# pyFTS.models.yu — pyFTS 1.4 documentation

# Source code for pyFTS.models.yu

    """
    First Order Weighted Fuzzy Time Series by Yu(2005)

    H.-K. Yu, “Weighted fuzzy time series models for TAIEX forecasting,”
    Phys. A Stat. Mech. its Appl., vol. 349, no. 3, pp. 609–624, 2005.
    """

    import numpy as np
    from pyFTS.common import FuzzySet, FLR, fts, flrg
    from pyFTS.models import chen

    class WeightedFLRG(flrg.FLRG):
        """First Order Weighted Fuzzy Logical Relationship Group"""
        def __init__(self, LHS, **kwargs):
            super(WeightedFLRG, self).__init__(1, **kwargs)
            self.LHS = LHS
            self.RHS = []
            self.count = 1.0
            self.w = None

        def append_rhs(self, c, **kwargs):
            count = kwargs.get('count', 1.0)
            self.RHS.append(c)
            self.count += count

        def weights(self, sets):
            if self.w is None:
                tot = sum(np.arange(1.0, self.count, 1.0))
                self.w = np.array([k / tot for k in np.arange(1.0, self.count, 1.0)])
            return self.w

        def __str__(self):
            tmp = self.LHS + " -> "
            tmp2 = ""
            cc = 1.0
            tot = sum(np.arange(1.0, self.count, 1.0))
            for c in sorted(self.RHS):
                if len(tmp2) > 0:
                    tmp2 = tmp2 + ","
                tmp2 = tmp2 + c + "(" + str(round(cc / tot, 3)) + ")"
                cc = cc + 1.0
            return tmp + tmp2

    class WeightedFTS(fts.FTS):
        """First Order Weighted Fuzzy Time Series"""
        def __init__(self, **kwargs):
            super(WeightedFTS, self).__init__(order=1, name="WFTS", **kwargs)
            self.name = "Weighted FTS"
            self.detail = "Yu"

        def generate_FLRG(self, flrs):
            for flr in flrs:
                if flr.LHS in self.flrgs:
                    self.flrgs[flr.LHS].append_rhs(flr.RHS)
                else:
                    self.flrgs[flr.LHS] = WeightedFLRG(flr.LHS);
                    self.flrgs[flr.LHS].append_rhs(flr.RHS)

        def train(self, ndata, **kwargs):
            tmpdata = FuzzySet.fuzzyfy(ndata, partitioner=self.partitioner, method='maximum', mode='sets')
            flrs = FLR.generate_recurrent_flrs(tmpdata)
            self.generate_FLRG(flrs)

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

            explain = kwargs.get('explain', False)

            if self.partitioner is not None:
                ordered_sets = self.partitioner.ordered_sets
            else:
                ordered_sets = FuzzySet.set_ordered(self.sets)

            ndata = np.array(ndata)

            l = len(ndata) if not explain else 1

            ret = []

            for k in np.arange(0, l):

                actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)

                if explain:
                    print("Fuzzyfication:\n\n {} -> {} \n\n".format(ndata[k], actual.name))

                if actual.name not in self.flrgs:
                    ret.append(actual.centroid)

                    if explain:
                        print("Rules:\n\n {} -> {} (Naïve)\t Midpoint: {}  \n\n".format(actual.name, actual.name,actual.centroid))

                else:
                    flrg = self.flrgs[actual.name]
                    mp = flrg.get_midpoints(self.sets)

                    final = mp.dot(flrg.weights(self.sets))

                    ret.append(final)

                    if explain:
                        print("Rules:\n\n {} \n\n ".format(str(flrg)))
                        print("Midpoints: \n\n {}\n\n".format(mp))

                        print("Deffuzyfied value: {} \n".format(final))

            return ret