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- FLRG improvements and refactorings on affected classes

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This commit is contained in:
Petrônio Cândido 2017-10-06 15:09:10 -03:00
parent a89ec9dd46
commit 04b1ffea85
11 changed files with 131 additions and 106 deletions
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5
pyFTS/chen.py
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@ -29,8 +29,6 @@ class ConventionalFLRG(flrg.FLRG):
return tmp + tmp2
class ConventionalFTS(fts.FTS):
"""Conventional Fuzzy Time Series"""
def __init__(self, name, **kwargs):
@ -74,9 +72,8 @@ class ConventionalFTS(fts.FTS):
ret.append(actual.centroid)
else:
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
ret.append(sum(mp) / len(mp))
ret.append(flrg.get_midpoint())
ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]])

28
pyFTS/flrg.py
View File

@ -1,3 +1,4 @@
import numpy as np
class FLRG(object):
@ -10,6 +11,33 @@ class FLRG(object):
self.lower = None
self.upper = None
def get_midpoint(self):
if self.midpoint is None:
self.midpoint = sum(self.get_midpoints())/len(self.RHS)
return self.midpoint
def get_midpoints(self):
if isinstance(self.RHS, list):
return np.array([s.centroid for s in self.RHS])
elif isinstance(self.RHS, dict):
return np.array([self.RHS[s].centroid for s in self.RHS.keys()])
def get_lower(self):
if self.lower is None:
if isinstance(self.RHS, list):
self.lower = min([rhs.lower for rhs in self.RHS])
elif isinstance(self.RHS, dict):
self.lower = min([self.RHS[s].lower for s in self.RHS.keys()])
return self.lower
def get_upper(self, t):
if self.upper is None:
if isinstance(self.RHS, list):
self.upper = max([rhs.upper for rhs in self.RHS])
elif isinstance(self.RHS, dict):
self.upper = max([self.RHS[s].upper for s in self.RHS.keys()])
return self.upper
def __len__(self):
return len(self.RHS)

4
pyFTS/fts.py
View File

@ -132,10 +132,6 @@ class FTS(object):
"""
pass
def getMidpoints(self, flrg):
ret = np.array([s.centroid for s in flrg.RHS])
return ret
def appendTransformation(self, transformation):
if transformation is not None:
self.transformations.append(transformation)

8
pyFTS/hofts.py
View File

@ -84,10 +84,6 @@ class HighOrderFTS(fts.FTS):
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 = []
@ -109,9 +105,7 @@ class HighOrderFTS(fts.FTS):
ret.append(tmpdata[-1].centroid)
else:
flrg = self.flrgs[tmpflrg.strLHS()]
mp = self.getMidpoints(flrg)
ret.append(sum(mp) / len(mp))
ret.append(flrg.get_midpoint())
ret = self.doInverseTransformations(ret, params=[data[self.order-1:]])

20
pyFTS/ifts.py
View File

@ -23,27 +23,27 @@ class IntervalFTS(hofts.HighOrderFTS):
self.has_interval_forecasting = True
self.is_high_order = True
def getUpper(self, flrg):
def get_upper(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[flrg.strLHS()]
ret = max(np.array([self.setsDict[s].upper for s in tmp.RHS]))
ret = tmp.get_upper()
else:
ret = flrg.LHS[-1].upper
return ret
def getLower(self, flrg):
def get_lower(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[flrg.strLHS()]
ret = min(np.array([self.setsDict[s].lower for s in tmp.RHS]))
ret = tmp.get_lower()
else:
ret = flrg.LHS[-1].lower
return ret
def getSequenceMembership(self, data, fuzzySets):
def get_sequence_membership(self, data, fuzzySets):
mb = [fuzzySets[k].membership(data[k]) for k in np.arange(0, len(data))]
return mb
def buildTree(self, node, lags, level):
def build_tree(self, node, lags, level):
if level >= self.order:
return
@ -51,7 +51,7 @@ class IntervalFTS(hofts.HighOrderFTS):
node.appendChild(tree.FLRGTreeNode(s))
for child in node.getChildren():
self.buildTree(child, lags, level + 1)
self.build_tree(child, lags, level + 1)
def forecastInterval(self, data, **kwargs):
@ -96,7 +96,7 @@ class IntervalFTS(hofts.HighOrderFTS):
root = tree.FLRGTreeNode(None)
self.buildTree(root, lags, 0)
self.build_tree(root, lags, 0)
# Traça os possíveis caminhos e costrói as HOFLRG's
@ -132,8 +132,8 @@ class IntervalFTS(hofts.HighOrderFTS):
count = 0
for flrg in affected_flrgs:
# achar o os bounds de cada FLRG, ponderados pela pertinência
up.append(affected_flrgs_memberships[count] * self.getUpper(flrg))
lo.append(affected_flrgs_memberships[count] * self.getLower(flrg))
up.append(affected_flrgs_memberships[count] * self.get_upper(flrg))
lo.append(affected_flrgs_memberships[count] * self.get_lower(flrg))
count = count + 1
# gerar o intervalo

