import torch import torch.nn as nn # 定义Transformer编码器 class TransformerEncoder(nn.Module): def __init__(self, embed_dim, dense_dim, num_heads, dropout_rate): super().__init__() self.attention = nn.MultiheadAttention(embed_dim, num_heads, dropout=dropout_rate, batch_first=True) self.dense1 = nn.Linear(embed_dim, dense_dim) self.dense2 = nn.Linear(dense_dim, embed_dim) self.layernorm1 = nn.LayerNorm(embed_dim) self.layernorm2 = nn.LayerNorm(embed_dim) self.dropout1 = nn.Dropout(dropout_rate) self.dropout2 = nn.Dropout(dropout_rate) self.activation = nn.ReLU() def forward(self, inputs): attn_output, _ = self.attention(inputs, inputs, inputs) attn_output = self.dropout1(attn_output) out1 = self.layernorm1(inputs + attn_output) dense_output = self.dense1(out1) dense_output = self.activation(dense_output) dense_output = self.dense2(dense_output) dense_output = self.dropout2(dense_output) return self.layernorm2(out1 + dense_output) # 定义Transformer解码器 class TransformerDecoder(nn.Module): def __init__(self, embed_dim, dense_dim, num_heads, dropout_rate): super().__init__() self.attention1 = nn.MultiheadAttention(embed_dim, num_heads, dropout=dropout_rate, batch_first=True) self.attention2 = nn.MultiheadAttention(embed_dim, num_heads, dropout=dropout_rate, batch_first=True) self.dense1 = nn.Linear(embed_dim, dense_dim) self.dense2 = nn.Linear(dense_dim, embed_dim) self.layernorm1 = nn.LayerNorm(embed_dim) self.layernorm2 = nn.LayerNorm(embed_dim) self.layernorm3 = nn.LayerNorm(embed_dim) self.dropout1 = nn.Dropout(dropout_rate) self.dropout2 = nn.Dropout(dropout_rate) self.dropout3 = nn.Dropout(dropout_rate) self.activation = nn.ReLU() def forward(self, inputs, encoder_outputs): attn_output1, _ = self.attention1(inputs, inputs, inputs) attn_output1 = self.dropout1(attn_output1) out1 = self.layernorm1(inputs + attn_output1) attn_output2, _ = self.attention2(out1, encoder_outputs, encoder_outputs) attn_output2 = self.dropout2(attn_output2) out2 = self.layernorm2(out1 + attn_output2) dense_output = self.dense1(out2) dense_output = self.activation(dense_output) dense_output = self.dense2(dense_output) dense_output = self.dropout3(dense_output) return self.layernorm3(out2 + dense_output) # 定义完整的Transformer模型 class TimeSeriesTransformer(nn.Module): # 定义模型参数 input_size = 64 hidden_size = 128 num_layers = 1 def __init__(self, num_features, d_model=32, nhead=4, num_encoder_layers=3, dim_feedforward=32, dropout=0.1, output_sequence_length=1, seq_length=14, batch_size=32): super().__init__() # 映射参数 embed_dim = d_model dense_dim = dim_feedforward num_heads = nhead dropout_rate = dropout num_blocks = num_encoder_layers self.input_embedding = nn.Linear(num_features, embed_dim) self.positional_encoding = nn.Parameter(torch.randn(1, 1000, embed_dim) * 0.1) # 足够长的位置编码 self.encoders = nn.ModuleList([TransformerEncoder(embed_dim, dense_dim, num_heads, dropout_rate) for _ in range(num_blocks)]) self.decoders = nn.ModuleList([TransformerDecoder(embed_dim, dense_dim, num_heads, dropout_rate) for _ in range(num_blocks)]) self.output_layer = nn.Linear(embed_dim, 1) # 输出单一销售量预测 self.dropout = nn.Dropout(dropout_rate) self.output_sequence_length = output_sequence_length self.seq_length = seq_length self.batch_size = batch_size def forward(self, inputs): # inputs shape: [batch_size, sequence_length, num_features] x = self.input_embedding(inputs) x = x + self.positional_encoding[:, :x.size(1), :] x = self.dropout(x) # 编码器部分 encoder_outputs = x for encoder in self.encoders: encoder_outputs = encoder(encoder_outputs) # 解码器部分 - 使用最后一个时间步作为decoder输入的起点 decoder_inputs = encoder_outputs[:, -1:, :].expand(-1, self.output_sequence_length, -1) decoder_outputs = decoder_inputs for decoder in self.decoders: decoder_outputs = decoder(decoder_outputs, encoder_outputs) # 移除最后一个维度,使输出为 (B, H) return self.output_layer(decoder_outputs).squeeze(-1)