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<title>pyFTS.common.transformations package &#8212; pyFTS 1.6 documentation</title>
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<div class="section" id="pyfts-common-transformations-package">
<h1>pyFTS.common.transformations package<a class="headerlink" href="#pyfts-common-transformations-package" title="Permalink to this headline"></a></h1>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations">
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.common.transformations" title="Permalink to this headline"></a></h2>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
<div class="section" id="submodules">
<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline"></a></h2>
</div>
<div class="section" id="pyfts-common-transformations-adapativeexpectation-module">
<h2>pyFTS.common.transformations.adapativeexpectation module<a class="headerlink" href="#pyfts-common-transformations-adapativeexpectation-module" title="Permalink to this headline"></a></h2>
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.boxcox">
<span id="pyfts-common-transformations-boxcox-module"></span><h2>pyFTS.common.transformations.boxcox module<a class="headerlink" href="#module-pyFTS.common.transformations.boxcox" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.boxcox.BoxCox">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.boxcox.</code><code class="sig-name descname">BoxCox</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">plambda</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/boxcox.html#BoxCox"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<p>Box-Cox power transformation</p>
<p>y’(t) = log( y(t) )
y(t) = exp( y’(t) )</p>
<dl class="py method">
<dt id="pyFTS.common.transformations.boxcox.BoxCox.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/boxcox.html#BoxCox.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.boxcox.BoxCox.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/boxcox.html#BoxCox.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.boxcox.BoxCox.parameters">
<em class="property">property </em><code class="sig-name descname">parameters</code><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox.parameters" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.differential">
<span id="pyfts-common-transformations-differential-module"></span><h2>pyFTS.common.transformations.differential module<a class="headerlink" href="#module-pyFTS.common.transformations.differential" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.differential.Differential">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.differential.</code><code class="sig-name descname">Differential</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">lag</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/differential.html#Differential"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<p>Differentiation data transform</p>
<p>y’(t) = y(t) - y(t-1)
y(t) = y(t-1) + y’(t)</p>
<dl class="py method">
<dt id="pyFTS.common.transformations.differential.Differential.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/differential.html#Differential.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.differential.Differential.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/differential.html#Differential.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.differential.Differential.parameters">
<em class="property">property </em><code class="sig-name descname">parameters</code><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential.parameters" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.normalization">
<span id="pyfts-common-transformations-normalization-module"></span><h2>pyFTS.common.transformations.normalization module<a class="headerlink" href="#module-pyFTS.common.transformations.normalization" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.normalization.Normalization">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.normalization.</code><code class="sig-name descname">Normalization</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<dl class="py method">
<dt id="pyFTS.common.transformations.normalization.Normalization.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.normalization.Normalization.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.normalization.Normalization.train">
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization.train" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.roi">
<span id="pyfts-common-transformations-roi-module"></span><h2>pyFTS.common.transformations.roi module<a class="headerlink" href="#module-pyFTS.common.transformations.roi" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.roi.ROI">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.roi.</code><code class="sig-name descname">ROI</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/roi.html#ROI"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.roi.ROI" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<p>Return of Investment (ROI) transformation. Retrieved from Sadaei and Lee (2014) - Multilayer Stock
Forecasting Model Using Fuzzy Time Series</p>
<p>y’(t) = ( y(t) - y(t-1) ) / y(t-1)
y(t) = ( y(t-1) * y’(t) ) + y(t-1)</p>
<dl class="py method">
<dt id="pyFTS.common.transformations.roi.ROI.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/roi.html#ROI.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.roi.ROI.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.roi.ROI.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/roi.html#ROI.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.roi.ROI.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.scale">
<span id="pyfts-common-transformations-scale-module"></span><h2>pyFTS.common.transformations.scale module<a class="headerlink" href="#module-pyFTS.common.transformations.scale" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.scale.Scale">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.scale.</code><code class="sig-name descname">Scale</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">min</span><span class="o">=</span><span class="default_value">0</span></em>, <em class="sig-param"><span class="n">max</span><span class="o">=</span><span class="default_value">1</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/scale.html#Scale"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<p>Scale data inside a interval [min, max]</p>
<dl class="py method">
<dt id="pyFTS.common.transformations.scale.Scale.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/scale.html#Scale.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.scale.Scale.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/scale.html#Scale.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.scale.Scale.parameters">