6
pyFTS/ismailefendi.py
View File

@ -70,10 +70,6 @@ class ImprovedWeightedFTS(fts.FTS):
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):
l = 1
@ -94,7 +90,7 @@ class ImprovedWeightedFTS(fts.FTS):
ret.append(actual.centroid)
else:
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
mp = flrg.get_midpoints()
ret.append(mp.dot(flrg.weights()))

14
pyFTS/nonstationary/flrg.py
View File

@ -11,24 +11,16 @@ class NonStationaryFLRG(flrg.FLRG):
def get_midpoint(self, t):
if self.midpoint is None:
tmp = []
for r in self.RHS:
tmp.append(r.get_midpoint(t))
tmp = [r.get_midpoint(t) for r in self.RHS]
self.midpoint = sum(tmp) / len(tmp)
return self.midpoint
def get_lower(self, t):
if self.lower is None:
tmp = []
for r in self.RHS:
tmp.append(r.get_midpoint(t))
self.lower = min(tmp)
self.lower = min([r.get_lower(t) for r in self.RHS])
return self.lower
def get_upper(self, t):
if self.upper is None:
tmp = []
for r in self.RHS:
tmp.append(r.get_midpoint(t))
self.upper = max(tmp)
self.upper = min([r.get_upper(t) for r in self.RHS])
return self.upper

75
pyFTS/nonstationary/honsfts.py
View File

@ -1,55 +1,64 @@
import numpy as np
from pyFTS.common import FuzzySet, FLR
from pyFTS import fts, hofts
from pyFTS.nonstationary import common
from pyFTS.nonstationary import common, flrg
class HighOrderNonStationaryFLRG(hofts.HighOrderFLRG):
class HighOrderNonStationaryFLRG(flrg.NonStationaryFLRG):
"""First Order NonStationary Fuzzy Logical Relationship Group"""
def __init__(self, order):
super(HighOrderNonStationaryFLRG, self).__init__(order)
def __init__(self, order, **kwargs):
super(HighOrderNonStationaryFLRG, self).__init__(order, **kwargs)
def get_midpoint(self, t):
if self.midpoint is None:
tmp = []
for r in self.RHS:
tmp.append(r.get_midpoint(t))
self.midpoint = sum(tmp)/len(tmp)
return self.midpoint
self.LHS = []
self.RHS = {}
self.strlhs = ""
def get_lower(self, t):
if self.lower is None:
tmp = []
for r in self.RHS:
tmp.append(r.get_midpoint(t))
self.lower = min(tmp)
return self.lower
def appendRHS(self, c):
if c.name not in self.RHS:
self.RHS[c.name] = c
def get_upper(self, t):
if self.upper is None:
tmp = []
for r in self.RHS:
tmp.append(r.get_midpoint(t))
self.upper = max(tmp)
return self.upper
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
class NonStationaryFTS(fts.FTS):
class HighOrderNonStationaryFTS(hofts.HighOrderFLRG):
"""NonStationaryFTS Fuzzy Time Series"""
def __init__(self, name, **kwargs):
super(NonStationaryFTS, self).__init__(1, "NSFTS " + name, **kwargs)
self.name = "Non Stationary FTS"
super(HighOrderNonStationaryFTS, self).__init__(1, "HONSFTS " + name, **kwargs)
self.name = "High Order Non Stationary FTS"
self.detail = ""
self.flrgs = {}
def generateFLRG(self, flrs):
flrgs = {}
for flr in flrs:
if flr.LHS.name in flrgs:
flrgs[flr.LHS.name].append(flr.RHS)
l = len(flrs)
for k in np.arange(self.order + 1, l):
flrg = HighOrderNonStationaryFLRG(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[flr.LHS.name] = NonStationaryFLRG(flr.LHS)
flrgs[flr.LHS.name].append(flr.RHS)
flrgs[flrg.strLHS()] = flrg;
flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
return (flrgs)
def train(self, data, sets=None,order=1,parameters=None):

