时间序列模型SCINet（代码解析）

前言

• SCINet模型，精度仅次于NLinear的时间序列模型，在ETTh2数据集上单变量预测结果甚至比NLinear模型还要好。
• 在这里还是建议大家去读一读论文，论文写的很规范，很值得学习，论文地址
• SCINet模型Github项目地址，下载项目文件，需要注意的是该项目仅支持在GPU上运行，如果没有GPU会报错。
• 关于该模型的理论部分，本来准备自己写的，但是看到已经有很多很优秀的帖子了，这里给大家推荐几篇： - SCINet学习记录- SCONet论文阅读笔记
• SCINet学习记录中有一副思维导图画的很好，这里搬运过来方便大家在阅读代码时对照模型架构。
• 由于理论部分已经有了，这里我仅对项目中各代码以及框架做注释说明，方便大家理解代码，后面如果有需要，可以再写一篇，对于自定义数据如何使用SCINet模型。

参数设定模块(run_ETTh)

• 因为作者在做对比实验时用了很多公共数据集，所以文件夹中有run_ETTh.py、run_financial.py、run_pems.py3个文件，分别对应3大主要公共数据集，这里选用ETTh数据集作为示范。所以首先打开run_ETTh.py文件
• ETTh数据集需要自行下载，如果是在Linux系统中可以直接运行项目文件下prepare_data.sh文件，下载全部数据集。如果是win系统，则需要自己下载.csv文件，并在项目文件夹下创建datasets文件夹，并将数据放入该文件夹。
• 我下载了ETTh1.csv文件，后面的示范均在该数据集上进行

参数含义

下面是各参数含义（注释）

# 模型名称
parser.add_argument('--model',type=str, required=False, default='SCINet',help='model of the experiment')### -------  dataset settings --------------# 数据名称
parser.add_argument('--data',type=str, required=False, default='ETTh1', choices=['ETTh1','ETTh2','ETTm1'],help='name of dataset')# 数据路径
parser.add_argument('--root_path',type=str, default='./datasets/',help='root path of the data file')# 数据文件
parser.add_argument('--data_path',type=str, default='ETTh1.csv',help='location of the data file')# 预测方式(S:单变量预测,M：多变量预测)
parser.add_argument('--features',type=str, default='M', choices=['S','M'],help='features S is univariate, M is multivariate')# 需要预测列的列名
parser.add_argument('--target',type=str, default='OT',help='target feature')# 时间采样格式
parser.add_argument('--freq',type=str, default='h',help='freq for time features encoding, options:[s:secondly, t:minutely, h:hourly, d:daily, b:business days, w:weekly, m:monthly], you can also use more detailed freq like 15min or 3h')# 模型存储路径
parser.add_argument('--checkpoints',type=str, default='exp/ETT_checkpoints/',help='location of model checkpoints')# 是否翻转序列
parser.add_argument('--inverse',type=bool, default =False,help='denorm the output data')# 时间特征编码方式
parser.add_argument('--embed',type=str, default='timeF',help='time features encoding, options:[timeF, fixed, learned]')### -------  device settings --------------# 是否使用GPU(实测这个参数并没什么作用，即使填写False也无法使用CPU训练模型)
parser.add_argument('--use_gpu',type=bool, default=True,help='use gpu')# 使用GPU设备ID
parser.add_argument('--gpu',type=int, default=0,help='gpu')# 是否多GPU并行
parser.add_argument('--use_multi_gpu', action='store_true',help='use multiple gpus', default=False)# 选用GPU设备ID
parser.add_argument('--devices',type=str, default='0',help='device ids of multile gpus')### -------  input/output length settings --------------# 回视窗口大小
parser.add_argument('--seq_len',type=int, default=96,help='input sequence length of SCINet encoder, look back window')# 先验窗口大小
parser.add_argument('--label_len',type=int, default=48,help='start token length of Informer decoder')# 需要预测序列长度
parser.add_argument('--pred_len',type=int, default=48,help='prediction sequence length, horizon')# 丢弃数据长度
parser.add_argument('--concat_len',type=int, default=0)
parser.add_argument('--single_step',type=int, default=0)
parser.add_argument('--single_step_output_One',type=int, default=0)# 最后一层损失权重
parser.add_argument('--lastWeight',type=float, default=1.0)### -------  training settings --------------# 多文件并列
parser.add_argument('--cols',type=str, nargs='+',help='file list')# 多线程训练(win系统下该参数置0)
parser.add_argument('--num_workers',type=int, default=0,help='data loader num workers')# 实验次数
parser.add_argument('--itr',type=int, default=0,help='experiments times')# 训练迭代次数
parser.add_argument('--train_epochs',type=int, default=100,help='train epochs')# mini_batch_size
parser.add_argument('--batch_size',type=int, default=32,help='batch size of train input data')# 早停策略检测轮数
parser.add_argument('--patience',type=int, default=5,help='early stopping patience')# 学习率
parser.add_argument('--lr',type=float, default=0.0001,help='optimizer learning rate')# 损失函数
parser.add_argument('--loss',type=str, default='mae',help='loss function')# 学习率更新策略
parser.add_argument('--lradj',type=int, default=1,help='adjust learning rate')# 是否使用半精度加快训练速度
parser.add_argument('--use_amp', action='store_true',help='use automatic mixed precision training', default=False)# 是否保存结果(如果你想要保存预测结果，请将该参数改为True)
parser.add_argument('--save',type=bool, default =False,help='save the output results')# 模型名称
parser.add_argument('--model_name',type=str, default='SCINet')# 是否断续训练
parser.add_argument('--resume',type=bool, default=False)# 是否评估模型
parser.add_argument('--evaluate',type=bool, default=False)### -------  model settings --------------# 隐藏通道数
parser.add_argument('--hidden-size', default=1,type=float,help='hidden channel of module')# 使用交互学习或基本学习策略
parser.add_argument('--INN', default=1,type=int,help='use INN or basic strategy')# kernel size
parser.add_argument('--kernel', default=5,type=int,help='kernel size, 3, 5, 7')# 是否扩张
parser.add_argument('--dilation', default=1,type=int,help='dilation')# 回视窗口
parser.add_argument('--window_size', default=12,type=int,help='input size')# dropout率
parser.add_argument('--dropout',type=float, default=0.5,help='dropout')# 位置编码
parser.add_argument('--positionalEcoding',type=bool, default=False)
parser.add_argument('--groups',type=int, default=1)# SCINet block
parser.add_argument('--levels',type=int, default=3)# SCINet blocks层数
parser.add_argument('--stacks',type=int, default=1,help='1 stack or 2 stacks')# 解码器层数
parser.add_argument('--num_decoder_layer',type=int, default=1)
parser.add_argument('--RIN',type=bool, default=False)
parser.add_argument('--decompose',type=bool,default=False)

