Agent Conversation: anthropic/claude-opus-4.6

Model: anthropic/claude-opus-4.6
Total steps: 6
Messages: 13
UserStep 0

Task: ts-exogenous-forecast

Exogenous Variable Forecasting: Custom Model Design

Objective

Design and implement a custom deep learning model for time series forecasting with exogenous (external) variables. Uses features=MS: all variables as input, predict only the target (last dimension). Your code goes in the Model class in models/Custom.py. Three reference implementations (DLinear, PatchTST, iTransformer) are provided as read-only.

Evaluation

Trained and evaluated on three datasets with MS features:

  • ETTh1 (7 → 1, hourly electricity data)
  • Weather (21 → 1, weather observations)
  • ECL (321 → 1, electricity consumption)

All use seq_len=96, pred_len=96. Metrics: MSE and MAE on the target variable (lower is better). The framework automatically extracts outputs[:, :, -1:].

Time-Series-Library/models/Custom.py [EDITABLE — entire file only]

     1: import torch
     2: import torch.nn as nn
     3: 
     4: 
     5: class Model(nn.Module):
     6:     """
     7:     Custom model for exogenous variable forecasting (features=MS).
     8: 
     9:     Forward signature: forward(x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None)
    10:     - x_enc: [batch, seq_len, enc_in] — all input variables
    11:     - x_mark_enc: [batch, seq_len, time_features] — time feature encoding
    12:     - x_dec: [batch, label_len+pred_len, dec_in] — decoder input
    13:     - x_mark_dec: [batch, label_len+pred_len, time_features] — decoder time features
    14: 
    15:     Must return: [batch, pred_len, c_out] for forecasting
    16:     Note: c_out = enc_in. The framework extracts the target (last dim) for MS mode.
    17:     """
    18: 
    19:     def __init__(self, configs):
    20:         super(Model, self).__init__()
    21:         self.task_name = configs.task_name
    22:         self.seq_len = configs.seq_len
    23:         self.pred_len = configs.pred_len
    24:         self.enc_in = configs.enc_in
    25:         self.c_out = configs.c_out
    26:         # TODO: Define your model architecture here
    27: 
    28:     def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):
    29:         """
    30:         Forecasting with exogenous variables.
    31:         Input: x_enc [batch, seq_len, enc_in] — all variables
    32:         Output: [batch, pred_len, c_out] — predict all variables
    33:         """
    34:         # TODO: Implement your forecasting logic
    35:         batch_size = x_enc.shape[0]
    36:         return torch.zeros(batch_size, self.pred_len, self.c_out).to(x_enc.device)
    37: 
    38:     def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):
    39:         if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast':
    40:             dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)
    41:             return dec_out[:, -self.pred_len:, :]
    42:         return None

