sam/pyFTS
1
0
Fork 0
Code Issues 3 Pull Requests Actions Packages Projects Releases Wiki Activity
8a01256185
pyFTS/docs/build/html/pyFTS.models.incremental.html

341 lines
20 KiB
HTML
Raw Normal View History

Incremental module
2018-11-01 18:11:20 +04:00
<!doctype html>
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="X-UA-Compatible" content="IE=Edge" />
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" /><script type="text/javascript">
var _gaq = _gaq || [];
_gaq.push(['_setAccount', 'UA-55120145-3']);
_gaq.push(['_trackPageview']);
(function() {
var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true;
ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js';
var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s);
})();
</script>
Documentation update
2018-12-11 23:22:05 +04:00
<title>pyFTS.models.incremental package &#8212; pyFTS 1.4 documentation</title>
Incremental module
2018-11-01 18:11:20 +04:00
<link rel="stylesheet" href="_static/bizstyle.css" type="text/css" />
<link rel="stylesheet" href="_static/pygments.css" type="text/css" />
<script type="text/javascript" src="_static/documentation_options.js"></script>
<script type="text/javascript" src="_static/jquery.js"></script>
<script type="text/javascript" src="_static/underscore.js"></script>
<script type="text/javascript" src="_static/doctools.js"></script>
<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script>
<script type="text/javascript" src="_static/bizstyle.js"></script>
<link rel="index" title="Index" href="genindex.html" />
<link rel="search" title="Search" href="search.html" />
<link rel="next" title="pyFTS.models.multivariate package" href="pyFTS.models.multivariate.html" />
<link rel="prev" title="pyFTS.models.ensemble package" href="pyFTS.models.ensemble.html" />
<meta name="viewport" content="width=device-width,initial-scale=1.0">
<!--[if lt IE 9]>
<script type="text/javascript" src="_static/css3-mediaqueries.js"></script>
<![endif]-->
</head><body>
<div class="related" role="navigation" aria-label="related navigation">
<h3>Navigation</h3>
<ul>
<li class="right" style="margin-right: 10px">
<a href="genindex.html" title="General Index"
accesskey="I">index</a></li>
<li class="right" >
<a href="py-modindex.html" title="Python Module Index"
>modules</a> |</li>
<li class="right" >
<a href="pyFTS.models.multivariate.html" title="pyFTS.models.multivariate package"
accesskey="N">next</a> |</li>
<li class="right" >
<a href="pyFTS.models.ensemble.html" title="pyFTS.models.ensemble package"
accesskey="P">previous</a> |</li>
Documentation update
2018-12-11 23:22:05 +04:00
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.4 documentation</a> &#187;</li>
Incremental module
2018-11-01 18:11:20 +04:00
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> &#187;</li>
<li class="nav-item nav-item-2"><a href="pyFTS.html" >pyFTS package</a> &#187;</li>
<li class="nav-item nav-item-3"><a href="pyFTS.models.html" accesskey="U">pyFTS.models package</a> &#187;</li>
</ul>
</div>
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
<div class="sphinxsidebarwrapper">
<p class="logo"><a href="index.html">
<img class="logo" src="_static/logo_heading2.png" alt="Logo"/>
</a></p>
<h3><a href="index.html">Table Of Contents</a></h3>
<ul>
<li><a class="reference internal" href="#">pyFTS.models.incremental package</a><ul>
<li><a class="reference internal" href="#module-pyFTS.models.incremental">Module contents</a></li>
<li><a class="reference internal" href="#submodules">Submodules</a></li>
Updating the documentation
2019-02-21 19:00:09 +04:00
<li><a class="reference internal" href="#module-pyFTS.models.incremental.TimeVariant">pyFTS.models.incremental.TimeVariant module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.incremental.IncrementalEnsemble">pyFTS.models.incremental.IncrementalEnsemble module</a></li>
Incremental module
2018-11-01 18:11:20 +04:00
</ul>
</li>
</ul>
<h4>Previous topic</h4>
<p class="topless"><a href="pyFTS.models.ensemble.html"
title="previous chapter">pyFTS.models.ensemble package</a></p>
<h4>Next topic</h4>
<p class="topless"><a href="pyFTS.models.multivariate.html"
title="next chapter">pyFTS.models.multivariate package</a></p>
<div role="note" aria-label="source link">
<h3>This Page</h3>
<ul class="this-page-menu">
<li><a href="_sources/pyFTS.models.incremental.rst.txt"
rel="nofollow">Show Source</a></li>
</ul>
</div>
<div id="searchbox" style="display: none" role="search">
<h3>Quick search</h3>
<div class="searchformwrapper">
<form class="search" action="search.html" method="get">
<input type="text" name="q" />
<input type="submit" value="Go" />
<input type="hidden" name="check_keywords" value="yes" />
<input type="hidden" name="area" value="default" />
</form>
</div>
</div>
