使用Transfomer对时间序列进行预测（基于PyTorch代码）

代码来源

https://github.com/nok-halfspace/Transformer-Time-Series-Forecasting

文章信息：https://medium.com/mlearning-ai/transformer-implementation-for-time-series-forecasting-a9db2db5c820

数据结构

该项目中的数据结构如下图所示：有不同的sensor_id, 然后这些sensor在不同的时间段有不同的humidity. 

数据导入和初步处理

首先是对数据进行初步处理，以下为DataLoader的代码：

class SensorDataset(Dataset):
    """Face Landmarks dataset."""

    def __init__(self, csv_name, root_dir, training_length, forecast_window):
        """
        Args:
            csv_file (string): Path to the csv file.
            root_dir (string): Directory
        """
        
        # load raw data file
        csv_file = os.path.join(root_dir, csv_name)
        self.df = pd.read_csv(csv_file)
        self.root_dir = root_dir
        self.transform = MinMaxScaler() #对数据进行归一化处理
        self.T = training_length
        self.S = forecast_window

    def __len__(self):
        # return number of sensors
        return len(self.df.groupby(by=["reindexed_id"]))

    # Will pull an index between 0 and __len__. 
    def __getitem__(self, idx):
        
        # Sensors are indexed from 1
        idx = idx+1

        # np.random.seed(0)

        start = np.random.randint(0, len(self.df[self.df["reindexed_id"]==idx]) - self.T - self.S) 
        sensor_number = str(self.df[self.df["reindexed_id"]==idx][["sensor_id"]][start:start+1].values.item())
        index_in = torch.tensor([i for i in range(start, start+self.T)])
        index_tar = torch.tensor([i for i in range(start + self.T, start + self.T + self.S)])
        _input = torch.tensor(self.df[self.df["reindexed_id"]==idx][["humidity", "sin_hour", "cos_hour", "si