Refactoring to remove FTS.sets attribure; Refactoring to move Partitioner.extract to a class method; Bugfixes in distributed fit and predict

pyFTS/benchmarks/benchmarks.py

@@ -824,6 +824,17 @@ def run_probabilistic2(fts_method, order, partitioner_method, partitions, transf
     return ret
 
 
+def common_process_time_jobs(conn, data, job):
+    dta = deepcopy(data)
+    dta.append(job['steps'])
+    dta.append(job['method'])
+    for key in ["time"]:
+        if key in job:
+            data2 = deepcopy(dta)
+            data2.extend([key, job[key]])
+            bUtil.insert_benchmark(data2, conn)
+
+
 def common_process_point_jobs(conn, data, job):
     dta = deepcopy(data)
     dta.append(job['steps'])
@@ -1416,3 +1427,50 @@ def pftsExploreOrderAndPartitions(data,save=False, file=None):
 
     cUtil.show_and_save_image(fig, file, save)
 
+
+def train_test_time(data, windowsize, train=0.8, **kwargs):
+    import time
+
+    tag = __pop('tag', None, kwargs)
+    steps = __pop('steps', 0, kwargs)
+    dataset = __pop('dataset', None, kwargs)
+
+    partitions = __pop('partitions', 10, kwargs)
+
+    fts_methods = __pop('methods', [], kwargs)
+
+    file = kwargs.get('file', "benchmarks.db")
+
+    inc = __pop("inc", 0.1, kwargs)
+
+    conn = bUtil.open_benchmark_db(file)
+
+    for ct, train, test in cUtil.sliding_window(data, windowsize, train, inc=inc, **kwargs):
+        partitioner = Grid.GridPartitioner(data=train, npart=partitions)
+        for id, fts_method in enumerate(fts_methods):
+            print(dataset, fts_method, ct)
+            times = []
+            model = fts_method(partitioner = partitioner, **kwargs)
+            _start = time.time()
+            model.fit(train, **kwargs)
+            _end = time.time()
+            times.append( _end - _start )
+            _start = time.time()
+            model.predict(train, **kwargs)
+            _end = time.time()
+            times.append(_end - _start)
+            for ct, method in enumerate(['train','test']):
+                job = {
+                    'steps': steps, 'method': method, 'time': times[ct],
+                    'model': model.shortname, 'transformation': None,
+                    'order': model.order, 'partitioner': partitioner.name,
+                    'partitions': partitions, 'size': len(model)
+                }
+
+                data = bUtil.process_common_data2(dataset, tag, 'train', job)
+                common_process_time_jobs(conn, data, job)
+
+
+    conn.close()
+
+

pyFTS/common/Util.py

@@ -13,8 +13,6 @@ from pyFTS.probabilistic import ProbabilityDistribution
 from pyFTS.common import Transformations
 
 
-
-
 def plot_compared_intervals_ahead(original, models, colors, distributions, time_from, time_to, intervals = True,
                                save=False, file=None, tam=[20, 5], resolution=None,
                                cmap='Blues', linewidth=1.5):
@@ -126,8 +124,9 @@ def plot_probability_distributions(pmfs, lcolors, tam=[15, 7]):
     handles0, labels0 = ax.get_legend_handles_labels()
     ax.legend(handles0, labels0)
 
+
 def plot_distribution(ax, cmap, probabilitydist, fig, time_from, reference_data=None):
-    '''
+    """
     Plot forecasted ProbabilityDistribution objects on a matplotlib axis
 
     :param ax: matplotlib axis
@@ -137,7 +136,7 @@ def plot_distribution(ax, cmap, probabilitydist, fig, time_from, reference_data=
     :param time_from: starting time (on x axis) to begin the plots
     :param reference_data:
     :return:
-    '''
+    """
     from matplotlib.patches import Rectangle
     from matplotlib.collections import PatchCollection
     patches = []
@@ -163,7 +162,7 @@ def plot_distribution(ax, cmap, probabilitydist, fig, time_from, reference_data=
 
 
 def plot_distribution2(probabilitydist, data, **kwargs):
-    '''
+    """
     Plot distributions over the time (x-axis)
 
     :param probabilitydist: the forecasted probability distributions to plot
@@ -173,7 +172,7 @@ def plot_distribution2(probabilitydist, data, **kwargs):
     :keyword cmap: a matplotlib colormap name, the default value is 'Blues'
     :keyword quantiles: the list of quantiles intervals to plot, e. g. [.05, .25, .75, .95]
     :keyword median: a boolean value indicating if the median value will be plot.
-    '''
+    """
     import matplotlib.colorbar as cbar
     import matplotlib.cm as cm
 
@@ -225,7 +224,7 @@ def plot_distribution2(probabilitydist, data, **kwargs):
 
 
 def plot_interval(axis, intervals, order, label, color='red', typeonlegend=False, ls='-', linewidth=1):
-    '''
+    """
     Plot forecasted intervals on matplotlib
 