Time-Series-Library/models/DLinear.py [REA

AssistantStep 1edit
Tool Input
1{
2  "op": "replace",
3  "filename": "Time-Series-Library/models/Custom.py",
4  "start_line": 1,
5  "end_line": 42,
6  "content": "import torch\nimport torch.nn as nn\nimport torch.nn.functional as F\nfrom layers.Autoformer_EncDec import series_decomp\n\n\nclass Model(nn.Module):\n    \"\"\"\n    Multi-Scale Decomposition with Cross-Variable Attention (MSDecompXV).\n\n    Novel algorithmic contributions:\n    1. Multi-scale series decomposition at different temporal resolutions\n       (kernel sizes 13, 25, 49) to capture patterns at different scales,\n       with learnable scale combination weights.\n    2. Lightweight cross-variable attention that learns inter-variable\n       dependencies to enhance predictions using exogenous information.\n       Uses input sequences as queries/keys and predicted values as values.\n    3. Adaptive gating to control the balance between univariate temporal\n       patterns and cross-variable information flow, initialized\n       conservatively to preserve the strong DLinear-like baseline.\n    \"\"\"\n\n    def __init__(self, configs):\n        super(Model, self).__init__()\n        self.task_name = configs.task_name\n        self.seq_len = configs.seq_len\n        self.pred_len = configs.pred_len\n        self.enc_in = configs.enc_in\n        self.c_out = configs.c_out\n\n        # --- Hyperparameters ---\n        kernel_sizes = [13, 25, 49]\n        self.n_scales = len(kernel_sizes)\n        d_attn = 32\n        self.d_attn = d_attn\n\n        # --- Multi-scale decomposition ---\n        self.decomp_list = nn.ModuleList([\n            series_decomp(k) for k in kernel_sizes\n        ])\n\n        # --- Per-scale temporal projections (shared across variables) ---\n        self.seasonal_linears = nn.ModuleList()\n        self.trend_linears = nn.ModuleList()\n        for _ in range(self.n_scales):\n            s_lin = nn.Linear(self.seq_len, self.pred_len)\n            t_lin = nn.Linear(self.seq_len, self.pred_len)\n            # Initialize with uniform averaging weights (like DLinear)\n            s_lin.weight = nn.Parameter(\n                (1.0 / self.seq_len) * torch.ones(self.pred_len, self.seq_len))\n            t_lin.weight = nn.Parameter(\n                (1.0 / self.seq_len) * torch.ones(self.pred_len, self.seq_len))\n            self.seasonal_linears.append(s_lin)\n            self.trend_linears.append(t_lin)\n\n        # --- Cross-variable attention ---\n        # Maps each variable's temporal sequence to a compact representation\n        # for computing inter-variable attention weights\n        self.cv_query = nn.Linear(self.seq_len, d_attn)\n        self.cv_key = nn.Linear(self.seq_len, d_attn)\n        # Value projection transforms predictions before cross-variable mixing\n        self.cv_value = nn.Linear(self.pred_len, self.pred_len)\n\n        # --- Adaptive gating ---\n        # Initialized at -1.0 so sigmoid(-1)~0.27, conservatively keeping\n        # mostly the base prediction and gradually learning cross-variable usage\n        self.gate = nn.Parameter(torch.tensor(-1.0))\n\n        # --- Learnable scale combination weights ---\n        self.scale_weights = nn.Parameter(torch.ones(self.n_scales))\n\n        # --- Dropout for attention regularization ---\n        self.dropout = nn.Dropout(0.05)\n\n    def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):\n        B, L, C = x_enc.shape\n\n        # === RevIN Normalization ===\n        means = x_enc.mean(1, keepdim=True).detach()\n        x_enc = x_enc - means\n        stdev = torch.sqrt(\n            torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)\n        x_enc /= stdev\n\n        # === Multi-scale Decomposition + Temporal Projection ===\n        scale_preds = []\n        for i in range(self.n_scales):\n            seasonal, trend = self.decomp_list[i](x_enc)  # [B, L, C]\n            # Per-variable temporal projection: [B, C, L] -> [B, C, P]\n            s_out = self.seasonal_linears[i](seasonal.permute(0, 2, 1))\n            t_out = self.trend_linears[i](trend.permute(0, 2, 1))\n            scale_preds.append(s_out + t_out)  # [B, C, P]\n\n        # Adaptive scale combination with softmax weights\n        w = F.softmax(self.scale_weights, dim=0)\n        base_pred = sum(w[i] * scale_preds[i] for i in range(self.n_scales))\n\n        # === Cross-Variable Attention ===\n        # Each variable's history acts as a token\n        x_t = x_enc.permute(0, 2, 1)  # [B, C, L]\n        q = self.cv_query(x_t)  # [B, C, d_attn]\n        k = self.cv_key(x_t)    # [B, C, d_attn]\n\n        # Scaled dot-product attention across variables\n        attn = torch.matmul(q, k.transpose(-1, -2)) / (self.d_attn ** 0.5)\n        attn = F.softmax(attn, dim=-1)  # [B, C, C]\n        attn = self.dropout(attn)\n\n        # Cross-variable mixing of predicted values\n        v = self.cv_value(base_pred)       # [B, C, P]\n        cv_out = torch.matmul(attn, v)     # [B, C, P]\n\n        # === Gated Combination ===\n        g = torch.sigmoid(self.gate)\n        pred = (1 - g) * base_pred + g * cv_out  # [B, C, P]\n\n        # [B, P, C]\n        dec_out = pred.permute(0, 2, 1)\n\n        # === RevIN De-normalization ===\n        dec_out = dec_out * stdev[:, 0, :].unsqueeze(1).repeat(\n            1, self.pred_len, 1)\n        dec_out = dec_out + means[:, 0, :].unsqueeze(1).repeat(\n            1, self.pred_len, 1)\n\n        return dec_out\n\n    def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):\n        if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast':\n            dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)\n            return dec_out[:, -self.pred_len:, :]\n        return None\n"
7}
Tool ResultStep 1
OK: Replaced lines 1..42 with 132 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.

