# pyFTS.benchmarks package — pyFTS 1.4 documentation

# pyFTS.benchmarks package

## Module contents

pyFTS module for benchmarking the FTS models

## Submodules

## pyFTS.benchmarks.benchmarks module

Benchmarks methods for FTS methods

`pyFTS.benchmarks.benchmarks.``SelecaoSimples_MenorRMSE`(original, parameters, modelo)

`pyFTS.benchmarks.benchmarks.``compareModelsPlot`(original, models_fo, models_ho)

`pyFTS.benchmarks.benchmarks.``compareModelsTable`(original, models_fo, models_ho)

`pyFTS.benchmarks.benchmarks.``get_benchmark_interval_methods`()

  Return all non FTS methods for point_to_interval forecasting

`pyFTS.benchmarks.benchmarks.``get_benchmark_point_methods`()

  Return all non FTS methods for point forecasting

`pyFTS.benchmarks.benchmarks.``get_benchmark_probabilistic_methods`()

  Return all FTS methods for probabilistic forecasting

`pyFTS.benchmarks.benchmarks.``get_interval_methods`()

  Return all FTS methods for point_to_interval forecasting

`pyFTS.benchmarks.benchmarks.``get_point_methods`()

  Return all FTS methods for point forecasting

`pyFTS.benchmarks.benchmarks.``get_point_multivariate_methods`()

  Return all multivariate FTS methods por point forecasting

`pyFTS.benchmarks.benchmarks.``get_probabilistic_methods`()

  Return all FTS methods for probabilistic forecasting

`pyFTS.benchmarks.benchmarks.``pftsExploreOrderAndPartitions`(data, save=False, file=None)

`pyFTS.benchmarks.benchmarks.``plotCompared`(original, forecasts, labels, title)

`pyFTS.benchmarks.benchmarks.``plot_compared_series`(original, models, colors, typeonlegend=False, save=False, file=None, tam=[20, 5], points=True, intervals=True, linewidth=1.5)

  Plot the forecasts of several one step ahead models, by point or by interval

  Parameters:

  - original – Original time series data (list)
  - models – List of models to compare
  - colors – List of models colors
  - typeonlegend – Add the type of forecast (point / interval) on legend
  - save – Save the picture on file
  - file – Filename to save the picture
  - tam – Size of the picture
  - points – True to plot the point forecasts, False otherwise
  - intervals – True to plot the interval forecasts, False otherwise
  - linewidth –

  Returns: |

`pyFTS.benchmarks.benchmarks.``plot_point`(axis, points, order, label, color='red', ls='-', linewidth=1)

`pyFTS.benchmarks.benchmarks.``print_distribution_statistics`(original, models, steps, resolution)

  Run probabilistic benchmarks on given models and data and print the results

  Parameters:

  - data – test data
  - models – a list of FTS models to benchmark

  Returns: |

`pyFTS.benchmarks.benchmarks.``print_interval_statistics`(original, models)

  Run interval benchmarks on given models and data and print the results

  Parameters:

  - data – test data
  - models – a list of FTS models to benchmark

  Returns: |

`pyFTS.benchmarks.benchmarks.``print_point_statistics`(data, models, externalmodels=None, externalforecasts=None, indexers=None)

  Run point benchmarks on given models and data and print the results

  Parameters:

  - data – test data
  - models – a list of FTS models to benchmark
  - externalmodels – a list with benchmark models (façades for other methods)
  - externalforecasts –
  - indexers –

  Returns: |

`pyFTS.benchmarks.benchmarks.``process_interval_jobs`(dataset, tag, job, conn)

  Extract information from an dictionary with interval benchmark results and save it on a database

  Parameters:

  - dataset – the benchmark dataset name
  - tag – alias for the benchmark group being executed
  - job – a dictionary with the benchmark results
  - conn – a connection to a Sqlite database

  Returns: |

`pyFTS.benchmarks.benchmarks.``process_point_jobs`(dataset, tag, job, conn)

  Extract information from a dictionary with point benchmark results and save it on a database

  Parameters:

  - dataset – the benchmark dataset name
  - tag – alias for the benchmark group being executed
  - job – a dictionary with the benchmark results
  - conn – a connection to a Sqlite database

  Returns: |

`pyFTS.benchmarks.benchmarks.``process_probabilistic_jobs`(dataset, tag, job, conn)