数据文件参数

data_parser ={# data：数据文件名，T：预测列列名，M(多变量预测)，S(单变量预测)，MS(多特征预测单变量)'ETTh1':{'data':'ETTh1.csv','T':'OT','M':[7,7,7],'S':[1,1,1],'MS':[7,7,1]},'ETTh2':{'data':'ETTh2.csv','T':'OT','M':[7,7,7],'S':[1,1,1],'MS':[7,7,1]},'ETTm1':{'data':'ETTm1.csv','T':'OT','M':[7,7,7],'S':[1,1,1],'MS':[7,7,1]},'ETTm2':{'data':'ETTm2.csv','T':'OT','M':[7,7,7],'S':[1,1,1],'MS':[7,7,1]},'WTH':{'data':'WTH.csv','T':'WetBulbCelsius','M':[12,12,12],'S':[1,1,1],'MS':[12,12,1]},'ECL':{'data':'ECL.csv','T':'MT_320','M':[321,321,321],'S':[1,1,1],'MS':[321,321,1]},'Solar':{'data':'solar_AL.csv','T':'POWER_136','M':[137,137,137],'S':[1,1,1],'MS':[137,137,1]},}

• 下面是模型训练函数，这里不进行注释了

数据处理模块（etth_data_loader）

• 从run_ETTh.py文件中exp.train(setting)，train方法进入exp_ETTh.py文件，在_get_data中找到ETTh1数据处理方法

data_dict ={'ETTh1':Dataset_ETT_hour,'ETTh2':Dataset_ETT_hour,'ETTm1':Dataset_ETT_minute,'ETTm2':Dataset_ETT_minute,'WTH':Dataset_Custom,'ECL':Dataset_Custom,'Solar':Dataset_Custom,}

• 可以看到ETTh1数据处理方法为Dataset_ETT_hour，我们进入etth_data_loader.py文件，找到Dataset_ETT_hour类
• __init__主要用于传各类参数，这里不过多赘述，主要对__read_data__和__getitem__进行说明

def__read_data__(self):# 实例化归一化
        self.scaler = StandardScaler()# 读取CSV文件
        df_raw = pd.read_csv(os.path.join(self.root_path,
                                          self.data_path))# [0,训练序列长度-回视窗口,全部序列长度-测试序列长度-回视窗口]
        border1s =[0,12*30*24- self.seq_len,12*30*24+4*30*24- self.seq_len]# [训练序列长度,全部序列长度-测试序列长度,全部序列长度]
        border2s =[12*30*24,12*30*24+4*30*24,12*30*24+8*30*24]# train:[0,训练数据长度]# val:[训练序列长度-回视窗口,全部序列长度-测试序列长度]# test:[全部序列长度-测试序列长度-回视窗口,全部序列长度]
        border1 = border1s[self.set_type]
        border2 = border2s[self.set_type]# 若采用多变量预测(M或MS)if self.features=='M'or self.features=='MS':# 取出特征列列名
            cols_data = df_raw.columns[1:]# 取出特征列
            df_data = df_raw[cols_data]# 若采用单变量预测elif self.features=='S':# 取出预测列
            df_data = df_raw[[self.target]]# 若需要进行归一化if self.scale:# 取出[0,训练序列长度]区间数据
            train_data = df_data[border1s[0]:border2s[0]]# 归一化
            self.scaler.fit(train_data.values)
            data = self.scaler.transform(df_data.values)# data = self.scaler.fit_transform(df_data.values)# 否则将预测列变为数组else:
            data = df_data.values
        # 取对应区间时间列
        df_stamp = df_raw[['date']][border1:border2]# 将时间转换为标准格式
        df_stamp['date']= pd.to_datetime(df_stamp.date)# 构建时间特征
        data_stamp = time_features(df_stamp, timeenc=self.timeenc, freq=self.freq)# 取对应数据区间(train、val、test)
        self.data_x = data[border1:border2]# 如果需要翻转时间序列if self.inverse:
            self.data_y = df_data.values[border1:border2]# 否则取数据区间(train、val、test)else:
            self.data_y = data[border1:border2]
        self.data_stamp = data_stamp

