modeling_time_series_transformer.py

# coding=utf-8
# Copyright 2022 The HuggingFace Inc. team. All rights reserved.
# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
""" PyTorch Time Series Transformer model."""

import random
from dataclasses import dataclass
from typing import Callable, Dict, List, Optional, Tuple, Union

import torch
from torch import nn
from torch.distributions import (
    AffineTransform,
    Distribution,
    NegativeBinomial,
    Normal,
    StudentT,
    TransformedDistribution,
)

from ...activations import ACT2FN
from ...modeling_outputs import BaseModelOutput, BaseModelOutputWithPastAndCrossAttentions, ModelOutput
from ...modeling_utils import PreTrainedModel
from ...utils import add_start_docstrings, add_start_docstrings_to_model_forward, logging, replace_return_docstrings
from .configuration_time_series_transformer import TimeSeriesTransformerConfig


logger = logging.get_logger(__name__)

_CONFIG_FOR_DOC = "TimeSeriesTransformerConfig"


TIME_SERIES_TRANSFORMER_PRETRAINED_MODEL_ARCHIVE_LIST = [
    "huggingface/time-series-transformer-tourism-monthly",
    # See all TimeSeriesTransformer models at https://huggingface.co/models?filter=time_series_transformer
]


class AffineTransformed(TransformedDistribution):
    def __init__(self, base_distribution: Distribution, loc=None, scale=None):
        self.scale = 1.0 if scale is None else scale
        self.loc = 0.0 if loc is None else loc

        super().__init__(base_distribution, [AffineTransform(self.loc, self.scale)])

    @property
    def mean(self):
        """
        Returns the mean of the distribution.
        """
        return self.base_dist.mean * self.scale + self.loc

    @property
    def variance(self):
        """
        Returns the variance of the distribution.
        """
        return self.base_dist.variance * self.scale**2

    @property
    def stddev(self):
        """
        Returns the standard deviation of the distribution.
        """
        return self.variance.sqrt()


class ParameterProjection(nn.Module):
    def __init__(
        self,
        in_features: int,
        args_dim: Dict[str, int],
        domain_map: Callable[..., Tuple[torch.Tensor]],
        **kwargs,
    ) -> None:
        super().__init__(**kwargs)
        self.args_dim = args_dim
        self.proj = nn.ModuleList([nn.Linear(in_features, dim) for dim in args_dim.values()])
        self.domain_map = domain_map

    def forward(self, x: torch.Tensor) -> Tuple[torch.Tensor]:
        params_unbounded = [proj(x) for proj in self.proj]

        return self.domain_map(*params_unbounded)


class LambdaLayer(nn.Module):
    def __init__(self, function):
        super().__init__()
        self.function = function

    def forward(self, x, *args):
        return self.function(x, *args)


class DistributionOutput:
    distr_cls: type
    in_features: int
    args_dim: Dict[str, int]

    def __init__(self) -> None:
        pass

    def _base_distribution(self, distr_args):
        return self.distr_cls(*distr_args)

    def distribution(
        self,
        distr_args,
        loc: Optional[torch.Tensor] = None,
        scale: Optional[torch.Tensor] = None,
    ) -> Distribution:
        distr = self._base_distribution(distr_args)
        if loc is None and scale is None:
            return distr
        else:
            return AffineTransformed(distr, loc=loc, scale=scale)

    @property
    def event_shape(self) -> Tuple:
        r"""
        Shape of each individual event contemplated by the distributions that this object constructs.
        """
        raise NotImplementedError()

    @property
    def event_dim(self) -> int:
        r"""
        Number of event dimensions, i.e., length of the `event_shape` tuple, of the distributions that this object
        constructs.
        """
        return len(self.event_shape)

    @property
    def value_in_support(self) -> float:
        r"""
        A float that will have a valid numeric value when computing the log-loss of the corresponding distribution. By
        default 0.0. This value will be used when padding data series.
        """
        return 0.0

    def get_parameter_projection(self, in_features: int) -> nn.Module:
        r"""
        Return the parameter projection layer that maps the input to the appropriate parameters of the distribution.
        """
        return ParameterProjection(
            in_features=in_features,
            args_dim=self.args_dim,
            domain_map=LambdaLayer(self.domain_map),
        )

    def domain_map(self, *args: torch.Tensor):
        r"""
        Converts arguments to the right shape and domain. The domain depends on the type of distribution, while the
        correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a
        distribution of the right event_shape.
        """
        raise NotImplementedError()

    @classmethod
    def squareplus(cls, x: torch.Tensor) -> torch.Tensor:
        r"""
        Helper to map inputs to the positive orthant by applying the square-plus operation. Reference:
        https://twitter.com/jon_barron/status/1387167648669048833
        """
        return (x + torch.sqrt(torch.square(x) + 4.0)) / 2.0


class StudentTOutput(DistributionOutput):
    args_dim: Dict[str, int] = {"df": 1, "loc": 1, "scale": 1}
    distr_cls: type = StudentT

    @classmethod
    def domain_map(cls, df: torch.Tensor, loc: torch.Tensor, scale: torch.Tensor):
        scale = cls.squareplus(scale)
        df = 2.0 + cls.squareplus(df)
        return df.squeeze(-1), loc.squeeze(-1), scale.squeeze(-1)

    @property
    def event_shape(self) -> Tuple:
        return ()


class NormalOutput(DistributionOutput):
    args_dim: Dict[str, int] = {"loc": 1, "scale": 1}
    distr_cls: type = Normal

    @classmethod
    def domain_map(cls, loc: torch.Tensor, scale: torch.Tensor):
        scale = cls.squareplus(scale)
        return loc.squeeze(-1), scale.squeeze(-1)

    @property
    def event_shape(self) -> Tuple:
        return ()


class NegativeBinomialOutput(DistributionOutput):
    args_dim: Dict[str, int] = {"total_count": 1, "logits": 1}
    distr_cls: type = NegativeBinomial

    @classmethod
    def domain_map(cls, total_count: torch.Tensor, logits: torch.Tensor):
        total_count = cls.squareplus(total_count)
        return total_count.squeeze(-1), logits.squeeze(-1)

    def _base_distribution(self, distr_args) -> Distribution:
        total_count, logits = distr_args
        return self.distr_cls(total_count=total_count, logits=logits)

    # Overwrites the parent class method. We cannot scale using the affine
    # transformation since negative binomial should return integers. Instead
    # we scale the parameters.
    def distribution(
        self,
        distr_args,
        loc: Optional[torch.Tensor] = None,
        scale: Optional[torch.Tensor] = None,
    ) -> Distribution:
        total_count, logits = distr_args

        if scale is not None:
            logits += scale.log()

        return NegativeBinomial(total_count=total_count, logits=logits)

    @property
    def event_shape(self) -> Tuple:
        return ()


class FeatureEmbedder(nn.Module):
    def __init__(self, cardinalities: List[int], embedding_dims: List[int]) -> None:
        super().__init__()

        self.num_features = len(cardinalities)
        self.embedders = nn.ModuleList([nn.Embedding(c, d) for c, d in zip(cardinalities, embedding_dims)])

    def forward(self, features: torch.Tensor) -> torch.Tensor:
        if self.num_features > 1:
            # we slice the last dimension, giving an array of length
            # self.num_features with shape (N,T) or (N)
            cat_feature_slices = torch.chunk(features, self.num_features, dim=-1)
        else:
            cat_feature_slices = [features]

        return torch.cat(
            [
                embed(cat_feature_slice.squeeze(-1))
                for embed, cat_feature_slice in zip(self.embedders, cat_feature_slices)
            ],
            dim=-1,
        )


class MeanScaler(nn.Module):
    """
    Computes a scaling factor as the weighted average absolute value along dimension `dim`, and scales the data
    accordingly.

    Args:
        dim (`int`):
            Dimension along which to compute the scale.
        keepdim (`bool`, *optional*, defaults to `False`):
            Controls whether to retain dimension `dim` (of length 1) in the scale tensor, or suppress it.
        minimum_scale (`float`, *optional*, defaults to 1e-10):
            Default scale that is used for elements that are constantly zero along dimension `dim`.
    """

    def __init__(self, dim: int, keepdim: bool = False, minimum_scale: float = 1e-10):
        super().__init__()
        if not dim > 0:
            raise ValueError("Cannot compute scale along dim = 0 (batch dimension), please provide dim > 0")
        self.dim = dim
        self.keepdim = keepdim
        self.register_buffer("minimum_scale", torch.tensor(minimum_scale))

    def forward(self, data: torch.Tensor, weights: torch.Tensor) -> Tuple[torch.Tensor, torch.Tensor]:
        # these will have shape (N, C)
        total_weight = weights.sum(dim=self.dim)
        weighted_sum = (data.abs() * weights).sum(dim=self.dim)

        # first compute a global scale per-dimension
        total_observed = total_weight.sum(dim=0)
        denominator = torch.max(total_observed, torch.ones_like(total_observed))
        default_scale = weighted_sum.sum(dim=0) / denominator

        # then compute a per-item, per-dimension scale
        denominator = torch.max(total_weight, torch.ones_like(total_weight))
        scale = weighted_sum / denominator

        # use per-batch scale when no element is observed
        # or when the sequence contains only zeros
        scale = (
            torch.max(
                self.minimum_scale,
                torch.where(
                    weighted_sum > torch.zeros_like(weighted_sum),
                    scale,
                    default_scale * torch.ones_like(total_weight),
                ),
            )
            .detach()
            .unsqueeze(dim=self.dim)
        )

        return data / scale, scale if self.keepdim else scale.squeeze(dim=self.dim)


class NOPScaler(nn.Module):
    """
    Assigns a scaling factor equal to 1 along dimension `dim`, and therefore applies no scaling to the input data.