[Current file: Time-Series-Library/models/Custom.py | editable: 1–132 | total: 132 lines]
     1  import torch
     2  import torch.nn as nn
     3  import torch.nn.functional as F
     4  from layers.Autoformer_EncDec import series_decomp
     5  
     6  
     7  class Model(nn.Module):
     8      """
     9      Multi-Scale Decomposition with Cross-Variable Attention (MSDecompXV).
    10  
    11      Novel algorithmic contributions:
    12      1. Multi-scale series decomposition at different temporal resolutions
    13         (kernel sizes 13, 25, 49) to capture patterns at different scales,
    14         with learnable scale combination weights.
    15      2. Lightweight cross-variable attention that learns inter-variable
    16         dependencies to enhance predictions using exogenous information.
    17         Uses input sequences as queries/keys and predicted
AssistantStep 2test
Tool ResultStep 2
[Test #1] (2 tests remaining; call submit(n=1) to submit this result)

### ETTh1 (scripts/etth1.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=4 train_loss=0.1660783 vali_loss=0.0995498 test_loss=0.0563721
TRAIN_METRICS epoch=5 train_loss=0.1655747 vali_loss=0.0992715 test_loss=0.0563107
TRAIN_METRICS epoch=6 train_loss=0.1650217 vali_loss=0.0997974 test_loss=0.0562933
TRAIN_METRICS epoch=7 train_loss=0.1652756 vali_loss=0.0996934 test_loss=0.0562788
TRAIN_METRICS epoch=8 train_loss=0.1644933 vali_loss=0.0992723 test_loss=0.0562687
Test results (ETTh1):
  MSE: 0.055932, MAE: 0.178971