  Extract information from an dictionary with probabilistic benchmark results and save it on a database

  Parameters:

  - dataset – the benchmark dataset name
  - tag – alias for the benchmark group being executed
  - job – a dictionary with the benchmark results
  - conn – a connection to a Sqlite database

  Returns: |

`pyFTS.benchmarks.benchmarks.``run_interval`(mfts, partitioner, train_data, test_data, window_key=None, **kwargs)

  Run the interval forecasting benchmarks

  Parameters:

  - mfts – FTS model
  - partitioner – Universe of Discourse partitioner
  - train_data – data used to train the model
  - test_data – ata used to test the model
  - window_key – id of the sliding window
  - transformation – data transformation
  - indexer – seasonal indexer

  Returns: | a dictionary with the benchmark results

`pyFTS.benchmarks.benchmarks.``run_point`(mfts, partitioner, train_data, test_data, window_key=None, **kwargs)

  Run the point forecasting benchmarks

  Parameters:

  - mfts – FTS model
  - partitioner – Universe of Discourse partitioner
  - train_data – data used to train the model
  - test_data – ata used to test the model
  - window_key – id of the sliding window
  - transformation – data transformation
  - indexer – seasonal indexer

  Returns: | a dictionary with the benchmark results

`pyFTS.benchmarks.benchmarks.``run_probabilistic`(mfts, partitioner, train_data, test_data, window_key=None, **kwargs)

  Run the probabilistic forecasting benchmarks

  Parameters:

  - mfts – FTS model
  - partitioner – Universe of Discourse partitioner
  - train_data – data used to train the model
  - test_data – ata used to test the model
  - steps –
  - resolution –
  - window_key – id of the sliding window
  - transformation – data transformation
  - indexer – seasonal indexer

  Returns: | a dictionary with the benchmark results

`pyFTS.benchmarks.benchmarks.``simpleSearch_RMSE`(train, test, model, partitions, orders, save=False, file=None, tam=[10, 15], plotforecasts=False, elev=30, azim=144, intervals=False, parameters=None, partitioner=<class 'pyFTS.partitioners.Grid.GridPartitioner'>, transformation=None, indexer=None)

`pyFTS.benchmarks.benchmarks.``sliding_window_benchmarks`(data, windowsize, train=0.8, **kwargs)

  Sliding window benchmarks for FTS forecasters.

  For each data window, a train and test datasets will be splitted. For each train split, number of partitions and partitioning method will be created a partitioner model. And for each partitioner, order, steps ahead and FTS method a foreasting model will be trained.

  Then all trained models are benchmarked on the test data and the metrics are stored on a sqlite3 database (identified by the ‘file’ parameter) for posterior analysis.

  All these process can be distributed on a dispy cluster, setting the atributed ‘distributed’ to true and informing the list of dispy nodes on ‘nodes’ parameter.

  The number of experiments is determined by ‘windowsize’ and ‘inc’ parameters.

  Parameters:

  - data – test data
  - windowsize – size of sliding window
  - train – percentual of sliding window data used to train the models
  - kwargs – dict, optional arguments
  - benchmark_methods – a list with Non FTS models to benchmark. The default is None.
  - benchmark_methods_parameters – a list with Non FTS models parameters. The default is None.
  - benchmark_models – A boolean value indicating if external FTS methods will be used on benchmark. The default is False.
  - build_methods – A boolean value indicating if the default FTS methods will be used on benchmark. The default is True.
  - dataset – the dataset name to identify the current set of benchmarks results on database.
  - distributed – A boolean value indicating if the forecasting procedure will be distributed in a dispy cluster. . The default is False
  - file – file path to save the results. The default is benchmarks.db.
  - inc – a float on interval [0,1] indicating the percentage of the windowsize to move the window
  - methods – a list with FTS class names. The default depends on the forecasting type and contains the list of all FTS methods.
  - models – a list with prebuilt FTS objects. The default is None.
  - nodes – a list with the dispy cluster nodes addresses. The default is [127.0.0.1].
  - orders – a list with orders of the models (for high order models). The default is [1,2,3].
  - partitions – a list with the numbers of partitions on the Universe of Discourse. The default is [10].
  - partitioners_models – a list with prebuilt Universe of Discourse partitioners objects. The default is None.
  - partitioners_methods – a list with Universe of Discourse partitioners class names. The default is [partitioners.Grid.GridPartitioner].
  - progress – If true a progress bar will be displayed during the benchmarks. The default is False.
  - start – in the multi step forecasting, the index of the data where to start forecasting. The default is 0.
  - steps_ahead – a list with the forecasting horizons, i. e., the number of steps ahead to forecast. The default is 1.
  - tag – a name to identify the current set of benchmarks results on database.
  - type – the forecasting type, one of these values: point(default), interval or distribution. The default is point.
  - transformations – a list with data transformations do apply . The default is [None].