• 需要注意的是time_features函数，用来提取日期特征，比如't':['month','day','weekday','hour','minute']，表示提月，天，周，小时，分钟。可以打开timefeatures.py文件进行查阅
• 同样的，对__getitem__进行说明

def__getitem__(self, index):# 起点
        s_begin = index
        # 终点(起点 + 回视窗口)
        s_end = s_begin + self.seq_len
        # (终点 - 先验序列窗口)
        r_begin = s_end - self.label_len
        # (终点 + 预测序列长度)
        r_end = r_begin + self.label_len + self.pred_len

        # seq_x = [起点,起点 + 回视窗口]
        seq_x = self.data_x[s_begin:s_end]# 0 - 24# seq_y = [终点 - 先验序列窗口,终点 + 预测序列长度]
        seq_y = self.data_y[r_begin:r_end]# 0 - 48# 取对应时间特征
        seq_x_mark = self.data_stamp[s_begin:s_end]
        seq_y_mark = self.data_stamp[r_begin:r_end]return seq_x, seq_y, seq_x_mark, seq_y_mark

• 光看注释可能对各区间划分不那么清楚，这里我画了一幅示意图，希望能帮大家理解

SCINet模型架构（SCINet）

• 打开model文件夹，找到SCINet类，先定位到main()函数，可以看到main()函数这里实例化了一个SCINet类，并将参数传入其中

if __name__ =='__main__':
    parser = argparse.ArgumentParser()

    parser.add_argument('--window_size',type=int, default=96)
    parser.add_argument('--horizon',type=int, default=12)

    parser.add_argument('--dropout',type=float, default=0.5)
    parser.add_argument('--groups',type=int, default=1)

    parser.add_argument('--hidden-size', default=1,type=int,help='hidden channel of module')
    parser.add_argument('--INN', default=1,type=int,help='use INN or basic strategy')
    parser.add_argument('--kernel', default=3,type=int,help='kernel size')
    parser.add_argument('--dilation', default=1,type=int,help='dilation')
    parser.add_argument('--positionalEcoding',type=bool, default=True)

    parser.add_argument('--single_step_output_One',type=int, default=0)

    args = parser.parse_args()# 实例化SCINet类
    model = SCINet(output_len = args.horizon, input_len= args.window_size, input_dim =9, hid_size = args.hidden_size, num_stacks =1,
                num_levels =3, concat_len =0, groups = args.groups, kernel = args.kernel, dropout = args.dropout,
                 single_step_output_One = args.single_step_output_One, positionalE =  args.positionalEcoding, modified =True).cuda()
    x = torch.randn(32,96,9).cuda()
    y = model(x)print(y.shape)

• 下面我们从头开始结合论文中的架构图讲解代码。

Splitting类（奇偶序列分离）

• 这部分比较简单，就是通过数据下标将序列分为奇序列与偶序列

classSplitting(nn.Module):def__init__(self):super(Splitting, self).__init__()defeven(self, x):# 将奇序列分离return x[:,::2,:]defodd(self, x):# 将偶序列分离return x[:,1::2,:]defforward(self, x):return(self.even(x), self.odd(x))

Interactor类（下采样与交互学习）

• 这一部分将奇、偶序列分别使用不同分辨率的卷积捕捉时间信息，然后两序列分别进行加减运算，模型架构图
• 注释写的非常清楚，这一部分建议多琢磨

classInteractor(nn.Module):def__init__(self, in_planes, splitting=True,
                 kernel =5, dropout=0.5, groups =1, hidden_size =1, INN =True):super(Interactor, self).__init__()
        self.modified = INN
        self.kernel_size = kernel
        self.dilation =1
        self.dropout = dropout
        self.hidden_size = hidden_size
        self.groups = groups

        # 如果通道数为偶数if self.kernel_size %2==0:# 1 * (kernel -2) // 2 + 1
            pad_l = self.dilation *(self.kernel_size -2)//2+1#by default: stride==1# 1 * kernel // 2 + 1
            pad_r = self.dilation *(self.kernel_size)//2+1#by default: stride==1# 如果kernel_size = 4, pda_l = 2,pad_r = 3# 如果通道数为奇数else:
            pad_l = self.dilation *(self.kernel_size -1)//2+1# we fix the kernel size of the second layer as 3.
            pad_r = self.dilation *(self.kernel_size -1)//2+1# 如果kernel_size = 3, pda_l = 2,pad_r = 2

        self.splitting = splitting
        self.split = Splitting()

        modules_P =[]
        modules_U =[]
        modules_psi =[]
        modules_phi =[]
        prev_size =1

