# AUTOGENERATED! DO NOT EDIT! File to edit: ../../nbs/models.fedformer.ipynb.

# %% auto 0
__all__ = ['LayerNorm', 'AutoCorrelationLayer', 'EncoderLayer', 'Encoder', 'DecoderLayer', 'Decoder', 'get_frequency_modes',
           'FourierBlock', 'FourierCrossAttention', 'FEDformer']

# %% ../../nbs/models.fedformer.ipynb 5
import numpy as np
from typing import Optional

import torch
import torch.nn as nn
import torch.nn.functional as F

from ..common._modules import DataEmbedding
from ..common._modules import SeriesDecomp
from ..common._base_windows import BaseWindows

from ..losses.pytorch import MAE

# %% ../../nbs/models.fedformer.ipynb 7
class LayerNorm(nn.Module):
    """
    Special designed layernorm for the seasonal part
    """

    def __init__(self, channels):
        super(LayerNorm, self).__init__()
        self.layernorm = nn.LayerNorm(channels)

    def forward(self, x):
        x_hat = self.layernorm(x)
        bias = torch.mean(x_hat, dim=1).unsqueeze(1).repeat(1, x.shape[1], 1)
        return x_hat - bias


class AutoCorrelationLayer(nn.Module):
    """
    Auto Correlation Layer
    """

    def __init__(self, correlation, hidden_size, n_head, d_keys=None, d_values=None):
        super(AutoCorrelationLayer, self).__init__()

        d_keys = d_keys or (hidden_size // n_head)
        d_values = d_values or (hidden_size // n_head)

        self.inner_correlation = correlation
        self.query_projection = nn.Linear(hidden_size, d_keys * n_head)
        self.key_projection = nn.Linear(hidden_size, d_keys * n_head)
        self.value_projection = nn.Linear(hidden_size, d_values * n_head)
        self.out_projection = nn.Linear(d_values * n_head, hidden_size)
        self.n_head = n_head

    def forward(self, queries, keys, values, attn_mask):
        B, L, _ = queries.shape
        _, S, _ = keys.shape
        H = self.n_head

        queries = self.query_projection(queries).view(B, L, H, -1)
        keys = self.key_projection(keys).view(B, S, H, -1)
        values = self.value_projection(values).view(B, S, H, -1)

        out, attn = self.inner_correlation(queries, keys, values, attn_mask)
        out = out.view(B, L, -1)

        return self.out_projection(out), attn

# %% ../../nbs/models.fedformer.ipynb 8
class EncoderLayer(nn.Module):
    """
    FEDformer encoder layer with the progressive decomposition architecture
    """

    def __init__(
        self,
        attention,
        hidden_size,
        conv_hidden_size=None,
        MovingAvg=25,
        dropout=0.1,
        activation="relu",
    ):
        super(EncoderLayer, self).__init__()
        conv_hidden_size = conv_hidden_size or 4 * hidden_size
        self.attention = attention
        self.conv1 = nn.Conv1d(
            in_channels=hidden_size,
            out_channels=conv_hidden_size,
            kernel_size=1,
            bias=False,
        )
        self.conv2 = nn.Conv1d(
            in_channels=conv_hidden_size,
            out_channels=hidden_size,
            kernel_size=1,
            bias=False,
        )
        self.decomp1 = SeriesDecomp(MovingAvg)
        self.decomp2 = SeriesDecomp(MovingAvg)
        self.dropout = nn.Dropout(dropout)
        self.activation = F.relu if activation == "relu" else F.gelu

    def forward(self, x, attn_mask=None):
        new_x, attn = self.attention(x, x, x, attn_mask=attn_mask)
        x = x + self.dropout(new_x)
        x, _ = self.decomp1(x)
        y = x
        y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1))))
        y = self.dropout(self.conv2(y).transpose(-1, 1))
        res, _ = self.decomp2(x + y)
        return res, attn


class Encoder(nn.Module):
    """
    FEDformer encoder
    """

    def __init__(self, attn_layers, conv_layers=None, norm_layer=None):
        super(Encoder, self).__init__()
        self.attn_layers = nn.ModuleList(attn_layers)
        self.conv_layers = (
            nn.ModuleList(conv_layers) if conv_layers is not None else None
        )
        self.norm = norm_layer