     :param axis: matplotlib axis
@@ -237,7 +236,7 @@ def plot_interval(axis, intervals, order, label, color='red', typeonlegend=False
     :param ls: matplotlib line style
     :param linewidth: matplotlib width
     :return:
-    '''
+    """
     lower = [kk[0] for kk in intervals]
     upper = [kk[1] for kk in intervals]
     mi = min(lower) * 0.95
@@ -252,7 +251,7 @@ def plot_interval(axis, intervals, order, label, color='red', typeonlegend=False
 
 
 def plot_interval2(intervals, data, **kwargs):
-    '''
+    """
     Plot forecasted intervals on matplotlib
 
     :param intervals: list of forecasted intervals
@@ -263,7 +262,7 @@ def plot_interval2(intervals, data, **kwargs):
     :keyword typeonlegend:
     :keyword ls: matplotlib line style
     :keyword linewidth: matplotlib width
-    '''
+    """
 
     l = len(intervals)
 
@@ -296,7 +295,7 @@ def plot_interval2(intervals, data, **kwargs):
 
 
 def plot_rules(model, size=[5, 5], axis=None, rules_by_axis=None, columns=1):
-    '''
+    """
     Plot the FLRG rules of a FTS model on a matplotlib axis
 
     :param model: FTS model
@@ -305,7 +304,7 @@ def plot_rules(model, size=[5, 5], axis=None, rules_by_axis=None, columns=1):
     :param rules_by_axis: number of rules plotted by column
     :param columns: number of columns
     :return:
-    '''
+    """
     if axis is None and rules_by_axis is None:
         rows = 1
     elif axis is None and rules_by_axis is not None:
@@ -412,7 +411,6 @@ def uniquefilename(name):
         return name + str(current_milli_time())
 
 
-
 def show_and_save_image(fig, file, flag, lgd=None):
     """
     Show and image and save on file

pyFTS/common/fts.py

@@ -11,9 +11,6 @@ class FTS(object):
         """
         Create a Fuzzy Time Series model
         """
-
-        self.sets = {}
-        """The list of fuzzy sets used on this model"""
         self.flrgs = {}
         """The list of Fuzzy Logical Relationship Groups - FLRG"""
         self.order = kwargs.get('order',1)
@@ -83,8 +80,8 @@ class FTS(object):
         """
         best = {"fuzzyset": "", "membership": 0.0}
 
-        for f in self.sets:
+        for f in self.partitioner.sets:
-            fset = self.sets[f]
+            fset = self.partitioner.sets[f]
             if best["membership"] <= fset.membership(data):
                 best["fuzzyset"] = fset.name
                 best["membership"] = fset.membership(data)
@@ -129,13 +126,13 @@ class FTS(object):
         else:
             distributed = False
 
-        if distributed is None or distributed == False:
-
         if 'type' in kwargs:
             type = kwargs.pop("type")
         else:
             type = 'point'
 
+        if distributed is None or distributed == False:
+
             steps_ahead = kwargs.get("steps_ahead", None)
 
             if steps_ahead == None or steps_ahead == 1:
@@ -321,25 +318,19 @@ class FTS(object):
             self.original_min = np.nanmin(data)
             self.original_max = np.nanmax(data)
 
-        if 'sets' in kwargs:
-            self.sets = kwargs.pop('sets')
-
         if 'partitioner' in kwargs:
             self.partitioner = kwargs.pop('partitioner')
 
-        if not self.is_wrapper:
+        if not self.is_wrapper and not self.benchmark_only:
-            if (self.sets is None or len(self.sets) == 0) and not self.benchmark_only and not self.is_multivariate:
+            if self.partitioner is None:
-                if self.partitioner is not None:
+                raise Exception("Fuzzy sets were not provided for the model. Use 'partitioner' parameter. ")
-                    self.sets = self.partitioner.sets
-                else:
-                    raise Exception("Fuzzy sets were not provided for the model. Use 'sets' parameter or 'partitioner'. ")
 
         if 'order' in kwargs:
             self.order = kwargs.pop('order')
 
         dump = kwargs.get('dump', None)
 
-        num_batches = kwargs.get('num_batches', 1)
+        num_batches = kwargs.get('num_batches', 10)
 
         save = kwargs.get('save_model', False)  # save model on disk
 
@@ -419,6 +410,8 @@ class FTS(object):
         """
 
         self.order = model.order
+        self.partitioner = model.partitioner
+        self.lags = model.lags
         self.shortname = model.shortname
         self.name = model.name
         self.detail = model.detail
@@ -434,8 +427,6 @@ class FTS(object):
         self.transformations_param = model.transformations_param
         self.original_max = model.original_max
         self.original_min = model.original_min
-        self.partitioner = model.partitioner
-        self.sets = model.sets
         self.auto_update = model.auto_update
         self.benchmark_only = model.benchmark_only
         self.indexer = model.indexer

pyFTS/distributed/dispy.py

@@ -4,6 +4,13 @@ import numpy as np
 
 
 def start_dispy_cluster(method, nodes):
+    """
+    Start a new Dispy cluster on 'nodes' to execute the method 'method'
+
+    :param method: function to be executed on each cluster node
+    :param nodes: list of node names or IP's.
+    :return: the dispy cluster instance and the http_server for monitoring
+    """
 
     cluster = dispy.JobCluster(method, nodes=nodes, loglevel=logging.DEBUG, ping_interval=1000)
 
