Agent Conversation: google/gemini-3.1-pro-preview

Model: google/gemini-3.1-pro-preview
Total steps: 7
Messages: 15
UserStep 0

Task: ts-long-term-forecast

Long-Term Time Series Forecasting: Custom Model Design

Objective

Design and implement a custom deep learning model for multivariate long-term time series forecasting. 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 multivariate datasets:

  • ETTh1 (7 variables, hourly electricity transformer temperature)
  • Weather (21 variables, weather observations)
  • ECL (321 variables, electricity consumption)

All use seq_len=96, pred_len=96. Metrics: MSE and MAE (lower is better).

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 long-term time series forecasting.
     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] — input time series
    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:     - mask: optional binary mask
    15: 
    16:     Must return: [batch, pred_len, c_out] for forecasting
    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: given input sequence, predict future values.
    31:         Input: x_enc [batch, seq_len, enc_in]
    32:         Output: [batch, pred_len, c_out]
    33:         """
    34:         # TODO: Implement your forecasting logic
    35:         # Placeholder: simple linear projection
    36:         batch_size = x_enc.shape[0]
    37:         return torch.zeros(batch_size, self.pred_len, self.c_out).to(x_enc.device)
    38: 
    39:     def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):
    40:         if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast':
    41:             dec_out = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)
    42:             return dec_out[:, -self.pred_len:, :]
    43:         return None

Time-Series-Library/models/DLinear.py [READ-ONLY — do not edit]

     1: import torch
     2: import torch.nn as nn
     3: import torch.nn.functional as F
     4: from layers.Autoformer_EncDec import serie
AssistantStep 1edit
Tool Input
1{
2  "start_line": 5,
3  "content": "import torch\nimport torch.nn as nn\nfrom layers.Autoformer_EncDec import series_decomp\n\nclass Model(nn.Module):\n    \"\"\"\n    Fourier-Channel-Mixer Reversible Linear Model (FCM-RLinear)\n    Combines independent time-domain linear forecasting with \n    low-frequency cross-channel mixing in the frequency domain.\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.channels = getattr(configs, 'enc_in', 7)\n        \n        # Decompose input series into trend and seasonal components\n        moving_avg = getattr(configs, 'moving_avg', 25)\n        self.decomp = series_decomp(moving_avg)\n        \n        # Time-domain forecasting layers (per-channel)\n        self.linear_seasonal = nn.Linear(self.seq_len, self.pred_len)\n        self.linear_trend = nn.Linear(self.seq_len, self.pred_len)\n        \n        # Hyperparameters for frequency mixing\n        # We only interact channels in the top-k lowest frequencies (dominantly periodic structures)\n        # This acts as a principled low-pass noise filter and regularization\n        self.k = getattr(configs, 'fcm_k', min(self.seq_len // 2 + 1, 12)) \n        \n        # Complex matrices for cross-variable modeling per frequency mode\n        # Initialized with small magnitude for robust residual learning from DLinear\n        self.freq_mix_seasonal = nn.Parameter(\n            torch.randn(self.k, self.channels, self.channels, dtype=torch.cfloat) * 0.01\n        )\n        self.freq_mix_trend = nn.Parameter(\n            torch.randn(self.k, self.channels, self.channels, dtype=torch.cfloat) * 0.01\n        )\n        \n    def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):\n        # x_enc: [B, L, C]\n\n        # Reversible Instance Normalization to address distribution shift\n        means = x_enc.mean(1, keepdim=True).detach()\n        x = x_enc - means\n        stdev = torch.sqrt(torch.var(x, dim=1, keepdim=True, unbiased=False) + 1e-5)\n        x = x / stdev\n        \n        # Temporal Decomposition\n        seasonal, trend = self.decomp(x)\n        \n        # --- Frequency-Domain Cross-Channel Mixing (Seasonal) ---\n        # 1. Transform to frequency domain\n        s_fft = torch.fft.rfft(seasonal, dim=1)\n        # 2. Extract top-k dominant low frequencies\n        s_fft_top = s_fft[:, :self.k, :] \n        # 3. Dense cross-channel mixing purely along frequency bands\n        s_mix = torch.einsum('bkc,kcd->bkd', s_fft_top, self.freq_mix_seasonal)\n        # 4. Residual addition\n        s_fft_new = s_fft.clone()\n        s_fft_new[:, :self.k, :] = s_fft_new[:, :self.k, :] + s_mix\n        # 5. Inverse transform to time domain\n        seasonal_mixed = torch.fft.irfft(s_fft_new, n=self.seq_len, dim=1)\n        \n        # --- Frequency-Domain Cross-Channel Mixing (Trend) ---\n        t_fft = torch.fft.rfft(trend, dim=1)\n        t_fft_top = t_fft[:, :self.k, :] \n        t_mix = torch.einsum('bkc,kcd->bkd', t_fft_top, self.freq_mix_trend)\n        t_fft_new = t_fft.clone()\n        t_fft_new[:, :self.k, :] = t_fft_new[:, :self.k, :] + t_mix\n        trend_mixed = torch.fft.irfft(t_fft_new, n=self.seq_len, dim=1)\n        \n        # --- Time-Domain Independent Forecasting ---\n        seasonal_out = self.linear_seasonal(seasonal_mixed.transpose(1, 2)).transpose(1, 2)\n        trend_out = self.linear_trend(trend_mixed.transpose(1, 2)).transpose(1, 2)\n        \n        dec_out = seasonal_out + trend_out\n        \n        # Re-apply De-Normalization\n        dec_out = dec_out * stdev[:, 0, :].unsqueeze(1) + means[:, 0, :].unsqueeze(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",
4  "op": "replace",
5  "filename": "Time-Series-Library/models/Custom.py",
6  "end_line": 43
7}
Tool ResultStep 1
OK: Replaced lines 5..43 with 88 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.

