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 serieAssistantStep 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