## pyFTS.benchmarks.Measures module

pyFTS module for common benchmark metrics

`pyFTS.benchmarks.Measures.``BoxLjungStatistic`(data, h)

  Q Statistic for Ljung–Box test

  Parameters:

  - data –
  - h –

  Returns: |

`pyFTS.benchmarks.Measures.``BoxPierceStatistic`(data, h)

  Q Statistic for Box-Pierce test

  Parameters:

  - data –
  - h –

  Returns: |

`pyFTS.benchmarks.Measures.``TheilsInequality`(targets, forecasts)

  Theil’s Inequality Coefficient

  Parameters:

  - targets –
  - forecasts –

  Returns: |

`pyFTS.benchmarks.Measures.``UStatistic`(targets, forecasts)

  Theil’s U Statistic

  Parameters:

  - targets –
  - forecasts –

  Returns: |

`pyFTS.benchmarks.Measures.``acf`(data, k)

  Autocorrelation function estimative

  Parameters:

  - data –
  - k –

  Returns: |

`pyFTS.benchmarks.Measures.``brier_score`(targets, densities)

  Brier (1950). “Verification of Forecasts Expressed in Terms of Probability”. Monthly Weather Review. 78: 1–3.

`pyFTS.benchmarks.Measures.``coverage`(targets, forecasts)

  Percent of target values that fall inside forecasted interval

`pyFTS.benchmarks.Measures.``crps`(targets, densities)

  Continuous Ranked Probability Score

  Parameters:

  - targets – a list with the target values
  - densities – a list with pyFTS.probabil objectsistic.ProbabilityDistribution

  Returns: | float

`pyFTS.benchmarks.Measures.``get_distribution_statistics`(data, model, **kwargs)

  Get CRPS statistic and time for a forecasting model

  Parameters:

  - data – test data
  - model – FTS model with probabilistic forecasting capability
  - kwargs –

  Returns: | a list with the CRPS and execution time

`pyFTS.benchmarks.Measures.``get_interval_statistics`(data, model, **kwargs)

  Condensate all measures for point interval forecasters

  Parameters:

  - data – test data
  - model – FTS model with interval forecasting capability
  - kwargs –

  Returns: | a list with the sharpness, resolution, coverage, .05 pinball mean,

  .25 pinball mean, .75 pinball mean and .95 pinball mean.

`pyFTS.benchmarks.Measures.``get_point_statistics`(data, model, **kwargs)

  Condensate all measures for point forecasters

  Parameters:

  - data – test data
  - model – FTS model with point forecasting capability
  - kwargs –

  Returns: | a list with the RMSE, SMAPE and U Statistic

`pyFTS.benchmarks.Measures.``heavyside`(bin, target)

`pyFTS.benchmarks.Measures.``heavyside_cdf`(bins, targets)

`pyFTS.benchmarks.Measures.``mape`(targets, forecasts)

  Mean Average Percentual Error

  Parameters:

  - targets –
  - forecasts –

  Returns: |

`pyFTS.benchmarks.Measures.``mape_interval`(targets, forecasts)

`pyFTS.benchmarks.Measures.``pinball`(tau, target, forecast)

  Pinball loss function. Measure the distance of forecast to the tau-quantile of the target

  Parameters:

  - tau – quantile value in the range (0,1)
  - target –
  - forecast –

  Returns: | float, distance of forecast to the tau-quantile of the target

`pyFTS.benchmarks.Measures.``pinball_mean`(tau, targets, forecasts)

  Mean pinball loss value of the forecast for a given tau-quantile of the targets

  Parameters:

  - tau – quantile value in the range (0,1)
  - targets – list of target values
  - forecasts – list of prediction intervals

  Returns: | float, the pinball loss mean for tau quantile

`pyFTS.benchmarks.Measures.``pmf_to_cdf`(density)

`pyFTS.benchmarks.Measures.``resolution`(forecasts)