    def forward(self, x, attn_mask=None):
        attns = []
        if self.conv_layers is not None:
            for attn_layer, conv_layer in zip(self.attn_layers, self.conv_layers):
                x, attn = attn_layer(x, attn_mask=attn_mask)
                x = conv_layer(x)
                attns.append(attn)
            x, attn = self.attn_layers[-1](x)
            attns.append(attn)
        else:
            for attn_layer in self.attn_layers:
                x, attn = attn_layer(x, attn_mask=attn_mask)
                attns.append(attn)

        if self.norm is not None:
            x = self.norm(x)

        return x, attns


class DecoderLayer(nn.Module):
    """
    FEDformer decoder layer with the progressive decomposition architecture
    """

    def __init__(
        self,
        self_attention,
        cross_attention,
        hidden_size,
        c_out,
        conv_hidden_size=None,
        MovingAvg=25,
        dropout=0.1,
        activation="relu",
    ):
        super(DecoderLayer, self).__init__()
        conv_hidden_size = conv_hidden_size or 4 * hidden_size
        self.self_attention = self_attention
        self.cross_attention = cross_attention
        self.conv1 = nn.Conv1d(
            in_channels=hidden_size,
            out_channels=conv_hidden_size,
            kernel_size=1,
            bias=False,
        )
        self.conv2 = nn.Conv1d(
            in_channels=conv_hidden_size,
            out_channels=hidden_size,
            kernel_size=1,
            bias=False,
        )
        self.decomp1 = SeriesDecomp(MovingAvg)
        self.decomp2 = SeriesDecomp(MovingAvg)
        self.decomp3 = SeriesDecomp(MovingAvg)
        self.dropout = nn.Dropout(dropout)
        self.projection = nn.Conv1d(
            in_channels=hidden_size,
            out_channels=c_out,
            kernel_size=3,
            stride=1,
            padding=1,
            padding_mode="circular",
            bias=False,
        )
        self.activation = F.relu if activation == "relu" else F.gelu

    def forward(self, x, cross, x_mask=None, cross_mask=None):
        x = x + self.dropout(self.self_attention(x, x, x, attn_mask=x_mask)[0])
        x, trend1 = self.decomp1(x)
        x = x + self.dropout(
            self.cross_attention(x, cross, cross, attn_mask=cross_mask)[0]
        )
        x, trend2 = self.decomp2(x)
        y = x
        y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1))))
        y = self.dropout(self.conv2(y).transpose(-1, 1))
        x, trend3 = self.decomp3(x + y)

        residual_trend = trend1 + trend2 + trend3
        residual_trend = self.projection(residual_trend.permute(0, 2, 1)).transpose(
            1, 2
        )
        return x, residual_trend


class Decoder(nn.Module):
    """
    FEDformer decoder
    """

    def __init__(self, layers, norm_layer=None, projection=None):
        super(Decoder, self).__init__()
        self.layers = nn.ModuleList(layers)
        self.norm = norm_layer
        self.projection = projection

    def forward(self, x, cross, x_mask=None, cross_mask=None, trend=None):
        for layer in self.layers:
            x, residual_trend = layer(x, cross, x_mask=x_mask, cross_mask=cross_mask)
            trend = trend + residual_trend

        if self.norm is not None:
            x = self.norm(x)

        if self.projection is not None:
            x = self.projection(x)
        return x, trend

# %% ../../nbs/models.fedformer.ipynb 9
def get_frequency_modes(seq_len, modes=64, mode_select_method="random"):
    """
    Get modes on frequency domain:
        'random' for sampling randomly
        'else' for sampling the lowest modes;
    """
    modes = min(modes, seq_len // 2)
    if mode_select_method == "random":
        index = list(range(0, seq_len // 2))
        np.random.shuffle(index)
        index = index[:modes]
    else:
        index = list(range(0, modes))
    index.sort()
    return index


class FourierBlock(nn.Module):
    """
    Fourier block
    """

    def __init__(
        self, in_channels, out_channels, seq_len, modes=0, mode_select_method="random"
    ):
        super(FourierBlock, self).__init__()
        # get modes on frequency domain
        self.index = get_frequency_modes(
            seq_len, modes=modes, mode_select_method=mode_select_method
        )

        self.scale = 1 / (in_channels * out_channels)
        self.weights1 = nn.Parameter(
            self.scale
            * torch.rand(
                8,
                in_channels // 8,
                out_channels // 8,
                len(self.index),
                dtype=torch.cfloat,
            )
        )