### Weather (scripts/weather.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=1 train_loss=1.1668388 vali_loss=0.0031887 test_loss=0.0011906
TRAIN_METRICS epoch=2 train_loss=1.0019061 vali_loss=0.0033155 test_loss=0.0012661
TRAIN_METRICS epoch=3 train_loss=0.9655816 vali_loss=0.0033268 test_loss=0.0012687
TRAIN_METRICS epoch=4 train_loss=0.9554550 vali_loss=0.0033740 test_loss=0.0012758
Te
AssistantStep 3edit
Tool Input
1{
2  "op": "replace",
3  "filename": "Time-Series-Library/models/Custom.py",
4  "start_line": 1,
5  "end_line": 132,
6  "content": "import torch\nimport torch.nn as nn\nimport torch.nn.functional as F\nfrom layers.Autoformer_EncDec import series_decomp\n\n\nclass Model(nn.Module):\n    \"\"\"\n    Multi-Scale Decomposition with Target-Centric Exogenous Attention (MSD-TCA).\n\n    Novel algorithmic contributions:\n    1. Multi-scale trend-seasonal decomposition (kernel sizes 15, 25) with\n       learnable scale combination to capture temporal patterns at different\n       resolutions simultaneously.\n    2. Target-centric cross-variable attention: instead of full C×C attention\n       (which is noisy for high-dimensional data like ECL with 321 vars),\n       we compute only a [1×C] attention vector where the target variable\n       queries all exogenous variables' histories. This focuses the cross-\n       variable learning signal entirely on improving the target prediction.\n    3. Additive gating with conservative initialization: the exogenous\n       enhancement is interpolated with the base DLinear prediction using\n       a learned gate initialized near zero, ensuring the strong DLinear\n       baseline is preserved early in training while gradually incorporating\n       cross-variable information as beneficial.\n    \"\"\"\n\n    def __init__(self, configs):\n        super(Model, self).__init__()\n        self.task_name = configs.task_name\n        self.seq_len = configs.seq_len\n        self.pred_len = configs.pred_len\n        self.enc_in = configs.enc_in\n        self.c_out = configs.c_out\n\n        # === Multi-scale decomposition ===\n        self.decomp_short = series_decomp(15)\n        self.decomp_long = series_decomp(25)\n\n        # Per-scale temporal projections (shared across all variables)\n        self.s_short = nn.Linear(self.seq_len, self.pred_len)\n        self.t_short = nn.Linear(self.seq_len, self.pred_len)\n        self.s_long = nn.Linear(self.seq_len, self.pred_len)\n        self.t_long = nn.Linear(self.seq_len, self.pred_len)\n\n        # Uniform averaging initialization (like DLinear)\n        for lin in [self.s_short, self.t_short, self.s_long, self.t_long]:\n            lin.weight = nn.Parameter(\n                (1.0 / self.seq_len) * torch.ones(self.pred_len, self.seq_len))\n\n        # Learnable scale combination weight\n        self.scale_alpha = nn.Parameter(torch.tensor(0.0))  # sigmoid→0.5\n\n        # === Target-centric cross-variable attention ===\n        d_attn = 64\n        self.d_attn = d_attn\n        # Project each variable's temporal history to attention space\n        self.q_proj = nn.Linear(self.seq_len, d_attn)\n        self.k_proj = nn.Linear(self.seq_len, d_attn)\n        # Transform predictions before cross-variable aggregation\n        self.v_proj = nn.Linear(self.pred_len, self.pred_len)\n\n        # === Gating: sigmoid(-2.0)≈0.12 → conservative exogenous usage ===\n        self.exo_gate = nn.Parameter(torch.tensor(-2.0))\n\n    def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):\n        B, L, C = x_enc.shape\n\n        # === RevIN Normalization ===\n        means = x_enc.mean(1, keepdim=True).detach()\n        x_enc = x_enc - means\n        stdev = torch.sqrt(\n            torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)\n        x_enc /= stdev\n\n        # === Multi-scale Decomposition + Temporal Projection ===\n        # Scale 1: Short-term (kernel=15)\n        sea_s, tr_s = self.decomp_short(x_enc)\n        out_s = (self.s_short(sea_s.permute(0, 2, 1))\n                 + self.t_short(tr_s.permute(0, 2, 1)))\n\n        # Scale 2: Long-term (kernel=25)\n        sea_l, tr_l = self.decomp_long(x_enc)\n        out_l = (self.s_long(sea_l.permute(0, 2, 1))\n                 + self.t_long(tr_l.permute(0, 2, 1)))\n\n        # Adaptive scale combination\n        a = torch.sigmoid(self.scale_alpha)\n        base = a * out_s + (1 - a) * out_l  # [B, C, P]\n\n        # === Target-Centric Cross-Variable Attention ===\n        x_t = x_enc.permute(0, 2, 1)  # [B, C, L]\n\n        # Query: only the target variable's history\n        q = self.q_proj(x_t[:, -1:, :])  # [B, 1, d_attn]\n        # Keys: all variables' histories\n        k = self.k_proj(x_t)              # [B, C, d_attn]\n\n        # Attention weights: which exogenous variables help the target?\n        attn = torch.matmul(q, k.transpose(-1, -2))  # [B, 1, C]\n        attn = attn / (self.d_attn ** 0.5)\n        attn = F.softmax(attn, dim=-1)\n\n        # Values: transformed base predictions of all variables\n        v = self.v_proj(base)  # [B, C, P]\n        exo_pred = torch.matmul(attn, v)  # [B, 1, P]\n\n        # === Gated Exogenous Enhancement (target only) ===\n        g = torch.sigmoid(self.exo_gate)\n        # Interpolate: base target pred ←→ exogenous-weighted pred\n        target_enhanced = (1 - g) * base[:, -1:, :] + g * exo_pred\n\n        # Non-target variables keep their base predictions unchanged\n        pred = torch.cat([base[:, :-1, :], target_enhanced], dim=1)\n\n        dec_out = pred.permute(0, 2, 1)  # [B, P, C]\n\n        # === RevIN De-normalization ===\n        dec_out = dec_out * stdev[:, 0, :].unsqueeze(1).repeat(\n            1, self.pred_len, 1)\n        dec_out = dec_out + means[:, 0, :].unsqueeze(1).repeat(\n            1, self.pred_len, 1)\n\n        return dec_out\n\n    def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):\n        if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast':\n            dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)\n            return dec_out[:, -self.pred_len:, :]\n        return None\n"
7}
Tool ResultStep 3
OK: Replaced lines 1..132 with 129 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.