        size_hidden = self.hidden_size
        modules_P +=[# ReplicationPad1d用输入边界的反射来填充输入张量
            nn.ReplicationPad1d((pad_l, pad_r)),# 1维卷积(in_channels,out_channels,kernel_size)-->(7,7,5)
            nn.Conv1d(in_planes * prev_size,int(in_planes * size_hidden),
                      kernel_size=self.kernel_size, dilation=self.dilation, stride=1, groups= self.groups),# LeakyReLU激活层
            nn.LeakyReLU(negative_slope=0.01, inplace=True),# Dropout层
            nn.Dropout(self.dropout),# 1维卷积(in_channels,out_channels,kernel_size)-->(7,7,3)
            nn.Conv1d(int(in_planes * size_hidden), in_planes,
                      kernel_size=3, stride=1, groups= self.groups),# Tanh激活层
            nn.Tanh()]
        modules_U +=[# ReplicationPad1d用输入边界的反射来填充输入张量
            nn.ReplicationPad1d((pad_l, pad_r)),# 1维卷积(in_channels, out_channels,kernel_size)-->(7,7,5)
            nn.Conv1d(in_planes * prev_size,int(in_planes * size_hidden),
                      kernel_size=self.kernel_size, dilation=self.dilation, stride=1, groups= self.groups),# LeakyReLu激活层
            nn.LeakyReLU(negative_slope=0.01, inplace=True),# Dropout层
            nn.Dropout(self.dropout),# 1维卷积(in_channels, out_channels,kernel_size)-->(7,7,3)
            nn.Conv1d(int(in_planes * size_hidden), in_planes,
                      kernel_size=3, stride=1, groups= self.groups),# Tanh激活层
            nn.Tanh()]

        modules_phi +=[# ReplicationPad1d用输入边界的反射来填充输入张量
            nn.ReplicationPad1d((pad_l, pad_r)),# 1维卷积(in_channels, out_channels,kernel_size)-->(7,7,5)
            nn.Conv1d(in_planes * prev_size,int(in_planes * size_hidden),
                      kernel_size=self.kernel_size, dilation=self.dilation, stride=1, groups= self.groups),# LeakyReLU激活层
            nn.LeakyReLU(negative_slope=0.01, inplace=True),# Dropout层
            nn.Dropout(self.dropout),# 1维卷积(in_channels, out_channels,kernel_size)-->(7,7,3)
            nn.Conv1d(int(in_planes * size_hidden), in_planes,
                      kernel_size=3, stride=1, groups= self.groups),# Tanh激活层
            nn.Tanh()]
        modules_psi +=[# ReplicationPad1d用输入边界的反射来填充输入张量
            nn.ReplicationPad1d((pad_l, pad_r)),# 一维卷积(in_channels, out_channels,kernel_size)-->(7,7,5)
            nn.Conv1d(in_planes * prev_size,int(in_planes * size_hidden),
                      kernel_size=self.kernel_size, dilation=self.dilation, stride=1, groups= self.groups),# LeakyReLU激活层
            nn.LeakyReLU(negative_slope=0.01, inplace=True),# Dropout层
            nn.Dropout(self.dropout),# 1维卷积(in_channels, out_channels,kernel_size)-->(7,7,3)
            nn.Conv1d(int(in_planes * size_hidden), in_planes,
                      kernel_size=3, stride=1, groups= self.groups),# Tanh激活层
            nn.Tanh()]
        self.phi = nn.Sequential(*modules_phi)
        self.psi = nn.Sequential(*modules_psi)
        self.P = nn.Sequential(*modules_P)
        self.U = nn.Sequential(*modules_U)defforward(self, x):# 将奇偶序列分隔if self.splitting:(x_even, x_odd)= self.split(x)else:(x_even, x_odd)= x

        # 如果INN不为0if self.modified:# 交换奇、偶序列维度[B,L,D] --> [B,D,L]
            x_even = x_even.permute(0,2,1)
            x_odd = x_odd.permute(0,2,1)# mul()函数矩阵点乘,计算经过phi层的指数值
            d = x_odd.mul(torch.exp(self.phi(x_even)))
            c = x_even.mul(torch.exp(self.psi(x_odd)))# 更新奇序列(奇序列 + 经过U层的偶序列)
            x_even_update = c + self.U(d)# 更新偶序列(偶序列 - 经过P层的奇序列)
            x_odd_update = d - self.P(c)return(x_even_update, x_odd_update)else:# 不计算指数值
            x_even = x_even.permute(0,2,1)
            x_odd = x_odd.permute(0,2,1)

            d = x_odd - self.P(x_even)
            c = x_even + self.U(d)return(c, d)

InteractorLevel类

• 该类主要实例化Interactor类，并得到奇、偶序列特征

classInteractorLevel(nn.Module):def__init__(self, in_planes, kernel, dropout, groups , hidden_size, INN):super(InteractorLevel, self).__init__()
        self.level = Interactor(in_planes = in_planes, splitting=True,
                 kernel = kernel, dropout=dropout, groups = groups, hidden_size = hidden_size, INN = INN)defforward(self, x):(x_even_update, x_odd_update)= self.level(x)return(x_even_update, x_odd_update)