    Args:
        dim (`int`):
            Dimension along which to compute the scale.
        keepdim (`bool`, *optional*, defaults to `False`):
            Controls whether to retain dimension `dim` (of length 1) in the scale tensor, or suppress it.
    """

    def __init__(self, dim: int, keepdim: bool = False):
        super().__init__()
        self.dim = dim
        self.keepdim = keepdim

    def forward(self, data: torch.Tensor, observed_indicator: torch.Tensor) -> Tuple[torch.Tensor, torch.Tensor]:
        scale = torch.ones_like(data).mean(dim=self.dim, keepdim=self.keepdim)
        return data, scale


def weighted_average(input_tensor: torch.Tensor, weights: Optional[torch.Tensor] = None, dim=None) -> torch.Tensor:
    """
    Computes the weighted average of a given tensor across a given `dim`, masking values associated with weight zero,
    meaning instead of `nan * 0 = nan` you will get `0 * 0 = 0`.

    Args:
        input_tensor (`torch.FloatTensor`):
            Input tensor, of which the average must be computed.
        weights (`torch.FloatTensor`, *optional*):
            Weights tensor, of the same shape as `input_tensor`.
        dim (`int`, *optional*):
            The dim along which to average `input_tensor`.

    Returns:
        `torch.FloatTensor`: The tensor with values averaged along the specified `dim`.
    """
    if weights is not None:
        weighted_tensor = torch.where(weights != 0, input_tensor * weights, torch.zeros_like(input_tensor))
        sum_weights = torch.clamp(weights.sum(dim=dim) if dim else weights.sum(), min=1.0)
        return (weighted_tensor.sum(dim=dim) if dim else weighted_tensor.sum()) / sum_weights
    else:
        return input_tensor.mean(dim=dim)


class NegativeLogLikelihood:
    """
    Computes the negative log likelihood loss.

    Args:
        beta (`float`):
            Float in range (0, 1). The beta parameter from the paper: "On the Pitfalls of Heteroscedastic Uncertainty
            Estimation with Probabilistic Neural Networks" by [Seitzer et al.
            2022](https://openreview.net/forum?id=aPOpXlnV1T).
    """

    beta: float = 0.0

    def __call__(self, input: torch.distributions.Distribution, target: torch.Tensor) -> torch.Tensor:
        nll = -input.log_prob(target)
        if self.beta > 0.0:
            variance = input.variance
            nll = nll * (variance.detach() ** self.beta)
        return nll


# Copied from transformers.models.bart.modeling_bart._make_causal_mask
def _make_causal_mask(input_ids_shape: torch.Size, dtype: torch.dtype, past_key_values_length: int = 0):
    """
    Make causal mask used for bi-directional self-attention.
    """
    bsz, tgt_len = input_ids_shape
    mask = torch.full((tgt_len, tgt_len), torch.tensor(torch.finfo(dtype).min))
    mask_cond = torch.arange(mask.size(-1))
    mask.masked_fill_(mask_cond < (mask_cond + 1).view(mask.size(-1), 1), 0)
    mask = mask.to(dtype)

    if past_key_values_length > 0:
        mask = torch.cat([torch.zeros(tgt_len, past_key_values_length, dtype=dtype), mask], dim=-1)
    return mask[None, None, :, :].expand(bsz, 1, tgt_len, tgt_len + past_key_values_length)


# Copied from transformers.models.bart.modeling_bart._expand_mask
def _expand_mask(mask: torch.Tensor, dtype: torch.dtype, tgt_len: Optional[int] = None):
    """
    Expands attention_mask from `[bsz, seq_len]` to `[bsz, 1, tgt_seq_len, src_seq_len]`.
    """
    bsz, src_len = mask.size()
    tgt_len = tgt_len if tgt_len is not None else src_len

    expanded_mask = mask[:, None, None, :].expand(bsz, 1, tgt_len, src_len).to(dtype)

    inverted_mask = 1.0 - expanded_mask

    return inverted_mask.masked_fill(inverted_mask.to(torch.bool), torch.finfo(dtype).min)


@dataclass
class Seq2SeqTimeSeriesModelOutput(ModelOutput):
    """
    Base class for model encoder's outputs that also contains pre-computed hidden states that can speed up sequential
    decoding.

    Args:
        last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`):
            Sequence of hidden-states at the output of the last layer of the decoder of the model.

            If `past_key_values` is used only the last hidden-state of the sequences of shape `(batch_size, 1,
            hidden_size)` is output.
        past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
            Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
            `(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
            `(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.

            Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
            blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
        decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
            Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
            one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.

            Hidden-states of the decoder at the output of each layer plus the optional initial embedding outputs.
        decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
            Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
            sequence_length)`.

            Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
            self-attention heads.
        cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
            Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
            sequence_length)`.

            Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
            weighted average in the cross-attention heads.
        encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
            Sequence of hidden-states at the output of the last layer of the encoder of the model.
        encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
            Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
            one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.

            Hidden-states of the encoder at the output of each layer plus the optional initial embedding outputs.
        encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
            Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
            sequence_length)`.

            Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
            self-attention heads.
        scale: (`torch.FloatTensor` of shape `(batch_size,)`, *optional*):
            Scaling values of each time series' context window which is used to give the model inputs of the same
            magnitude and then used to rescale to the original scale.
        static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
            Static features of each time series' in a batch which are copied to the covariates at inference time.
    """

    last_hidden_state: torch.FloatTensor = None
    past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
    decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
    decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
    cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
    encoder_last_hidden_state: Optional[torch.FloatTensor] = None
    encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
    encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
    scale: Optional[torch.FloatTensor] = None
    static_features: Optional[torch.FloatTensor] = None


@dataclass
class Seq2SeqTimeSeriesPredictionOutput(ModelOutput):
    """
    Base class for model's predictions outputs that also contain the loss as well parameters of the chosen
    distribution.

    Args:
        loss (`torch.FloatTensor` of shape `(1,)`, *optional*, returned when a `future_values` is provided):
            Distributional loss.
        params (`torch.FloatTensor` of shape `(batch_size, num_samples, num_params)`):
            Parameters of the chosen distribution.
        past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
            Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
            `(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
            `(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.

            Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
            blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
        decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
            Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
            one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.

            Hidden-states of the decoder at the output of each layer plus the initial embedding outputs.
        decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
            Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
            sequence_length)`.

            Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
            self-attention heads.
        cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
            Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
            sequence_length)`.

            Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
            weighted average in the cross-attention heads.
        encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
            Sequence of hidden-states at the output of the last layer of the encoder of the model.
        encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
            Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
            one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.

            Hidden-states of the encoder at the output of each layer plus the initial embedding outputs.
        encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
            Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
            sequence_length)`.

            Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
            self-attention heads.
        scale: (`torch.FloatTensor` of shape `(batch_size,)`, *optional*):
            Scaling values of each time series' context window which is used to give the model inputs of the same
            magnitude and then used to rescale to the original scale.
        static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
            Static features of each time series' in a batch which are copied to the covariates at inference time.
    """

    loss: Optional[torch.FloatTensor] = None
    params: Optional[Tuple[torch.FloatTensor]] = None
    past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
    decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
    decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
    cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
    encoder_last_hidden_state: Optional[torch.FloatTensor] = None
    encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
    encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
    scale: Optional[torch.FloatTensor] = None
    static_features: Optional[torch.FloatTensor] = None


@dataclass
class SampleTimeSeriesPredictionOutput(ModelOutput):
    sequences: torch.FloatTensor = None