[Current file: Time-Series-Library/models/Custom.py | editable: 1–129 | total: 129 lines]
     1  import torch
     2  import torch.nn as nn
     3  import torch.nn.functional as F
     4  from layers.Autoformer_EncDec import series_decomp
     5  
     6  
     7  class Model(nn.Module):
     8      """
     9      Multi-Scale Decomposition with Target-Centric Exogenous Attention (MSD-TCA).
    10  
    11      Novel algorithmic contributions:
    12      1. Multi-scale trend-seasonal decomposition (kernel sizes 15, 25) with
    13         learnable scale combination to capture temporal patterns at different
    14         resolutions simultaneously.
    15      2. Target-centric cross-variable attention: instead of full C×C attention
    16         (which is noisy for high-dimensional data like ECL with 321 vars),
    17         we compute only a [1×C] attention vector wh
AssistantStep 4test
Tool ResultStep 4
[Test #2] (1 test remaining; call submit(n=2) to submit this result)

### ETTh1 (scripts/etth1.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=4 train_loss=0.1674464 vali_loss=0.1009871 test_loss=0.0566176
TRAIN_METRICS epoch=5 train_loss=0.1672347 vali_loss=0.1000796 test_loss=0.0565880
TRAIN_METRICS epoch=6 train_loss=0.1660986 vali_loss=0.1000849 test_loss=0.0565529
TRAIN_METRICS epoch=7 train_loss=0.1666832 vali_loss=0.1003282 test_loss=0.0565384
TRAIN_METRICS epoch=8 train_loss=0.1657132 vali_loss=0.1007071 test_loss=0.0565411
Test results (ETTh1):
  MSE: 0.056262, MAE: 0.179550

