Interval forecasting on MVFTS and WMVFTS
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@ -22,7 +22,6 @@ class FLRG(flg.FLRG):
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self.LHS[var] = []
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self.LHS[var].append(fset)
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def append_rhs(self, fset, **kwargs):
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self.RHS.add(fset)
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@ -34,10 +33,22 @@ class FLRG(flg.FLRG):
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return np.nanmin(mvs)
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def get_lower(self, sets):
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if self.lower is None:
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self.lower = min([sets[rhs].lower for rhs in self.RHS])
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return self.lower
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def get_upper(self, sets):
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if self.upper is None:
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self.upper = max([sets[rhs].upper for rhs in self.RHS])
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return self.upper
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def __str__(self):
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_str = ""
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for k in self.RHS:
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_str += "," if len(_str) > 0 else ""
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_str += k
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return self.get_key() + " -> " + _str
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return self.get_key() + " -> " + _str
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@ -236,8 +236,8 @@ class MVFTS(fts.FTS):
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los.append(_flrg.get_lower(self.target_variable.partitioner.sets))
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mv = np.array(mvs)
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up = np.dot(mv, np.array(ups).T) / np.sum(mv)
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lo = np.dot(mv, np.array(los).T) / np.sum(mv)
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up = np.dot(mv, np.array(ups).T) / np.nansum(mv)
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lo = np.dot(mv, np.array(los).T) / np.nansum(mv)
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ret.append([lo, up])
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@ -85,6 +85,7 @@ print(_s2-_s1)
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#model.fit(data, distributed='dispy', nodes=['192.168.0.110'])
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#'''
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'''
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from pyFTS.models.multivariate import common, variable, mvfts, wmvfts, cmvfts, grid
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from pyFTS.models.seasonal import partitioner as seasonal
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from pyFTS.models.seasonal.common import DateTime
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@ -99,7 +100,7 @@ from pyFTS.models.multivariate import common, variable, mvfts
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from pyFTS.models.seasonal import partitioner as seasonal
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from pyFTS.models.seasonal.common import DateTime
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#'''
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sp = {'seasonality': DateTime.minute_of_day, 'names': [str(k) for k in range(0,24)]}
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vhour = variable.Variable("Hour", data_label="date", partitioner=seasonal.TimeGridPartitioner, npart=24,
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@ -152,4 +153,38 @@ time_generator = lambda x : pd.to_datetime(x) + pd.to_timedelta(1, unit='h')
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forecasts = mload.predict(test_mv.iloc[:1], steps_ahead=48, generators={'date': time_generator,
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'temperature': mtemp})
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'temperature': mtemp})
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'''
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data = pd.read_csv('https://query.data.world/s/6xfb5useuotbbgpsnm5b2l3wzhvw2i', sep=';')
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train = data.iloc[:9000]
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test = data.iloc[9000:9200]
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from pyFTS.models.multivariate import common, variable, mvfts
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from pyFTS.models.seasonal import partitioner as seasonal
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from pyFTS.models.seasonal.common import DateTime
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from pyFTS.partitioners import Grid
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sp = {'seasonality': DateTime.day_of_year , 'names': ['Jan','Fev','Mar','Abr','Mai','Jun','Jul', 'Ago','Set','Out','Nov','Dez']}
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vmonth = variable.Variable("Month", data_label="data", partitioner=seasonal.TimeGridPartitioner, npart=12,
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data=train, partitioner_specific=sp)
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sp = {'seasonality': DateTime.minute_of_day, 'names': [str(k) for k in range(0,24)]}
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vhour = variable.Variable("Hour", data_label="data", partitioner=seasonal.TimeGridPartitioner, npart=24,
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data=train, partitioner_specific=sp)
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vavg = variable.Variable("Radiation", data_label="glo_avg", alias='rad',
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partitioner=Grid.GridPartitioner, npart=30, alpha_cut=.3,
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data=train)
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from pyFTS.models.multivariate import mvfts, wmvfts, cmvfts
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model = wmvfts.WeightedMVFTS(explanatory_variables=[vmonth, vhour, vavg], target_variable=vavg)
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model.fit(train)
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forecasts = model.predict(test, type='interval')
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