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