# Copied from transformers.models.bart.modeling_bart.BartAttention with Bart->TimeSeriesTransformer
class TimeSeriesTransformerAttention(nn.Module):
    """Multi-headed attention from 'Attention Is All You Need' paper"""

    def __init__(
        self,
        embed_dim: int,
        num_heads: int,
        dropout: float = 0.0,
        is_decoder: bool = False,
        bias: bool = True,
    ):
        super().__init__()
        self.embed_dim = embed_dim
        self.num_heads = num_heads
        self.dropout = dropout
        self.head_dim = embed_dim // num_heads

        if (self.head_dim * num_heads) != self.embed_dim:
            raise ValueError(
                f"embed_dim must be divisible by num_heads (got `embed_dim`: {self.embed_dim}"
                f" and `num_heads`: {num_heads})."
            )
        self.scaling = self.head_dim**-0.5
        self.is_decoder = is_decoder

        self.k_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
        self.v_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
        self.q_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
        self.out_proj = nn.Linear(embed_dim, embed_dim, bias=bias)

    def _shape(self, tensor: torch.Tensor, seq_len: int, bsz: int):
        return tensor.view(bsz, seq_len, self.num_heads, self.head_dim).transpose(1, 2).contiguous()

    def forward(
        self,
        hidden_states: torch.Tensor,
        key_value_states: Optional[torch.Tensor] = None,
        past_key_value: Optional[Tuple[torch.Tensor]] = None,
        attention_mask: Optional[torch.Tensor] = None,
        layer_head_mask: Optional[torch.Tensor] = None,
        output_attentions: bool = False,
    ) -> Tuple[torch.Tensor, Optional[torch.Tensor], Optional[Tuple[torch.Tensor]]]:
        """Input shape: Batch x Time x Channel"""

        # if key_value_states are provided this layer is used as a cross-attention layer
        # for the decoder
        is_cross_attention = key_value_states is not None

        bsz, tgt_len, _ = hidden_states.size()

        # get query proj
        query_states = self.q_proj(hidden_states) * self.scaling
        # get key, value proj
        if is_cross_attention and past_key_value is not None:
            # reuse k,v, cross_attentions
            key_states = past_key_value[0]
            value_states = past_key_value[1]
        elif is_cross_attention:
            # cross_attentions
            key_states = self._shape(self.k_proj(key_value_states), -1, bsz)
            value_states = self._shape(self.v_proj(key_value_states), -1, bsz)
        elif past_key_value is not None:
            # reuse k, v, self_attention
            key_states = self._shape(self.k_proj(hidden_states), -1, bsz)
            value_states = self._shape(self.v_proj(hidden_states), -1, bsz)
            key_states = torch.cat([past_key_value[0], key_states], dim=2)
            value_states = torch.cat([past_key_value[1], value_states], dim=2)
        else:
            # self_attention
            key_states = self._shape(self.k_proj(hidden_states), -1, bsz)
            value_states = self._shape(self.v_proj(hidden_states), -1, bsz)

        if self.is_decoder:
            # if cross_attention save Tuple(torch.Tensor, torch.Tensor) of all cross attention key/value_states.
            # Further calls to cross_attention layer can then reuse all cross-attention
            # key/value_states (first "if" case)
            # if uni-directional self-attention (decoder) save Tuple(torch.Tensor, torch.Tensor) of
            # all previous decoder key/value_states. Further calls to uni-directional self-attention
            # can concat previous decoder key/value_states to current projected key/value_states (third "elif" case)
            # if encoder bi-directional self-attention `past_key_value` is always `None`
            past_key_value = (key_states, value_states)

        proj_shape = (bsz * self.num_heads, -1, self.head_dim)
        query_states = self._shape(query_states, tgt_len, bsz).view(*proj_shape)
        key_states = key_states.view(*proj_shape)
        value_states = value_states.view(*proj_shape)

        src_len = key_states.size(1)
        attn_weights = torch.bmm(query_states, key_states.transpose(1, 2))

        if attn_weights.size() != (bsz * self.num_heads, tgt_len, src_len):
            raise ValueError(
                f"Attention weights should be of size {(bsz * self.num_heads, tgt_len, src_len)}, but is"
                f" {attn_weights.size()}"
            )

        if attention_mask is not None:
            if attention_mask.size() != (bsz, 1, tgt_len, src_len):
                raise ValueError(
                    f"Attention mask should be of size {(bsz, 1, tgt_len, src_len)}, but is {attention_mask.size()}"
                )
            attn_weights = attn_weights.view(bsz, self.num_heads, tgt_len, src_len) + attention_mask
            attn_weights = attn_weights.view(bsz * self.num_heads, tgt_len, src_len)

        attn_weights = nn.functional.softmax(attn_weights, dim=-1)

        if layer_head_mask is not None:
            if layer_head_mask.size() != (self.num_heads,):
                raise ValueError(
                    f"Head mask for a single layer should be of size {(self.num_heads,)}, but is"
                    f" {layer_head_mask.size()}"
                )
            attn_weights = layer_head_mask.view(1, -1, 1, 1) * attn_weights.view(bsz, self.num_heads, tgt_len, src_len)
            attn_weights = attn_weights.view(bsz * self.num_heads, tgt_len, src_len)

        if output_attentions:
            # this operation is a bit awkward, but it's required to
            # make sure that attn_weights keeps its gradient.
            # In order to do so, attn_weights have to be reshaped
            # twice and have to be reused in the following
            attn_weights_reshaped = attn_weights.view(bsz, self.num_heads, tgt_len, src_len)
            attn_weights = attn_weights_reshaped.view(bsz * self.num_heads, tgt_len, src_len)
        else:
            attn_weights_reshaped = None

        attn_probs = nn.functional.dropout(attn_weights, p=self.dropout, training=self.training)

        attn_output = torch.bmm(attn_probs, value_states)

        if attn_output.size() != (bsz * self.num_heads, tgt_len, self.head_dim):
            raise ValueError(
                f"`attn_output` should be of size {(bsz, self.num_heads, tgt_len, self.head_dim)}, but is"
                f" {attn_output.size()}"
            )

        attn_output = attn_output.view(bsz, self.num_heads, tgt_len, self.head_dim)
        attn_output = attn_output.transpose(1, 2)

        # Use the `embed_dim` from the config (stored in the class) rather than `hidden_state` because `attn_output` can be
        # partitioned aross GPUs when using tensor-parallelism.
        attn_output = attn_output.reshape(bsz, tgt_len, self.embed_dim)

        attn_output = self.out_proj(attn_output)

        return attn_output, attn_weights_reshaped, past_key_value


# Copied from transformers.models.bart.modeling_bart.BartEncoderLayer with Bart->TimeSeriesTransformer
class TimeSeriesTransformerEncoderLayer(nn.Module):
    def __init__(self, config: TimeSeriesTransformerConfig):
        super().__init__()
        self.embed_dim = config.d_model
        self.self_attn = TimeSeriesTransformerAttention(
            embed_dim=self.embed_dim,
            num_heads=config.encoder_attention_heads,
            dropout=config.attention_dropout,
        )
        self.self_attn_layer_norm = nn.LayerNorm(self.embed_dim)
        self.dropout = config.dropout
        self.activation_fn = ACT2FN[config.activation_function]
        self.activation_dropout = config.activation_dropout
        self.fc1 = nn.Linear(self.embed_dim, config.encoder_ffn_dim)
        self.fc2 = nn.Linear(config.encoder_ffn_dim, self.embed_dim)
        self.final_layer_norm = nn.LayerNorm(self.embed_dim)

    def forward(
        self,
        hidden_states: torch.FloatTensor,
        attention_mask: torch.FloatTensor,
        layer_head_mask: torch.FloatTensor,
        output_attentions: Optional[bool] = False,
    ) -> Tuple[torch.FloatTensor, Optional[torch.FloatTensor]]:
        """
        Args:
            hidden_states (`torch.FloatTensor`): input to the layer of shape `(seq_len, batch, embed_dim)`
            attention_mask (`torch.FloatTensor`): attention mask of size
                `(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
            layer_head_mask (`torch.FloatTensor`): mask for attention heads in a given layer of size
                `(encoder_attention_heads,)`.
            output_attentions (`bool`, *optional*):
                Whether or not to return the attentions tensors of all attention layers. See `attentions` under
                returned tensors for more detail.
        """
        residual = hidden_states
        hidden_states, attn_weights, _ = self.self_attn(
            hidden_states=hidden_states,
            attention_mask=attention_mask,
            layer_head_mask=layer_head_mask,
            output_attentions=output_attentions,
        )
        hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
        hidden_states = residual + hidden_states
        hidden_states = self.self_attn_layer_norm(hidden_states)

        residual = hidden_states
        hidden_states = self.activation_fn(self.fc1(hidden_states))
        hidden_states = nn.functional.dropout(hidden_states, p=self.activation_dropout, training=self.training)
        hidden_states = self.fc2(hidden_states)
        hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
        hidden_states = residual + hidden_states
        hidden_states = self.final_layer_norm(hidden_states)

        if hidden_states.dtype == torch.float16 and (
            torch.isinf(hidden_states).any() or torch.isnan(hidden_states).any()
        ):
            clamp_value = torch.finfo(hidden_states.dtype).max - 1000
            hidden_states = torch.clamp(hidden_states, min=-clamp_value, max=clamp_value)

        outputs = (hidden_states,)

        if output_attentions:
            outputs += (attn_weights,)

        return outputs


# Copied from transformers.models.bart.modeling_bart.BartDecoderLayer with Bart->TimeSeriesTransformer
class TimeSeriesTransformerDecoderLayer(nn.Module):
    def __init__(self, config: TimeSeriesTransformerConfig):
        super().__init__()
        self.embed_dim = config.d_model

