Time-Series Transformer Model Prediction Accuracy - tensorflow

Question

I have created a transformer model for multivariate time series predictions for a linear regression problem.
Details about the Dataset
I have the hourly varying data i.e., single feature (lagged energy use data). The model improvement could be done by increasing the number of lagged energy use data, which provide more information to the model) to predict the time sequence (energy consumption of a building). So my input has the shape X.shape = (8783, 168, 1) i.e., 8783 time sequences, each sequence contains lagged energy use data of one week i.e., 24*7 =168 hourly entries/vectors and each vector contains lagged energy use data as input. My output has the shape Y.shape = (8783,1) i.e., 8783 sequences each containing 1 output value (i.e., building energy consumption value after every hour).
Model Details
I took as a model an example from the official keras site. It is created for classification problems, I modified it for my regression problem by changing the activation of last output layer from sigmoid to relu. Input shape (train_f) = (8783, 168, 1) Output shape (train_P) = (8783,1) When I trained the model for 100 no. of epochs it converges very well for less number of epochs as compared to my reference models (i.e., LSTMs and LSTMS with self attention). After training, when the model is asked to make prediction by feeding in the test data, the prediction performance is also good as compare to the reference models.
For the same model predicting well, in order to improve its performance now I am feeding in the lagged data of energy use of 1 month i.e., 168*4 = 672 hourly entries/vectors and each vector contains lagged energy use data as input. So my input going into the model now has the shape X.shape = (8783, 672, 1). Both the training and prediction accuracy drops in comparison to weekly input data as seen below.
**lagged energy use data for 1 week i.e., X.shape = (8783, 168, 1)**
**MSE RMSE MAE R-Score**
Training data 1.0489 1.0242 0.6395 0.9707
Testing data 0.6221 0.7887 0.5648 0.9171
**lagged energy use data for 1 week i.e., X.shape = (8783, 672, 1)**
**MSE RMSE MAE R-Score**
Training data 1.6424 1.2816 0.7326 0.9567
Testing data 1.4991 1.2244 0.9233 0.6903
I believe that providing more information to the model should result in better predictions. Any suggestions, how to improve the model prediction/test accuracy? Is there something wrong with the model?
df_energy = pd.read_excel("/content/drive/MyDrive/Architecture Topology/Building_energy_consumption_record.xlsx")
extract_for_normalization = list(df_energy)[1]
df_data_float = df_energy[extract_for_normalization].astype(float)
df_data_array = df_data_float.to_numpy()
df_data_array_1 = df_data_array.reshape(-1,1)
from sklearn.model_selection import train_test_split
train_X, test_X = train_test_split(df_data_array_1, train_size = 0.7, shuffle = False)
scaler = MinMaxScaler(feature_range=(0, 1))
scaled_train_X=scaler.fit_transform(train_X)
**Converting train_X into required shape (inputs,sequences, features)**
train_f = [] #features input from training data
train_p = [] # prediction values
n_future = 1 #number of days we want to predict into the future
n_past = 672 # no. of time series input features to be considered for training
for val in range(n_past, len(scaled_train_X) - n_future+1):
train_f.append(scaled_train_X[val - n_past:val, 0:scaled_train_X.shape[1]])
train_p.append(scaled_train_X[val + n_future - 1:val + n_future, -1])
train_f, train_p = np.array(train_f), np.array(train_p)
**Transformer Model**
def transformer_encoder(inputs, head_size, num_heads, ff_dim, dropout=0):
# Normalization and Attention
x = layers.LayerNormalization(epsilon=1e-6)(inputs)
x = layers.MultiHeadAttention(
key_dim=head_size, num_heads=num_heads, dropout=dropout
)(x, x)
x = layers.Dropout(dropout)(x)
res = x + inputs
# Feed Forward Part
x = layers.LayerNormalization(epsilon=1e-6)(res)
x = layers.Conv1D(filters=ff_dim, kernel_size=1, activation="relu")(x)
x = layers.Dropout(dropout)(x)
x = layers.Conv1D(filters=inputs.shape[-1], kernel_size=1)(x)
return x + res
def build_model(
input_shape,
head_size,
num_heads,
ff_dim,
num_transformer_blocks,
mlp_units,
dropout=0,
mlp_dropout=0,
):
inputs = keras.Input(shape=input_shape)
x = inputs
for _ in range(num_transformer_blocks):
x = transformer_encoder(x, head_size, num_heads, ff_dim, dropout)
x = layers.GlobalAveragePooling1D(data_format="channels_first")(x)
for dim in mlp_units:
x = layers.Dense(dim, activation="relu")(x)
x = layers.Dropout(mlp_dropout)(x)
outputs = layers.Dense(train_p.shape[1])(x)
return keras.Model(inputs, outputs)
input_shape = (train_f.shape[1], train_f.shape[2])
model = build_model(
input_shape,
head_size=256,
num_heads=4,
ff_dim=4,
num_transformer_blocks=4,
mlp_units=[128],
mlp_dropout=0.4,
dropout=0.25,
)
model.compile(loss=tf.keras.losses.mean_absolute_error,
optimizer=tf.keras.optimizers.Adam(learning_rate=0.0001),
metrics=["mse"])
model.summary()
history = model.fit(train_f, train_p, epochs=100, batch_size = 32, validation_split = 0.25, verbose = 1)
trainYPredict = model.predict(train_f)
**Inverse transform the prediction and keep the last value(output)**
trainYPredict1 = np.repeat(trainYPredict, scaled_train_X.shape[1], axis = -1)
trainYPredict_actual = scaler.inverse_transform(trainYPredict1)[:, -1]
train_p_actual = np.repeat(train_p, scaled_train_X.shape[1], axis = -1)
train_p_actual1 = scaler.inverse_transform(train_p_actual)[:, -1]
Prediction_mse=mean_squared_error(train_p_actual1 ,trainYPredict_actual)
print("Mean Squared Error of prediction is:", str(Prediction_mse))
Prediction_rmse =sqrt(Prediction_mse)
print("Root Mean Squared Error of prediction is:", str(Prediction_rmse))
prediction_r2=r2_score(train_p_actual1 ,trainYPredict_actual)
print("R2 score of predictions is:", str(prediction_r2))
prediction_mae=mean_absolute_error(train_p_actual1 ,trainYPredict_actual)
print("Mean absolute error of prediction is:", prediction_mae)
**Testing of model**
scaled_test_X = scaler.transform(test_X)
test_q = []
test_r = []
for val in range(n_past, len(scaled_test_X) - n_future+1):
test_q.append(scaled_test_X[val - n_past:val, 0:scaled_test_X.shape[1]])
test_r.append(scaled_test_X[val + n_future - 1:val + n_future, -1])
test_q, test_r = np.array(test_q), np.array(test_r)
testPredict = model.predict(test_q)