<script type="text/javascript">$('#searchbox').show(0);</script>
</div>
</div>
<div class="document">
<div class="documentwrapper">
<div class="bodywrapper">
<div class="body" role="main">
<div class="section" id="pyfts-models-incremental-package">
<h1>pyFTS.models.incremental package<a class="headerlink" href="#pyfts-models-incremental-package" title="Permalink to this headline"></a></h1>
<div class="section" id="module-pyFTS.models.incremental">
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.incremental" title="Permalink to this headline"></a></h2>
<p>FTS methods with incremental/online learning</p>
</div>
<div class="section" id="submodules">
<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline"></a></h2>
</div>
Updating the documentation
2019-02-21 19:00:09 +04:00
<div class="section" id="module-pyFTS.models.incremental.TimeVariant">
<span id="pyfts-models-incremental-timevariant-module"></span><h2>pyFTS.models.incremental.TimeVariant module<a class="headerlink" href="#module-pyFTS.models.incremental.TimeVariant" title="Permalink to this headline"></a></h2>
<p>Meta model that wraps another FTS method and continously retrain it using a data window with the most recent data</p>
Incremental module
2018-11-01 18:11:20 +04:00
<dl class="class">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer">
<em class="property">class </em><code class="descclassname">pyFTS.models.incremental.TimeVariant.</code><code class="descname">Retrainer</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<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>Meta model for incremental/online learning</p>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.auto_update">
<code class="descname">auto_update</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.auto_update" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>If true the model is updated at each time and not recreated</p>
</dd></dl>
Updating the documentation
2018-11-07 17:31:46 +04:00
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.batch_size">
<code class="descname">batch_size</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.batch_size" title="Permalink to this definition"></a></dt>
Updating the documentation
2018-11-07 17:31:46 +04:00
<dd><p>The batch interval between each retraining</p>
</dd></dl>
Incremental module
2018-11-01 18:11:20 +04:00
<dl class="method">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.forecast">
<code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.forecast" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>Point forecast one step ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>kwargs</strong> – model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.fts_method">
<code class="descname">fts_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.fts_method" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>The FTS method to be called when a new model is build</p>
</dd></dl>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.fts_params">
<code class="descname">fts_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.fts_params" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>The FTS method specific parameters</p>
</dd></dl>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.model">
<code class="descname">model</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.model" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>The most recent trained model</p>
</dd></dl>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner">
<code class="descname">partitioner</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>The most recent trained partitioner</p>
</dd></dl>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_method">
<code class="descname">partitioner_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_method" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>The partitioner method to be called when a new model is build</p>
</dd></dl>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_params">
<code class="descname">partitioner_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_params" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>The partitioner method parameters</p>
</dd></dl>
<dl class="method">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.train">
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.train" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>Method specific parameter fitting</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>data</strong> – training time series data</li>
<li><strong>kwargs</strong> – Method specific parameters</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
Updating the documentation
2019-02-21 19:00:09 +04:00
<dt id="pyFTS.models.incremental.TimeVariant.Retrainer.window_length">