    # Complex multiplication
    def compl_mul1d(self, input, weights):
        # (batch, in_channel, x ), (in_channel, out_channel, x) -> (batch, out_channel, x)
        return torch.einsum("bhi,hio->bho", input, weights)

    def forward(self, q, k, v, mask):
        # size = [B, L, H, E]
        B, L, H, E = q.shape

        x = q.permute(0, 2, 3, 1)
        # Compute Fourier coefficients
        x_ft = torch.fft.rfft(x, dim=-1)
        # Perform Fourier neural operations
        out_ft = torch.zeros(B, H, E, L // 2 + 1, device=x.device, dtype=torch.cfloat)
        for wi, i in enumerate(self.index):
            out_ft[:, :, :, wi] = self.compl_mul1d(
                x_ft[:, :, :, i], self.weights1[:, :, :, wi]
            )
        # Return to time domain
        x = torch.fft.irfft(out_ft, n=x.size(-1))
        return (x, None)


class FourierCrossAttention(nn.Module):
    """
    Fourier Cross Attention layer
    """

    def __init__(
        self,
        in_channels,
        out_channels,
        seq_len_q,
        seq_len_kv,
        modes=64,
        mode_select_method="random",
        activation="tanh",
        policy=0,
    ):
        super(FourierCrossAttention, self).__init__()
        self.activation = activation
        self.in_channels = in_channels
        self.out_channels = out_channels
        # get modes for queries and keys (& values) on frequency domain
        self.index_q = get_frequency_modes(
            seq_len_q, modes=modes, mode_select_method=mode_select_method
        )
        self.index_kv = get_frequency_modes(
            seq_len_kv, modes=modes, mode_select_method=mode_select_method
        )

        self.scale = 1 / (in_channels * out_channels)
        self.weights1 = nn.Parameter(
            self.scale
            * torch.rand(
                8,
                in_channels // 8,
                out_channels // 8,
                len(self.index_q),
                dtype=torch.cfloat,
            )
        )

    # Complex multiplication
    def compl_mul1d(self, input, weights):
        # (batch, in_channel, x ), (in_channel, out_channel, x) -> (batch, out_channel, x)
        return torch.einsum("bhi,hio->bho", input, weights)

    def forward(self, q, k, v, mask):
        # size = [B, L, H, E]
        B, L, H, E = q.shape
        xq = q.permute(0, 2, 3, 1)  # size = [B, H, E, L]
        xk = k.permute(0, 2, 3, 1)
        # xv = v.permute(0, 2, 3, 1)

        # Compute Fourier coefficients
        xq_ft_ = torch.zeros(
            B, H, E, len(self.index_q), device=xq.device, dtype=torch.cfloat
        )
        xq_ft = torch.fft.rfft(xq, dim=-1)
        for i, j in enumerate(self.index_q):
            xq_ft_[:, :, :, i] = xq_ft[:, :, :, j]
        xk_ft_ = torch.zeros(
            B, H, E, len(self.index_kv), device=xq.device, dtype=torch.cfloat
        )
        xk_ft = torch.fft.rfft(xk, dim=-1)
        for i, j in enumerate(self.index_kv):
            xk_ft_[:, :, :, i] = xk_ft[:, :, :, j]

        # Attention mechanism on frequency domain
        xqk_ft = torch.einsum("bhex,bhey->bhxy", xq_ft_, xk_ft_)
        if self.activation == "tanh":
            xqk_ft = xqk_ft.tanh()
        elif self.activation == "softmax":
            xqk_ft = torch.softmax(abs(xqk_ft), dim=-1)
            xqk_ft = torch.complex(xqk_ft, torch.zeros_like(xqk_ft))
        else:
            raise Exception(
                "{} actiation function is not implemented".format(self.activation)
            )
        xqkv_ft = torch.einsum("bhxy,bhey->bhex", xqk_ft, xk_ft_)
        xqkvw = torch.einsum("bhex,heox->bhox", xqkv_ft, self.weights1)
        out_ft = torch.zeros(B, H, E, L // 2 + 1, device=xq.device, dtype=torch.cfloat)
        for i, j in enumerate(self.index_q):
            out_ft[:, :, :, j] = xqkvw[:, :, :, i]

        # Return to time domain
        out = torch.fft.irfft(
            out_ft / self.in_channels / self.out_channels, n=xq.size(-1)
        )
        return (out, None)

# %% ../../nbs/models.fedformer.ipynb 11
class FEDformer(BaseWindows):
    """FEDformer

    The FEDformer model tackles the challenge of finding reliable dependencies on intricate temporal patterns of long-horizon forecasting.

