pyFTS/partitioners/Entropy.py

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import numpy as np
import math
import random as rnd
import functools, operator
from pyFTS.common import FuzzySet, Membership
# C. H. Cheng, R. J. Chang, and C. A. Yeh, “Entropy-based and trapezoidal fuzzification-based fuzzy time series approach for forecasting IT project cost,”
# Technol. Forecast. Social Change, vol. 73, no. 5, pp. 524542, Jun. 2006.
def splitBelow(data,threshold):
return [k for k in data if k <= threshold]
def splitAbove(data,threshold):
return [k for k in data if k > threshold]
def PMF(data, threshold):
a = sum([1.0 for k in splitBelow(data,threshold)])
b = sum([1.0 for k in splitAbove(data, threshold)])
l = len(data)
return [a / l, b / l]
def entropy(data, threshold):
pmf = PMF(data, threshold)
return - sum([pmf[0] * math.log(pmf[0]), pmf[1] * math.log(pmf[1])])
def informationGain(data, thres1, thres2):
return entropy(data, thres1) - entropy(data, thres2)
def bestSplit(data, npart):
if len(data) < 2:
return None
count = 2
ndata = list(set(data))
ndata.sort()
threshold = 0
while informationGain(data, ndata[count - 1], ndata[count]) <= 0:
threshold = ndata[count]
count += 1
rem = npart % 2
if (npart - rem)/2 > 1:
p1 = splitBelow(data,threshold)
p2 = splitAbove(data,threshold)
if len(p1) > len(p2):
np1 = (npart - rem)/2 + rem
np2 = (npart - rem)/2
else:
np1 = (npart - rem) / 2
np2 = (npart - rem) / 2 + rem
return [ threshold, bestSplit(p1, np1 ), bestSplit(p2, np2 ) ]
else:
return threshold
def EntropyPartitionerTrimf(data, npart, prefix="A"):
dmax = max(data)
dmax += dmax * 0.10
dmin = min(data)
dmin -= dmin * 0.10
sets = [dmin, bestSplit(data, npart), dmax]
sets.sort()
for c in np.arange(1, len(sets) - 1):
sets.append(FuzzySet.FuzzySet(prefix + str(c), Membership.trimf,
[round(sets[c - 1], 3), round(sets[c], 3),
round(sets[c + 1], 3)],round(sets[c], 3)))
return sets