<em class="property">property </em><code class="sig-name descname">parameters</code><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale.parameters" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.smoothing">
<span id="pyfts-common-transformations-smoothing-module"></span><h2>pyFTS.common.transformations.smoothing module<a class="headerlink" href="#module-pyFTS.common.transformations.smoothing" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.smoothing.ExponentialSmoothing">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.smoothing.</code><code class="sig-name descname">ExponentialSmoothing</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#ExponentialSmoothing"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.ExponentialSmoothing" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<dl class="py method">
<dt id="pyFTS.common.transformations.smoothing.ExponentialSmoothing.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#ExponentialSmoothing.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.ExponentialSmoothing.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.smoothing.ExponentialSmoothing.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#ExponentialSmoothing.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.ExponentialSmoothing.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
</dd></dl>
<dl class="py class">
<dt id="pyFTS.common.transformations.smoothing.MovingAverage">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.smoothing.</code><code class="sig-name descname">MovingAverage</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#MovingAverage"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.MovingAverage" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<dl class="py method">
<dt id="pyFTS.common.transformations.smoothing.MovingAverage.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#MovingAverage.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.MovingAverage.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.smoothing.MovingAverage.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#MovingAverage.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.MovingAverage.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
</dd></dl>
Documentation update
2021-01-13 01:04:42 +04:00
</div>
Documentation update
2021-01-13 03:10:49 +04:00
<div class="section" id="module-pyFTS.common.transformations.som">
<span id="pyfts-common-transformations-som-module"></span><h2>pyFTS.common.transformations.som module<a class="headerlink" href="#module-pyFTS.common.transformations.som" title="Permalink to this headline"></a></h2>
<p>Kohonen Self Organizing Maps for Fuzzy Time Series</p>
<dl class="py class">
<dt id="pyFTS.common.transformations.som.SOMTransformation">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.som.</code><code class="sig-name descname">SOMTransformation</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">grid_dimension</span><span class="p">:</span> <span class="n">Tuple</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/som.html#SOMTransformation"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.som.SOMTransformation" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<dl class="py method">
<dt id="pyFTS.common.transformations.som.SOMTransformation.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span><span class="p">:</span> <span class="n">pandas.core.frame.DataFrame</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/som.html#SOMTransformation.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.som.SOMTransformation.apply" title="Permalink to this definition"></a></dt>
<dd><p>Transform a M-dimensional dataset into a 3-dimensional dataset, where one dimension is the endogen variable
If endogen_variable = None, the last column will be the endogen_variable.
Args:</p>
<blockquote>
<div><p>data (pd.DataFrame): M-Dimensional dataset
endogen_variable (str): column of dataset
names (Tuple): names for new columns created by SOM Transformation.
param:
<a href="#id1"><span class="problematic" id="id2">**</span></a>kwargs: params of SOM’s train process</p>
<blockquote>
<div><p>percentage_train (float). Percentage of dataset that will be used for train SOM network. default: 0.7
leaning_rate (float): leaning rate of SOM network. default: 0.01
epochs: epochs of SOM network. default: 10000</p>
</div></blockquote>
</div></blockquote>
<p>Returns:</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.som.SOMTransformation.save_net">
<code class="sig-name descname">save_net</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">filename</span><span class="p">:</span> <span class="n"><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.9)">str</a></span> <span class="o">=</span> <span class="default_value">'SomNet trained'</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/som.html#SOMTransformation.save_net"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.som.SOMTransformation.save_net" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.som.SOMTransformation.show_grid">
<code class="sig-name descname">show_grid</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">graph_type</span><span class="p">:</span> <span class="n"><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.9)">str</a></span> <span class="o">=</span> <span class="default_value">'nodes_graph'</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/som.html#SOMTransformation.show_grid"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.som.SOMTransformation.show_grid" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.som.SOMTransformation.train">
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span><span class="p">:</span> <span class="n">pandas.core.frame.DataFrame</span></em>, <em class="sig-param"><span class="n">percentage_train</span><span class="p">:</span> <span class="n"><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.9)">float</a></span> <span class="o">=</span> <span class="default_value">0.7</span></em>, <em class="sig-param"><span class="n">leaning_rate</span><span class="p">:</span> <span class="n"><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.9)">float</a></span> <span class="o">=</span> <span class="default_value">0.01</span></em>, <em class="sig-param"><span class="n">epochs</span><span class="p">:</span> <span class="n"><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.9)">int</a></span> <span class="o">=</span> <span class="default_value">10000</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/som.html#SOMTransformation.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.som.SOMTransformation.train" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.transformation">