    The architecture has the following distinctive features:
    - In-built progressive decomposition in trend and seasonal components based on a moving average filter.
    - Frequency Enhanced Block and Frequency Enhanced Attention to perform attention in the sparse representation on basis such as Fourier transform.
    - Classic encoder-decoder proposed by Vaswani et al. (2017) with a multi-head attention mechanism.

    The FEDformer model utilizes a three-component approach to define its embedding:
    - It employs encoded autoregressive features obtained from a convolution network.
    - Absolute positional embeddings obtained from calendar features are utilized.

    *Parameters:*<br>
    `h`: int, forecast horizon.<br>
    `input_size`: int, maximum sequence length for truncated train backpropagation. Default -1 uses all history.<br>
    `futr_exog_list`: str list, future exogenous columns.<br>
    `hist_exog_list`: str list, historic exogenous columns.<br>
    `stat_exog_list`: str list, static exogenous columns.<br>
        `decoder_input_size_multiplier`: float = 0.5, .<br>
    `version`: str = 'Fourier', version of the model.<br>
    `modes`: int = 64, number of modes for the Fourier block.<br>
    `mode_select`: str = 'random', method to select the modes for the Fourier block.<br>
    `hidden_size`: int=128, units of embeddings and encoders.<br>
    `dropout`: float (0, 1), dropout throughout Autoformer architecture.<br>
    `n_head`: int=8, controls number of multi-head's attention.<br>
        `conv_hidden_size`: int=32, channels of the convolutional encoder.<br>
        `activation`: str=`GELU`, activation from ['ReLU', 'Softplus', 'Tanh', 'SELU', 'LeakyReLU', 'PReLU', 'Sigmoid', 'GELU'].<br>
    `encoder_layers`: int=2, number of layers for the TCN encoder.<br>
    `decoder_layers`: int=1, number of layers for the MLP decoder.<br>
    `MovingAvg_window`: int=25, window size for the moving average filter.<br>
    `loss`: PyTorch module, instantiated train loss class from [losses collection](https://nixtla.github.io/neuralforecast/losses.pytorch.html).<br>
    `valid_loss`: PyTorch module, instantiated validation loss class from [losses collection](https://nixtla.github.io/neuralforecast/losses.pytorch.html).<br>
    `max_steps`: int=1000, maximum number of training steps.<br>
    `learning_rate`: float=1e-3, Learning rate between (0, 1).<br>
    `num_lr_decays`: int=-1, Number of learning rate decays, evenly distributed across max_steps.<br>
    `early_stop_patience_steps`: int=-1, Number of validation iterations before early stopping.<br>
    `val_check_steps`: int=100, Number of training steps between every validation loss check.<br>
    `batch_size`: int=32, number of different series in each batch.<br>
    `valid_batch_size`: int=None, number of different series in each validation and test batch, if None uses batch_size.<br>
    `windows_batch_size`: int=1024, number of windows to sample in each training batch, default uses all.<br>
    `inference_windows_batch_size`: int=1024, number of windows to sample in each inference batch.<br>
    `start_padding_enabled`: bool=False, if True, the model will pad the time series with zeros at the beginning, by input size.<br>
    `scaler_type`: str='robust', type of scaler for temporal inputs normalization see [temporal scalers](https://nixtla.github.io/neuralforecast/common.scalers.html).<br>
    `random_seed`: int=1, random_seed for pytorch initializer and numpy generators.<br>
    `num_workers_loader`: int=os.cpu_count(), workers to be used by `TimeSeriesDataLoader`.<br>
    `drop_last_loader`: bool=False, if True `TimeSeriesDataLoader` drops last non-full batch.<br>
    `alias`: str, optional,  Custom name of the model.<br>
    `optimizer`: Subclass of 'torch.optim.Optimizer', optional, user specified optimizer instead of the default choice (Adam).<br>
    `optimizer_kwargs`: dict, optional, list of parameters used by the user specified `optimizer`.<br>
    `lr_scheduler`: Subclass of 'torch.optim.lr_scheduler.LRScheduler', optional, user specified lr_scheduler instead of the default choice (StepLR).<br>
    `lr_scheduler_kwargs`: dict, optional, list of parameters used by the user specified `lr_scheduler`.<br>
    `dataloader_kwargs`: dict, optional, list of parameters passed into the PyTorch Lightning dataloader by the `TimeSeriesDataLoader`. <br>
    `**trainer_kwargs`: int,  keyword trainer arguments inherited from [PyTorch Lighning's trainer](https://pytorch-lightning.readthedocs.io/en/stable/api/pytorch_lightning.trainer.trainer.Trainer.html?highlight=trainer).<br>