73
pyFTS/pwfts.py
View File

@ -15,25 +15,28 @@ class ProbabilisticWeightedFLRG(hofts.HighOrderFLRG):
def __init__(self, order):
super(ProbabilisticWeightedFLRG, self).__init__(order)
self.RHS = {}
self.rhs_count = {}
self.frequency_count = 0.0
self.Z = None
def appendRHS(self, c):
self.frequency_count += 1.0
if c.name in self.RHS:
self.RHS[c.name] += 1.0
self.rhs_count[c.name] += 1.0
else:
self.RHS[c.name] = 1.0
self.RHS[c.name] = c
self.rhs_count[c.name] = 1.0
def appendRHSFuzzy(self, c, mv):
self.frequency_count += mv
if c.name in self.RHS:
self.RHS[c.name] += mv
self.rhs_count[c.name] += mv
else:
self.RHS[c.name] = mv
self.RHS[c.name] = c
self.rhs_count[c.name] = mv
def get_RHSprobability(self, c):
return self.RHS[c] / self.frequency_count
return self.rhs_count[c] / self.frequency_count
def lhs_probability(self, x, norm, uod, nbins):
pk = self.frequency_count / norm
@ -44,8 +47,8 @@ class ProbabilisticWeightedFLRG(hofts.HighOrderFLRG):
def rhs_conditional_probability(self, x, sets, uod, nbins):
total = 0.0
for rhs in self.RHS:
set = sets[rhs]
for rhs in self.RHS.keys():
set = self.RHS[rhs]
wi = self.get_RHSprobability(rhs)
mv = set.membership(x) / set.partition_function(uod, nbins=nbins)
total += wi * mv
@ -58,7 +61,7 @@ class ProbabilisticWeightedFLRG(hofts.HighOrderFLRG):
mv.append(set.membership(x[count]))
min_mv = np.prod(mv)
return min_mv
return min_mv
def partition_function(self, uod, nbins=100):
if self.Z is None:
@ -69,12 +72,24 @@ class ProbabilisticWeightedFLRG(hofts.HighOrderFLRG):
return self.Z
def get_midpoint(self):
return sum(np.array([self.get_RHSprobability(s.name) * self.RHS[s].centroid
for s in self.RHS.keys()]))
def get_upper(self):
return sum(np.array([self.get_RHSprobability(s.name) * self.RHS[s].upper
for s in self.RHS.keys()]))
def get_lower(self):
return sum(np.array([self.get_RHSprobability(s.name) * self.RHS[s].lower
for s in self.RHS.keys()]))
def __str__(self):
tmp2 = ""
for c in sorted(self.RHS):
for c in sorted(self.RHS.keys()):
if len(tmp2) > 0:
tmp2 = tmp2 + ", "
tmp2 = tmp2 + "(" + str(round(self.RHS[c] / self.frequency_count, 3)) + ")" + c
tmp2 = tmp2 + "(" + str(round(self.rhs_count[c] / self.frequency_count, 3)) + ")" + c
return self.strLHS() + " -> " + tmp2
@ -136,7 +151,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
root = tree.FLRGTreeNode(None)
self.buildTreeWithoutOrder(root, lags, 0)
self.build_tree_without_order(root, lags, 0)
# Trace the possible paths
for p in root.paths():
@ -214,10 +229,10 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
self.add_new_PWFLGR(flrg)
return self.get_flrg_global_probability(flrg)
def getMidpoints(self, flrg):
def get_midpoint(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[flrg.strLHS()]
ret = sum(np.array([tmp.get_RHSprobability(s) * self.setsDict[s].centroid for s in tmp.RHS]))
ret = tmp.get_midpoint() #sum(np.array([tmp.get_RHSprobability(s) * self.setsDict[s].centroid for s in tmp.RHS]))
else:
pi = 1 / len(flrg.LHS)
ret = sum(np.array([pi * s.centroid for s in flrg.LHS]))
@ -241,25 +256,25 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
ret = sum(np.array([pi * self.setsDict[s].membership(x) for s in flrg.LHS]))
return ret
def getUpper(self, flrg):
def get_upper(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[flrg.strLHS()]
ret = sum(np.array([tmp.get_RHSprobability(s) * self.setsDict[s].upper for s in tmp.RHS]))
ret = tmp.get_upper()
else:
pi = 1 / len(flrg.LHS)
ret = sum(np.array([pi * s.upper for s in flrg.LHS]))
return ret
def getLower(self, flrg):
