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<div class="section" id="pyfts-models-package">
<h1>pyFTS.models package<a class="headerlink" href="#pyfts-models-package" title="Permalink to this headline"></a></h1>
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<div class="section" id="module-pyFTS.models">
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models" title="Permalink to this headline"></a></h2>
<p>Fuzzy Time Series methods</p>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#module-pyFTS.models.ensemble.multiseasonal">pyFTS.models.ensemble.multiseasonal module</a></li>
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<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.incremental.html">pyFTS.models.incremental package</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#module-pyFTS.models.incremental.IncrementalEnsemble">pyFTS.models.incremental.IncrementalEnsemble module</a></li>
2018-11-01 18:11:20 +04:00
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.sfts">pyFTS.models.seasonal.sfts module</a></li>
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal">Module contents</a></li>
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<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline"></a></h2>
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<div class="section" id="module-pyFTS.models.song">
<span id="pyfts-models-song-module"></span><h2>pyFTS.models.song module<a class="headerlink" href="#module-pyFTS.models.song" title="Permalink to this headline"></a></h2>
<p>First Order Traditional Fuzzy Time Series method by Song &amp; Chissom (1993)</p>
<ol class="upperalpha simple" start="17">
<li><p>Song and B. S. Chissom, “Fuzzy time series and its models,” Fuzzy Sets Syst., vol. 54, no. 3, pp. 269277, 1993.</p></li>
</ol>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.song.</span></span><span class="sig-name descname"><span class="pre">ConventionalFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
<p>Traditional Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.flr_membership_matrix">
<span class="sig-name descname"><span class="pre">flr_membership_matrix</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flr</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS.flr_membership_matrix"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.flr_membership_matrix" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.operation_matrix">
<span class="sig-name descname"><span class="pre">operation_matrix</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS.operation_matrix"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.operation_matrix" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.chen">
<span id="pyfts-models-chen-module"></span><h2>pyFTS.models.chen module<a class="headerlink" href="#module-pyFTS.models.chen" title="Permalink to this headline"></a></h2>
<p>First Order Conventional Fuzzy Time Series by Chen (1996)</p>
<p>S.-M. Chen, “Forecasting enrollments based on fuzzy time series,” Fuzzy Sets Syst., vol. 81, no. 3, pp. 311319, 1996.</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.chen.</span></span><span class="sig-name descname"><span class="pre">ConventionalFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
<p>First Order Conventional Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFLRG.append_rhs">
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG.append_rhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFLRG.get_key">
<span class="sig-name descname"><span class="pre">get_key</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFLRG.get_key"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG.get_key" title="Permalink to this definition"></a></dt>
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<dd><p>Returns a unique identifier for this FLRG</p>
</dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.chen.</span></span><span class="sig-name descname"><span class="pre">ConventionalFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
<p>Conventional Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.generate_flrg">
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.generate_flrg" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
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</div>
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<div class="section" id="module-pyFTS.models.yu">
<span id="pyfts-models-yu-module"></span><h2>pyFTS.models.yu module<a class="headerlink" href="#module-pyFTS.models.yu" title="Permalink to this headline"></a></h2>
<p>First Order Weighted Fuzzy Time Series by Yu(2005)</p>
<p>H.-K. Yu, “Weighted fuzzy time series models for TAIEX forecasting,”
Phys. A Stat. Mech. its Appl., vol. 349, no. 3, pp. 609624, 2005.</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.yu.</span></span><span class="sig-name descname"><span class="pre">WeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
<p>First Order Weighted Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFLRG.append_rhs">
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG.append_rhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFLRG.weights">
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG.weights" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.yu.</span></span><span class="sig-name descname"><span class="pre">WeightedFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
<p>First Order Weighted Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.generate_FLRG">
<span class="sig-name descname"><span class="pre">generate_FLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFTS.generate_FLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.generate_FLRG" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.cheng">
<span id="pyfts-models-cheng-module"></span><h2>pyFTS.models.cheng module<a class="headerlink" href="#module-pyFTS.models.cheng" title="Permalink to this headline"></a></h2>
<p>Trend Weighted Fuzzy Time Series by Cheng, Chen and Wu (2009)</p>
<p>C.-H. Cheng, Y.-S. Chen, and Y.-L. Wu, “Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model,”
Expert Syst. Appl., vol. 36, no. 2, pp. 18261832, 2009.</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.cheng.</span></span><span class="sig-name descname"><span class="pre">TrendWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/cheng.html#TrendWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.yu.WeightedFLRG" title="pyFTS.models.yu.WeightedFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.yu.WeightedFLRG</span></code></a></p>
<p>First Order Trend Weighted Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFLRG.weights">
