# pyFTS.models.multivariate.mvfts — pyFTS 1.4 documentation

# Source code for pyFTS.models.multivariate.mvfts

    from pyFTS.common import fts, FuzzySet, FLR, Membership
    from pyFTS.partitioners import Grid
    from pyFTS.models.multivariate import FLR as MVFLR, common, flrg as mvflrg
    from itertools import product
    from types import LambdaType

    import numpy as np
    import pandas as pd

    def product_dict(**kwargs):
        '''
        Code by Seth Johnson
        :param kwargs:
        :return:
        '''
        keys = kwargs.keys()
        vals = kwargs.values()
        for instance in product(*vals):
            yield dict(zip(keys, instance))

    class MVFTS(fts.FTS):
        """
        Multivariate extension of Chen's ConventionalFTS method
        """
        def __init__(self, **kwargs):
            super(MVFTS, self).__init__(**kwargs)
            self.explanatory_variables = kwargs.get('explanatory_variables',[])
            self.target_variable = kwargs.get('target_variable',None)
            self.flrgs = {}
            self.is_multivariate = True
            self.shortname = "MVFTS"
            self.name = "Multivariate FTS"

        def append_variable(self, var):
            """
            Append a new endogenous variable to the model

            :param var: variable object
            :return:
            """
            self.explanatory_variables.append(var)

        def format_data(self, data):
            ndata = {}
            for var in self.explanatory_variables:
                #ndata[var.name] = data[var.data_label]
                ndata[var.name] = var.partitioner.extractor(data[var.data_label])

            return ndata

        def apply_transformations(self, data, params=None, updateUoD=False, **kwargs):
            ndata = data.copy(deep=True)
            for var in self.explanatory_variables:
                try:
                    values = ndata[var.data_label].values #if isinstance(ndata, pd.DataFrame) else ndata[var.data_label]
                    if self.uod_clip and var.partitioner.type == 'common':
                        ndata[var.data_label] = np.clip(values,
                                                        var.partitioner.min, var.partitioner.max)

                    ndata[var.data_label] = var.apply_transformations(values)
                except:
                    pass

            return ndata

        def generate_lhs_flrs(self, data):
            flrs = []
            lags = {}
            for vc, var in enumerate(self.explanatory_variables):
                data_point = data[var.name]
                lags[var.name] = common.fuzzyfy_instance(data_point, var, tuples=False)

            for path in product_dict(**lags):
                flr = MVFLR.FLR()

                for var, fset in path.items():
                    flr.set_lhs(var, fset)

                if len(flr.LHS.keys()) == len(self.explanatory_variables):
                    flrs.append(flr)
                else:
                    print(flr)

            return flrs

        def generate_flrs(self, data):
            flrs = []
            for ct in range(1, len(data.index)):
                ix = data.index[ct-1]
                data_point = self.format_data( data.loc[ix] )

                tmp_flrs = self.generate_lhs_flrs(data_point)

                target_ix = data.index[ct]
                target_point = data[self.target_variable.data_label][target_ix]
                target = common.fuzzyfy_instance(target_point, self.target_variable)

                for flr in tmp_flrs:
                    for v, s in target:
                        flr.set_rhs(s)
                        flrs.append(flr)

            return flrs

        def generate_flrg(self, flrs):
            for flr in flrs:
                flrg = mvflrg.FLRG(lhs=flr.LHS)

                if flrg.get_key() not in self.flrgs:
                    self.flrgs[flrg.get_key()] = flrg

                self.flrgs[flrg.get_key()].append_rhs(flr.RHS)

        def train(self, data, **kwargs):

            ndata = self.apply_transformations(data)

            flrs = self.generate_flrs(ndata)
            self.generate_flrg(flrs)

        def forecast(self, data, **kwargs):
            ret = []
            ndata = self.apply_transformations(data)
            c = 0
            for index, row in ndata.iterrows() if isinstance(ndata, pd.DataFrame) else enumerate(ndata):
                data_point = self.format_data(row)
                flrs = self.generate_lhs_flrs(data_point)
                mvs = []
                mps = []
                for flr in flrs:
                    flrg = mvflrg.FLRG(lhs=flr.LHS)
                    if flrg.get_key() not in self.flrgs:
                        #Naïve approach is applied when no rules were found
                        if self.target_variable.name in flrg.LHS:
                            fs = flrg.LHS[self.target_variable.name]
                            fset = self.target_variable.partitioner.sets[fs]
                            mp = fset.centroid
                            mv = fset.membership(data_point[self.target_variable.name])
                            mvs.append(mv)
                            mps.append(mp)
                        else:
                            mvs.append(0.)
                            mps.append(0.)
                    else:
                        mvs.append(self.flrgs[flrg.get_key()].get_membership(data_point, self.explanatory_variables))
                        mps.append(self.flrgs[flrg.get_key()].get_midpoint(self.target_variable.partitioner.sets))

                mv = np.array(mvs)
                mp = np.array(mps)

                ret.append(np.dot(mv,mp.T)/np.sum(mv))

            ret = self.target_variable.apply_inverse_transformations(ret,
                                                               params=data[self.target_variable.data_label].values)
            return ret

        def forecast_ahead(self, data, steps, **kwargs):
            generators = kwargs.get('generators',None)

            if generators is None:
                raise Exception('You must provide parameter \'generators\'! generators is a dict where the keys' +
                                ' are the dataframe column names (except the target_variable) and the values are ' +
                                'lambda functions that accept one value (the actual value of the variable) '
                                ' and return the next value or trained FTS models that accept the actual values and '
                                'forecast new ones.')

            ndata = self.apply_transformations(data)

            ret = []
            for k in np.arange(0, steps):
                ix = ndata.index[-self.max_lag:]
                sample = ndata.loc[ix]
                tmp = self.forecast(sample, **kwargs)

                if isinstance(tmp, (list, np.ndarray)):
                    tmp = tmp[-1]

                ret.append(tmp)

                new_data_point = {}

                for data_label in generators.keys():
                    if data_label != self.target_variable.data_label:
                        if isinstance(generators[data_label], LambdaType):
                            last_data_point = ndata.loc[sample.index[-1]]
                            new_data_point[data_label] = generators[data_label](last_data_point[data_label])
                        elif isinstance(generators[data_label], fts.FTS):
                            model = generators[data_label]
                            last_data_point = ndata.loc[[sample.index[-model.order]]]
                            if not model.is_multivariate:
                                last_data_point = last_data_point[data_label].values

                            new_data_point[data_label] = model.forecast(last_data_point)[0]

                new_data_point[self.target_variable.data_label] = tmp

                ndata = ndata.append(new_data_point, ignore_index=True)

            return ret

        def clone_parameters(self, model):
            super(MVFTS, self).clone_parameters(model)

            self.explanatory_variables = model.explanatory_variables
            self.target_variable = model.target_variable

        def __str__(self):
            _str = self.name + ":\n"
            for k in self.flrgs.keys():
                _str += str(self.flrgs[k]) + "\n"

            return _str