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 >
2019-05-07 23:24:59 +04:00
< title > pyFTS.models.incremental package — pyFTS 1.6 documentation< / title >
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 >
2019-05-07 23:24:59 +04:00
< li class = "nav-item nav-item-0" > < a href = "index.html" > pyFTS 1.6 documentation< / a > » < / li >
2018-11-01 18:11:20 +04:00
< li class = "nav-item nav-item-1" > < a href = "modules.html" > pyFTS< / a > » < / li >
< li class = "nav-item nav-item-2" > < a href = "pyFTS.html" > pyFTS package< / a > » < / li >
< li class = "nav-item nav-item-3" > < a href = "pyFTS.models.html" accesskey = "U" > pyFTS.models package< / a > » < / 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 >
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 >
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 >
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 >
2019-12-18 00:39:03 +04:00
< p > Meta model that wraps another FTS method and continously retrain it using a data window with
the most recent data< / p >
2018-11-01 18:11:20 +04:00
< dl class = "class" >
2019-02-21 19:00:09 +04:00
< dt id = "pyFTS.models.incremental.TimeVariant.Retrainer" >
2019-06-06 18:04:20 +04:00
< 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 = "headerlink" href = "#pyFTS.models.incremental.TimeVariant.Retrainer" title = "Permalink to this definition" > ¶< / a > < / dt >
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 >
2019-12-18 00:39:03 +04:00
< p > Meta model for incremental/online learning that retrain its internal model after
data windows controlled by the parameter ‘ batch_size’ , using as the training data a
window of recent lags, whose size is controlled by the parameter ‘ window_length’ .< / p >
2018-11-01 18:11:20 +04:00
< dl class = "method" >
2019-02-21 19:00:09 +04:00
< dt id = "pyFTS.models.incremental.TimeVariant.Retrainer.forecast" >
2019-06-06 18:04:20 +04:00
< code class = "descname" > forecast< / code > < span class = "sig-paren" > (< / span > < em > data< / em > , < em > **kwargs< / em > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.TimeVariant.Retrainer.forecast" title = "Permalink to this definition" > ¶< / a > < / dt >
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 >
2019-12-18 00:39:03 +04:00
< dl class = "method" >
< dt id = "pyFTS.models.incremental.TimeVariant.Retrainer.forecast_ahead" >
< code class = "descname" > forecast_ahead< / code > < span class = "sig-paren" > (< / span > < em > data< / em > , < em > steps< / em > , < em > **kwargs< / em > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.TimeVariant.Retrainer.forecast_ahead" title = "Permalink to this definition" > ¶< / a > < / dt >
< dd > < p > Point forecast n steps 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 > steps< / strong > – the number of steps ahead to forecast (default: 1)< / li >
< li > < strong > start_at< / strong > – in the multi step forecasting, the index of the data where to start forecasting (default: 0)< / 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 = "method" >
< dt id = "pyFTS.models.incremental.TimeVariant.Retrainer.offset" >
< code class = "descname" > offset< / code > < span class = "sig-paren" > (< / span > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.TimeVariant.Retrainer.offset" title = "Permalink to this definition" > ¶< / a > < / dt >
< dd > < p > Returns the number of lags to skip in the input test data in order to synchronize it with
the forecasted values given by the predict function. This is necessary due to the order of the
model, among other parameters.< / 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" > Returns:< / th > < td class = "field-body" > An integer with the number of lags to skip< / td >
< / tr >
< / tbody >
< / table >
< / dd > < / dl >
2018-11-01 18:11:20 +04:00
< dl class = "method" >
2019-02-21 19:00:09 +04:00
< dt id = "pyFTS.models.incremental.TimeVariant.Retrainer.train" >
2019-06-06 18:04:20 +04:00
< code class = "descname" > train< / code > < span class = "sig-paren" > (< / span > < em > data< / em > , < em > **kwargs< / em > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.TimeVariant.Retrainer.train" title = "Permalink to this definition" > ¶< / a > < / dt >
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 >
2019-02-21 19:00:09 +04:00
< / 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" >
2019-06-06 18:04:20 +04:00
< 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 = "headerlink" href = "#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS" title = "Permalink to this definition" > ¶< / a > < / dt >
2019-02-21 19:00:09 +04:00
< 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 = "method" >
< dt id = "pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast" >
2019-06-06 18:04:20 +04:00
< code class = "descname" > forecast< / code > < span class = "sig-paren" > (< / span > < em > data< / em > , < em > **kwargs< / em > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast" title = "Permalink to this definition" > ¶< / a > < / dt >
2019-02-21 19:00:09 +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 >
2019-12-18 00:39:03 +04:00
< dl class = "method" >
< dt id = "pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast_ahead" >
< code class = "descname" > forecast_ahead< / code > < span class = "sig-paren" > (< / span > < em > data< / em > , < em > steps< / em > , < em > **kwargs< / em > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast_ahead" title = "Permalink to this definition" > ¶< / a > < / dt >
< dd > < p > Point forecast n steps 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 > steps< / strong > – the number of steps ahead to forecast (default: 1)< / li >
< li > < strong > start_at< / strong > – in the multi step forecasting, the index of the data where to start forecasting (default: 0)< / 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 = "method" >
< dt id = "pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.offset" >
< code class = "descname" > offset< / code > < span class = "sig-paren" > (< / span > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.offset" title = "Permalink to this definition" > ¶< / a > < / dt >
< dd > < p > Returns the number of lags to skip in the input test data in order to synchronize it with
the forecasted values given by the predict function. This is necessary due to the order of the
model, among other parameters.< / 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" > Returns:< / th > < td class = "field-body" > An integer with the number of lags to skip< / td >
< / tr >
< / tbody >
< / table >
< / dd > < / dl >
2019-02-21 19:00:09 +04:00
< dl class = "method" >
< dt id = "pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train" >
2019-06-06 18:04:20 +04:00
< code class = "descname" > train< / code > < span class = "sig-paren" > (< / span > < em > data< / em > , < em > **kwargs< / em > < span class = "sig-paren" > )< / span > < a class = "headerlink" href = "#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train" title = "Permalink to this definition" > ¶< / a > < / dt >
2019-02-21 19:00:09 +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 >
2018-11-01 18:11:20 +04:00
< / 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 >
2019-05-07 23:24:59 +04:00
< li class = "nav-item nav-item-0" > < a href = "index.html" > pyFTS 1.6 documentation< / a > » < / li >
2018-11-01 18:11:20 +04:00
< li class = "nav-item nav-item-1" > < a href = "modules.html" > pyFTS< / a > » < / li >
< li class = "nav-item nav-item-2" > < a href = "pyFTS.html" > pyFTS package< / a > » < / li >
< li class = "nav-item nav-item-3" > < a href = "pyFTS.models.html" > pyFTS.models package< / a > » < / li >
< / ul >
< / div >
< div class = "footer" role = "contentinfo" >
© 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 >