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/cheng.html#TrendWeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFLRG.weights" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.cheng.</span></span><span class="sig-name descname"><span class="pre">TrendWeightedFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/cheng.html#TrendWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.yu.WeightedFTS" title="pyFTS.models.yu.WeightedFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.yu.WeightedFTS</span></code></a></p>
<p>First Order Trend Weighted Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.generate_FLRG">
<span class="sig-name descname"><span class="pre">generate_FLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/cheng.html#TrendWeightedFTS.generate_FLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.generate_FLRG" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.hofts">
<span id="pyfts-models-hofts-module"></span><h2>pyFTS.models.hofts module<a class="headerlink" href="#module-pyFTS.models.hofts" title="Permalink to this headline"></a></h2>
<p>High Order FTS</p>
<p>Severiano, S. A. Jr; Silva, P. C. L.; Sadaei, H. J.; Guimarães, F. G. Very Short-term Solar Forecasting
using Fuzzy Time Series. 2017 IEEE International Conference on Fuzzy Systems. DOI10.1109/FUZZ-IEEE.2017.8015732</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">HighOrderFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
<p>Conventional High Order Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFLRG.append_lhs">
<span class="sig-name descname"><span class="pre">append_lhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFLRG.append_lhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG.append_lhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFLRG.append_rhs">
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG.append_rhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">HighOrderFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
<p>Conventional High Order Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.configure_lags">
<span class="sig-name descname"><span class="pre">configure_lags</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.configure_lags"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.configure_lags" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.generate_flrg">
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_flrg" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.generate_flrg_fuzzyfied">
<span class="sig-name descname"><span class="pre">generate_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_flrg_fuzzyfied" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg">
<span class="sig-name descname"><span class="pre">generate_lhs_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_lhs_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg_fuzzyfied">
<span class="sig-name descname"><span class="pre">generate_lhs_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">WeightedHighOrderFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
<p>Weighted High Order Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.append_lhs">
<span class="sig-name descname"><span class="pre">append_lhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.append_lhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.append_lhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.append_rhs">
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">fset</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.append_rhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.get_lower">
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.get_lower" title="Permalink to this definition"></a></dt>
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<dd><p>Returns the lower bound value for the RHS fuzzy sets</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>sets</strong> fuzzy sets</p>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>lower bound value</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.get_midpoint">
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.get_midpoint" title="Permalink to this definition"></a></dt>
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<dd><p>Returns the midpoint value for the RHS fuzzy sets</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>sets</strong> fuzzy sets</p>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>the midpoint value</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.get_upper">
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.get_upper" title="Permalink to this definition"></a></dt>
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<dd><p>Returns the upper bound value for the RHS fuzzy sets</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>sets</strong> fuzzy sets</p>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>upper bound value</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.weights">
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.weights" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">WeightedHighOrderFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
<p>Weighted High Order Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied">
<span class="sig-name descname"><span class="pre">generate_lhs_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.hwang">
<span id="pyfts-models-hwang-module"></span><h2>pyFTS.models.hwang module<a class="headerlink" href="#module-pyFTS.models.hwang" title="Permalink to this headline"></a></h2>
<p>High Order Fuzzy Time Series by Hwang, Chen and Lee (1998)</p>
<p>Jeng-Ren Hwang, Shyi-Ming Chen, and Chia-Hoang Lee, “Handling forecasting problems using fuzzy time series,”
Fuzzy Sets Syst., no. 100, pp. 217228, 1998.</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hwang.</span></span><span class="sig-name descname"><span class="pre">HighOrderFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hwang.html#HighOrderFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.configure_lags">
<span class="sig-name descname"><span class="pre">configure_lags</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hwang.html#HighOrderFTS.configure_lags"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.configure_lags" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hwang.html#HighOrderFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hwang.html#HighOrderFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.ifts">
<span id="pyfts-models-ifts-module"></span><h2>pyFTS.models.ifts module<a class="headerlink" href="#module-pyFTS.models.ifts" title="Permalink to this headline"></a></h2>
<p>High Order Interval Fuzzy Time Series</p>
<p>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.</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ifts.</span></span><span class="sig-name descname"><span class="pre">IntervalFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
<p>High Order Interval Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.forecast_ahead_interval">