  Resolution - Standard deviation of the intervals

`pyFTS.benchmarks.Measures.``rmse`(targets, forecasts)

  Root Mean Squared Error

  Parameters:

  - targets –
  - forecasts –

  Returns: |

`pyFTS.benchmarks.Measures.``rmse_interval`(targets, forecasts)

  Root Mean Squared Error

  Parameters:

  - targets –
  - forecasts –

  Returns: |

`pyFTS.benchmarks.Measures.``sharpness`(forecasts)

  Sharpness - Mean size of the intervals

`pyFTS.benchmarks.Measures.``smape`(targets, forecasts, type=2)

  Symmetric Mean Average Percentual Error

  Parameters:

  - targets –
  - forecasts –
  - type –

  Returns: |

`pyFTS.benchmarks.Measures.``winkler_mean`(tau, targets, forecasts)

  Mean Winkler score value of the forecast for a given tau-quantile of the targets

  Parameters:

  - tau – quantile value in the range (0,1)
  - targets – list of target values
  - forecasts – list of prediction intervals

  Returns: | float, the Winkler score mean for tau quantile

`pyFTS.benchmarks.Measures.``winkler_score`(tau, target, forecast)
  18. 12. Winkler, A Decision-Theoretic Approach to Interval Estimation, J. Am. Stat. Assoc. 67 (337) (1972) 187–191. doi:10.2307/2284720.

## pyFTS.benchmarks.ResidualAnalysis module

Residual Analysis methods

`pyFTS.benchmarks.ResidualAnalysis.``chi_squared`(q, h)

  Chi-Squared value

  Parameters:

  - q –
  - h –

  Returns: |

`pyFTS.benchmarks.ResidualAnalysis.``compare_residuals`(data, models)

  Compare residual’s statistics of several models

  Parameters:

  - data – test data
  - models –

  Returns: | a Pandas dataframe with the Box-Ljung statistic for each model

`pyFTS.benchmarks.ResidualAnalysis.``plotResiduals`(targets, models, tam=[8, 8], save=False, file=None)

  Plot residuals and statistics

  Parameters:

  - targets –
  - models –
  - tam –
  - save –
  - file –

  Returns: |

`pyFTS.benchmarks.ResidualAnalysis.``plot_residuals`(targets, models, tam=[8, 8], save=False, file=None)

`pyFTS.benchmarks.ResidualAnalysis.``residuals`(targets, forecasts, order=1)

  First order residuals

`pyFTS.benchmarks.ResidualAnalysis.``single_plot_residuals`(targets, forecasts, order, tam=[8, 8], save=False, file=None)

## pyFTS.benchmarks.Util module

Facilities for pyFTS Benchmark module

`pyFTS.benchmarks.Util.``analytic_tabular_dataframe`(dataframe)

`pyFTS.benchmarks.Util.``analytical_data_columns`(experiments)

`pyFTS.benchmarks.Util.``base_dataframe_columns`()

`pyFTS.benchmarks.Util.``cast_dataframe_to_synthetic`(infile, outfile, experiments, type)

`pyFTS.benchmarks.Util.``cast_dataframe_to_synthetic_interval`(df, data_columns)

`pyFTS.benchmarks.Util.``cast_dataframe_to_synthetic_point`(df, data_columns)

`pyFTS.benchmarks.Util.``cast_dataframe_to_synthetic_probabilistic`(df, data_columns)

`pyFTS.benchmarks.Util.``check_ignore_list`(b, ignore)

`pyFTS.benchmarks.Util.``check_replace_list`(m, replace)

`pyFTS.benchmarks.Util.``create_benchmark_tables`(conn)

  Create a sqlite3 table designed to store benchmark results.

  Parameters: | conn – a sqlite3 database connection

`pyFTS.benchmarks.Util.``extract_measure`(dataframe, measure, data_columns)

`pyFTS.benchmarks.Util.``find_best`(dataframe, criteria, ascending)

`pyFTS.benchmarks.Util.``get_dataframe_from_bd`(file, filter)

  Query the sqlite benchmark database and return a pandas dataframe with the results

  Parameters:

  - file – the url of the benchmark database
  - filter – sql conditions to filter

  Returns: | pandas dataframe with the query results

`pyFTS.benchmarks.Util.``insert_benchmark`(data, conn)

  Insert benchmark data on database

  Parameters: | data – a tuple with the benchmark data with format:

  ID: integer incremental primary key Date: Date/hour of benchmark execution Dataset: Identify on which dataset the dataset was performed Tag: a user defined word that indentify a benchmark set Type: forecasting type (point, interval, distribution) Model: FTS model Transformation: The name of data transformation, if one was used Order: the order of the FTS method Scheme: UoD partitioning scheme Partitions: Number of partitions Size: Number of rules of the FTS model Steps: prediction horizon, i. e., the number of steps ahead Measure: accuracy measure Value: the measure value

  Parameters: | conn – a sqlite3 database connection
  Returns: |

`pyFTS.benchmarks.Util.``interval_dataframe_analytic_columns`(experiments)

`pyFTS.benchmarks.Util.``interval_dataframe_synthetic_columns`()

`pyFTS.benchmarks.Util.``open_benchmark_db`(name)

  Open a connection with a Sqlite database designed to store benchmark results.

  Parameters: | name – database filenem
  Returns: | a sqlite3 database connection

`pyFTS.benchmarks.Util.``plot_dataframe_interval`(file_synthetic, file_analytic, experiments, tam, save=False, file=None, sort_columns=['COVAVG', 'SHARPAVG', 'COVSTD', 'SHARPSTD'], sort_ascend=[True, False, True, True], save_best=False, ignore=None, replace=None)

`pyFTS.benchmarks.Util.``plot_dataframe_interval_pinball`(file_synthetic, file_analytic, experiments, tam, save=False, file=None, sort_columns=['COVAVG', 'SHARPAVG', 'COVSTD', 'SHARPSTD'], sort_ascend=[True, False, True, True], save_best=False, ignore=None, replace=None)

`pyFTS.benchmarks.Util.``plot_dataframe_point`(file_synthetic, file_analytic, experiments, tam, save=False, file=None, sort_columns=['UAVG', 'RMSEAVG', 'USTD', 'RMSESTD'], sort_ascend=[1, 1, 1, 1], save_best=False, ignore=None, replace=None)

`pyFTS.benchmarks.Util.``plot_dataframe_probabilistic`(file_synthetic, file_analytic, experiments, tam, save=False, file=None, sort_columns=['CRPS1AVG', 'CRPS2AVG', 'CRPS1STD', 'CRPS2STD'], sort_ascend=[True, True, True, True], save_best=False, ignore=None, replace=None)

`pyFTS.benchmarks.Util.``point_dataframe_analytic_columns`(experiments)

`pyFTS.benchmarks.Util.``point_dataframe_synthetic_columns`()

`pyFTS.benchmarks.Util.``probabilistic_dataframe_analytic_columns`(experiments)

`pyFTS.benchmarks.Util.``probabilistic_dataframe_synthetic_columns`()

`pyFTS.benchmarks.Util.``process_common_data`(dataset, tag, type, job)

  Wraps benchmark information on a tuple for sqlite database

  Parameters:

  - dataset – benchmark dataset
  - tag – benchmark set alias
  - type – forecasting type
  - job – a dictionary with benchmark data

  Returns: | tuple for sqlite database

`pyFTS.benchmarks.Util.``save_dataframe_interval`(coverage, experiments, file, objs, resolution, save, sharpness, synthetic, times, q05, q25, q75, q95, steps, method)

`pyFTS.benchmarks.Util.``save_dataframe_point`(experiments, file, objs, rmse, save, synthetic, smape, times, u, steps, method)

  Create a dataframe to store the benchmark results

  Parameters:

  - experiments – dictionary with the execution results
  - file –
  - objs –
  - rmse –
  - save –
  - synthetic –
  - smape –
  - times –
  - u –

  Returns: |

`pyFTS.benchmarks.Util.``save_dataframe_probabilistic`(experiments, file, objs, crps, times, save, synthetic, steps, method)

  Save benchmark results for m-step ahead probabilistic forecasters :param experiments: :param file: :param objs: :param crps_interval: :param crps_distr: :param times: :param times2: :param save: :param synthetic: :return:

`pyFTS.benchmarks.Util.``scale`(data, params)

`pyFTS.benchmarks.Util.``scale_params`(data)

`pyFTS.benchmarks.Util.``stats`(measure, data)

`pyFTS.benchmarks.Util.``tabular_dataframe_columns`()