<code class="descname">window_length</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.window_length" title="Permalink to this definition"></a></dt>
<dd><p>The memory window length</p>
</dd></dl>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.incremental.IncrementalEnsemble">
<span id="pyfts-models-incremental-incrementalensemble-module"></span><h2>pyFTS.models.incremental.IncrementalEnsemble module<a class="headerlink" href="#module-pyFTS.models.incremental.IncrementalEnsemble" title="Permalink to this headline"></a></h2>
<p>Time Variant/Incremental Ensemble of FTS methods</p>
<dl class="class">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS">
<em class="property">class </em><code class="descclassname">pyFTS.models.incremental.IncrementalEnsemble.</code><code class="descname">IncrementalEnsembleFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="pyFTS.models.ensemble.html#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="pyFTS.models.ensemble.ensemble.EnsembleFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ensemble.ensemble.EnsembleFTS</span></code></a></p>
<p>Time Variant/Incremental Ensemble of FTS methods</p>
<dl class="attribute">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.batch_size">
<code class="descname">batch_size</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.batch_size" title="Permalink to this definition"></a></dt>
<dd><p>The batch interval between each retraining</p>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast">
<code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast" title="Permalink to this definition"></a></dt>
<dd><p>Point forecast one step ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>kwargs</strong> – model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_method">
<code class="descname">fts_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_method" title="Permalink to this definition"></a></dt>
<dd><p>The FTS method to be called when a new model is build</p>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_params">
<code class="descname">fts_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_params" title="Permalink to this definition"></a></dt>
<dd><p>The FTS method specific parameters</p>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_method">
<code class="descname">partitioner_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_method" title="Permalink to this definition"></a></dt>
<dd><p>The partitioner method to be called when a new model is build</p>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_params">
<code class="descname">partitioner_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_params" title="Permalink to this definition"></a></dt>
<dd><p>The partitioner method parameters</p>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train">
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train" title="Permalink to this definition"></a></dt>
<dd><p>Method specific parameter fitting</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>data</strong> – training time series data</li>
<li><strong>kwargs</strong> – Method specific parameters</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.window_length">
<code class="descname">window_length</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.window_length" title="Permalink to this definition"></a></dt>
Incremental module
2018-11-01 18:11:20 +04:00
<dd><p>The memory window length</p>
</dd></dl>
</dd></dl>
</div>
</div>
</div>
</div>
</div>
<div class="clearer"></div>
</div>
<div class="related" role="navigation" aria-label="related navigation">
<h3>Navigation</h3>
<ul>
<li class="right" style="margin-right: 10px">
<a href="genindex.html" title="General Index"
>index</a></li>
<li class="right" >
<a href="py-modindex.html" title="Python Module Index"
>modules</a> |</li>
<li class="right" >
<a href="pyFTS.models.multivariate.html" title="pyFTS.models.multivariate package"
>next</a> |</li>
<li class="right" >
<a href="pyFTS.models.ensemble.html" title="pyFTS.models.ensemble package"
>previous</a> |</li>
Documentation update
2018-12-11 23:22:05 +04:00
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.4 documentation</a> &#187;</li>
Incremental module
2018-11-01 18:11:20 +04:00
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> &#187;</li>
<li class="nav-item nav-item-2"><a href="pyFTS.html" >pyFTS package</a> &#187;</li>
<li class="nav-item nav-item-3"><a href="pyFTS.models.html" >pyFTS.models package</a> &#187;</li>
</ul>
</div>
<div class="footer" role="contentinfo">
&#169; Copyright 2018, Machine Intelligence and Data Science Laboratory - UFMG - Brazil.
Created using <a href="http://sphinx-doc.org/">Sphinx</a> 1.7.2.
</div>
</body>
</html>
Reference in New Issue Copy Permalink