        self.self_attn = TimeSeriesTransformerAttention(
            embed_dim=self.embed_dim,
            num_heads=config.decoder_attention_heads,
            dropout=config.attention_dropout,
            is_decoder=True,
        )
        self.dropout = config.dropout
        self.activation_fn = ACT2FN[config.activation_function]
        self.activation_dropout = config.activation_dropout

        self.self_attn_layer_norm = nn.LayerNorm(self.embed_dim)
        self.encoder_attn = TimeSeriesTransformerAttention(
            self.embed_dim,
            config.decoder_attention_heads,
            dropout=config.attention_dropout,
            is_decoder=True,
        )
        self.encoder_attn_layer_norm = nn.LayerNorm(self.embed_dim)
        self.fc1 = nn.Linear(self.embed_dim, config.decoder_ffn_dim)
        self.fc2 = nn.Linear(config.decoder_ffn_dim, self.embed_dim)
        self.final_layer_norm = nn.LayerNorm(self.embed_dim)

    def forward(
        self,
        hidden_states: torch.Tensor,
        attention_mask: Optional[torch.Tensor] = None,
        encoder_hidden_states: Optional[torch.Tensor] = None,
        encoder_attention_mask: Optional[torch.Tensor] = None,
        layer_head_mask: Optional[torch.Tensor] = None,
        cross_attn_layer_head_mask: Optional[torch.Tensor] = None,
        past_key_value: Optional[Tuple[torch.Tensor]] = None,
        output_attentions: Optional[bool] = False,
        use_cache: Optional[bool] = True,
    ) -> Tuple[torch.FloatTensor, Optional[Tuple[torch.FloatTensor, torch.FloatTensor]]]:
        """
        Args:
            hidden_states (`torch.FloatTensor`): input to the layer of shape `(batch, seq_len, embed_dim)`
            attention_mask (`torch.FloatTensor`): attention mask of size
                `(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
            encoder_hidden_states (`torch.FloatTensor`):
                cross attention input to the layer of shape `(batch, seq_len, embed_dim)`
            encoder_attention_mask (`torch.FloatTensor`): encoder attention mask of size
                `(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
            layer_head_mask (`torch.FloatTensor`): mask for attention heads in a given layer of size
                `(encoder_attention_heads,)`.
            cross_attn_layer_head_mask (`torch.FloatTensor`): mask for cross-attention heads in a given layer of
                size `(decoder_attention_heads,)`.
            past_key_value (`Tuple(torch.FloatTensor)`): cached past key and value projection states
            output_attentions (`bool`, *optional*):
                Whether or not to return the attentions tensors of all attention layers. See `attentions` under
                returned tensors for more detail.
        """
        residual = hidden_states

        # Self Attention
        # decoder uni-directional self-attention cached key/values tuple is at positions 1,2
        self_attn_past_key_value = past_key_value[:2] if past_key_value is not None else None
        # add present self-attn cache to positions 1,2 of present_key_value tuple
        hidden_states, self_attn_weights, present_key_value = self.self_attn(
            hidden_states=hidden_states,
            past_key_value=self_attn_past_key_value,
            attention_mask=attention_mask,
            layer_head_mask=layer_head_mask,
            output_attentions=output_attentions,
        )
        hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
        hidden_states = residual + hidden_states
        hidden_states = self.self_attn_layer_norm(hidden_states)

        # Cross-Attention Block
        cross_attn_present_key_value = None
        cross_attn_weights = None
        if encoder_hidden_states is not None:
            residual = hidden_states

            # cross_attn cached key/values tuple is at positions 3,4 of present_key_value tuple
            cross_attn_past_key_value = past_key_value[-2:] if past_key_value is not None else None
            hidden_states, cross_attn_weights, cross_attn_present_key_value = self.encoder_attn(
                hidden_states=hidden_states,
                key_value_states=encoder_hidden_states,
                attention_mask=encoder_attention_mask,
                layer_head_mask=cross_attn_layer_head_mask,
                past_key_value=cross_attn_past_key_value,
                output_attentions=output_attentions,
            )
            hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
            hidden_states = residual + hidden_states
            hidden_states = self.encoder_attn_layer_norm(hidden_states)

            # add cross-attn to positions 3,4 of present_key_value tuple
            present_key_value = present_key_value + cross_attn_present_key_value

        # Fully Connected
        residual = hidden_states
        hidden_states = self.activation_fn(self.fc1(hidden_states))
        hidden_states = nn.functional.dropout(hidden_states, p=self.activation_dropout, training=self.training)
        hidden_states = self.fc2(hidden_states)
        hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
        hidden_states = residual + hidden_states
        hidden_states = self.final_layer_norm(hidden_states)

        outputs = (hidden_states,)

        if output_attentions:
            outputs += (self_attn_weights, cross_attn_weights)

        if use_cache:
            outputs += (present_key_value,)

        return outputs


class TimeSeriesTransformerPreTrainedModel(PreTrainedModel):
    config_class = TimeSeriesTransformerConfig
    base_model_prefix = "model"
    main_input_name = "past_values"
    supports_gradient_checkpointing = True

    def _init_weights(self, module):
        std = self.config.init_std
        if isinstance(module, nn.Linear):
            module.weight.data.normal_(mean=0.0, std=std)
            if module.bias is not None:
                module.bias.data.zero_()
        elif isinstance(module, nn.Embedding):
            module.weight.data.normal_(mean=0.0, std=std)
            if module.padding_idx is not None:
                module.weight.data[module.padding_idx].zero_()

    def _set_gradient_checkpointing(self, module, value=False):
        if isinstance(module, (TimeSeriesTransformerDecoder, TimeSeriesTransformerEncoder)):
            module.gradient_checkpointing = value


TIME_SERIES_TRANSFORMER_START_DOCSTRING = r"""
    This model inherits from [`PreTrainedModel`]. Check the superclass documentation for the generic methods the
    library implements for all its model (such as downloading or saving, resizing the input embeddings, pruning heads
    etc.)

    This model is also a PyTorch [torch.nn.Module](https://pytorch.org/docs/stable/nn.html#torch.nn.Module) subclass.
    Use it as a regular PyTorch Module and refer to the PyTorch documentation for all matter related to general usage
    and behavior.

    Parameters:
        config ([`TimeSeriesTransformerConfig`]):
            Model configuration class with all the parameters of the model. Initializing with a config file does not
            load the weights associated with the model, only the configuration. Check out the
            [`~PreTrainedModel.from_pretrained`] method to load the model weights.
"""

TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING = r"""
    Args:
        past_values (`torch.FloatTensor` of shape `(batch_size, sequence_length)`):
            Past values of the time series, that serve as context in order to predict the future. These values may
            contain lags, i.e. additional values from the past which are added in order to serve as "extra context".
            The `past_values` is what the Transformer encoder gets as input (with optional additional features, such as
            `static_categorical_features`, `static_real_features`, `past_time_features`).

            The sequence length here is equal to `context_length` + `max(config.lags_sequence)`.

            Missing values need to be replaced with zeros.

        past_time_features (`torch.FloatTensor` of shape `(batch_size, sequence_length, num_features)`, *optional*):
            Optional time features, which the model internally will add to `past_values`. These could be things like
            "month of year", "day of the month", etc. encoded as vectors (for instance as Fourier features). These
            could also be so-called "age" features, which basically help the model know "at which point in life" a
            time-series is. Age features have small values for distant past time steps and increase monotonically the
            more we approach the current time step.

            These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT, where
            the position encodings are learned from scratch internally as parameters of the model, the Time Series
            Transformer requires to provide additional time features.

            The Time Series Transformer only learns additional embeddings for `static_categorical_features`.

        past_observed_mask (`torch.BoolTensor` of shape `(batch_size, sequence_length)`, *optional*):
            Boolean mask to indicate which `past_values` were observed and which were missing. Mask values selected in
            `[0, 1]`:

            - 1 for values that are **observed**,
            - 0 for values that are **missing** (i.e. NaNs that were replaced by zeros).

        static_categorical_features (`torch.LongTensor` of shape `(batch_size, number of static categorical features)`, *optional*):
            Optional static categorical features for which the model will learn an embedding, which it will add to the
            values of the time series.

            Static categorical features are features which have the same value for all time steps (static over time).

            A typical example of a static categorical feature is a time series ID.

        static_real_features (`torch.FloatTensor` of shape `(batch_size, number of static real features)`, *optional*):
            Optional static real features which the model will add to the values of the time series.

            Static real features are features which have the same value for all time steps (static over time).

            A typical example of a static real feature is promotion information.

        future_values (`torch.FloatTensor` of shape `(batch_size, prediction_length)`):
            Future values of the time series, that serve as labels for the model. The `future_values` is what the
            Transformer needs to learn to output, given the `past_values`.

            See the demo notebook and code snippets for details.