    """

    # Class attributes
    SAMPLING_TYPE = "windows"
    EXOGENOUS_FUTR = True
    EXOGENOUS_HIST = False
    EXOGENOUS_STAT = False

    def __init__(
        self,
        h: int,
        input_size: int,
        stat_exog_list=None,
        hist_exog_list=None,
        futr_exog_list=None,
        decoder_input_size_multiplier: float = 0.5,
        version: str = "Fourier",
        modes: int = 64,
        mode_select: str = "random",
        hidden_size: int = 128,
        dropout: float = 0.05,
        n_head: int = 8,
        conv_hidden_size: int = 32,
        activation: str = "gelu",
        encoder_layers: int = 2,
        decoder_layers: int = 1,
        MovingAvg_window: int = 25,
        loss=MAE(),
        valid_loss=None,
        max_steps: int = 5000,
        learning_rate: float = 1e-4,
        num_lr_decays: int = -1,
        early_stop_patience_steps: int = -1,
        start_padding_enabled=False,
        val_check_steps: int = 100,
        batch_size: int = 32,
        valid_batch_size: Optional[int] = None,
        windows_batch_size=1024,
        inference_windows_batch_size=1024,
        step_size: int = 1,
        scaler_type: str = "identity",
        random_seed: int = 1,
        num_workers_loader: int = 0,
        drop_last_loader: bool = False,
        optimizer=None,
        optimizer_kwargs=None,
        lr_scheduler=None,
        lr_scheduler_kwargs=None,
        dataloader_kwargs=None,
        **trainer_kwargs,
    ):
        super(FEDformer, self).__init__(
            h=h,
            input_size=input_size,
            hist_exog_list=hist_exog_list,
            stat_exog_list=stat_exog_list,
            futr_exog_list=futr_exog_list,
            loss=loss,
            valid_loss=valid_loss,
            max_steps=max_steps,
            learning_rate=learning_rate,
            num_lr_decays=num_lr_decays,
            early_stop_patience_steps=early_stop_patience_steps,
            val_check_steps=val_check_steps,
            batch_size=batch_size,
            windows_batch_size=windows_batch_size,
            valid_batch_size=valid_batch_size,
            inference_windows_batch_size=inference_windows_batch_size,
            start_padding_enabled=start_padding_enabled,
            step_size=step_size,
            scaler_type=scaler_type,
            num_workers_loader=num_workers_loader,
            drop_last_loader=drop_last_loader,
            random_seed=random_seed,
            optimizer=optimizer,
            optimizer_kwargs=optimizer_kwargs,
            lr_scheduler=lr_scheduler,
            lr_scheduler_kwargs=lr_scheduler_kwargs,
            dataloader_kwargs=dataloader_kwargs,
            **trainer_kwargs,
        )
        # Architecture
        self.label_len = int(np.ceil(input_size * decoder_input_size_multiplier))
        if (self.label_len >= input_size) or (self.label_len <= 0):
            raise Exception(
                f"Check decoder_input_size_multiplier={decoder_input_size_multiplier}, range (0,1)"
            )

        if activation not in ["relu", "gelu"]:
            raise Exception(f"Check activation={activation}")

        if n_head != 8:
            raise Exception("n_head must be 8")

        if version not in ["Fourier"]:
            raise Exception("Only Fourier version is supported currently.")

        self.c_out = self.loss.outputsize_multiplier
        self.output_attention = False
        self.enc_in = 1
        self.dec_in = 1

        self.decomp = SeriesDecomp(MovingAvg_window)

