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Bugfix on FTS.clip_uod

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This commit is contained in:
Petrônio Cândido 2019-07-03 20:19:30 -03:00
parent a0468d0fed
commit 07832878c9
2 changed files with 23 additions and 3 deletions
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4
pyFTS/common/fts.py
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@ -89,7 +89,9 @@ class FTS(object):
return best
def clip_uod(self, ndata):
if self.uod_clip:
if self.uod_clip and self.partitioner is not None:
ndata = np.clip(ndata, self.partitioner.min, self.partitioner.max)
elif self.uod_clip:
ndata = np.clip(ndata, self.original_min, self.original_max)
return ndata

22
pyFTS/tests/multivariate.py
View File

@ -19,6 +19,24 @@ from pyFTS.common import Membership
import os
from pyFTS.data import NASDAQ
train_data = NASDAQ.get_data()[:2000]
test_data = NASDAQ.get_data()[2000:3000]
from pyFTS.partitioners import Grid
partitioner = Grid.GridPartitioner(data=train_data, npart=35)
from pyFTS.models import pwfts
model = pwfts.ProbabilisticWeightedFTS(partitioner=partitioner, order=2)
model.train(train_data)
print(model.predict(test_data[:100]))
'''
def sample_by_hour(data):
return [np.nanmean(data[k:k+60]) for k in np.arange(0,len(data),60)]
@ -43,7 +61,7 @@ var = {
}
df = pd.DataFrame(var)
'''
from pyFTS.data import Malaysia
@ -85,7 +103,7 @@ bchmk.multivariate_sliding_window_benchmarks2(df, 10000, train=0.9, inc=0.25,
'''
from pyFTS.data import lorentz
df = lorentz.get_dataframe(iterations=5000)