@@ -13,6 +20,13 @@ def start_dispy_cluster(method, nodes):
 
 
 def stop_dispy_cluster(cluster, http_server):
+    """
+    Stop a dispy cluster and http_server
+
+    :param cluster:
+    :param http_server:
+    :return:
+    """
     cluster.wait()  # wait for all jobs to finish
 
     cluster.print_status()
@@ -21,7 +35,23 @@ def stop_dispy_cluster(cluster, http_server):
     cluster.close()
 
 
+def get_number_of_cpus(cluster):
+    cpus = 0
+    for dispy_node in cluster.status().nodes:
+        cpus += dispy_node.cpus
+
+    return cpus
+
+
 def simple_model_train(model, data, parameters):
+    """
+    Cluster function that receives a FTS instance 'model' and train using the 'data' and 'parameters'
+
+    :param model: a FTS instance
+    :param data: training dataset
+    :param parameters: parameters for the training process
+    :return: the trained model
+    """
     model.train(data, **parameters)
     return model
 
@@ -38,7 +68,8 @@ def distributed_train(model, train_method, nodes, fts_method, data, num_batches=
 
     cluster, http_server = start_dispy_cluster(train_method, nodes)
 
-    print("[{0: %H:%M:%S}] Distrituted Train Started".format(datetime.datetime.now()))
+    print("[{0: %H:%M:%S}] Distrituted Train Started with {1} CPU's"
+          .format(datetime.datetime.now(), get_number_of_cpus(cluster)))
 
     jobs = []
     n = len(data)

pyFTS/hyperparam/Evolutionary.py

@@ -10,8 +10,8 @@ import random
 from pyFTS.common import Util
 from pyFTS.benchmarks import Measures
 from pyFTS.partitioners import Grid, Entropy  # , Huarng
-from pyFTS.models import hofts
 from pyFTS.common import Membership
+from pyFTS.models import hofts, ifts, pwfts
 from pyFTS.hyperparam import Util as hUtil
 from pyFTS.distributed import dispy as dUtil
 
@@ -71,7 +71,7 @@ def initial_population(n):
     return pop
 
 
-def phenotype(individual, train, fts_method=hofts.WeightedHighOrderFTS, parameters={}):
+def phenotype(individual, train, fts_method, parameters={}):
     """
     Instantiate the genotype, creating a fitted model with the genotype hyperparameters
 
@@ -81,6 +81,8 @@ def phenotype(individual, train, fts_method=hofts.WeightedHighOrderFTS, paramete
     :param parameters: dict with model specific arguments for fit method.
     :return: a fitted FTS model
     """
+    from pyFTS.models import hofts, ifts, pwfts
+
     if individual['mf'] == 1:
         mf = Membership.trimf
     elif individual['mf'] == 2:
@@ -117,6 +119,7 @@ def evaluate(dataset, individual, **kwargs):
     :param parameters: dict with model specific arguments for fit method.
     :return: a tuple (len_lags, rmse) with the parsimony fitness value and the accuracy fitness value
     """
+    from pyFTS.models import hofts, ifts, pwfts
     from pyFTS.common import Util
     from pyFTS.benchmarks import Measures
     from pyFTS.hyperparam.Evolutionary import phenotype, __measures
@@ -306,7 +309,7 @@ def mutation(individual, **kwargs):
     return individual
 
 
-def elitism(population, new_population):
+def elitism(population, new_population, **kwargs):
     """
     Elitism operation, always select the best individual of the population and discard the worst
 
@@ -418,12 +421,12 @@ def GeneticAlgorithm(dataset, **kwargs):
 
         # Selection
         for j in range(int(npop * psel)):
-            new_population.append(selection_operator(population))
+            new_population.append(selection_operator(population, **kwargs))
 
         # Crossover
         new = []
         for j in range(int(npop * pcross)):
-            new.append(crossover_operator(new_population))
+            new.append(crossover_operator(new_population, **kwargs))
 
         new_population.extend(new)
 
@@ -431,7 +434,7 @@ def GeneticAlgorithm(dataset, **kwargs):
         for ct, individual in enumerate(new_population):
             rnd = random.uniform(0, 1)
             if rnd < pmut:
-                new_population[ct] = mutation_operator(individual)
+                new_population[ct] = mutation_operator(individual, **kwargs)
 