            Missing values need to be replaced with zeros.

        future_time_features (`torch.FloatTensor` of shape `(batch_size, prediction_length, num_features)`, *optional*):
            Optional time features, which the model internally will add to `future_values`. These could be things like
            "month of year", "day of the month", etc. encoded as vectors (for instance as Fourier features). These
            could also be so-called "age" features, which basically help the model know "at which point in life" a
            time-series is. Age features have small values for distant past time steps and increase monotonically the
            more we approach the current time step.

            These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT, where
            the position encodings are learned from scratch internally as parameters of the model, the Time Series
            Transformer requires to provide additional features.

            The Time Series Transformer only learns additional embeddings for `static_categorical_features`.

        attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
            Mask to avoid performing attention on certain token indices. Mask values selected in `[0, 1]`:

            - 1 for tokens that are **not masked**,
            - 0 for tokens that are **masked**.

            [What are attention masks?](../glossary#attention-mask)

        decoder_attention_mask (`torch.LongTensor` of shape `(batch_size, target_sequence_length)`, *optional*):
            Mask to avoid performing attention on certain token indices. By default, a causal mask will be used, to
            make sure the model can only look at previous inputs in order to predict the future.

        head_mask (`torch.Tensor` of shape `(encoder_layers, encoder_attention_heads)`, *optional*):
            Mask to nullify selected heads of the attention modules in the encoder. Mask values selected in `[0, 1]`:

            - 1 indicates the head is **not masked**,
            - 0 indicates the head is **masked**.

        decoder_head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
            Mask to nullify selected heads of the attention modules in the decoder. Mask values selected in `[0, 1]`:

            - 1 indicates the head is **not masked**,
            - 0 indicates the head is **masked**.

        cross_attn_head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
            Mask to nullify selected heads of the cross-attention modules. Mask values selected in `[0, 1]`:

            - 1 indicates the head is **not masked**,
            - 0 indicates the head is **masked**.

        encoder_outputs (`tuple(tuple(torch.FloatTensor)`, *optional*):
            Tuple consists of `last_hidden_state`, `hidden_states` (*optional*) and `attentions` (*optional*)
            `last_hidden_state` of shape `(batch_size, sequence_length, hidden_size)` (*optional*) is a sequence of
            hidden-states at the output of the last layer of the encoder. Used in the cross-attention of the decoder.
        past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
            Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
            `(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
            `(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.

            Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
            blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.

            If `past_key_values` are used, the user can optionally input only the last `decoder_input_ids` (those that
            don't have their past key value states given to this model) of shape `(batch_size, 1)` instead of all
            `decoder_input_ids` of shape `(batch_size, sequence_length)`.
        inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
            Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation. This
            is useful if you want more control over how to convert `input_ids` indices into associated vectors than the
            model's internal embedding lookup matrix.

        use_cache (`bool`, *optional*):
            If set to `True`, `past_key_values` key value states are returned and can be used to speed up decoding (see
            `past_key_values`).
        output_attentions (`bool`, *optional*):
            Whether or not to return the attentions tensors of all attention layers. See `attentions` under returned
            tensors for more detail.
        output_hidden_states (`bool`, *optional*):
            Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors for
            more detail.
        return_dict (`bool`, *optional*):
            Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
"""


class TimeSeriesTransformerEncoder(TimeSeriesTransformerPreTrainedModel):
    """
    Transformer encoder consisting of *config.encoder_layers* self attention layers. Each layer is a
    [`TimeSeriesTransformerEncoderLayer`].

    Args:
        config: TimeSeriesTransformerConfig
    """

    def __init__(self, config: TimeSeriesTransformerConfig):
        super().__init__(config)

        self.dropout = config.dropout
        self.layerdrop = config.encoder_layerdrop

        embed_dim = config.d_model

        self.layers = nn.ModuleList([TimeSeriesTransformerEncoderLayer(config) for _ in range(config.encoder_layers)])
        self.layernorm_embedding = nn.LayerNorm(embed_dim)

        self.gradient_checkpointing = False
        # Initialize weights and apply final processing
        self.post_init()

    def forward(
        self,
        attention_mask: Optional[torch.Tensor] = None,
        head_mask: Optional[torch.Tensor] = None,
        inputs_embeds: Optional[torch.FloatTensor] = None,
        output_attentions: Optional[bool] = None,
        output_hidden_states: Optional[bool] = None,
        return_dict: Optional[bool] = None,
    ) -> Union[Tuple, BaseModelOutput]:
        r"""
        Args:
            attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
                Mask to avoid performing attention on padding token indices. Mask values selected in `[0, 1]`:

                - 1 for tokens that are **not masked**,
                - 0 for tokens that are **masked**.

                [What are attention masks?](../glossary#attention-mask)
            head_mask (`torch.Tensor` of shape `(encoder_layers, encoder_attention_heads)`, *optional*):
                Mask to nullify selected heads of the attention modules. Mask values selected in `[0, 1]`:

                - 1 indicates the head is **not masked**,
                - 0 indicates the head is **masked**.

            inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
                Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation.
                This is useful if you want more control over how to convert `input_ids` indices into associated vectors
                than the model's internal embedding lookup matrix.
            output_attentions (`bool`, *optional*):
                Whether or not to return the attentions tensors of all attention layers. See `attentions` under
                returned tensors for more detail.
            output_hidden_states (`bool`, *optional*):
                Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors
                for more detail.
            return_dict (`bool`, *optional*):
                Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
        """
        output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
        output_hidden_states = (
            output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
        )
        return_dict = return_dict if return_dict is not None else self.config.use_return_dict

        hidden_states = inputs_embeds
        hidden_states = self.layernorm_embedding(hidden_states)
        hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)

        # expand attention_mask
        if attention_mask is not None:
            # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
            attention_mask = _expand_mask(attention_mask, inputs_embeds.dtype)

        encoder_states = () if output_hidden_states else None
        all_attentions = () if output_attentions else None

        # check if head_mask has a correct number of layers specified if desired
        if head_mask is not None:
            if head_mask.size()[0] != (len(self.layers)):
                raise ValueError(
                    f"The head_mask should be specified for {len(self.layers)} layers, but it is for"
                    f" {head_mask.size()[0]}."
                )

        for idx, encoder_layer in enumerate(self.layers):
            if output_hidden_states:
                encoder_states = encoder_states + (hidden_states,)
            # add LayerDrop (see https://arxiv.org/abs/1909.11556 for description)
            dropout_probability = random.uniform(0, 1)
            if self.training and (dropout_probability < self.layerdrop):  # skip the layer
                layer_outputs = (None, None)
            else:
                if self.gradient_checkpointing and self.training:

                    def create_custom_forward(module):
                        def custom_forward(*inputs):
                            return module(*inputs, output_attentions)

                        return custom_forward

                    layer_outputs = torch.utils.checkpoint.checkpoint(
                        create_custom_forward(encoder_layer),
                        hidden_states,
                        attention_mask,
                        (head_mask[idx] if head_mask is not None else None),
                    )
                else:
                    layer_outputs = encoder_layer(
                        hidden_states,
                        attention_mask,
                        layer_head_mask=(head_mask[idx] if head_mask is not None else None),
                        output_attentions=output_attentions,
                    )

                hidden_states = layer_outputs[0]

            if output_attentions:
                all_attentions = all_attentions + (layer_outputs[1],)

        if output_hidden_states:
            encoder_states = encoder_states + (hidden_states,)

        if not return_dict:
            return tuple(v for v in [hidden_states, encoder_states, all_attentions] if v is not None)
        return BaseModelOutput(
            last_hidden_state=hidden_states, hidden_states=encoder_states, attentions=all_attentions
        )


class TimeSeriesTransformerDecoder(TimeSeriesTransformerPreTrainedModel):
    """
    Transformer decoder consisting of *config.decoder_layers* layers. Each layer is a
    [`TimeSeriesTransformerDecoderLayer`]

    Args:
        config: TimeSeriesTransformerConfig
    """

    def __init__(self, config: TimeSeriesTransformerConfig):
        super().__init__(config)
        self.dropout = config.dropout
        self.layerdrop = config.decoder_layerdrop

        self.layers = nn.ModuleList([TimeSeriesTransformerDecoderLayer(config) for _ in range(config.decoder_layers)])
        self.layernorm_embedding = nn.LayerNorm(config.d_model)

        self.gradient_checkpointing = False
        # Initialize weights and apply final processing
        self.post_init()

    def _prepare_decoder_attention_mask(self, attention_mask, input_shape, inputs_embeds, past_key_values_length):
        # create causal mask
        # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
        combined_attention_mask = None
        if input_shape[-1] > 1:
            combined_attention_mask = _make_causal_mask(
                input_shape, inputs_embeds.dtype, past_key_values_length=past_key_values_length
            ).to(inputs_embeds.device)

        if attention_mask is not None:
            # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
            expanded_attn_mask = _expand_mask(attention_mask, inputs_embeds.dtype, tgt_len=input_shape[-1]).to(
                inputs_embeds.device
            )
            combined_attention_mask = (
                expanded_attn_mask if combined_attention_mask is None else expanded_attn_mask + combined_attention_mask
            )

        return combined_attention_mask

    def forward(
        self,
        attention_mask: Optional[torch.Tensor] = None,
        encoder_hidden_states: Optional[torch.FloatTensor] = None,
        encoder_attention_mask: Optional[torch.LongTensor] = None,
        head_mask: Optional[torch.Tensor] = None,
        cross_attn_head_mask: Optional[torch.Tensor] = None,
        past_key_values: Optional[List[torch.FloatTensor]] = None,
        inputs_embeds: Optional[torch.FloatTensor] = None,
        use_cache: Optional[bool] = None,
        output_attentions: Optional[bool] = None,
        output_hidden_states: Optional[bool] = None,
        return_dict: Optional[bool] = None,
    ) -> Union[Tuple, BaseModelOutputWithPastAndCrossAttentions]:
        r"""
        Args:
            attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
                Mask to avoid performing attention on padding token indices. Mask values selected in `[0, 1]`:

                - 1 for tokens that are **not masked**,
                - 0 for tokens that are **masked**.

