- fixing exponential moving average

- adding MaxPooling and AveragePooling transformations
This commit is contained in:
Felipe Vianna 2021-02-12 15:48:32 +01:00
parent ad6d82825e
commit 21519fd0dd

View File

@ -1,10 +1,11 @@
from pyFTS.common.transformations.transformation import Transformation from pyFTS.common.transformations.transformation import Transformation
import numpy as np import numpy as np
from math import ceil
class MovingAverage(Transformation): class MovingAverage(Transformation):
def __init__(self, **kwargs): def __init__(self, **kwargs):
super(MovingAverage, self).__init__() super(MovingAverage, self).__init__(**kwargs)
self.name = 'Moving Average Smoothing' self.name = 'Moving Average Smoothing'
self.steps = kwargs.get('steps',2) self.steps = kwargs.get('steps',2)
@ -20,8 +21,8 @@ class MovingAverage(Transformation):
class ExponentialSmoothing(Transformation): class ExponentialSmoothing(Transformation):
def __init__(self, **kwargs): def __init__(self, **kwargs):
super(MovingAverage, self).__init__() super(ExponentialSmoothing,self).__init__(**kwargs)
self.name = 'Moving Average Smoothing' self.name = 'Exponential Moving Average Smoothing'
self.steps = kwargs.get('steps',2) self.steps = kwargs.get('steps',2)
self.beta = kwargs.get('beta',.5) self.beta = kwargs.get('beta',.5)
@ -39,3 +40,53 @@ class ExponentialSmoothing(Transformation):
def inverse(self, data, param=None, **kwargs): def inverse(self, data, param=None, **kwargs):
return data return data
class AveragePooling(Transformation):
def __init__(self, **kwargs):
super(AveragePooling,self).__init__(**kwargs)
self.name = 'Exponential Average Smoothing'
self.kernel = kwargs.get('kernel',5)
self.stride = kwargs.get('stride',1)
self.padding = kwargs.get('padding','same')
def apply(self, data):
result = []
if self.padding == 'same':
for i in range(int(self.kernel/2), len(data)+int(self.kernel/2), self.stride):
result.append(np.mean(data[np.max([0,i-self.kernel]):np.min([i, len(data)])]))
elif self.padding == 'valid':
for i in range(self.kernel, len(data), self.stride):
result.append(np.mean(data[i-self.kernel:i]))
else:
raise ValueError('Invalid padding schema')
return result
def inverse(self, data, param=None, **kwargs):
return data
class MaxPooling(Transformation):
def __init__(self, **kwargs):
super(MaxPooling,self).__init__(**kwargs)
self.name = 'Exponential Average Smoothing'
self.kernel = kwargs.get('kernel',5)
self.stride = kwargs.get('stride',1)
self.padding = kwargs.get('padding','same')
def apply(self, data):
result = []
if self.padding == 'same':
for i in range(int(self.kernel/2), len(data)+int(self.kernel/2), self.stride):
result.append(np.max(data[np.max([0,i-self.kernel]):np.min([i, len(data)])]))
elif self.padding == 'valid':
for i in range(self.kernel - 1, len(data), self.stride):
result.append(np.max(data[i-self.kernel:i]))
else:
raise ValueError('Invalid padding schema')
return result
def inverse(self, data, param=None, **kwargs):
return data