<span class="sig-name descname"><span class="pre">forecast_ahead_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">steps</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.forecast_ahead_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.forecast_ahead_interval" title="Permalink to this definition"></a></dt>
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<dd><p>Interval forecast from 1 to H steps ahead, where H is given by the steps parameter</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>steps</strong> the number of steps ahead to forecast</p></li>
<li><p><strong>start_at</strong> in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted intervals</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.forecast_interval">
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.forecast_interval" title="Permalink to this definition"></a></dt>
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<dd><p>Interval forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the prediction intervals</p>
</dd>
</dl>
</dd></dl>
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<dl class="py method">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.get_lower">
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_lower" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.get_sequence_membership">
<span class="sig-name descname"><span class="pre">get_sequence_membership</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">fuzzySets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_sequence_membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_sequence_membership" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.get_upper">
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_upper" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.log" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ifts.</span></span><span class="sig-name descname"><span class="pre">WeightedIntervalFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.WeightedHighOrderFTS" title="pyFTS.models.hofts.WeightedHighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.WeightedHighOrderFTS</span></code></a></p>
<p>Weighted High Order Interval Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.forecast_ahead_interval">
<span class="sig-name descname"><span class="pre">forecast_ahead_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">steps</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.forecast_ahead_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.forecast_ahead_interval" title="Permalink to this definition"></a></dt>
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<dd><p>Interval forecast from 1 to H steps ahead, where H is given by the steps parameter</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>steps</strong> the number of steps ahead to forecast</p></li>
<li><p><strong>start_at</strong> in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted intervals</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.forecast_interval">
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.forecast_interval" title="Permalink to this definition"></a></dt>
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<dd><p>Interval forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the prediction intervals</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.get_lower">
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_lower" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.get_sequence_membership">
<span class="sig-name descname"><span class="pre">get_sequence_membership</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">fuzzySets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_sequence_membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_sequence_membership" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.get_upper">
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_upper" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.log" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.ismailefendi">
<span id="pyfts-models-ismailefendi-module"></span><h2>pyFTS.models.ismailefendi module<a class="headerlink" href="#module-pyFTS.models.ismailefendi" title="Permalink to this headline"></a></h2>
<p>First Order Improved Weighted Fuzzy Time Series by Efendi, Ismail and Deris (2013)</p>
<p>R. Efendi, Z. Ismail, and M. M. Deris, “Improved weight Fuzzy Time Series as used in the exchange rates forecasting of
US Dollar to Ringgit Malaysia,” Int. J. Comput. Intell. Appl., vol. 12, no. 1, p. 1350005, 2013.</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ismailefendi.</span></span><span class="sig-name descname"><span class="pre">ImprovedWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
<p>First Order Improved Weighted Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG.append_rhs">
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.append_rhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG.weights">
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.weights" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ismailefendi.</span></span><span class="sig-name descname"><span class="pre">ImprovedWeightedFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
<p>First Order Improved Weighted Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.generate_flrg">
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.generate_flrg" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.log" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.pwfts">
<span id="pyfts-models-pwfts-module"></span><h2>pyFTS.models.pwfts module<a class="headerlink" href="#module-pyFTS.models.pwfts" title="Permalink to this headline"></a></h2>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">ProbabilisticWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFLRG" title="pyFTS.models.hofts.HighOrderFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFLRG</span></code></a></p>
<p>High Order Probabilistic Weighted Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.append_rhs">
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.append_rhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_lower">
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_lower" title="Permalink to this definition"></a></dt>
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<dd><p>Returns the lower bound value for the RHS fuzzy sets</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>sets</strong> fuzzy sets</p>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>lower bound value</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_membership">
<span class="sig-name descname"><span class="pre">get_membership</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_membership" title="Permalink to this definition"></a></dt>
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<dd><p>Returns the membership value of the FLRG for the input data</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> input data</p></li>
<li><p><strong>sets</strong> fuzzy sets</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>the membership value</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_midpoint">
