# pyFTS.models.ifts — pyFTS 1.4 documentation

# Source code for pyFTS.models.ifts

    #!/usr/bin/python
    # -*- coding: utf8 -*-

    """
    High Order Interval Fuzzy Time Series

    SILVA, Petrônio CL; SADAEI, Hossein Javedani; GUIMARÃES, Frederico Gadelha. Interval Forecasting with Fuzzy Time Series.
    In: Computational Intelligence (SSCI), 2016 IEEE Symposium Series on. IEEE, 2016. p. 1-8.
    """

    import numpy as np
    from pyFTS.common import FuzzySet, FLR, fts, tree
    from pyFTS.models import hofts

    class IntervalFTS(hofts.HighOrderFTS):
        """
        High Order Interval Fuzzy Time Series
        """
        def __init__(self, **kwargs):
            super(IntervalFTS, self).__init__(**kwargs)
            self.shortname = "IFTS"
            self.name = "Interval FTS"
            self.detail = "Silva, P.; Guimarães, F.; Sadaei, H. (2016)"
            self.flrgs = {}
            self.has_point_forecasting = False
            self.has_interval_forecasting = True
            self.is_high_order = True
            self.min_order = 1

        def get_upper(self, flrg):
            ret = np.nan
            if len(flrg.LHS) > 0:
                if flrg.get_key() in self.flrgs:
                    tmp = self.flrgs[flrg.get_key()]
                    ret = tmp.get_upper(self.sets)
                else:
                    ret = self.sets[flrg.LHS[-1]].upper
            return ret

        def get_lower(self, flrg):
            ret = np.nan
            if len(flrg.LHS) > 0:
                if flrg.get_key() in self.flrgs:
                    tmp = self.flrgs[flrg.get_key()]
                    ret = tmp.get_lower(self.sets)
                else:
                    ret = self.sets[flrg.LHS[-1]].lower
            return ret

        def get_sequence_membership(self, data, fuzzySets):
            mb = [fuzzySets[k].membership(data[k]) for k in np.arange(0, len(data))]
            return mb

        def forecast_interval(self, ndata, **kwargs):

            ret = []

            l = len(ndata)

            if l <= self.order:
                return ndata

            for k in np.arange(self.max_lag, l+1):

                sample = ndata[k - self.max_lag: k]

                flrgs = self.generate_lhs_flrg(sample)

                up = []
                lo = []
                affected_flrgs_memberships = []

                for flrg in flrgs:
                    if len(flrg.LHS) > 0:

                        mv = flrg.get_membership(sample, self.sets)
                        up.append(mv * self.get_upper(flrg))
                        lo.append(mv * self.get_lower(flrg))
                        affected_flrgs_memberships.append(mv)

                # gerar o intervalo
                norm = sum(affected_flrgs_memberships)
                lo_ = sum(lo) / norm
                up_ = sum(up) / norm
                ret.append([lo_, up_])

            return ret