pyFTS/hofts.py

"""
Simple High Order extension of Conventional FTS by Chen (1996)

[1] S.-M. Chen, “Forecasting enrollments based on fuzzy time series,” 
Fuzzy Sets Syst., vol. 81, no. 3, pp. 311–319, 1996.
"""

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


class HighOrderFLRG(object):
    """Conventional High Order Fuzzy Logical Relationship Group"""
    def __init__(self, order):
        self.LHS = []
        self.RHS = {}
        self.order = order
        self.strlhs = ""

    def appendRHS(self, c):
        if c.name not in self.RHS:
            self.RHS[c.name] = c

    def strLHS(self):
        if len(self.strlhs) == 0:
            for c in self.LHS:
                if len(self.strlhs) > 0:
                    self.strlhs += ", "
                self.strlhs = self.strlhs + c.name
        return self.strlhs

    def appendLHS(self, c):
        self.LHS.append(c)

    def __str__(self):
        tmp = ""
        for c in sorted(self.RHS):
            if len(tmp) > 0:
                tmp = tmp + ","
            tmp = tmp + c
        return self.strLHS() + " -> " + tmp


    def __len__(self):
        return len(self.RHS)


class HighOrderFTS(fts.FTS):
    """Conventional High Order Fuzzy Time Series"""
    def __init__(self, name, **kwargs):
        super(HighOrderFTS, self).__init__(1, "HOFTS" + name)
        self.name = "High Order FTS"
        self.shortname = "HOFTS" + name
        self.detail = "Chen"
        self.order = 1
        self.setsDict = {}
        self.is_high_order = True

    def generateFLRG(self, flrs):
        flrgs = {}
        l = len(flrs)
        for k in np.arange(self.order + 1, l):
            flrg = HighOrderFLRG(self.order)

            for kk in np.arange(k - self.order, k):
                flrg.appendLHS(flrs[kk].LHS)

            if flrg.strLHS() in flrgs:
                flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
            else:
                flrgs[flrg.strLHS()] = flrg;
                flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
        return (flrgs)

    def train(self, data, sets, order=1,parameters=None):

        data = self.doTransformations(data, updateUoD=True)

        self.order = order
        self.sets = sets
        for s in self.sets:    self.setsDict[s.name] = s
        tmpdata = FuzzySet.fuzzySeries(data, sets)
        flrs = FLR.generateRecurrentFLRs(tmpdata)
        self.flrgs = self.generateFLRG(flrs)

    def getMidpoints(self, flrg):
        ret = np.array([self.setsDict[s].centroid for s in flrg.RHS])
        return ret

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

        ret = []

        l = len(data)

        if l <= self.order:
            return data

        ndata = self.doTransformations(data)

        for k in np.arange(self.order, l+1):
            tmpdata = FuzzySet.fuzzySeries(ndata[k - self.order: k], self.sets)
            tmpflrg = HighOrderFLRG(self.order)

            for s in tmpdata: tmpflrg.appendLHS(s)

            if tmpflrg.strLHS() not in self.flrgs:
                ret.append(tmpdata[-1].centroid)
            else:
                flrg = self.flrgs[tmpflrg.strLHS()]
                mp = self.getMidpoints(flrg)

                ret.append(sum(mp) / len(mp))

        ret = self.doInverseTransformations(ret, params=[data[self.order-1:]])

        return ret