LevelSCINet类

• 该类主要实例化InteractorLevel类，并将得到的奇、偶序列特征进行维度交换方便SCINet_Tree框架运算

classLevelSCINet(nn.Module):def__init__(self,in_planes, kernel_size, dropout, groups, hidden_size, INN):super(LevelSCINet, self).__init__()
        self.interact = InteractorLevel(in_planes= in_planes, kernel = kernel_size, dropout = dropout, groups =groups , hidden_size = hidden_size, INN = INN)defforward(self, x):(x_even_update, x_odd_update)= self.interact(x)# 交换奇、偶序列维度[B,D,L] --> [B,T,D]return x_even_update.permute(0,2,1), x_odd_update.permute(0,2,1)

SCINet_Tree类

• 这就是论文中提到的二叉树结构，可以更有效的捕捉时间序列的长短期依赖，网络框架图：
• 这部分框架为SCINet的核心框架，建议认真阅读

classSCINet_Tree(nn.Module):def__init__(self, in_planes, current_level, kernel_size, dropout, groups, hidden_size, INN):super().__init__()
        self.current_level = current_level

        self.workingblock = LevelSCINet(
            in_planes = in_planes,
            kernel_size = kernel_size,
            dropout = dropout,
            groups= groups,
            hidden_size = hidden_size,
            INN = INN)# 如果current_level不为0if current_level!=0:
            self.SCINet_Tree_odd=SCINet_Tree(in_planes, current_level-1, kernel_size, dropout, groups, hidden_size, INN)
            self.SCINet_Tree_even=SCINet_Tree(in_planes, current_level-1, kernel_size, dropout, groups, hidden_size, INN)defzip_up_the_pants(self, even, odd):# 交换奇数据下标(B,L,D) --> (L,B,D)
        even = even.permute(1,0,2)
        odd = odd.permute(1,0,2)#L, B, D# 取序列长度
        even_len = even.shape[0]
        odd_len = odd.shape[0]# 取奇、偶数据序列长度小值
        mlen =min((odd_len, even_len))
        _ =[]for i inrange(mlen):# 在第1维度前增加1个维度# _.shape:[12],even.shape:[12,32,7],odd.shape:[12,32,7]
            _.append(even[i].unsqueeze(0))
            _.append(odd[i].unsqueeze(0))# 如果偶序列长度 < 奇序列长度if odd_len < even_len: 
            _.append(even[-1].unsqueeze(0))# 将张量按照第1维度拼接return torch.cat(_,0).permute(1,0,2)#B, L, Ddefforward(self, x):# 取得更新后的奇、偶序列
        x_even_update, x_odd_update= self.workingblock(x)# We recursively reordered these sub-series. You can run the ./utils/recursive_demo.py to emulate this procedure. if self.current_level ==0:return self.zip_up_the_pants(x_even_update, x_odd_update)else:return self.zip_up_the_pants(self.SCINet_Tree_even(x_even_update), self.SCINet_Tree_odd(x_odd_update))

EncoderTree类（编码器）

• 实例化SCINet_Tree类，编码器，让输入进入SCINet_Tree模块

classEncoderTree(nn.Module):def__init__(self, in_planes,  num_levels, kernel_size, dropout, groups, hidden_size, INN):super().__init__()
        self.levels=num_levels
        self.SCINet_Tree = SCINet_Tree(
            in_planes = in_planes,
            current_level = num_levels-1,
            kernel_size = kernel_size,
            dropout =dropout ,
            groups = groups,
            hidden_size = hidden_size,
            INN = INN)defforward(self, x):# 编码器，让输入进入SCINet_Tree模块
        x= self.SCINet_Tree(x)return x

SCINet类（堆叠模型整体架构）

• 在该类中实现了整个模型的搭建，当然也包含架构图的最后一张，stacked堆叠、解码器、RIN激活等等

classSCINet(nn.Module):def__init__(self, output_len, input_len, input_dim =9, hid_size =1, num_stacks =1,
                num_levels =3, num_decoder_layer =1, concat_len =0, groups =1, kernel =5, dropout =0.5,
                 single_step_output_One =0, input_len_seg =0, positionalE =False, modified =True, RIN=False):super(SCINet, self).__init__()

        self.input_dim = input_dim
        self.input_len = input_len
        self.output_len = output_len
        self.hidden_size = hid_size
        self.num_levels = num_levels
        self.groups = groups
        self.modified = modified
        self.kernel_size = kernel
        self.dropout = dropout
        self.single_step_output_One = single_step_output_One
        self.concat_len = concat_len
        self.pe = positionalE
        self.RIN=RIN
        self.num_decoder_layer = num_decoder_layer

        self.blocks1 = EncoderTree(
            in_planes=self.input_dim,
            num_levels = self.num_levels,
            kernel_size = self.kernel_size,
            dropout = self.dropout,
            groups = self.groups,
            hidden_size = self.hidden_size,
            INN =  modified)if num_stacks ==2:# we only implement two stacks at most.
            self.blocks2 = EncoderTree(
                in_planes=self.input_dim,
            num_levels = self.num_levels,
            kernel_size = self.kernel_size,
            dropout = self.dropout,
            groups = self.groups,
            hidden_size = self.hidden_size,
            INN =  modified)