                [What are attention masks?](../glossary#attention-mask)
            encoder_hidden_states (`torch.FloatTensor` of shape `(batch_size, encoder_sequence_length, hidden_size)`, *optional*):
                Sequence of hidden-states at the output of the last layer of the encoder. Used in the cross-attention
                of the decoder.
            encoder_attention_mask (`torch.LongTensor` of shape `(batch_size, encoder_sequence_length)`, *optional*):
                Mask to avoid performing cross-attention on padding tokens indices of encoder input_ids. Mask values
                selected in `[0, 1]`:

                - 1 for tokens that are **not masked**,
                - 0 for tokens that are **masked**.

                [What are attention masks?](../glossary#attention-mask)
            head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
                Mask to nullify selected heads of the attention modules. Mask values selected in `[0, 1]`:

                - 1 indicates the head is **not masked**,
                - 0 indicates the head is **masked**.

            cross_attn_head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
                Mask to nullify selected heads of the cross-attention modules in the decoder to avoid performing
                cross-attention on hidden heads. Mask values selected in `[0, 1]`:

                - 1 indicates the head is **not masked**,
                - 0 indicates the head is **masked**.

            past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
                Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of
                shape `(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of
                shape `(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.

                Contains pre-computed hidden-states (key and values in the self-attention blocks and in the
                cross-attention blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.

                If `past_key_values` are used, the user can optionally input only the last `decoder_input_ids` (those
                that don't have their past key value states given to this model) of shape `(batch_size, 1)` instead of
                all `decoder_input_ids` of shape `(batch_size, sequence_length)`.

            inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
                Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation.
                This is useful if you want more control over how to convert `input_ids` indices into associated vectors
                than the model's internal embedding lookup matrix.

            output_attentions (`bool`, *optional*):
                Whether or not to return the attentions tensors of all attention layers. See `attentions` under
                returned tensors for more detail.

            output_hidden_states (`bool`, *optional*):
                Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors
                for more detail.

            return_dict (`bool`, *optional*):
                Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
        """
        output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
        output_hidden_states = (
            output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
        )
        use_cache = use_cache if use_cache is not None else self.config.use_cache
        return_dict = return_dict if return_dict is not None else self.config.use_return_dict

        input_shape = inputs_embeds.size()[:-1]

        # past_key_values_length
        past_key_values_length = past_key_values[0][0].shape[2] if past_key_values is not None else 0

        attention_mask = self._prepare_decoder_attention_mask(
            attention_mask, input_shape, inputs_embeds, past_key_values_length
        )

        # expand encoder attention mask
        if encoder_hidden_states is not None and encoder_attention_mask is not None:
            # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
            encoder_attention_mask = _expand_mask(encoder_attention_mask, inputs_embeds.dtype, tgt_len=input_shape[-1])

        hidden_states = inputs_embeds
        hidden_states = self.layernorm_embedding(hidden_states)

        hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)

        # decoder layers
        all_hidden_states = () if output_hidden_states else None
        all_self_attns = () if output_attentions else None
        all_cross_attentions = () if (output_attentions and encoder_hidden_states is not None) else None
        next_decoder_cache = () if use_cache else None

        # check if head_mask/cross_attn_head_mask has a correct number of layers specified if desired
        for attn_mask, mask_name in zip([head_mask, cross_attn_head_mask], ["head_mask", "cross_attn_head_mask"]):
            if attn_mask is not None:
                if attn_mask.size()[0] != (len(self.layers)):
                    raise ValueError(
                        f"The `{mask_name}` should be specified for {len(self.layers)} layers, but it is for"
                        f" {head_mask.size()[0]}."
                    )

        for idx, decoder_layer in enumerate(self.layers):
            # add LayerDrop (see https://arxiv.org/abs/1909.11556 for description)
            if output_hidden_states:
                all_hidden_states += (hidden_states,)
            dropout_probability = random.uniform(0, 1)
            if self.training and (dropout_probability < self.layerdrop):
                continue

            past_key_value = past_key_values[idx] if past_key_values is not None else None

            if self.gradient_checkpointing and self.training:

                if use_cache:
                    logger.warning(
                        "`use_cache=True` is incompatible with gradient checkpointing. Setting `use_cache=False`..."
                    )
                    use_cache = False

                def create_custom_forward(module):
                    def custom_forward(*inputs):
                        # None for past_key_value
                        return module(*inputs, output_attentions, use_cache)

                    return custom_forward

                layer_outputs = torch.utils.checkpoint.checkpoint(
                    create_custom_forward(decoder_layer),
                    hidden_states,
                    attention_mask,
                    encoder_hidden_states,
                    encoder_attention_mask,
                    head_mask[idx] if head_mask is not None else None,
                    cross_attn_head_mask[idx] if cross_attn_head_mask is not None else None,
                    None,
                )
            else:

                layer_outputs = decoder_layer(
                    hidden_states,
                    attention_mask=attention_mask,
                    encoder_hidden_states=encoder_hidden_states,
                    encoder_attention_mask=encoder_attention_mask,
                    layer_head_mask=(head_mask[idx] if head_mask is not None else None),
                    cross_attn_layer_head_mask=(
                        cross_attn_head_mask[idx] if cross_attn_head_mask is not None else None
                    ),
                    past_key_value=past_key_value,
                    output_attentions=output_attentions,
                    use_cache=use_cache,
                )
            hidden_states = layer_outputs[0]

            if use_cache:
                next_decoder_cache += (layer_outputs[3 if output_attentions else 1],)

            if output_attentions:
                all_self_attns += (layer_outputs[1],)

                if encoder_hidden_states is not None:
                    all_cross_attentions += (layer_outputs[2],)

        # add hidden states from the last decoder layer
        if output_hidden_states:
            all_hidden_states += (hidden_states,)

        next_cache = next_decoder_cache if use_cache else None
        if not return_dict:
            return tuple(
                v
                for v in [hidden_states, next_cache, all_hidden_states, all_self_attns, all_cross_attentions]
                if v is not None
            )
        return BaseModelOutputWithPastAndCrossAttentions(
            last_hidden_state=hidden_states,
            past_key_values=next_cache,
            hidden_states=all_hidden_states,
            attentions=all_self_attns,
            cross_attentions=all_cross_attentions,
        )


@add_start_docstrings(
    "The bare Time Series Transformer Model outputting raw hidden-states without any specific head on top.",
    TIME_SERIES_TRANSFORMER_START_DOCSTRING,
)
class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
    def __init__(self, config: TimeSeriesTransformerConfig):
        super().__init__(config)

        if config.scaling:
            self.scaler = MeanScaler(dim=1, keepdim=True)
        else:
            self.scaler = NOPScaler(dim=1, keepdim=True)

        self.embedder = FeatureEmbedder(
            cardinalities=config.cardinality,
            embedding_dims=config.embedding_dimension,
        )

        # transformer encoder-decoder and mask initializer
        self.encoder = TimeSeriesTransformerEncoder(config)
        self.decoder = TimeSeriesTransformerDecoder(config)

        # Initialize weights and apply final processing
        self.post_init()

    @property
    def _past_length(self) -> int:
        return self.config.context_length + max(self.config.lags_sequence)

    def get_lagged_subsequences(
        self, sequence: torch.Tensor, subsequences_length: int, shift: int = 0
    ) -> torch.Tensor:
        """
        Returns lagged subsequences of a given sequence. Returns a tensor of shape (N, S, C, I),
            where S = subsequences_length and I = len(indices), containing lagged subsequences. Specifically, lagged[i,
            j, :, k] = sequence[i, -indices[k]-S+j, :].

