 1) % 100 == 0: print( "\titers: {0}, epoch: {1} | loss: {2:.7f}".format( i + 1, epoch + 1, loss.item() ) ) speed = (time.time() - time_now) / iter_count left_time = speed * ( (self.args.train_epochs - epoch) * train_steps - i ) print( "\tspeed: {:.4f}s/iter; left time: {:.4f}s".format( speed, left_time ) ) iter_count = 0 time_now = time.time() if self.args.use_amp: scaler.scale(loss).backward() scaler.step(model_optim) scaler.update() else: loss.backward() model_optim.step() print("Epoch: {} cost time: {}".format(epoch + 1, time.time() - epoch_time)) train_loss = np.average(train_loss) vali_loss = self.vali(vali_data, vali_loader, criterion) test_loss = self.vali(test_data, test_loader, criterion) print( "Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} Vali Loss: {3:.7f} Test Loss: {4:.7f}".format( epoch + 1, train_steps, train_loss, vali_loss, test_loss ) ) early_stopping(vali_loss, self.model, path) if early_stopping.early_stop: print("Early stopping") break adjust_learning_rate(model_optim, epoch + 1, self.args) best_model_path = path + "/" + "checkpoint.pth" self.model.load_state_dict(torch.load(best_model_path)) return self.model def test(self, setting, test=0): test_data, test_loader = self._get_data(flag="test") if test: print("loading model") self.model.load_state_dict( torch.load(os.path.join("./checkpoints/" + setting, "checkpoint.pth")) ) preds = [] trues = [] folder_path = "./test_results/" + setting + "/" if not os.path.exists(folder_path): os.makedirs(folder_path) self.model.eval() with torch.no_grad(): for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate( test_loader ): batch_x = batch_x.float().to(self.device) batch_y = batch_y.float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): outputs = self.model(batch_x) else: outputs = self.model(batch_x) f_dim = -1 if self.args.features == "MS" else 0 outputs = outputs[:, -self.args.pred_len :, :] batch_y = batch_y[:, -self.args.pred_len :, :].to(self.device) outputs = outputs.detach().cpu().numpy() batch_y = batch_y.detach().cpu().numpy() if test_data.scale and self.args.inverse: shape = outputs.shape outputs = test_data.inverse_transform( outputs.reshape(shape[0] * shape[1], -1) ).reshape(shape) batch_y = test_data.inverse_transform( batch_y.reshape(shape[0] * shape[1], -1) ).reshape(shape) outputs = outputs[:, :, f_dim:] batch_y = batch_y[:, :, f_dim:] pred = outputs true = batch_y preds.append(pred) trues.append(true) if i % 20 == 0: input = batch_x.detach().cpu().numpy() if test_data.scale and self.args.inverse: shape = input.shape input = test_data.inverse_transform( input.reshape(shape[0] * shape[1], -1) ).reshape(shape) gt = np.concatenate((input[0, :, -1], true[0, :, -1]), axis=0) pd = np.concatenate((input[0, :, -1], pred[0, :, -1]), axis=0) visual(gt, pd, os.path.join(folder_path, str(i) + ".pdf")) preds = np.concatenate(preds, axis=0) trues = np.concatenate(trues, axis=0) print("test shape:", preds.shape, trues.shape) preds = preds.reshape(-1, preds.shape[-2], preds.shape[-1]) trues = trues.reshape(-1, trues.shape[-2], trues.shape[-1]) print("test shape:", preds.shape, trues.shape) # result save folder_path = "./results/" + setting + "/" if not os.path.exists(folder_path): os.makedirs(folder_path) # dtw calculation if self.args.use_dtw: dtw_list = [] manhattan_distance = lambda x, y: np.abs(x - y) for i in range(preds.shape[0]): x = preds[i].reshape(-1, 1) y = trues[i].reshape(-1, 1) if i % 100 == 0: print("calculating dtw iter:", i) d, _, _, _ = accelerated_dtw(x, y, dist=manhattan_distance) dtw_list.append(d) dtw = np.array(dtw_list).mean() else: dtw = "not calculated" mae, mse, rmse, mape, mspe = metric(preds, trues) print("mse:{}, mae:{}, dtw:{}".format(mse, mae, dtw)) f = open("result_long_term_forecast.txt", "a") f.write(setting + " \n") f.write("mse:{}, mae:{}, dtw:{}".format(mse, mae, dtw)) f.write("\n") f.write("\n") f.close() np.save(folder_path + "metrics.npy", np.array([mae, mse, rmse, mape, mspe])) np.save(folder_path + "pred.npy", preds) np.save(folder_path + "true.npy", trues) return