### Weather (scripts/weather.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=1 train_loss=1.1697956 vali_loss=0.0030737 test_loss=0.0011877
TRAIN_METRICS epoch=2 train_loss=1.0340757 vali_loss=0.0033708 test_loss=0.0012290
TRAIN_METRICS epoch=3 train_loss=0.9766033 vali_loss=0.0032902 test_loss=0.0012494
TRAIN_METRICS epoch=4 train_loss=0.9656049 vali_loss=0.0033314 test_loss=0.0012495
Tes
AssistantStep 5edit
Tool Input
1{
2  "op": "replace",
3  "filename": "Time-Series-Library/models/Custom.py",
4  "start_line": 1,
5  "end_line": 129,
6  "content": "import torch\nimport torch.nn as nn\nimport torch.nn.functional as F\nfrom layers.Autoformer_EncDec import series_decomp\n\n\nclass Model(nn.Module):\n    \"\"\"\n    Multi-Scale Decomposition with Target-Centric Exogenous Attention (MSD-TCA).\n\n    Novel algorithmic contributions:\n    1. Multi-scale trend-seasonal decomposition (kernels 15, 25) with\n       learnable combination weights. The base prediction path preserves\n       DLinear's proven design WITHOUT instance normalization, avoiding\n       the RevIN-decomposition redundancy that degrades performance on\n       high-dimensional datasets (decomposition already handles stationarity).\n    2. Target-centric cross-variable attention: a lightweight [1×C]\n       attention mechanism where only the target variable queries all\n       exogenous variables' histories (instead of full C×C attention).\n       Uses local normalization for scale-invariant key/query computation\n       and per-variable prediction normalization for scale-invariant\n       cross-variable value aggregation.\n    3. Conservative additive gating (sigmoid(-3)≈0.047) that preserves\n       the strong DLinear baseline while allowing gradual incorporation\n       of cross-variable exogenous information during training.\n    \"\"\"\n\n    def __init__(self, configs):\n        super(Model, self).__init__()\n        self.task_name = configs.task_name\n        self.seq_len = configs.seq_len\n        self.pred_len = configs.pred_len\n        self.enc_in = configs.enc_in\n        self.c_out = configs.c_out\n\n        # === Multi-scale DLinear backbone (NO RevIN — matches DLinear) ===\n        self.decomp_short = series_decomp(15)\n        self.decomp_long = series_decomp(25)\n\n        self.s_short = nn.Linear(self.seq_len, self.pred_len)\n        self.t_short = nn.Linear(self.seq_len, self.pred_len)\n        self.s_long = nn.Linear(self.seq_len, self.pred_len)\n        self.t_long = nn.Linear(self.seq_len, self.pred_len)\n\n        # Uniform averaging initialization (like DLinear)\n        for lin in [self.s_short, self.t_short, self.s_long, self.t_long]:\n            lin.weight = nn.Parameter(\n                (1.0 / self.seq_len) * torch.ones(self.pred_len, self.seq_len))\n\n        # Learnable scale combination\n        self.scale_alpha = nn.Parameter(torch.tensor(0.0))  # sigmoid→0.5\n\n        # === Target-centric cross-variable attention ===\n        d_attn = 32\n        self.d_attn = d_attn\n        self.q_proj = nn.Linear(self.seq_len, d_attn)\n        self.k_proj = nn.Linear(self.seq_len, d_attn)\n        self.v_proj = nn.Linear(self.pred_len, self.pred_len)\n\n        # Conservative gate: sigmoid(-3)≈0.047\n        self.exo_gate = nn.Parameter(torch.tensor(-3.0))\n\n    def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):\n        B, L, C = x_enc.shape\n\n        # === Multi-scale DLinear base (NO RevIN) ===\n        # Scale 1: Short-term patterns (kernel=15)\n        sea_s, tr_s = self.decomp_short(x_enc)\n        out_s = (self.s_short(sea_s.permute(0, 2, 1))\n                 + self.t_short(tr_s.permute(0, 2, 1)))\n\n        # Scale 2: Long-term patterns (kernel=25)\n        sea_l, tr_l = self.decomp_long(x_enc)\n        out_l = (self.s_long(sea_l.permute(0, 2, 1))\n                 + self.t_long(tr_l.permute(0, 2, 1)))\n\n        # Adaptive scale combination\n        a = torch.sigmoid(self.scale_alpha)\n        base = a * out_s + (1 - a) * out_l  # [B, C, P]\n\n        # === Target-Centric Cross-Variable Attention ===\n        # Local normalization for scale-invariant attention keys/queries\n        means_enc = x_enc.mean(1, keepdim=True).detach()\n        stdev_enc = torch.sqrt(\n            torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)\n        x_norm = (x_enc - means_enc) / stdev_enc\n        x_t = x_norm.permute(0, 2, 1)  # [B, C, L]\n\n        # Query: target | Keys: all variables\n        q = self.q_proj(x_t[:, -1:, :])  # [B, 1, d]\n        k = self.k_proj(x_t)              # [B, C, d]\n        attn = F.softmax(\n            torch.matmul(q, k.transpose(-1, -2)) / (self.d_attn ** 0.5),\n            dim=-1)  # [B, 1, C]\n\n        # Per-variable prediction normalization for scale-invariant mixing\n        base_mean = base.mean(-1, keepdim=True)      # [B, C, 1]\n        base_std = base.std(-1, keepdim=True) + 1e-5  # [B, C, 1]\n        base_normed = (base - base_mean) / base_std\n\n        v = self.v_proj(base_normed)                   # [B, C, P]\n        exo_normed = torch.matmul(attn, v)             # [B, 1, P]\n\n        # De-normalize to target's prediction scale\n        target_mean = base_mean[:, -1:, :]  # [B, 1, 1]\n        target_std = base_std[:, -1:, :]    # [B, 1, 1]\n        exo = exo_normed * target_std + target_mean\n\n        # === Gated enhancement for target variable only ===\n        g = torch.sigmoid(self.exo_gate)\n        target_pred = (1 - g) * base[:, -1:, :] + g * exo\n\n        # Non-target variables keep their base DLinear predictions\n        pred = torch.cat([base[:, :-1, :], target_pred], dim=1)\n        return pred.permute(0, 2, 1)  # [B, P, C]\n\n    def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):\n        if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast':\n            dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)\n            return dec_out[:, -self.pred_len:, :]\n        return None\n"
7}
Tool ResultStep 5
OK: Replaced lines 1..129 with 121 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.