<span id="pyfts-common-transformations-transformation-module"></span><h2>pyFTS.common.transformations.transformation module<a class="headerlink" href="#module-pyFTS.common.transformations.transformation" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.transformation.Transformation">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.transformation.</code><code class="sig-name descname">Transformation</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/transformation.html#Transformation"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.9)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
<p>Data transformation used on pre and post processing of the FTS</p>
<dl class="py method">
<dt id="pyFTS.common.transformations.transformation.Transformation.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/transformation.html#Transformation.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.transformation.Transformation.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/transformation.html#Transformation.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.common.transformations.transformation.Transformation.is_multivariate">
<code class="sig-name descname">is_multivariate</code><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation.is_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>detemine if this transformation can be applied to multivariate data</p>
</dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
</div>
Bugfixes
2021-01-13 03:05:34 +04:00
<div class="section" id="module-pyFTS.common.transformations.trend">
<span id="pyfts-common-transformations-trend-module"></span><h2>pyFTS.common.transformations.trend module<a class="headerlink" href="#module-pyFTS.common.transformations.trend" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.common.transformations.trend.LinearTrend">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.trend.</code><code class="sig-name descname">LinearTrend</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
<p>Linear Trend. Estimate</p>
<p>y’(t) = y(t) - (a*t+b)
y(t) = y’(t) + (a*t+b)</p>
<dl class="py method">
<dt id="pyFTS.common.transformations.trend.LinearTrend.apply">
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.apply" title="Permalink to this definition"></a></dt>
<dd><p>Apply the transformation on 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>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.common.transformations.trend.LinearTrend.data_field">
<code class="sig-name descname">data_field</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.data_field" title="Permalink to this definition"></a></dt>
<dd><p>The Pandas Dataframe column to use as data</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.common.transformations.trend.LinearTrend.datetime_mask">
<code class="sig-name descname">datetime_mask</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.datetime_mask" title="Permalink to this definition"></a></dt>
<dd><p>The Pandas Dataframe mask for datetime indexes</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.trend.LinearTrend.generate_indexes">
<code class="sig-name descname">generate_indexes</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">value</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.generate_indexes"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.generate_indexes" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.trend.LinearTrend.increment">
<code class="sig-name descname">increment</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">value</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.increment"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.increment" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt id="pyFTS.common.transformations.trend.LinearTrend.index_field">
<code class="sig-name descname">index_field</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.index_field" title="Permalink to this definition"></a></dt>
<dd><p>The Pandas Dataframe column to use as index</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.common.transformations.trend.LinearTrend.index_type">
<code class="sig-name descname">index_type</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.index_type" title="Permalink to this definition"></a></dt>
<dd><p>The type of the time index used to train the regression coefficients. Available types are: field, datetime</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.trend.LinearTrend.inverse">
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.inverse" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – transformed data</p></li>
<li><p><strong>param</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>numpy array with inverse transformed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.common.transformations.trend.LinearTrend.model">
<code class="sig-name descname">model</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.model" title="Permalink to this definition"></a></dt>
<dd><p>Regression model</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.trend.LinearTrend.train">
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.train" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.common.transformations.trend.LinearTrend.trend">
<code class="sig-name descname">trend</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.trend"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.trend" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
Updating documentation
2021-01-13 00:40:50 +04:00
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<li><a class="reference internal" href="#">pyFTS.common.transformations package</a><ul>
Bugfixes
2021-01-13 03:05:34 +04:00
<li><a class="reference internal" href="#module-pyFTS.common.transformations">Module contents</a></li>
Updating documentation
2021-01-13 00:40:50 +04:00
<li><a class="reference internal" href="#submodules">Submodules</a></li>
<li><a class="reference internal" href="#pyfts-common-transformations-adapativeexpectation-module">pyFTS.common.transformations.adapativeexpectation module</a></li>
Bugfixes
2021-01-13 03:05:34 +04:00
<li><a class="reference internal" href="#module-pyFTS.common.transformations.boxcox">pyFTS.common.transformations.boxcox module</a></li>
<li><a class="reference internal" href="#module-pyFTS.common.transformations.differential">pyFTS.common.transformations.differential module</a></li>
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Documentation update
2021-01-13 03:10:49 +04:00
<li><a class="reference internal" href="#module-pyFTS.common.transformations.som">pyFTS.common.transformations.som module</a></li>
Bugfixes
2021-01-13 03:05:34 +04:00
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<li><a class="reference internal" href="#module-pyFTS.common.transformations.trend">pyFTS.common.transformations.trend module</a></li>
Updating documentation
2021-01-13 00:40:50 +04:00
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