        # Embedding
        self.enc_embedding = DataEmbedding(
            c_in=self.enc_in,
            exog_input_size=self.futr_exog_size,
            hidden_size=hidden_size,
            pos_embedding=False,
            dropout=dropout,
        )
        self.dec_embedding = DataEmbedding(
            self.dec_in,
            exog_input_size=self.futr_exog_size,
            hidden_size=hidden_size,
            pos_embedding=False,
            dropout=dropout,
        )

        encoder_self_att = FourierBlock(
            in_channels=hidden_size,
            out_channels=hidden_size,
            seq_len=input_size,
            modes=modes,
            mode_select_method=mode_select,
        )
        decoder_self_att = FourierBlock(
            in_channels=hidden_size,
            out_channels=hidden_size,
            seq_len=input_size // 2 + self.h,
            modes=modes,
            mode_select_method=mode_select,
        )
        decoder_cross_att = FourierCrossAttention(
            in_channels=hidden_size,
            out_channels=hidden_size,
            seq_len_q=input_size // 2 + self.h,
            seq_len_kv=input_size,
            modes=modes,
            mode_select_method=mode_select,
        )

        self.encoder = Encoder(
            [
                EncoderLayer(
                    AutoCorrelationLayer(encoder_self_att, hidden_size, n_head),
                    hidden_size=hidden_size,
                    conv_hidden_size=conv_hidden_size,
                    MovingAvg=MovingAvg_window,
                    dropout=dropout,
                    activation=activation,
                )
                for l in range(encoder_layers)
            ],
            norm_layer=LayerNorm(hidden_size),
        )
        # Decoder
        self.decoder = Decoder(
            [
                DecoderLayer(
                    AutoCorrelationLayer(decoder_self_att, hidden_size, n_head),
                    AutoCorrelationLayer(decoder_cross_att, hidden_size, n_head),
                    hidden_size=hidden_size,
                    c_out=self.c_out,
                    conv_hidden_size=conv_hidden_size,
                    MovingAvg=MovingAvg_window,
                    dropout=dropout,
                    activation=activation,
                )
                for l in range(decoder_layers)
            ],
            norm_layer=LayerNorm(hidden_size),
            projection=nn.Linear(hidden_size, self.c_out, bias=True),
        )

    def forward(self, windows_batch):
        # Parse windows_batch
        insample_y = windows_batch["insample_y"]
        # insample_mask = windows_batch['insample_mask']
        # hist_exog     = windows_batch['hist_exog']
        # stat_exog     = windows_batch['stat_exog']
        futr_exog = windows_batch["futr_exog"]

        # Parse inputs
        insample_y = insample_y.unsqueeze(-1)  # [Ws,L,1]
        if self.futr_exog_size > 0:
            x_mark_enc = futr_exog[:, : self.input_size, :]
            x_mark_dec = futr_exog[:, -(self.label_len + self.h) :, :]
        else:
            x_mark_enc = None
            x_mark_dec = None

        x_dec = torch.zeros(
            size=(len(insample_y), self.h, self.dec_in), device=insample_y.device
        )
        x_dec = torch.cat([insample_y[:, -self.label_len :, :], x_dec], dim=1)

        # decomp init
        mean = torch.mean(insample_y, dim=1).unsqueeze(1).repeat(1, self.h, 1)
        zeros = torch.zeros(
            [x_dec.shape[0], self.h, x_dec.shape[2]], device=insample_y.device
        )
        seasonal_init, trend_init = self.decomp(insample_y)
        # decoder input
        trend_init = torch.cat([trend_init[:, -self.label_len :, :], mean], dim=1)
        seasonal_init = torch.cat(
            [seasonal_init[:, -self.label_len :, :], zeros], dim=1
        )
        # enc
        enc_out = self.enc_embedding(insample_y, x_mark_enc)
        enc_out, attns = self.encoder(enc_out, attn_mask=None)
        # dec
        dec_out = self.dec_embedding(seasonal_init, x_mark_dec)
        seasonal_part, trend_part = self.decoder(
            dec_out, enc_out, x_mask=None, cross_mask=None, trend=trend_init
        )
        # final
        dec_out = trend_part + seasonal_part

        forecast = self.loss.domain_map(dec_out[:, -self.h :])
        return forecast