        self.stacks = num_stacks

        for m in self.modules():# 如果m为2维卷积层ifisinstance(m, nn.Conv2d):# 初始化权重
                n = m.kernel_size[0]* m.kernel_size[1]* m.out_channels
                m.weight.data.normal_(0, math.sqrt(2./ n))elifisinstance(m, nn.BatchNorm2d):
                m.weight.data.fill_(1)
                m.bias.data.zero_()elifisinstance(m, nn.Linear):
                m.bias.data.zero_()
        self.projection1 = nn.Conv1d(self.input_len, self.output_len, kernel_size=1, stride=1, bias=False)
        self.div_projection = nn.ModuleList()
        self.overlap_len = self.input_len//4
        self.div_len = self.input_len//6# 若解码层大于1if self.num_decoder_layer >1:# pro1层变为线性层
            self.projection1 = nn.Linear(self.input_len, self.output_len)# 循环range(解码层-1)for layer_idx inrange(self.num_decoder_layer-1):# 创建子模块列表
                div_projection = nn.ModuleList()for i inrange(6):# 计算全连接层输出维度# 若input_len = 96 --> div_len = 16,overlap_len = 24# len = 24 --> 24 --> 24 --> 24 --> 24 --> 16
                    lens =min(i*self.div_len+self.overlap_len,self.input_len)- i*self.div_len
                    # (24,16) --> (24,16) --> (24,16) --> (24,16) --> (24,16) --> (16,16)
                    div_projection.append(nn.Linear(lens, self.div_len))
                self.div_projection.append(div_projection)if self.single_step_output_One:# only output the N_th timestep.if self.stacks ==2:if self.concat_len:
                    self.projection2 = nn.Conv1d(self.concat_len + self.output_len,1,
                                                kernel_size =1, bias =False)else:
                    self.projection2 = nn.Conv1d(self.input_len + self.output_len,1,
                                                kernel_size =1, bias =False)else:# output the N timesteps.if self.stacks ==2:if self.concat_len:
                    self.projection2 = nn.Conv1d(self.concat_len + self.output_len, self.output_len,
                                                kernel_size =1, bias =False)else:
                    self.projection2 = nn.Conv1d(self.input_len + self.output_len, self.output_len,
                                                kernel_size =1, bias =False)# For positional encoding
        self.pe_hidden_size = input_dim
        if self.pe_hidden_size %2==1:
            self.pe_hidden_size +=1
    
        num_timescales = self.pe_hidden_size //2
        max_timescale =10000.0
        min_timescale =1.0

        log_timescale_increment =(
                math.log(float(max_timescale)/float(min_timescale))/max(num_timescales -1,1))
        temp = torch.arange(num_timescales, dtype=torch.float32)
        inv_timescales = min_timescale * torch.exp(
            torch.arange(num_timescales, dtype=torch.float32)*-log_timescale_increment)
        self.register_buffer('inv_timescales', inv_timescales)### RIN Parameters ###if self.RIN:
            self.affine_weight = nn.Parameter(torch.ones(1,1, input_dim))
            self.affine_bias = nn.Parameter(torch.zeros(1,1, input_dim))defget_position_encoding(self, x):# 取数据第2个维度
        max_length = x.size()[1]# 位置编码
        position = torch.arange(max_length, dtype=torch.float32, device=x.device)# 在第2个维度前面再添加一个维度
        temp1 = position.unsqueeze(1)# 5 1
        temp2 = self.inv_timescales.unsqueeze(0)# 1 256# 矩阵乘法
        scaled_time = position.unsqueeze(1)* self.inv_timescales.unsqueeze(0)# 5 256# 拼接sin(特征)和cos(特征)
        signal = torch.cat([torch.sin(scaled_time), torch.cos(scaled_time)], dim=1)#[T, C]# pad操作
        signal = F.pad(signal,(0,0,0, self.pe_hidden_size %2))# 改变数组维度,并使其称为视图
        signal = signal.view(1, max_length, self.pe_hidden_size)return signal

    defforward(self, x):# 判断输出序列长度合理性assert self.input_len %(np.power(2, self.num_levels))==0# 如果需要位置编码if self.pe:
            pe = self.get_position_encoding(x)if pe.shape[2]> x.shape[2]:
                x += pe[:,:,:-1]else:
                x += self.get_position_encoding(x)# 若使用RIN激活if self.RIN:print('/// RIN ACTIVATED ///\r',end='')
            means = x.mean(1, keepdim=True).detach()#mean
            x = x - means
            #var
            stdev = torch.sqrt(torch.var(x, dim=1, keepdim=True, unbiased=False)+1e-5)
            x /= stdev
            # affine# print(x.shape,self.affine_weight.shape,self.affine_bias.shape)
            x = x * self.affine_weight + self.affine_bias