        Args:
            sequence: Tensor
                The sequence from which lagged subsequences should be extracted. Shape: (N, T, C).
            subsequences_length : int
                Length of the subsequences to be extracted.
            shift: int
                Shift the lags by this amount back.
        """
        sequence_length = sequence.shape[1]
        indices = [lag - shift for lag in self.config.lags_sequence]

        try:
            assert max(indices) + subsequences_length <= sequence_length, (
                f"lags cannot go further than history length, found lag {max(indices)} "
                f"while history length is only {sequence_length}"
            )
        except AssertionError as e:
            e.args += (max(indices), sequence_length)
            raise

        lagged_values = []
        for lag_index in indices:
            begin_index = -lag_index - subsequences_length
            end_index = -lag_index if lag_index > 0 else None
            lagged_values.append(sequence[:, begin_index:end_index, ...])
        return torch.stack(lagged_values, dim=-1)

    def create_network_inputs(
        self,
        past_values: torch.Tensor,
        past_time_features: torch.Tensor,
        static_categorical_features: torch.Tensor,
        static_real_features: torch.Tensor,
        past_observed_mask: Optional[torch.Tensor] = None,
        future_values: Optional[torch.Tensor] = None,
        future_time_features: Optional[torch.Tensor] = None,
    ):
        # time feature
        time_feat = (
            torch.cat(
                (
                    past_time_features[:, self._past_length - self.config.context_length :, ...],
                    future_time_features,
                ),
                dim=1,
            )
            if future_values is not None
            else past_time_features[:, self._past_length - self.config.context_length :, ...]
        )

        # target
        if past_observed_mask is None:
            past_observed_mask = torch.ones_like(past_values)

        context = past_values[:, -self.config.context_length :]
        observed_context = past_observed_mask[:, -self.config.context_length :]
        _, scale = self.scaler(context, observed_context)

        inputs = (
            torch.cat((past_values, future_values), dim=1) / scale
            if future_values is not None
            else past_values / scale
        )

        inputs_length = (
            self._past_length + self.config.prediction_length if future_values is not None else self._past_length
        )
        try:
            assert inputs.shape[1] == inputs_length, (
                f"input length {inputs.shape[1]} and dynamic feature lengths {inputs_length} does not match",
            )
        except AssertionError as e:
            e.args += (inputs.shape[1], inputs_length)
            raise

        subsequences_length = (
            self.config.context_length + self.config.prediction_length
            if future_values is not None
            else self.config.context_length
        )

        # embeddings
        embedded_cat = self.embedder(static_categorical_features)
        static_feat = torch.cat(
            (embedded_cat, static_real_features, scale.log()),
            dim=1,
        )
        expanded_static_feat = static_feat.unsqueeze(1).expand(-1, time_feat.shape[1], -1)

        features = torch.cat((expanded_static_feat, time_feat), dim=-1)

        # sequence = torch.cat((prior_input, inputs), dim=1)
        lagged_sequence = self.get_lagged_subsequences(sequence=inputs, subsequences_length=subsequences_length)

        lags_shape = lagged_sequence.shape
        reshaped_lagged_sequence = lagged_sequence.reshape(lags_shape[0], lags_shape[1], -1)

        transformer_inputs = torch.cat((reshaped_lagged_sequence, features), dim=-1)

        return transformer_inputs, scale, static_feat

    def enc_dec_outputs(self, transformer_inputs):
        enc_input = transformer_inputs[:, : self.config.context_length, ...]
        dec_input = transformer_inputs[:, self.config.context_length :, ...]

        encoder_outputs = self.encoder(inputs_embeds=enc_input)
        decoder_outputs = self.decoder(
            inputs_embeds=dec_input, encoder_hidden_states=encoder_outputs.last_hidden_state
        )
        return encoder_outputs, decoder_outputs

    def get_encoder(self):
        return self.encoder

    def get_decoder(self):
        return self.decoder

    @add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING)
    @replace_return_docstrings(output_type=Seq2SeqTimeSeriesModelOutput, config_class=_CONFIG_FOR_DOC)
    def forward(
        self,
        past_values: torch.Tensor,
        past_time_features: torch.Tensor,
        past_observed_mask: torch.Tensor,
        static_categorical_features: torch.Tensor,
        static_real_features: torch.Tensor,
        future_values: Optional[torch.Tensor] = None,
        future_time_features: Optional[torch.Tensor] = None,
        decoder_attention_mask: Optional[torch.LongTensor] = None,
        head_mask: Optional[torch.Tensor] = None,
        decoder_head_mask: Optional[torch.Tensor] = None,
        cross_attn_head_mask: Optional[torch.Tensor] = None,
        encoder_outputs: Optional[List[torch.FloatTensor]] = None,
        past_key_values: Optional[List[torch.FloatTensor]] = None,
        output_hidden_states: Optional[bool] = None,
        output_attentions: Optional[bool] = None,
        use_cache: Optional[bool] = None,
        return_dict: Optional[bool] = None,
    ):
        r"""
        Returns:

        Examples:

        ```python
        >>> from transformers import TimeSeriesTransformerModel
        >>> import torch

        >>> model = TimeSeriesTransformerModel.from_pretrained("huggingface/tst-base")

        >>> inputs = dict()
        >>> batch_size = 2
        >>> cardinality = 5
        >>> num_time_features = 10
        >>> content_length = 8
        >>> prediction_length = 2
        >>> lags_sequence = [2, 3]
        >>> past_length = context_length + max(lags_sequence)

        >>> # encoder inputs
        >>> inputs["static_categorical_features"] = ids_tensor([batch_size, 1], cardinality)
        >>> inputs["static_real_features"] = torch.randn([batch_size, 1])
        >>> inputs["past_time_features"] = torch.randn([batch_size, past_length, num_time_features])
        >>> inputs["past_values"] = torch.randn([batch_size, past_length])
        >>> inputs["past_observed_mask"] = torch.ones([batch_size, past_length])

        >>> # decoder inputs
        >>> inputs["future_time_features"] = torch.randn([batch_size, prediction_length, num_time_features])
        >>> inputs["future_values"] = torch.randn([batch_size, prediction_length])

        >>> outputs = model(**inputs)
        >>> last_hidden_states = outputs.last_hidden_state
        ```"""
        output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
        output_hidden_states = (
            output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
        )
        use_cache = use_cache if use_cache is not None else self.config.use_cache
        return_dict = return_dict if return_dict is not None else self.config.use_return_dict

        transformer_inputs, scale, static_feat = self.create_network_inputs(
            past_values=past_values,
            past_time_features=past_time_features,
            past_observed_mask=past_observed_mask,
            static_categorical_features=static_categorical_features,
            static_real_features=static_real_features,
            future_values=future_values,
            future_time_features=future_time_features,
        )

        if encoder_outputs is None:
            enc_input = transformer_inputs[:, : self.config.context_length, ...]
            encoder_outputs = self.encoder(
                inputs_embeds=enc_input,
                head_mask=head_mask,
                output_attentions=output_attentions,
                output_hidden_states=output_hidden_states,
                return_dict=return_dict,
            )
        # If the user passed a tuple for encoder_outputs, we wrap it in a BaseModelOutput when return_dict=True
        elif return_dict and not isinstance(encoder_outputs, BaseModelOutput):
            encoder_outputs = BaseModelOutput(
                last_hidden_state=encoder_outputs[0],
                hidden_states=encoder_outputs[1] if len(encoder_outputs) > 1 else None,
                attentions=encoder_outputs[2] if len(encoder_outputs) > 2 else None,
            )

        dec_input = transformer_inputs[:, self.config.context_length :, ...]
        decoder_outputs = self.decoder(
            inputs_embeds=dec_input,
            attention_mask=decoder_attention_mask,
            encoder_hidden_states=encoder_outputs[0],
            head_mask=decoder_head_mask,
            cross_attn_head_mask=cross_attn_head_mask,
            past_key_values=past_key_values,
            use_cache=use_cache,
            output_attentions=output_attentions,
            output_hidden_states=output_hidden_states,
            return_dict=return_dict,
        )

        if not return_dict:
            return decoder_outputs + encoder_outputs + (scale, static_feat)

        return Seq2SeqTimeSeriesModelOutput(
            last_hidden_state=decoder_outputs.last_hidden_state,
            past_key_values=decoder_outputs.past_key_values,
            decoder_hidden_states=decoder_outputs.hidden_states,
            decoder_attentions=decoder_outputs.attentions,
            cross_attentions=decoder_outputs.cross_attentions,
            encoder_last_hidden_state=encoder_outputs.last_hidden_state,
            encoder_hidden_states=encoder_outputs.hidden_states,
            encoder_attentions=encoder_outputs.attentions,
            scale=scale,
            static_features=static_feat,
        )