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_midpoint" title="Permalink to this definition"></a></dt>
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<dd><p>Return the expectation of the PWFLRG, the weighted sum</p>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_upper">
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_upper" title="Permalink to this definition"></a></dt>
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<dd><p>Returns the upper bound value for the RHS fuzzy sets</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>sets</strong> fuzzy sets</p>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>upper bound value</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability">
<span class="sig-name descname"><span class="pre">lhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">norm</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.lhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied">
<span class="sig-name descname"><span class="pre">lhs_conditional_probability_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">lhs_mv</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">norm</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.partition_function">
<span class="sig-name descname"><span class="pre">partition_function</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">100</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.partition_function"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.partition_function" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_conditional_probability">
<span class="sig-name descname"><span class="pre">rhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.rhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_conditional_probability" title="Permalink to this definition"></a></dt>
2021-01-13 01:04:42 +04:00
<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_unconditional_probability">
<span class="sig-name descname"><span class="pre">rhs_unconditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.rhs_unconditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_unconditional_probability" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">ProbabilisticWeightedFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.ifts.IntervalFTS" title="pyFTS.models.ifts.IntervalFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ifts.IntervalFTS</span></code></a></p>
<p>High Order Probabilistic Weighted Fuzzy Time Series</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.add_new_PWFLGR">
<span class="sig-name descname"><span class="pre">add_new_PWFLGR</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.add_new_PWFLGR"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.add_new_PWFLGR" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.dump" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability">
<span class="sig-name descname"><span class="pre">flrg_lhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied">
<span class="sig-name descname"><span class="pre">flrg_lhs_conditional_probability_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied" title="Permalink to this definition"></a></dt>
2021-01-13 01:04:42 +04:00
<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability">
<span class="sig-name descname"><span class="pre">flrg_lhs_unconditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability" title="Permalink to this definition"></a></dt>
2021-01-13 01:04:42 +04:00
<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_rhs_conditional_probability">
<span class="sig-name descname"><span class="pre">flrg_rhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_rhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_rhs_conditional_probability" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead">
<span class="sig-name descname"><span class="pre">forecast_ahead</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">steps</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast from 1 to H steps ahead, where H is given by the steps parameter</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>steps</strong> the number of steps ahead to forecast (default: 1)</p></li>
<li><p><strong>start_at</strong> in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_distribution">
<span class="sig-name descname"><span class="pre">forecast_ahead_distribution</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">steps</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead_distribution"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_distribution" title="Permalink to this definition"></a></dt>
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<dd><p>Probabilistic forecast from 1 to H steps ahead, where H is given by the steps parameter</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>steps</strong> the number of steps ahead to forecast</p></li>
<li><p><strong>start_at</strong> in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted Probability Distributions</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_interval">
<span class="sig-name descname"><span class="pre">forecast_ahead_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">steps</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_interval" title="Permalink to this definition"></a></dt>
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<dd><p>Interval forecast from 1 to H steps ahead, where H is given by the steps parameter</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>steps</strong> the number of steps ahead to forecast</p></li>
<li><p><strong>start_at</strong> in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted intervals</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution">
<span class="sig-name descname"><span class="pre">forecast_distribution</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.forecast_distribution"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution" title="Permalink to this definition"></a></dt>
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<dd><p>Probabilistic forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution_from_distribution">
<span class="sig-name descname"><span class="pre">forecast_distribution_from_distribution</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">previous_dist</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">smooth</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">bins</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.forecast_distribution_from_distribution"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution_from_distribution" title="Permalink to this definition"></a></dt>
2021-01-13 01:04:42 +04:00
<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_interval">
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_interval" title="Permalink to this definition"></a></dt>
