diff --git a/benchmarks/benchmarks.py b/benchmarks/benchmarks.py index 423f8f0..69c72bb 100644 --- a/benchmarks/benchmarks.py +++ b/benchmarks/benchmarks.py @@ -75,11 +75,16 @@ def allPointForecasters(data_train, data_test, partitions, max_order=3, statisti def getPointStatistics(data, models, externalmodels = None, externalforecasts = None, indexers=None): ret = "Model & Order & RMSE & SMAPE & Theil's U \\\\ \n" for count,model in enumerate(models,start=0): - if indexers is not None: + if indexers is not None and indexers[count] is not None: ndata = np.array(indexers[count].get_data(data[model.order:])) else: ndata = np.array(data[model.order:]) - forecasts = model.forecast(data) + + if model.isMultivariate or indexers is None: + forecasts = model.forecast(data) + elif not model.isMultivariate and indexers is not None: + forecasts = model.forecast( indexers[count].get_data(data) ) + if model.hasSeasonality: nforecasts = np.array(forecasts) else: diff --git a/models/cmsfts.py b/models/cmsfts.py index bde1bfa..598515a 100644 --- a/models/cmsfts.py +++ b/models/cmsfts.py @@ -5,7 +5,6 @@ from pyFTS import fts, sfts, chen class ContextualSeasonalFLRG(object): def __init__(self, seasonality): - super(ContextualSeasonalFLRG, self).__init__(None,None) self.season = seasonality self.flrgs = {} @@ -43,7 +42,7 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS): for flr in flrs: - if str(flr.index) not in self.flrgs: + if str(flr.index) not in flrgs: flrgs[str(flr.index)] = ContextualSeasonalFLRG(flr.index) flrgs[str(flr.index)].append(flr) @@ -57,8 +56,11 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS): self.flrgs = self.generateFLRG(flrs) def getMidpoints(self, flrg, data): - ret = np.array([s.centroid for s in flrg.flrgs[data].RHS]) - return ret + if data.name in flrg.flrgs: + ret = np.array([s.centroid for s in flrg.flrgs[data.name].RHS]) + return ret + else: + return np.array([data.centroid]) def forecast(self, data): diff --git a/tests/cmsfts.py b/tests/cmsfts.py new file mode 100644 index 0000000..11b16e2 --- /dev/null +++ b/tests/cmsfts.py @@ -0,0 +1,62 @@ +#!/usr/bin/python +# -*- coding: utf8 -*- + +import os +import numpy as np +import pandas as pd +import matplotlib as plt +import matplotlib.pyplot as plt +from mpl_toolkits.mplot3d import Axes3D + +import datetime + +import pandas as pd +from pyFTS.partitioners import Grid, CMeans, FCM, Entropy +from pyFTS.common import FLR,FuzzySet,Membership,Transformations,Util +from pyFTS import fts,sfts +from pyFTS.models import msfts +from pyFTS.benchmarks import benchmarks as bchmk +from pyFTS.benchmarks import Measures + +os.chdir("/home/petronio/dados/Dropbox/Doutorado/Disciplinas/AdvancedFuzzyTimeSeriesModels/") + +sonda = pd.read_csv("DataSets/SONDA_BSB_MOD.csv", sep=";") + +sonda['data'] = pd.to_datetime(sonda['data']) + +sonda = sonda[:][527041:] + +sonda.index = np.arange(0,len(sonda.index)) + + +sonda_treino = sonda[:1051200] +sonda_teste = sonda[1051201:] + + +#res = bchmk.simpleSearch_RMSE(sonda_treino, sonda_teste, +# sfts.SeasonalFTS,np.arange(3,30),[1],parameters=1440, +# tam=[15,8], plotforecasts=False,elev=45, azim=40, +# save=False,file="pictures/sonda_sfts_error_surface", intervals=False) + +from pyFTS.common import Util +from pyFTS.models import cmsfts + +partitions = ['grid', 'entropy'] + +indexers = ['m15', 'Mh', 'Mhm15'] + +for max_part in [40, 50]: + for part in partitions: + fs = Util.load_obj("models/sonda_fs_" + part + "_" + str(max_part) + ".pkl") + + for ind in indexers: + ix = Util.load_obj("models/sonda_ix_" + ind + ".pkl") + + model = cmsfts.ContextualMultiSeasonalFTS(part + " " + ind, ix) + + model.train(sonda_treino, fs) + + Util.persist_obj(model, "models/sonda_cmsfts_" + part + "_" + str(max_part) + "_" + ind + ".pkl") + + +