import numpy as np import torch import torch.nn as nn from torch.utils.data import Dataset from typing import Union, List, Tuple, Dict # written by Shourya Bose class NRELComstock(Dataset): """ torch Dataset class to load in data from numpy array """ def __init__( self, data_array: np.ndarray, # numpy array of shape (B,L,F). B: number of buildings, L: number of time indices, F: number of features; keep F at 1 for the univariate case (this script) num_bldg: int = 12, # number of buildings to consider, should not be greater than first dimension of data_array lookback: int = 12, # forecasting lookback window lookahead: int = 4, # forecasting lookahead window normalize: bool = True, # whether to normalize feature-wise dtype: torch.dtype = torch.float32, # data type of outputs mean: np.ndarray = None, # if you want to supply your own statistics rather than calculate it in the function, do here. shape (1,1,F) std: np.ndarray = None, # if you want to supply your own statistics rather than calculate it in the function, do here. shape (1,1,F) transformer: bool = True # if normalize=True, this disables normalization of time indices for xformer embedding - unused for the univariate case (this script) ): super(NRELComstock, self).__init__() if data_array.shape[0] < num_bldg: raise ValueError('More buildings than present in file!') else: self.data = data_array[:num_bldg,:,[0]] # UNIVARIATE SELECTION: SELECT THE FIRST OUT OF 8 FEATURES self.num_clients = num_bldg # lookback and lookahead self.lookback, self.lookahead = lookback, lookahead # Calculate statistics stacked = self.data.reshape(self.data.shape[0]*self.data.shape[1],self.data.shape[2]) if (mean is None) or (std is None): # statistics are not provided. Generate it from data self.mean = stacked.mean(axis=0,keepdims=True) self.std = stacked.std(axis=0,keepdims=True) else: # statistics are provided. Use the provided statistics self.mean = mean self.std = std # if transformer: # # TRANSFORMER SPECIFIC: do not normalize date and time # self.mean[0,1], self.std[0,1] = 0., 1. # self.mean[0,2], self.std[0,2] = 0., 1. self.ndata = (self.data-self.mean)/self.std # normalized data # disambiguating between clients len_per_client = self.data.shape[1] - lookback - lookahead + 1 self.total_len = len_per_client * self.num_clients self.splits = np.array_split(np.arange(self.total_len),self.num_clients) # save whether to normalize, and the data type self.normalize = normalize self.dtype = dtype # if normalization is disabled, return to default statistics if not self.normalize: self.mean = np.zeros_like(self.mean) self.std = np.ones_like(self.std) def _client_and_idx(self, idx): part_size = self.total_len // self.num_clients part_index = idx // part_size relative_position = idx % part_size return relative_position, part_index def __len__(self): return self.total_len def __getitem__(self, idx): tidx, cidx = self._client_and_idx(idx) if self.normalize: x = self.ndata[cidx,tidx:tidx+self.lookback,0] y = self.ndata[cidx,tidx+self.lookback:tidx+self.lookback+self.lookahead,0] else: x = self.data[cidx,tidx:tidx+self.lookback,0] y = self.data[cidx,tidx+self.lookback:tidx+self.lookback+self.lookahead,0] x, y = torch.tensor(x,dtype=self.dtype), torch.tensor(y,dtype=self.dtype) return x,y def get_data_and_generate_train_val_test_sets( data_array: np.ndarray, # numpy array of shape (B,L,F). B: number of buildings, L: number of time indices, F: number of features; keep F at 1 for the univariate case (this script) split_ratios: Union[List,Tuple], # 3-element list containing the non-negative ratios of train-val-test that add upto 1. for example, [0.8,0.1,0.1] dataset_kwargs: Tuple # kwargs dictionary to pass into NRELComstock class, check definition. Do not pass data_array, mean, or std into it since this function does that ) -> Tuple[torch.utils.data.Dataset, torch.utils.data.Dataset, torch.utils.data.Dataset, np.ndarray, np.ndarray]: """ function to create three torch Dataset objects, each corresponding to train, validation, and test sets """ assert len(split_ratios) == 3, "The split list must contain three elements." assert all(isinstance(i, (int, float)) for i in split_ratios), "List contains non-numeric elements" assert sum(split_ratios) <= 1, "Ratios must not sum upto more than 1." cum_splits = np.cumsum(split_ratios) train = data_array[:,:int(cum_splits[0]*data_array.shape[1]),:] val = data_array[:,int(cum_splits[0]*data_array.shape[1]):int(cum_splits[1]*data_array.shape[1]),:] test = data_array[:,int(cum_splits[1]*data_array.shape[1]):,:] if 0 in train.shape: train_set = None raise ValueError("Train set is empty. Possibly empty data matrix or 0 ratio for train set has been input.") else: train_set = NRELComstock( data_array = train, **dataset_kwargs ) mean, std = train_set.mean, train_set.std if 0 in val.shape: val_set = None else: val_set = NRELComstock( data_array = val, mean = mean, std = std, **dataset_kwargs ) if 0 in test.shape: test_set = None else: test_set = NRELComstock( data_array = test, mean = mean, std = std, **dataset_kwargs ) # return the three datasets, as well as the statistics return train_set, val_set, test_set, mean, std