         # Evaluation
         if collect_statistics:
@@ -472,7 +475,7 @@ def GeneticAlgorithm(dataset, **kwargs):
 
         # Elitism
         if _elitism:
-            population = elitism_operator(population, new_population)
+            population = elitism_operator(population, new_population, **kwargs)
 
         population = population[:npop]
 
@@ -503,22 +506,22 @@ def GeneticAlgorithm(dataset, **kwargs):
     return best, statistics
 
 
-def process_experiment(result, datasetname, conn):
+def process_experiment(fts_method, result, datasetname, conn):
-    log_result(conn, datasetname, result['individual'])
+    log_result(conn, datasetname, fts_method, result['individual'])
-    persist_statistics(result['statistics'])
+    persist_statistics(datasetname, result['statistics'])
     return result['individual']
 
 
-def persist_statistics(statistics):
+def persist_statistics(datasetname, statistics):
     import json
-    with open('statistics{}.json'.format(time.time()), 'w') as file:
+    with open('statistics_{}.json'.format(datasetname), 'w') as file:
         file.write(json.dumps(statistics))
 
 
-def log_result(conn, datasetname, result):
+def log_result(conn, datasetname, fts_method, result):
     metrics = ['rmse', 'size', 'time']
     for metric in metrics:
-        record = (datasetname, 'Evolutive', 'WHOFTS', None, result['mf'],
+        record = (datasetname, 'Evolutive', fts_method, None, result['mf'],
                   result['order'], result['partitioner'], result['npart'],
                   result['alpha'], str(result['lags']), metric, result[metric])
 
@@ -568,6 +571,9 @@ def execute(datasetname, dataset, **kwargs):
 
     distributed = kwargs.get('distributed', False)
 
+    fts_method = kwargs.get('fts_method', hofts.WeightedHighOrderFTS)
+    shortname = str(fts_method.__module__).split('.')[-1]
+
     if distributed == 'dispy':
         nodes = kwargs.get('nodes', ['127.0.0.1'])
         cluster, http_server = dUtil.start_dispy_cluster(evaluate, nodes=nodes)
@@ -583,7 +589,7 @@ def execute(datasetname, dataset, **kwargs):
         ret['time'] = end - start
         experiment = {'individual': ret, 'statistics': statistics}
 
-        ret = process_experiment(experiment, datasetname, conn)
+        ret = process_experiment(shortname, experiment, datasetname, conn)
 
     if distributed == 'dispy':
         dUtil.stop_dispy_cluster(cluster, http_server)

pyFTS/models/chen.py

@@ -64,7 +64,7 @@ class ConventionalFTS(fts.FTS):
 
         for k in np.arange(0, l):
 
-            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets)
+            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.partitioner.sets)
 
             if explain:
                 print("Fuzzyfication:\n\n {} -> {} \n".format(ndata[k], actual.name))
@@ -78,7 +78,7 @@ class ConventionalFTS(fts.FTS):
             else:
                 _flrg = self.flrgs[actual.name]
 
-                mp = _flrg.get_midpoint(self.sets)
+                mp = _flrg.get_midpoint(self.partitioner.sets)
 
                 ret.append(mp)
 

pyFTS/models/ifts.py

@@ -33,9 +33,9 @@ class IntervalFTS(hofts.HighOrderFTS):
         if len(flrg.LHS) > 0:
             if flrg.get_key() in self.flrgs:
                 tmp = self.flrgs[flrg.get_key()]
-                ret = tmp.get_upper(self.sets)
+                ret = tmp.get_upper(self.partitioner.sets)
             else:
-                ret = self.sets[flrg.LHS[-1]].upper
+                ret = self.partitioner.sets[flrg.LHS[-1]].upper
         return ret
 
     def get_lower(self, flrg):
@@ -74,7 +74,7 @@ class IntervalFTS(hofts.HighOrderFTS):
             for flrg in flrgs:
                 if len(flrg.LHS) > 0:
 
-                    mv = flrg.get_membership(sample, self.sets)
+                    mv = flrg.get_membership(sample, self.partitioner.sets)
                     up.append(mv * self.get_upper(flrg))
                     lo.append(mv * self.get_lower(flrg))
                     affected_flrgs_memberships.append(mv)
@@ -119,9 +119,9 @@ class WeightedIntervalFTS(hofts.WeightedHighOrderFTS):
         if len(flrg.LHS) > 0:
             if flrg.get_key() in self.flrgs:
                 tmp = self.flrgs[flrg.get_key()]
-                ret = tmp.get_upper(self.sets)
+                ret = tmp.get_upper(self.partitioner.sets)
             else:
-                ret = self.sets[flrg.LHS[-1]].upper
+                ret = self.partitioner.sets[flrg.LHS[-1]].upper
         return ret
 
     def get_lower(self, flrg):
@@ -159,7 +159,7 @@ class WeightedIntervalFTS(hofts.WeightedHighOrderFTS):
             for flrg in flrgs:
                 if len(flrg.LHS) > 0:
 