[Current file: Time-Series-Library/models/Custom.py | editable: 1–92 | total: 92 lines]
     1  import torch
     2  import torch.nn as nn
     3  
     4  
     5  import torch
     6  import torch.nn as nn
     7  from layers.Autoformer_EncDec import series_decomp
     8  
     9  class Model(nn.Module):
    10      """
    11      Fourier-Channel-Mixer Reversible Linear Model (FCM-RLinear)
    12      Combines independent time-domain linear forecasting with 
    13      low-frequency cross-channel mixing in the frequency domain.
    14      """
    15      def __init__(self, configs):
    16          super(Model, self).__init__()
    17          self.task_name = configs.task_name
    18          self.seq_len = configs.seq_len
    19          self.pred_len = configs.pred_len
    20          self.channels = getattr(configs, 'enc_in', 7)
    21          
    22          # Dec
AssistantStep 2edit
Tool Input
1{
2  "content": "import torch\nimport torch.nn as nn\nfrom layers.Autoformer_EncDec import series_decomp\n\nclass Model(nn.Module):",
3  "op": "replace",
4  "filename": "Time-Series-Library/models/Custom.py",
5  "start_line": 1,
6  "end_line": 9
7}
Tool ResultStep 2
OK: Replaced lines 1..9 with 5 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.

[Current file: Time-Series-Library/models/Custom.py | editable: 1–88 | total: 88 lines]
     1  import torch
     2  import torch.nn as nn
     3  from layers.Autoformer_EncDec import series_decomp
     4  
     5  class Model(nn.Module):
     6      """
     7      Fourier-Channel-Mixer Reversible Linear Model (FCM-RLinear)
     8      Combines independent time-domain linear forecasting with 
     9      low-frequency cross-channel mixing in the frequency domain.
    10      """
    11      def __init__(self, configs):
    12          super(Model, self).__init__()
    13          self.task_name = configs.task_name
    14          self.seq_len = configs.seq_len
    15          self.pred_len = configs.pred_len
    16          self.channels = getattr(configs, 'enc_in', 7)
    17          
    18          # Decompose input series into trend and seasonal components
    19          
AssistantStep 3test
Tool ResultStep 3
[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=0.3870038 vali_loss=0.7270812 test_loss=0.4273383
TRAIN_METRICS epoch=5 train_loss=0.3901993 vali_loss=0.7236631 test_loss=0.4253086
TRAIN_METRICS epoch=6 train_loss=0.3832450 vali_loss=0.7619912 test_loss=0.4243332
TRAIN_METRICS epoch=7 train_loss=0.3825174 vali_loss=0.7414471 test_loss=0.4238741
TRAIN_METRICS epoch=8 train_loss=0.3818645 vali_loss=0.7314329 test_loss=0.4236410
Test results (ETTh1):
  MSE: 0.425215, MAE: 0.430367

