[time series] Add Time series inputs tests (#21846)

* intial test of inputs

* added test for generation

* remove asserts

* fixed test

* Update tests/models/time_series_transformer/test_modeling_time_series_transformer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

---------

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

src/transformers/models/time_series_transformer/modeling_time_series_transformer.py

@@ -1589,14 +1589,11 @@ class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
         sequence_length = sequence.shape[1]
         indices = [lag - shift for lag in self.config.lags_sequence]
 
-        try:
-            assert max(indices) + subsequences_length <= sequence_length, (
+        if max(indices) + subsequences_length > sequence_length:
+            raise ValueError(
                 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:
@@ -1642,23 +1639,6 @@ class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
             else (past_values - loc) / 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
-        )
-
         # static features
         log_abs_loc = loc.abs().log1p() if self.config.input_size == 1 else loc.squeeze(1).abs().log1p()
         log_scale = scale.log() if self.config.input_size == 1 else scale.squeeze(1).log()
@@ -1675,10 +1655,21 @@ class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
         features = torch.cat((expanded_static_feat, time_feat), dim=-1)
 
         # lagged features
+        subsequences_length = (
+            self.config.context_length + self.config.prediction_length
+            if future_values is not None
+            else self.config.context_length
+        )
         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)
 
+        if reshaped_lagged_sequence.shape[1] != time_feat.shape[1]:
+            raise ValueError(
+                f"input length {reshaped_lagged_sequence.shape[1]} and time feature lengths {time_feat.shape[1]} does not match"
+            )
+
+        # transformer inputs
         transformer_inputs = torch.cat((reshaped_lagged_sequence, features), dim=-1)
 
         return transformer_inputs, loc, scale, static_feat

tests/models/time_series_transformer/test_modeling_time_series_transformer.py

@@ -19,6 +19,7 @@ import tempfile
 import unittest
 
 from huggingface_hub import hf_hub_download
+from parameterized import parameterized
 
 from transformers import is_torch_available
 from transformers.testing_utils import is_flaky, require_torch, slow, torch_device
@@ -368,6 +369,90 @@ class TimeSeriesTransformerModelTest(ModelTesterMixin, PipelineTesterMixin, unit
             [self.model_tester.num_attention_heads, encoder_seq_length, encoder_seq_length],
         )
 
+    @parameterized.expand(
+        [
+            (1, 5, [1]),
+            (1, 5, [1, 10, 15]),
+            (1, 5, [3, 6, 9, 10]),
+            (2, 5, [1, 2, 7]),
+            (2, 5, [2, 3, 4, 6]),
+            (4, 5, [1, 5, 9, 11]),
+            (4, 5, [7, 8, 13, 14]),
+        ],
+    )
+    def test_create_network_inputs(self, prediction_length, context_length, lags_sequence):
+        history_length = max(lags_sequence) + context_length
+
+        config = TimeSeriesTransformerConfig(
+            prediction_length=prediction_length,
+            context_length=context_length,
+            lags_sequence=lags_sequence,
+            scaling=False,
+            num_parallel_samples=10,
+            num_static_categorical_features=1,
+            cardinality=[1],
+            embedding_dimension=[2],
+            num_static_real_features=1,
+        )
+        model = TimeSeriesTransformerModel(config)
+
+        batch = {
+            "static_categorical_features": torch.tensor([[0]], dtype=torch.int64),
+            "static_real_features": torch.tensor([[0.0]], dtype=torch.float32),
+            "past_time_features": torch.arange(history_length, dtype=torch.float32).view(1, history_length, 1),
+            "past_values": torch.arange(history_length, dtype=torch.float32).view(1, history_length),
+            "past_observed_mask": torch.arange(history_length, dtype=torch.float32).view(1, history_length),
+        }
+
+        # test with no future_target (only one step prediction)
+        batch["future_time_features"] = torch.arange(history_length, history_length + 1, dtype=torch.float32).view(
+            1, 1, 1
+        )
+        transformer_inputs, loc, scale, _ = model.create_network_inputs(**batch)
+
+        self.assertTrue((scale == 1.0).all())
+        assert (loc == 0.0).all()
+
+        ref = torch.arange(max(lags_sequence), history_length, dtype=torch.float32)
+
+        for idx, lag in enumerate(lags_sequence):
+            assert torch.isclose(ref - lag, transformer_inputs[0, :, idx]).all()
+
+        # test with all future data
+        batch["future_time_features"] = torch.arange(
+            history_length, history_length + prediction_length, dtype=torch.float32
+        ).view(1, prediction_length, 1)
+        batch["future_values"] = torch.arange(
+            history_length, history_length + prediction_length, dtype=torch.float32
+        ).view(1, prediction_length)
+        transformer_inputs, loc, scale, _ = model.create_network_inputs(**batch)
+
+        assert (scale == 1.0).all()
+        assert (loc == 0.0).all()
+
+        ref = torch.arange(max(lags_sequence), history_length + prediction_length, dtype=torch.float32)
+
+        for idx, lag in enumerate(lags_sequence):
+            assert torch.isclose(ref - lag, transformer_inputs[0, :, idx]).all()
+
+        # test for generation
+        batch.pop("future_values")
+        transformer_inputs, loc, scale, _ = model.create_network_inputs(**batch)
+
+        lagged_sequence = model.get_lagged_subsequences(
+            sequence=batch["past_values"],
+            subsequences_length=1,
+            shift=1,
+        )
+        # assert that the last element of the lagged sequence is the one after the encoders input
+        assert transformer_inputs[0, ..., 0][-1] + 1 == lagged_sequence[0, ..., 0][-1]
+
+        future_values = torch.arange(history_length, history_length + prediction_length, dtype=torch.float32).view(
+            1, prediction_length
+        )
+        # assert that the first element of the future_values is offset by lag after the decoders input
+        assert lagged_sequence[0, ..., 0][-1] + lags_sequence[0] == future_values[0, ..., 0]
+
     @is_flaky()
     def test_retain_grad_hidden_states_attentions(self):
         super().test_retain_grad_hidden_states_attentions()