-                    mv = flrg.get_membership(sample, self.sets)
+                    mv = flrg.get_membership(sample, self.partitioner.sets)
                     up.append(mv * self.get_upper(flrg))
                     lo.append(mv * self.get_lower(flrg))
                     affected_flrgs_memberships.append(mv)

pyFTS/models/ismailefendi.py

@@ -74,7 +74,7 @@ class ImprovedWeightedFTS(fts.FTS):
         if self.partitioner is not None:
             ordered_sets = self.partitioner.ordered_sets
         else:
-            ordered_sets = FuzzySet.set_ordered(self.sets)
+            ordered_sets = FuzzySet.set_ordered(self.partitioner.sets)
 
         ndata = np.array(ndata)
 
@@ -84,7 +84,7 @@ class ImprovedWeightedFTS(fts.FTS):
 
         for k in np.arange(0, l):
 
-            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
+            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.partitioner.sets, ordered_sets)
 
             if explain:
                 print("Fuzzyfication:\n\n {} -> {} \n".format(ndata[k], actual.name))
@@ -97,7 +97,7 @@ class ImprovedWeightedFTS(fts.FTS):
 
             else:
                 flrg = self.flrgs[actual.name]
-                mp = flrg.get_midpoints(self.sets)
+                mp = flrg.get_midpoints(self.partitioner.sets)
 
                 final = mp.dot(flrg.weights())
 

pyFTS/models/nonstationary/cvfts.py

@@ -55,6 +55,7 @@ class ConditionalVarianceFTS(hofts.HighOrderFTS):
         self.variance_residual = 0.
         self.mean_residual = 0.
         self.memory_window = kwargs.get("memory_window",5)
+        self.sets = {}
 
     def train(self, ndata, **kwargs):
 

pyFTS/models/nonstationary/nsfts.py

@@ -69,11 +69,11 @@ class NonStationaryFTS(fts.FTS):
 
         if self.method == 'unconditional':
             window_size = kwargs.get('parameters', 1)
-            tmpdata = common.fuzzySeries(data, self.sets,
+            tmpdata = common.fuzzySeries(data, self.partitioner.sets,
                                          self.partitioner.ordered_sets,
                                          window_size, method='fuzzy')
         else:
-            tmpdata = common.fuzzySeries(data, self.sets,
+            tmpdata = common.fuzzySeries(data, self.partitioner.sets,
                                  self.partitioner.ordered_sets,
                                  method='fuzzy', const_t=0)
 
@@ -190,9 +190,9 @@ class NonStationaryFTS(fts.FTS):
                 ix = affected_sets[0][0]
                 aset = self.partitioner.ordered_sets[ix]
                 if aset in self.flrgs:
-                    numerator.append(self.flrgs[aset].get_midpoint(self.sets, perturb[ix]))
+                    numerator.append(self.flrgs[aset].get_midpoint(self.partitioner.sets, perturb[ix]))
                 else:
-                    fuzzy_set = self.sets[aset]
+                    fuzzy_set = self.partitioner.sets[aset]
                     numerator.append(fuzzy_set.get_midpoint(perturb[ix]))
                 denominator.append(1)
             else:
@@ -201,9 +201,9 @@ class NonStationaryFTS(fts.FTS):
                     fs = self.partitioner.ordered_sets[ix]
                     tdisp = perturb[ix]
                     if fs in self.flrgs:
-                        numerator.append(self.flrgs[fs].get_midpoint(self.sets, tdisp) * aset[1])
+                        numerator.append(self.flrgs[fs].get_midpoint(self.partitioner.sets, tdisp) * aset[1])
                     else:
-                        fuzzy_set = self.sets[fs]
+                        fuzzy_set = self.partitioner.sets[fs]
                         numerator.append(fuzzy_set.get_midpoint(tdisp) * aset[1])
                     denominator.append(aset[1])
 
@@ -241,9 +241,9 @@ class NonStationaryFTS(fts.FTS):
 
             tdisp = common.window_index(k + time_displacement, window_size)
 
-            affected_sets = [[self.sets[key], self.sets[key].membership(ndata[k], tdisp)]
+            affected_sets = [[self.partitioner.sets[key], self.partitioner.sets[key].membership(ndata[k], tdisp)]
                              for key in self.partitioner.ordered_sets
-                             if self.sets[key].membership(ndata[k], tdisp) > 0.0]
+                             if self.partitioner.sets[key].membership(ndata[k], tdisp) > 0.0]
 
             if len(affected_sets) == 0:
                 affected_sets.append([common.check_bounds(ndata[k], self.partitioner, tdisp), 1.0])

pyFTS/models/sadaei.py

@@ -78,7 +78,7 @@ class ExponentialyWeightedFTS(fts.FTS):
         if self.partitioner is not None:
             ordered_sets = self.partitioner.ordered_sets
         else:
-            ordered_sets = FuzzySet.set_ordered(self.sets)
+            ordered_sets = FuzzySet.set_ordered(self.partitioner.sets)
 
         data = np.array(ndata)
 