### Weather (scripts/weather.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=6 train_loss=0.4437137 vali_loss=0.4227256 test_loss=0.1720964
TRAIN_METRICS epoch=7 train_loss=0.4428032 vali_loss=0.4222207 test_loss=0.1719409
TRAIN_METRICS epoch=8 train_loss=0.4424557 vali_loss=0.4219092 test_loss=0.1718660
TRAIN_METRICS epoch=9 train_loss=0.4422924 vali_loss=0.4218965 test_loss=0.1718183
TR
AssistantStep 4edit
Tool Input
1{
2  "filename": "Time-Series-Library/models/Custom.py",
3  "start_line": 22,
4  "op": "replace",
5  "end_line": 38,
6  "content": "        # Time-domain forecasting layers (per-channel)\n        self.linear_seasonal = nn.Linear(self.seq_len, self.pred_len)\n        self.linear_trend = nn.Linear(self.seq_len, self.pred_len)\n        \n        # Proper DLinear initialization for temporal layers (crucial for stability)\n        self.linear_seasonal.weight = nn.Parameter(\n            (1 / self.seq_len) * torch.ones([self.pred_len, self.seq_len]))\n        self.linear_trend.weight = nn.Parameter(\n            (1 / self.seq_len) * torch.ones([self.pred_len, self.seq_len]))\n        \n        # Hyperparameters for frequency mixing\n        self.k = getattr(configs, 'fcm_k', min(self.seq_len // 2 + 1, 16)) \n        \n        # Complex matrices for cross-variable modeling per frequency mode\n        # Initialized with zero for exact DLinear behavior at initialization\n        self.freq_mix_seasonal = nn.Parameter(\n            torch.zeros(self.k, self.channels, self.channels, dtype=torch.cfloat)\n        )\n        self.freq_mix_trend = nn.Parameter(\n            torch.zeros(self.k, self.channels, self.channels, dtype=torch.cfloat)\n        )"
7}
Tool ResultStep 4
OK: Replaced lines 22..38 with 21 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.

[Current file: Time-Series-Library/models/Custom.py | editable: 1–92 | total: 92 lines]
     1  import torch
     2  import torch.nn as nn
     3  from layers.Autoformer_EncDec import series_decomp
     4  
     5  class Model(nn.Module):
     6      """
     7      Fourier-Channel-Mixer Reversible Linear Model (FCM-RLinear)
     8      Combines independent time-domain linear forecasting with 
     9      low-frequency cross-channel mixing in the frequency domain.
    10      """
    11      def __init__(self, configs):
    12          super(Model, self).__init__()
    13          self.task_name = configs.task_name
    14          self.seq_len = configs.seq_len
    15          self.pred_len = configs.pred_len
    16          self.channels = getattr(configs, 'enc_in', 7)
    17          
    18          # Decompose input series into trend and seasonal components
    19       
AssistantStep 5test
Tool ResultStep 5
[Test #2] (1 test remaining; call submit(n=2) to submit this result)

### ETTh1 (scripts/etth1.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=6 train_loss=0.3619187 vali_loss=0.6983305 test_loss=0.3983133
TRAIN_METRICS epoch=7 train_loss=0.3602033 vali_loss=0.6962899 test_loss=0.3981493
TRAIN_METRICS epoch=8 train_loss=0.3603566 vali_loss=0.6972201 test_loss=0.3980744
TRAIN_METRICS epoch=9 train_loss=0.3603348 vali_loss=0.6963057 test_loss=0.3980341
TRAIN_METRICS epoch=10 train_loss=0.3612373 vali_loss=0.6952646 test_loss=0.3980139
Test results (ETTh1):
  MSE: 0.397972, MAE: 0.410238