[Current file: Time-Series-Library/models/Custom.py | editable: 1–121 | total: 121 lines]
     1  import torch
     2  import torch.nn as nn
     3  import torch.nn.functional as F
     4  from layers.Autoformer_EncDec import series_decomp
     5  
     6  
     7  class Model(nn.Module):
     8      """
     9      Multi-Scale Decomposition with Target-Centric Exogenous Attention (MSD-TCA).
    10  
    11      Novel algorithmic contributions:
    12      1. Multi-scale trend-seasonal decomposition (kernels 15, 25) with
    13         learnable combination weights. The base prediction path preserves
    14         DLinear's proven design WITHOUT instance normalization, avoiding
    15         the RevIN-decomposition redundancy that degrades performance on
    16         high-dimensional datasets (decomposition already handles stationarity).
    17      2. Target-centric cr
AssistantStep 6test
Tool ResultStep 6
[Test #3] (0 tests remaining)

### ETTh1 (scripts/etth1.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=6 train_loss=0.1677205 vali_loss=0.1014741 test_loss=0.0655239
TRAIN_METRICS epoch=7 train_loss=0.1672991 vali_loss=0.1007223 test_loss=0.0652230
TRAIN_METRICS epoch=8 train_loss=0.1671759 vali_loss=0.0997125 test_loss=0.0652165
TRAIN_METRICS epoch=9 train_loss=0.1673063 vali_loss=0.1007400 test_loss=0.0651507
TRAIN_METRICS epoch=10 train_loss=0.1676558 vali_loss=0.1008330 test_loss=0.0651724
Test results (ETTh1):
  MSE: 0.064612, MAE: 0.187897

### Weather (scripts/weather.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=6 train_loss=0.9407580 vali_loss=0.0039250 test_loss=0.0057248
TRAIN_METRICS epoch=7 train_loss=0.9402900 vali_loss=0.0039219 test_loss=0.0057107
TRAIN_METRICS epoch=8 train_loss=0.9400491 vali_loss=0.0039194 test_loss=0.0057099
TRAIN_METRICS epoch=9 train_loss=0.9399350 vali_loss=0.0039193 test_loss=0.0057113
TRAIN_METRICS epoch=10 train_loss=0.93990