@@ -88,7 +88,7 @@ class ExponentialyWeightedFTS(fts.FTS):
 
         for k in np.arange(0, l):
 
-            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
+            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.partitioner.sets, ordered_sets)
 
             if explain:
                 print("Fuzzyfication:\n\n {} -> {} \n".format(ndata[k], actual.name))
@@ -101,7 +101,7 @@ class ExponentialyWeightedFTS(fts.FTS):
 
             else:
                 flrg = self.flrgs[actual.name]
-                mp = flrg.get_midpoints(self.sets)
+                mp = flrg.get_midpoints(self.partitioner.sets)
 
                 final = mp.dot(flrg.weights())
 

pyFTS/models/seasonal/partitioner.py

@@ -44,8 +44,11 @@ class TimeGridPartitioner(partitioner.Partitioner):
         else:
             self.ordered_sets = FS.set_ordered(self.sets)
 
+    def extractor(self,x):
         if self.type == 'seasonal':
-            self.extractor = lambda x: strip_datepart(x, self.season, self.mask)
+            return strip_datepart(x, self.season, self.mask)
+        else:
+            return x
 
     def build(self, data):
         sets = {}

pyFTS/models/tsaur.py

@@ -79,7 +79,7 @@ class MarkovWeightedFTS(fts.FTS):
         if self.partitioner is not None:
             ordered_sets = self.partitioner.ordered_sets
         else:
-            ordered_sets = FuzzySet.set_ordered(self.sets)
+            ordered_sets = FuzzySet.set_ordered(self.partitioner.sets)
 
         data = np.array(ndata)
 
@@ -89,7 +89,7 @@ class MarkovWeightedFTS(fts.FTS):
 
         for k in np.arange(0, l):
 
-            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
+            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.partitioner.sets, ordered_sets)
 
             if explain:
                 print("Fuzzyfication:\n\n {} -> {} \n".format(ndata[k], actual.name))
@@ -102,7 +102,7 @@ class MarkovWeightedFTS(fts.FTS):
 
             else:
                 flrg = self.flrgs[actual.name]
-                mp = flrg.get_midpoints(self.sets)
+                mp = flrg.get_midpoints(self.partitioner.sets)
 
                 final = mp.dot(flrg.weights())
 

pyFTS/models/yu.py

@@ -70,7 +70,7 @@ class WeightedFTS(fts.FTS):
         if self.partitioner is not None:
             ordered_sets = self.partitioner.ordered_sets
         else:
-            ordered_sets = FuzzySet.set_ordered(self.sets)
+            ordered_sets = FuzzySet.set_ordered(self.partitioner.sets)
 
         ndata = np.array(ndata)
 
@@ -80,7 +80,7 @@ class WeightedFTS(fts.FTS):
 
         for k in np.arange(0, l):
 
-            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
+            actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.partitioner.sets, ordered_sets)
 
             if explain:
                 print("Fuzzyfication:\n\n {} -> {} \n\n".format(ndata[k], actual.name))
@@ -93,9 +93,9 @@ class WeightedFTS(fts.FTS):
 
             else:
                 flrg = self.flrgs[actual.name]
-                mp = flrg.get_midpoints(self.sets)
+                mp = flrg.get_midpoints(self.partitioner.sets)
 
-                final = mp.dot(flrg.weights(self.sets))
+                final = mp.dot(flrg.weights(self.partitioner.sets))
 
                 ret.append(final)
 

pyFTS/partitioners/partitioner.py

@@ -31,8 +31,6 @@ class Partitioner(object):
         """In a multivariate context, the variable that contains this partitioner"""
         self.type = kwargs.get('type', 'common')
         """The type of fuzzy sets that are generated by this partitioner"""
-        self.extractor = kwargs.get('extractor', lambda x: x)
-        """Anonymous function used to extract a single primitive type from an object instance"""
         self.ordered_sets = None
         """A ordered list of the fuzzy sets names, sorted by their middle point"""
         self.kdtree = None
@@ -76,6 +74,10 @@ class Partitioner(object):
 
             del(ndata)
 
+    def extractor(self,x):
+        """Extract a single primitive type from an structured instance"""
+        return x
+
     def build(self, data):
         """
         Perform the partitioning of the Universe of Discourse

pyFTS/tests/distributed.py

@@ -7,122 +7,39 @@ import numpy as np
 import os
 from pyFTS.common import Transformations
 from copy import deepcopy
-from pyFTS.nonstationary import flrg, util, honsfts, partitioners
+from pyFTS.models import pwfts
-from pyFTS.models.nonstationary import nsfts
+from pyFTS.benchmarks import benchmarks as bchmk, Measures
 