@add_start_docstrings(
    "The Time Series Transformer Model with a distribution head on top for time-series forecasting.",
    TIME_SERIES_TRANSFORMER_START_DOCSTRING,
)
class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
    def __init__(self, config: TimeSeriesTransformerConfig):
        super().__init__(config)
        self.model = TimeSeriesTransformerModel(config)
        if config.distribution_output == "student_t":
            self.distribution_output = StudentTOutput()
        elif config.distribution_output == "normal":
            self.distribution_output = NormalOutput()
        elif config.distribution_output == "negative_binomial":
            self.distribution_output = NegativeBinomialOutput()
        else:
            raise ValueError(f"Unknown distribution output {config.distribution_output}")

        self.parameter_projection = self.distribution_output.get_parameter_projection(self.model.config.d_model)
        self.target_shape = self.distribution_output.event_shape

        if config.loss == "nll":
            self.loss = NegativeLogLikelihood()
        else:
            raise ValueError(f"Unknown loss function {config.loss}")

        # Initialize weights of distribution_output and apply final processing
        self.post_init()

    def output_params(self, dec_output):
        return self.parameter_projection(dec_output)

    def get_encoder(self):
        return self.model.get_encoder()

    def get_decoder(self):
        return self.model.get_decoder()

    @torch.jit.ignore
    def output_distribution(self, params, scale=None, trailing_n=None) -> torch.distributions.Distribution:
        sliced_params = params
        if trailing_n is not None:
            sliced_params = [p[:, -trailing_n:] for p in params]
        return self.distribution_output.distribution(sliced_params, scale=scale)

    @add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING)
    @replace_return_docstrings(output_type=Seq2SeqTimeSeriesModelOutput, config_class=_CONFIG_FOR_DOC)
    def forward(
        self,
        past_values: torch.Tensor,
        past_time_features: torch.Tensor,
        past_observed_mask: torch.Tensor,
        static_categorical_features: torch.Tensor,
        static_real_features: torch.Tensor,
        future_values: Optional[torch.Tensor] = None,
        future_time_features: Optional[torch.Tensor] = None,
        future_observed_mask: Optional[torch.Tensor] = None,
        decoder_attention_mask: Optional[torch.LongTensor] = None,
        head_mask: Optional[torch.Tensor] = None,
        decoder_head_mask: Optional[torch.Tensor] = None,
        cross_attn_head_mask: Optional[torch.Tensor] = None,
        encoder_outputs: Optional[List[torch.FloatTensor]] = None,
        past_key_values: Optional[List[torch.FloatTensor]] = None,
        output_hidden_states: Optional[bool] = None,
        output_attentions: Optional[bool] = None,
        use_cache: Optional[bool] = None,
        return_dict: Optional[bool] = None,
    ):
        r"""
        Returns:

        future_observed_mask (`torch.BoolTensor` of shape `(batch_size, sequence_length)`, *optional*):
            Boolean mask to indicate which `future_values` were observed and which were missing. Mask values selected
            in `[0, 1]`:

            - 1 for values that are **observed**,
            - 0 for values that are **missing** (i.e. NaNs that were replaced by zeros).

            This mask is used to filter out missing values for the final loss calculation.

        Examples:

        ```python
        >>> from transformers import TimeSeriesTransformerForPrediction
        >>> import torch

        >>> model = TimeSeriesTransformerForPrediction.from_pretrained("huggingface/tst-base")

        >>> inputs = dict()
        >>> batch_size = 2
        >>> cardinality = 5
        >>> num_time_features = 10
        >>> content_length = 8
        >>> prediction_length = 2
        >>> lags_sequence = [2, 3]
        >>> past_length = context_length + max(lags_sequence)

        >>> # encoder inputs
        >>> inputs["static_categorical_features"] = ids_tensor([batch_size, 1], cardinality)
        >>> inputs["static_real_features"] = torch.randn([batch_size, 1])
        >>> inputs["past_time_features"] = torch.randn([batch_size, past_length, num_time_features])
        >>> inputs["past_values"] = torch.randn([batch_size, past_length])
        >>> inputs["past_observed_mask"] = torch.ones([batch_size, past_length])

        >>> # decoder inputs
        >>> inputs["future_time_features"] = torch.randn([batch_size, prediction_length, num_time_features])
        >>> inputs["future_values"] = torch.randn([batch_size, prediction_length])

        >>> outputs = model(**inputs)
        >>> loss = outputs.loss
        ```"""

        return_dict = return_dict if return_dict is not None else self.config.use_return_dict
        if future_values is not None:
            use_cache = False

        outputs = self.model(
            past_values=past_values,
            past_time_features=past_time_features,
            past_observed_mask=past_observed_mask,
            static_categorical_features=static_categorical_features,
            static_real_features=static_real_features,
            future_values=future_values,
            future_time_features=future_time_features,
            decoder_attention_mask=decoder_attention_mask,
            head_mask=head_mask,
            decoder_head_mask=decoder_head_mask,
            cross_attn_head_mask=cross_attn_head_mask,
            encoder_outputs=encoder_outputs,
            past_key_values=past_key_values,
            output_hidden_states=output_hidden_states,
            output_attentions=output_attentions,
            use_cache=use_cache,
            return_dict=return_dict,
        )

        prediction_loss = None
        params = None
        if future_values is not None:
            params = self.output_params(outputs[0])  # outputs.last_hidden_state
            distribution = self.output_distribution(params, outputs[-2])  # outputs.scale

            loss = self.loss(distribution, future_values)

            if future_observed_mask is None:
                future_observed_mask = torch.ones_like(future_values)

            if len(self.target_shape) == 0:
                loss_weights = future_observed_mask
            else:
                loss_weights = future_observed_mask.min(dim=-1, keepdim=False)

            prediction_loss = weighted_average(loss, weights=loss_weights)

        if not return_dict:
            outputs = ((params,) + outputs[1:]) if params is not None else outputs[1:]
            return ((prediction_loss,) + outputs) if prediction_loss is not None else outputs

        return Seq2SeqTimeSeriesPredictionOutput(
            loss=prediction_loss,
            params=params,
            past_key_values=outputs.past_key_values,
            decoder_hidden_states=outputs.decoder_hidden_states,
            decoder_attentions=outputs.decoder_attentions,
            cross_attentions=outputs.cross_attentions,
            encoder_last_hidden_state=outputs.encoder_last_hidden_state,
            encoder_hidden_states=outputs.encoder_hidden_states,
            encoder_attentions=outputs.encoder_attentions,
            scale=outputs.scale,
            static_features=outputs.static_features,
        )

    @torch.no_grad()
    def generate(
        self,
        static_categorical_features: torch.Tensor,
        static_real_features: torch.Tensor,
        past_time_features: torch.Tensor,
        past_values: torch.Tensor,
        past_observed_mask: torch.Tensor,
        future_time_features: Optional[torch.Tensor],
        output_attentions: Optional[bool] = None,
        output_hidden_states: Optional[bool] = None,
    ) -> torch.Tensor:
        outputs = self(
            static_categorical_features=static_categorical_features,
            static_real_features=static_real_features,
            past_time_features=past_time_features,
            past_values=past_values,
            past_observed_mask=past_observed_mask,
            future_time_features=future_time_features,
            future_values=None,
            output_attentions=output_attentions,
            output_hidden_states=output_hidden_states,
            return_dict=True,
            use_cache=True,
        )

        decoder = self.model.get_decoder()
        enc_last_hidden = outputs.encoder_last_hidden_state
        scale = outputs.scale
        static_feat = outputs.static_features

        num_parallel_samples = self.config.num_parallel_samples
        repeated_scale = scale.repeat_interleave(repeats=num_parallel_samples, dim=0)

        repeated_past_values = past_values.repeat_interleave(repeats=num_parallel_samples, dim=0) / repeated_scale

        expanded_static_feat = static_feat.unsqueeze(1).expand(-1, future_time_features.shape[1], -1)
        features = torch.cat((expanded_static_feat, future_time_features), dim=-1)
        repeated_features = features.repeat_interleave(repeats=num_parallel_samples, dim=0)

        repeated_enc_last_hidden = enc_last_hidden.repeat_interleave(repeats=num_parallel_samples, dim=0)

        future_samples = []

        # greedy decoding
        for k in range(self.config.prediction_length):
            lagged_sequence = self.model.get_lagged_subsequences(
                sequence=repeated_past_values,
                subsequences_length=1 + k,
                shift=1,
            )

            lags_shape = lagged_sequence.shape
            reshaped_lagged_sequence = lagged_sequence.reshape(lags_shape[0], lags_shape[1], -1)

            decoder_input = torch.cat((reshaped_lagged_sequence, repeated_features[:, : k + 1]), dim=-1)

            dec_output = decoder(inputs_embeds=decoder_input, encoder_hidden_states=repeated_enc_last_hidden)
            dec_last_hidden = dec_output.last_hidden_state

            params = self.parameter_projection(dec_last_hidden[:, -1:])
            distr = self.output_distribution(params, scale=repeated_scale)
            next_sample = distr.sample()

            repeated_past_values = torch.cat((repeated_past_values, next_sample / repeated_scale), dim=1)
            future_samples.append(next_sample)

        concat_future_samples = torch.cat(future_samples, dim=1)

        return SampleTimeSeriesPredictionOutput(
            sequences=concat_future_samples.reshape(
                (-1, num_parallel_samples, self.config.prediction_length) + self.target_shape,
            )
        )