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<dd><p>Interval forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the prediction intervals</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg">
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg2">
<span class="sig-name descname"><span class="pre">generate_flrg2</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_flrg2"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg2" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg_fuzzyfied">
<span class="sig-name descname"><span class="pre">generate_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg_fuzzyfied" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg">
<span class="sig-name descname"><span class="pre">generate_lhs_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_lhs_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied">
<span class="sig-name descname"><span class="pre">generate_lhs_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_lower">
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_lower" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_midpoint">
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_midpoint" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication">
<span class="sig-name descname"><span class="pre">get_sets_from_both_fuzzyfication</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_upper">
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_upper" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_heuristic">
<span class="sig-name descname"><span class="pre">interval_heuristic</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.interval_heuristic"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_heuristic" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_quantile">
<span class="sig-name descname"><span class="pre">interval_quantile</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">alpha</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.interval_quantile"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_quantile" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.log" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
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<dl class="py method">
2022-04-10 21:32:24 +04:00
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_expected_value">
<span class="sig-name descname"><span class="pre">point_expected_value</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.point_expected_value"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_expected_value" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_heuristic">
<span class="sig-name descname"><span class="pre">point_heuristic</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.point_heuristic"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_heuristic" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied">
<span class="sig-name descname"><span class="pre">pwflrg_lhs_memberhip_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sample</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.update_model">
<span class="sig-name descname"><span class="pre">update_model</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.update_model"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.update_model" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py function">
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<dt class="sig sig-object py" id="pyFTS.models.pwfts.highorder_fuzzy_markov_chain">
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">highorder_fuzzy_markov_chain</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">model</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#highorder_fuzzy_markov_chain"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.highorder_fuzzy_markov_chain" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py function">
<dt class="sig sig-object py" id="pyFTS.models.pwfts.visualize_distributions">
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">visualize_distributions</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">model</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#visualize_distributions"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.visualize_distributions" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</div>
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<div class="section" id="module-pyFTS.models.sadaei">
<span id="pyfts-models-sadaei-module"></span><h2>pyFTS.models.sadaei module<a class="headerlink" href="#module-pyFTS.models.sadaei" title="Permalink to this headline"></a></h2>
<p>First Order Exponentialy Weighted Fuzzy Time Series by Sadaei et al. (2013)</p>
<p>H. J. Sadaei, R. Enayatifar, A. H. Abdullah, and A. Gani, “Short-term load forecasting using a hybrid model with a
refined exponentially weighted fuzzy time series and an improved harmony search,” Int. J. Electr. Power Energy Syst., vol. 62, no. from 2005, pp. 118129, 2014.</p>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFLRG">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.sadaei.</span></span><span class="sig-name descname"><span class="pre">ExponentialyWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
<p>First Order Exponentialy Weighted Fuzzy Logical Relationship Group</p>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFLRG.append_rhs">
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG.append_rhs" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFLRG.weights">
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG.weights" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
</dd></dl>
<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS">
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.sadaei.</span></span><span class="sig-name descname"><span class="pre">ExponentialyWeightedFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS" title="Permalink to this definition"></a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
<p>First Order Exponentialy Weighted Fuzzy Time Series</p>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.alpha_cut">
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.auto_update">
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.auto_update" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating that model is incremental</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.benchmark_only">
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.benchmark_only" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.detail">
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.detail" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model detailed information</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.dump">
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.dump" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.flrgs">
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.flrgs" title="Permalink to this definition"></a></dt>