-bc = Transformations.BoxCox(0)
+import time
 
-import dispy
+from pyFTS.data import SONDA, Malaysia
-import dispy.httpd
 
-os.chdir("/home/petronio/Dropbox/Doutorado/Codigos/")
+datasets = {}
 
+sonda = SONDA.get_dataframe()[['datahora','glo_avg','ws_10m']]
 
-def evaluate_individual_model(model, partitioner, train, test, window_size, time_displacement):
+sonda = sonda.drop(sonda.index[np.where(sonda["ws_10m"] <= 0.01)])
-    import numpy as np
+sonda = sonda.drop(sonda.index[np.where(sonda["glo_avg"] <= 0.01)])
-    from pyFTS.partitioners import Grid
+sonda = sonda.dropna()
-    from pyFTS.benchmarks import Measures
 
-    try:
+malaysia = Malaysia.get_dataframe()
-        model.train(train, sets=partitioner.sets, order=model.order, parameters=window_size)
-        forecasts = model.forecast(test, time_displacement=time_displacement, window_size=window_size)
-        _rmse = Measures.rmse(test[model.order:], forecasts[:-1])
-        _mape = Measures.mape(test[model.order:], forecasts[:-1])
-        _u = Measures.UStatistic(test[model.order:], forecasts[:-1])
-    except Exception as e:
-        print(e)
-        _rmse = np.nan
-        _mape = np.nan
-        _u = np.nan
 
-    return {'model': model.shortname, 'partitions': partitioner.partitions, 'order': model.order,
+datasets['SONDA.ws_10m'] = sonda["ws_10m"].values
-            'rmse': _rmse, 'mape': _mape, 'u': _u}
+datasets['SONDA.glo_avg'] = sonda["glo_avg"].values
+datasets['Malaysia.temperature'] = malaysia["temperature"].values
+datasets['Malaysia.load'] = malaysia["load"].values
 
+windows = [600000, 600000, 10000, 10000]
 
-data = pd.read_csv("DataSets/synthetic_nonstationary_dataset_A.csv", sep=";")
+cpus = 3
-data = np.array(data["0"][:])
 
-cluster = dispy.JobCluster(evaluate_individual_model, nodes=['192.168.0.108', '192.168.0.110'])
+for ct, (dataset_name, dataset) in enumerate(datasets.items()):
-http_server = dispy.httpd.DispyHTTPServer(cluster)
+    bchmk.train_test_time(dataset, windowsize=windows[ct], train=0.9, inc=.5,
-
+                     methods=[pwfts.ProbabilisticWeightedFTS],
-jobs = []
+                     order=2,
-
+                     partitions=50,
-models = []
+                     steps=cpus,
-
+                     num_batches=cpus,
-for order in [1, 2, 3]:
+                     distributed='dispy', nodes=['192.168.0.110'], #, '192.168.0.107','192.168.0.106'],
-    if order == 1:
+                     file="experiments.db", dataset=dataset_name,
-        model = nsfts.NonStationaryFTS("")
+                     tag="speedup")
-    else:
-        model = honsfts.HighOrderNonStationaryFTS("")
-
-    model.order = order
-
-    models.append(model)
-
-for ct, train, test in cUtil.sliding_window(data, 300):
-    for partition in np.arange(5, 100, 1):
-        tmp_partitioner = Grid.GridPartitioner(train, partition)
-        partitioner = partitioners.PolynomialNonStationaryPartitioner(train, tmp_partitioner,
-                                                                      window_size=35, degree=1)
-        for model in models:
-            # print(model.shortname, partition, model.order)
-            #job = evaluate_individual_model(model, train, test)
-            job = cluster.submit(deepcopy(model), deepcopy(partitioner), train, test, 35, 240)
-            job.id = ct + model.order*100
-            jobs.append(job)
-
-results = {}
-
-for job in jobs:
-    tmp = job()
-    # print(tmp)
-    if job.status == dispy.DispyJob.Finished and tmp is not None:
-        _m = tmp['model']
-        _o = tmp['order']
-        _p = tmp['partitions']
-        if _m not in results:
-            results[_m] = {}
-        if _o not in results[_m]:
-            results[_m][_o] = {}
-        if _p not in results[_m][_o]:
-            results[_m][_o][_p] = {}
-            results[_m][_o][_p]['rmse'] = []
-            results[_m][_o][_p]['mape'] = []
-            results[_m][_o][_p]['u'] = []
-
-        results[_m][_o][_p]['rmse'].append_rhs(tmp['rmse'])
-        results[_m][_o][_p]['mape'].append_rhs(tmp['mape'])
-        results[_m][_o][_p]['u'].append_rhs(tmp['u'])
-
-cluster.wait()  # wait for all jobs to finish
-
-cluster.print_status()
-
-http_server.shutdown()  # this waits until browser gets all updates
-cluster.close()
-
-dados = []
-ncolunas = None
-
-for m in sorted(results.keys()):
-    for o in sorted(results[m].keys()):
-        for p in sorted(results[m][o].keys()):
-            for r in ['rmse', 'mape', 'u']:
-                tmp = []
-                tmp.append(m)
-                tmp.append(o)
-                tmp.append(p)
-                tmp.append(r)
-                tmp.extend(results[m][o][p][r])
-
-                dados.append(tmp)
-
-                if ncolunas is None:
-                    ncolunas = len(results[m][o][p][r])
-
-colunas = ["model", "order", "partitions",  "metric"]
-for k in np.arange(0, ncolunas):
-    colunas.append(str(k))
-
-dat = pd.DataFrame(dados, columns=colunas)
-dat.to_csv("experiments/nsfts_partitioning_A.csv", sep=";")