def get_lower(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[flrg.strLHS()]
ret = sum(np.array([tmp.get_RHSprobability(s) * self.setsDict[s].lower for s in tmp.RHS]))
ret = tmp.get_lower()
else:
pi = 1 / len(flrg.LHS)
ret = sum(np.array([pi * s.lower for s in flrg.LHS]))
return ret
def buildTreeWithoutOrder(self, node, lags, level):
def build_tree_without_order(self, node, lags, level):
if level not in lags:
return
@ -268,7 +283,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
node.appendChild(tree.FLRGTreeNode(s))
for child in node.getChildren():
self.buildTreeWithoutOrder(child, lags, level + 1)
self.build_tree_without_order(child, lags, level + 1)
def forecast(self, data, **kwargs):
@ -316,7 +331,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
root = tree.FLRGTreeNode(None)
self.buildTree(root, lags, 0)
self.build_tree(root, lags, 0)
# Trace the possible paths and build the PFLRG's
@ -331,7 +346,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
affected_flrgs.append(flrg)
# Find the general membership of FLRG
affected_flrgs_memberships.append(min(self.getSequenceMembership(subset, flrg.LHS)))
affected_flrgs_memberships.append(min(self.get_sequence_membership(subset, flrg.LHS)))
else:
@ -358,7 +373,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
norm = self.get_flrg_global_probability(flrg) * affected_flrgs_memberships[count]
if norm == 0:
norm = self.get_flrg_global_probability(flrg) # * 0.001
mp.append(norm * self.getMidpoints(flrg))
mp.append(norm * self.get_midpoint(flrg))
norms.append(norm)
# gerar o intervalo
@ -438,7 +453,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
root = tree.FLRGTreeNode(None)
self.buildTree(root, lags, 0)
self.build_tree(root, lags, 0)
# Trace the possible paths and build the PFLRG's
@ -453,7 +468,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
affected_flrgs.append(flrg)
# Find the general membership of FLRG
affected_flrgs_memberships.append(min(self.getSequenceMembership(subset, flrg.LHS)))
affected_flrgs_memberships.append(min(self.get_sequence_membership(subset, flrg.LHS)))
else:
@ -480,8 +495,8 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
norm = self.get_flrg_global_probability(flrg) * affected_flrgs_memberships[count]
if norm == 0:
norm = self.get_flrg_global_probability(flrg) # * 0.001
up.append(norm * self.getUpper(flrg))
lo.append(norm * self.getLower(flrg))
up.append(norm * self.get_upper(flrg))
lo.append(norm * self.get_lower(flrg))
norms.append(norm)
# gerar o intervalo
@ -613,7 +628,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
root = tree.FLRGTreeNode(None)
self.buildTreeWithoutOrder(root, lags, 0)
self.build_tree_without_order(root, lags, 0)
# Trace the possible paths
for p in root.paths():
@ -661,7 +676,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
root = tree.FLRGTreeNode(None)
self.buildTreeWithoutOrder(root, lags, 0)
self.build_tree_without_order(root, lags, 0)
# Trace the possible paths
for p in root.paths():
@ -683,8 +698,6 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
return ret
def __str__(self):
tmp = self.name + ":\n"
for r in sorted(self.flrgs):

2
pyFTS/sadaei.py
View File

@ -92,7 +92,7 @@ class ExponentialyWeightedFTS(fts.FTS):
ret.append(actual.centroid)
else:
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
mp = flrg.get_midpoints()
ret.append(mp.dot(flrg.weights()))

2
pyFTS/yu.py
View File

@ -84,7 +84,7 @@ class WeightedFTS(fts.FTS):
ret.append(actual.centroid)
else:
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
mp = flrg.get_midpoints()
ret.append(mp.dot(flrg.weights()))