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.forecast">
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.forecast" title="Permalink to this definition"></a></dt>
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<dd><p>Point forecast one step ahead</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>kwargs</strong> model specific parameters</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted values</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.generate_flrg">
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.generate_flrg" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.has_interval_forecasting">
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.has_interval_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.has_point_forecasting">
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.has_point_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.has_probability_forecasting">
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.has_probability_forecasting" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.has_seasonality">
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.has_seasonality" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.is_clustered">
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.is_clustered" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
a monovariate method, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.is_high_order">
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.is_high_order" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.is_multivariate">
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.is_time_variant">
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.is_time_variant" title="Permalink to this definition"></a></dt>
<dd><p>A boolean value indicating if this model is time variant</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.is_wrapper">
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.is_wrapper" title="Permalink to this definition"></a></dt>
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.lags">
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.lags" title="Permalink to this definition"></a></dt>
<dd><p>The list of lag indexes for high order models</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.log">
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.log" title="Permalink to this definition"></a></dt>
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<dd></dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.max_lag">
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.max_lag" title="Permalink to this definition"></a></dt>
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
needed to forecast a single step ahead</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.min_order">
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.min_order" title="Permalink to this definition"></a></dt>
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.name">
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the model name</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.order">
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.order" title="Permalink to this definition"></a></dt>
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.original_max">
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.original_max" title="Permalink to this definition"></a></dt>
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.original_min">
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.original_min" title="Permalink to this definition"></a></dt>
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.partitioner">
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.shortname">
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.shortname" title="Permalink to this definition"></a></dt>
<dd><p>A string with a short name or alias for the model</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.standard_horizon">
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.standard_horizon" title="Permalink to this definition"></a></dt>
<dd><p>Standard forecasting horizon (Default: 1)</p>
</dd></dl>
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<dl class="py method">
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<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.train">
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.train" title="Permalink to this definition"></a></dt>
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<dd><p>Method specific parameter fitting</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> training time series data</p></li>
<li><p><strong>kwargs</strong> Method specific parameters</p></li>
</ul>
</dd>
</dl>
</dd></dl>
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<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.transformations">
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.transformations" title="Permalink to this definition"></a></dt>
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.transformations_param">
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.transformations_param" title="Permalink to this definition"></a></dt>
<dd><p>A list with the specific parameters for each data transformation</p>
</dd></dl>
<dl class="py attribute">
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.uod_clip">
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.uod_clip" title="Permalink to this definition"></a></dt>
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
</dd></dl>
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</dd></dl>
</div>
</div>
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<li><a class="reference internal" href="#">pyFTS.models package</a><ul>
<li><a class="reference internal" href="#module-pyFTS.models">Module contents</a></li>
<li><a class="reference internal" href="#subpackages">Subpackages</a></li>
<li><a class="reference internal" href="#submodules">Submodules</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.song">pyFTS.models.song module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.chen">pyFTS.models.chen module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.yu">pyFTS.models.yu module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.cheng">pyFTS.models.cheng module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.hofts">pyFTS.models.hofts module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.hwang">pyFTS.models.hwang module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.ifts">pyFTS.models.ifts module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.ismailefendi">pyFTS.models.ismailefendi module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.pwfts">pyFTS.models.pwfts module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.sadaei">pyFTS.models.sadaei module</a></li>
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