        # 第一层stack
        res1 = x
        # 进入编码器
        x = self.blocks1(x)# 相加操作
        x += res1
        # 如果解码层为1if self.num_decoder_layer ==1:# 经过1维卷积层Conv1d(input_len, output_len, kernel_size = 1),得到结果
            x = self.projection1(x)else:# 交换维度(B,L,D) --> (B,D,L)
            x = x.permute(0,2,1)for div_projection in self.div_projection:# 创建与x相同的全0矩阵
                output = torch.zeros(x.shape,dtype=x.dtype).cuda()# 取出下标和对应层for i, div_layer inenumerate(div_projection):# 赋值对应维度
                    div_x = x[:,:,i*self.div_len:min(i*self.div_len+self.overlap_len,self.input_len)]
                    output[:,:,i*self.div_len:(i+1)*self.div_len]= div_layer(div_x)
                x = output
            # 经过1维卷积层Conv1d(input_len, output_len, kernel_size = 1),得到结果
            x = self.projection1(x)# 交换维度(B,L,D) --> (B,D,L)
            x = x.permute(0,2,1)# 如果stacks为1if self.stacks ==1:# 反转RIN激活if self.RIN:# x - 偏置
                x = x - self.affine_bias
                # x / 权值
                x = x /(self.affine_weight +1e-10)# x * 标准差
                x = x * stdev
                # x + 平均值
                x = x + means
            return x

        # 若stacks为2elif self.stacks ==2:# 赋值中间层输出
            MidOutPut = x
            # 若concat_len不为0if self.concat_len:# 将res1(部分)和x在沿1维度进行拼接
                x = torch.cat((res1[:,-self.concat_len:,:], x), dim=1)else:# 将res1(部分)和x在沿1维度进行拼接
                x = torch.cat((res1, x), dim=1)# 第2层stacks
            res2 = x

            # 进入编码层
            x = self.blocks2(x)# 加法操作
            x += res2
            # 进入1维卷积Conv1d(output_len, output_len, kernel_size = 1)
            x = self.projection2(x)# 反转RIN激活if self.RIN:
                MidOutPut = MidOutPut - self.affine_bias
                MidOutPut = MidOutPut /(self.affine_weight +1e-10)
                MidOutPut = MidOutPut * stdev
                MidOutPut = MidOutPut + means

            # 反转RIN激活if self.RIN:
                x = x - self.affine_bias
                x = x /(self.affine_weight +1e-10)
                x = x * stdev
                x = x + means

            # 输出结果以及中间层特征输出return x, MidOutPut

defget_variable(x):
    x = Variable(x)return x.cuda()if torch.cuda.is_available()else x

• 有一点奇怪的是，在论文中stack可以达到3，但是在该代码中只要stack大于2就会报错，但其实当你读完模型架构以后，你完全可以将这个约束解除，因为我们不需要做实验，所以3层中间的2层不需要输出特征，只要最后一层结果就行。

模型训练（exp_ETTh）

• 这里我主要注释一下train函数，valid和test函数都差不多，只是有些操作不需要删减了而已。

deftrain(self, setting):# 取得训练、验证、测试数据及数据加载器
        train_data, train_loader = self._get_data(flag ='train')
        valid_data, valid_loader = self._get_data(flag ='val')
        test_data, test_loader = self._get_data(flag ='test')
        path = os.path.join(self.args.checkpoints, setting)# 创建模型保存路径ifnot os.path.exists(path):
            os.makedirs(path)# 绘制模型训练信息曲线
        writer = SummaryWriter('event/run_ETTh/{}'.format(self.args.model_name))# 获取当前时间
        time_now = time.time()# 取训练步数
        train_steps =len(train_loader)# 设置早停参数
        early_stopping = EarlyStopping(patience=self.args.patience, verbose=True)# 选择优化器
        model_optim = self._select_optimizer()# 选择损失函数
        criterion =  self._select_criterion(self.args.loss)# 如果多GPU并行if self.args.use_amp:
            scaler = torch.cuda.amp.GradScaler()# 如果断点续传训练if self.args.resume:
            self.model, lr, epoch_start = load_model(self.model, path, model_name=self.args.data, horizon=self.args.horizon)else:
            epoch_start =0for epoch inrange(epoch_start, self.args.train_epochs):
            iter_count =0
            train_loss =[]
            
            self.model.train()
            epoch_time = time.time()for i,(batch_x,batch_y,batch_x_mark,batch_y_mark)inenumerate(train_loader):
                iter_count +=1
                
                model_optim.zero_grad()# 得到预测值、反归一化预测值、中间层输出、反归一化中间层输出、真实值、反归一化真实值
                pred, pred_scale, mid, mid_scale, true, true_scale = self._process_one_batch_SCINet(
                    train_data, batch_x, batch_y)# stacks为1if self.args.stacks ==1:# loss损失为mae(真实值+预测值)
                    loss = criterion(pred, true)# stacks为2elif self.args.stacks ==2:# loss损失为mae(真实值,预测值) + mae(中间层输出,预测值)
                    loss = criterion(pred, true)+ criterion(mid, true)else:print('Error!')# 将loss信息记录到train_loss列表中
                train_loss.append(loss.item())# 100个训练步数输出一次训练、验证、测试损失信息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()# 如果有分布式计算if self.args.use_amp:print('use amp')    
                    scaler.scale(loss).backward()
                    scaler.step(model_optim)
                    scaler.update()else:# 反向传播
                    loss.backward()# 更新优化器
                    model_optim.step()# 打印关键信息print("Epoch: {} cost time: {}".format(epoch+1, time.time()-epoch_time))
            train_loss = np.average(train_loss)print('--------start to validate-----------')
            valid_loss = self.valid(valid_data, valid_loader, criterion)print('--------start to test-----------')
            test_loss = self.valid(test_data, test_loader, criterion)print("Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} valid Loss: {3:.7f} Test Loss: {4:.7f}".format(
                epoch +1, train_steps, train_loss, valid_loss, test_loss))# 记录训练、测试、验证集损失下降情况
            writer.add_scalar('train_loss', train_loss, global_step=epoch)
            writer.add_scalar('valid_loss', valid_loss, global_step=epoch)
            writer.add_scalar('test_loss', test_loss, global_step=epoch)# 测算早停策略
            early_stopping(valid_loss, self.model, path)# 若达到早停标准if early_stopping.early_stop:print("Early stopping")break# 更新学习率
            lr = adjust_learning_rate(model_optim, epoch+1, self.args)# 保存模型
        save_model(epoch, lr, self.model, path, model_name=self.args.data, horizon=self.args.pred_len)# 保存表现最好模型
        best_model_path = path+'/'+'checkpoint.pth'# 加载表现最好模型
        self.model.load_state_dict(torch.load(best_model_path))# 返回模型return self.model

