Source code for AIModels.ClimFormer
'''
ClimFormer class, a subclass of InformerForPrediction
=====================================================
This class is a subclass of Informer
It contains classes for time series dataset, future time series dataset, and two subclasses of
InformerForPrediction and TimeSeriesTransformerForPrediction
'''
import numpy as np
import xarray as xr
import pandas as pd
from typing import Optional, List, Union, Tuple
import scipy.linalg as sc
import matplotlib.pyplot as plt
# import datetime
import time as tm
import torch
import torch.nn as nn
import torch.optim as optim
from torch.utils.data import Dataset, DataLoader
import torch.nn.functional as F
import transformers as tr
from sklearn.preprocessing import StandardScaler, MinMaxScaler
import zapata.computation as zcom
import zapata.data as zd
import zapata.lib as zlib
import zapata.mapping as zmap
import zapata.koopman as zkop
[docs]
class TimeSeriesDataset(Dataset):
'''
Class for time series dataset.
Includes time feature for transformers
PARAMETERS
==========
datasrc: numpy array
Source data
datatgt: numpy array
Target data
TIN: int
Input time steps
MIN: int
Input variables size
T: int
Predictions time steps
K: int
Output variables size
time_features: numpy array (optional)
If not None contain Time Features
ATTRIBUTES
==========
datasrc: numpy array
Source data
datatgt: numpy array
Target data
time_features: numpy array
Time features
TIN: int
Input time steps
MIN: int
Input variables
T: int
Output time steps
K: int
Output variables
'''
def __init__(self, datasrc, datatgt, TIN, MIN, T, K, time_features=None):
self.datasrc = datasrc
self.datatgt = datatgt
self.TIN = TIN
self.MIN = MIN
self.T = T
self.K = K
self.time_features = time_features
def __len__(self):
return len(self.datasrc) - self.TIN - self.T + 1
def __getitem__(self, idx):
input_seq = self.datasrc[idx:idx+self.TIN, :self.MIN]
target_seq = self.datatgt[idx+self.TIN:idx+self.TIN+self.T, :self.K]
pasft = self.time_features[idx:idx+self.TIN,:]
futft = self.time_features[idx+self.TIN:idx+self.TIN+self.T,:]
return input_seq, target_seq, pasft, futft
[docs]
class TimeSeriesFuture(Dataset):
'''
Class for time series dataset.
Includes future time feature for prediction with informer
PARAMETERS
==========
datasrc: numpy array
Source data
datatgt: numpy array
Target data
TIN: int
Input time steps
MIN: int
Input variables size
T: int
Predictions time steps
K: int
Output variables size
time_features: numpy array (optional)
If not None contain Time Features
shift:
Overlap between source and target, for trasnformers
overlap = 0 for LSTM overlap should be TIN-T
ATTRIBUTES
==========
datasrc: numpy array
Source data
datatgt: numpy array
Target data
time_features: numpy array
Time features
TIN: int
Input time steps
MIN: int
Input variables
T: int
Output time steps
K: int
Output variables
'''
def __init__(self, datasrc, datatgt, TIN, MIN, T, K, Tpredict, time_features=None):
self.datasrc = datasrc
self.datatgt = datatgt
self.TIN = TIN
self.MIN = MIN
self.T = T
self.Tpredict = Tpredict
self.K = K
self.time_features = time_features
def __len__(self):
return len(self.datasrc) - self.TIN - self.Tpredict + 1
def __getitem__(self, idx):
input_seq = self.datasrc[idx:idx+self.TIN, :self.MIN]
target_seq = self.datatgt[idx+self.TIN:idx+self.TIN+self.T, :self.K]
pasft = self.time_features[idx:idx+self.TIN,:]
futft = self.time_features[idx+self.TIN:idx+self.TIN+self.Tpredict,:]
return input_seq, target_seq, pasft, futft