### Weather (scripts/weather.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=6 train_loss=0.4249973 vali_loss=0.4130541 test_loss=0.1678435
TRAIN_METRICS epoch=7 train_loss=0.4246245 vali_loss=0.4129720 test_loss=0.1677702
TRAIN_METRICS epoch=8 train_loss=0.4244458 vali_loss=0.4131847 test_loss=0.1677306
TRAIN_METRICS epoch=9 train_loss=0.4243424 vali_loss=0.4124086 test_loss=0.1676958
TR
AssistantStep 6edit
Tool Input
1{
2  "end_line": 81,
3  "start_line": 26,
4  "filename": "Time-Series-Library/models/Custom.py",
5  "op": "replace",
6  "content": "        # Proper DLinear initialization for temporal layers (crucial for stability)\n        self.linear_seasonal.weight = nn.Parameter(\n            (1 / self.seq_len) * torch.ones([self.pred_len, self.seq_len]))\n        self.linear_trend.weight = nn.Parameter(\n            (1 / self.seq_len) * torch.ones([self.pred_len, self.seq_len]))\n        \n        # Hyperparameters for frequency mixing\n        self.k = getattr(configs, 'fcm_k', min(self.seq_len // 2 + 1, 16)) \n        \n        # Complex matrices for cross-variable modeling per frequency mode (only for seasonal part)\n        # Initialized with zero for exact DLinear behavior at initialization\n        self.freq_mix_seasonal = nn.Parameter(\n            torch.zeros(self.k, self.channels, self.channels, dtype=torch.cfloat)\n        )\n        \n    def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):\n        # x_enc: [B, L, C]\n\n        # Reversible Instance Normalization to address distribution shift\n        means = x_enc.mean(1, keepdim=True).detach()\n        x = x_enc - means\n        stdev = torch.sqrt(torch.var(x, dim=1, keepdim=True, unbiased=False) + 1e-5)\n        x = x / stdev\n        \n        # Temporal Decomposition\n        seasonal, trend = self.decomp(x)\n        \n        # --- Frequency-Domain Cross-Channel Mixing (Seasonal Component Only) ---\n        s_fft = torch.fft.rfft(seasonal, dim=1)\n        s_fft_top = s_fft[:, :self.k, :] \n        s_mix = torch.einsum('bkc,kcd->bkd', s_fft_top, self.freq_mix_seasonal)\n        \n        s_fft_new = s_fft.clone()\n        s_fft_new[:, :self.k, :] = s_fft_new[:, :self.k, :] + s_mix\n        seasonal_mixed = torch.fft.irfft(s_fft_new, n=self.seq_len, dim=1)\n        \n        # --- Time-Domain Independent Forecasting ---\n        # Note: trend is unchanged, we only cross-channel mix the seasonal elements\n        seasonal_out = self.linear_seasonal(seasonal_mixed.transpose(1, 2)).transpose(1, 2)\n        trend_out = self.linear_trend(trend.transpose(1, 2)).transpose(1, 2)\n        \n        dec_out = seasonal_out + trend_out"
7}
Tool ResultStep 6
OK: Replaced lines 26..81 with 42 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.

[Current file: Time-Series-Library/models/Custom.py | editable: 1–78 | total: 78 lines]
     1  import torch
     2  import torch.nn as nn
     3  from layers.Autoformer_EncDec import series_decomp
     4  
     5  class Model(nn.Module):
     6      """
     7      Fourier-Channel-Mixer Reversible Linear Model (FCM-RLinear)
     8      Combines independent time-domain linear forecasting with 
     9      low-frequency cross-channel mixing in the frequency domain.
    10      """
    11      def __init__(self, configs):
    12          super(Model, self).__init__()
    13          self.task_name = configs.task_name
    14          self.seq_len = configs.seq_len
    15          self.pred_len = configs.pred_len
    16          self.channels = getattr(configs, 'enc_in', 7)
    17          
    18          # Decompose input series into trend and seasonal components
    19       
AssistantStep 7test
Tool ResultStep 7
[Test #3] (0 tests remaining)

### ETTh1 (scripts/etth1.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=3 train_loss=0.3676689 vali_loss=0.7070273 test_loss=0.3994626
TRAIN_METRICS epoch=4 train_loss=0.3653146 vali_loss=0.7034144 test_loss=0.3978875
TRAIN_METRICS epoch=5 train_loss=0.3643879 vali_loss=0.7063481 test_loss=0.3972118
TRAIN_METRICS epoch=6 train_loss=0.3649871 vali_loss=0.7055678 test_loss=0.3968373
TRAIN_METRICS epoch=7 train_loss=0.3632180 vali_loss=0.7034658 test_loss=0.3966583
Test results (ETTh1):
  MSE: 0.397898, MAE: 0.411060

### Weather (scripts/weather.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=6 train_loss=0.4766688 vali_loss=0.4540130 test_loss=0.1864278
TRAIN_METRICS epoch=7 train_loss=0.4762636 vali_loss=0.4536185 test_loss=0.1863697
TRAIN_METRICS epoch=8 train_loss=0.4760854 vali_loss=0.4539540 test_loss=0.1863518
TRAIN_METRICS epoch=9 train_loss=0.4759697 vali_loss=0.4529716 test_loss=0.1863417
TRAIN_METRICS epoch=10 train_loss=0.475936