结果展示

• 我用kaggle上的GPU(P100)跑的，时间很短，跑这个ETTh这个数据集需要40分钟左右

>>>>>>>start training : SCINet_ETTh1_ftM_sl96_ll48_pl48_lr0.0001_bs32_hid1_s1_l3_dp0.5_invFalse_itr0>>>>>>>>>>>>>>>>>>>>>>>>>>
train 8497
val 2833
test 2833

    iters:100, epoch:41| loss:0.3506456
    speed:0.2028s/iter; left time:3204.9921s
    iters:200, epoch:41| loss:0.3641948
    speed:0.0906s/iter; left time:1422.0832s
Epoch:41 cost time:24.570287466049194--------start to validate-----------
normed mse:0.5108, mae:0.4747, rmse:0.7147, mape:5.9908, mspe:25702.7811, corr:0.7920
denormed mse:7.2514, mae:1.5723, rmse:2.6928, mape:inf, mspe:inf, corr:0.7920--------start to test-----------
normed mse:0.3664, mae:0.4001, rmse:0.6053, mape:7.6782, mspe:30989.9618, corr:0.7178
denormed mse:8.2571, mae:1.5634, rmse:2.8735, mape:inf, mspe:inf, corr:0.7178
Epoch:41, Steps:265| Train Loss:0.3702444 valid Loss:0.4746509 Test Loss:0.4000920
    iters:100, epoch:42| loss:0.3643743
    speed:0.2015s/iter; left time:3130.5999s
    iters:200, epoch:42| loss:0.3464577
    speed:0.1015s/iter; left time:1566.1000s
Epoch:42 cost time:25.76799440383911--------start to validate-----------
normed mse:0.5101, mae:0.4743, rmse:0.7142, mape:5.9707, mspe:25459.9669, corr:0.7923
denormed mse:7.2425, mae:1.5713, rmse:2.6912, mape:inf, mspe:inf, corr:0.7923--------start to test-----------
normed mse:0.3670, mae:0.4010, rmse:0.6058, mape:7.6564, mspe:30790.0708, corr:0.7179
denormed mse:8.2969, mae:1.5701, rmse:2.8804, mape:inf, mspe:inf, corr:0.7179
Epoch:42, Steps:265| Train Loss:0.3700826 valid Loss:0.4743312 Test Loss:0.4009686
    iters:100, epoch:43| loss:0.3849421
    speed:0.2019s/iter; left time:3083.0659s
    iters:200, epoch:43| loss:0.3757646
    speed:0.0981s/iter; left time:1487.8231s
Epoch:43 cost time:25.635279893875122--------start to validate-----------
normed mse:0.5105, mae:0.4744, rmse:0.7145, mape:5.9568, mspe:25381.2960, corr:0.7922
denormed mse:7.2566, mae:1.5721, rmse:2.6938, mape:inf, mspe:inf, corr:0.7922--------start to test-----------
normed mse:0.3674, mae:0.4014, rmse:0.6061, mape:7.6480, mspe:30700.9283, corr:0.7180
denormed mse:8.3153, mae:1.5732, rmse:2.8836, mape:inf, mspe:inf, corr:0.7180
Epoch:43, Steps:265| Train Loss:0.3698175 valid Loss:0.4744163 Test Loss:0.4013726
Early stopping
>>>>>>>testing : SCINet_ETTh1_ftM_sl96_ll48_pl48_lr0.0001_bs32_hid1_s1_l3_dp0.5_invFalse_itr0<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
test 2833
normed mse:0.3660, mae:0.3998, rmse:0.6050, mape:7.7062, mspe:31254.7139, corr:0.7174
TTTT denormed mse:8.2374, mae:1.5608, rmse:2.8701, mape:inf, mspe:inf, corr:0.7174
Final mean normed mse:0.3660,mae:0.3998,denormed mse:8.2374,mae:1.5608

• 跑完以后项目文件中会生成两个文件夹，exp文件夹中存放模型文件，后缀名为.pht；event文件夹中有tensorboard记录的loss文件，这里展示一下

后记

• 如果大家有自定义项目（跑自己数据）的需求，可以在文章下留言，后期有时间我会专门写一篇SCINet模型如何自定义项目，以及哪些参数需要着重调整，该怎么调等等。