`pyFTS.benchmarks.Util.``unified_scaled_interval`(experiments, tam, save=False, file=None, sort_columns=['COVAVG', 'SHARPAVG', 'COVSTD', 'SHARPSTD'], sort_ascend=[True, False, True, True], save_best=False, ignore=None, replace=None)

`pyFTS.benchmarks.Util.``unified_scaled_interval_pinball`(experiments, tam, save=False, file=None, sort_columns=['COVAVG', 'SHARPAVG', 'COVSTD', 'SHARPSTD'], sort_ascend=[True, False, True, True], save_best=False, ignore=None, replace=None)

`pyFTS.benchmarks.Util.``unified_scaled_point`(experiments, tam, save=False, file=None, sort_columns=['UAVG', 'RMSEAVG', 'USTD', 'RMSESTD'], sort_ascend=[1, 1, 1, 1], save_best=False, ignore=None, replace=None)

`pyFTS.benchmarks.Util.``unified_scaled_probabilistic`(experiments, tam, save=False, file=None, sort_columns=['CRPSAVG', 'CRPSSTD'], sort_ascend=[True, True], save_best=False, ignore=None, replace=None)

## pyFTS.benchmarks.arima module

class `pyFTS.benchmarks.arima.``ARIMA`(**kwargs)

  Bases: `pyFTS.common.fts.FTS`

  Façade for statsmodels.tsa.arima_model

  `ar`(data)
  `forecast`(ndata, **kwargs)

    Point forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with the forecasted values

  `forecast_ahead_distribution`(data, steps, **kwargs)

    Probabilistic forecast n steps ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - steps – the number of steps ahead to forecast
    - kwargs – model specific parameters

    Returns: | a list with the forecasted Probability Distributions

  `forecast_ahead_interval`(ndata, steps, **kwargs)

    Interval forecast n steps ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - steps – the number of steps ahead to forecast
    - kwargs – model specific parameters

    Returns: | a list with the forecasted intervals

  `forecast_distribution`(data, **kwargs)

    Probabilistic forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions

  `forecast_interval`(data, **kwargs)

    Interval forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with the prediction intervals

  `ma`(data)
  `train`(data, **kwargs)

    Method specific parameter fitting

    Parameters:

    - data – training time series data
    - kwargs – Method specific parameters

## pyFTS.benchmarks.knn module

class `pyFTS.benchmarks.knn.``KNearestNeighbors`(**kwargs)

  Bases: `pyFTS.common.fts.FTS`

  K-Nearest Neighbors

  `forecast_distribution`(data, **kwargs)

    Probabilistic forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions

  `knn`(sample)
  `train`(data, **kwargs)

    Method specific parameter fitting

    Parameters:

    - data – training time series data
    - kwargs – Method specific parameters

## pyFTS.benchmarks.naive module

class `pyFTS.benchmarks.naive.``Naive`(**kwargs)

  Bases: `pyFTS.common.fts.FTS`

  Naïve Forecasting method

  `forecast`(data, **kwargs)

    Point forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with the forecasted values

## pyFTS.benchmarks.quantreg module

class `pyFTS.benchmarks.quantreg.``QuantileRegression`(**kwargs)

  Bases: `pyFTS.common.fts.FTS`

  Façade for statsmodels.regression.quantile_regression

  `forecast`(ndata, **kwargs)

    Point forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with the forecasted values

  `forecast_ahead_distribution`(ndata, steps, **kwargs)

    Probabilistic forecast n steps ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - steps – the number of steps ahead to forecast
    - kwargs – model specific parameters

    Returns: | a list with the forecasted Probability Distributions

  `forecast_ahead_interval`(ndata, steps, **kwargs)

    Interval forecast n steps ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - steps – the number of steps ahead to forecast
    - kwargs – model specific parameters

    Returns: | a list with the forecasted intervals

  `forecast_distribution`(ndata, **kwargs)

    Probabilistic forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions

  `forecast_interval`(ndata, **kwargs)

    Interval forecast one step ahead

    Parameters:

    - data – time series data with the minimal length equal to the max_lag of the model
    - kwargs – model specific parameters

    Returns: | a list with the prediction intervals

  `interval_to_interval`(data, lo_params, up_params)
  `linearmodel`(data, params)
  `point_to_interval`(data, lo_params, up_params)
  `train`(data, **kwargs)

    Method specific parameter fitting

    Parameters:

    - data – training time series data
    - kwargs – Method specific parameters