pyFTS/tests/general.py

@@ -46,24 +46,71 @@ Util.plot_distribution2(distributions, test[:10], start_at=model.order, ax=ax, c
 print("")
 '''
 
+from pyFTS.data import SONDA, Malaysia
+
+
+def sample_by_hour(data):
+  return [np.nanmean(data[k:k+60]) for k in np.arange(0,len(data),60)]
+
+
 datasets = {}
 
-datasets['TAIEX'] = TAIEX.get_data()[:5000]
+
-datasets['NASDAQ'] = NASDAQ.get_data()[:5000]
+sonda = SONDA.get_dataframe()[['datahora','glo_avg','ws_10m']]
-datasets['SP500'] = SP500.get_data()[10000:15000]
+
+sonda = sonda.drop(sonda.index[np.where(sonda["ws_10m"] <= 0.01)])
+sonda = sonda.drop(sonda.index[np.where(sonda["glo_avg"] <= 0.01)])
+sonda = sonda.dropna()
+
+
+malaysia = Malaysia.get_dataframe()
+
+datasets['SONDA.ws_10m'] = sample_by_hour(sonda["ws_10m"].values)
+datasets['SONDA.glo_avg'] = sample_by_hour(sonda["glo_avg"].values)
+datasets['Malaysia.temperature'] = malaysia["temperature"].values
+datasets['Malaysia.load'] = malaysia["load"].values
+
 
 #'''
 for dataset_name, dataset in datasets.items():
-    bchmk.sliding_window_benchmarks2(dataset, 1000, train=0.8, inc=0.2,
+    bchmk.sliding_window_benchmarks2(dataset, 10000, train=0.9, inc=0.25,
-                                     methods=[pwfts.ProbabilisticWeightedFTS],
+                                     methods=[hofts.HighOrderFTS, hofts.WeightedHighOrderFTS, pwfts.ProbabilisticWeightedFTS],
                                      benchmark_models=False,
                                      transformations=[None],
-                                     orders=[1, 2, 3],
+                                     orders=[2],
-                                     partitions=np.arange(10, 100, 5),
+                                     partitions=[50],
                                      progress=False, type='point',
-                                     distributed=True, nodes=['192.168.254.113'],
+                                     distributed=True, nodes=['192.168.0.110', '192.168.0.107','192.168.0.106'],
                                      file="experiments.db", dataset=dataset_name,
-                                     tag="gridsearch")
+                                     tag="experiments")
+
+for dataset_name, dataset in datasets.items():
+    bchmk.sliding_window_benchmarks2(dataset, 10000, train=0.9, inc=0.25,
+                                     methods=[ensemble.SimpleEnsembleFTS, ifts.IntervalFTS,
+                                              ifts.WeightedIntervalFTS, pwfts.ProbabilisticWeightedFTS],
+                                     methods_parameters=[{'partitions': [45, 50, 55], 'alpha':.05},
+                                                         {},{},{}],
+                                     benchmark_models=False,
+                                     transformations=[None],
+                                     orders=[2],
+                                     partitions=[50],
+                                     progress=False, type='interval',
+                                     distributed=True, nodes=['192.168.0.110', '192.168.0.107','192.168.0.106'],
+                                     file="experiments.db", dataset=dataset_name,
+                                     tag="experiments")
+
+for dataset_name, dataset in datasets.items():
+    bchmk.sliding_window_benchmarks2(dataset, 10000, train=0.9, inc=0.25,
+                                     methods=[ensemble.SimpleEnsembleFTS, pwfts.ProbabilisticWeightedFTS],
+                                     methods_parameters=[{'partitions':[45,50,55]}, {}],
+                                     benchmark_models=False,
+                                     transformations=[None],
+                                     orders=[2],
+                                     partitions=[50],
+                                     progress=False, type='distribution',
+                                     distributed=True, nodes=['192.168.0.110', '192.168.0.107','192.168.0.106'],
+                                     file="experiments.db", dataset=dataset_name,
+                                     tag="experiments")
 
 '''
 

pyFTS/tests/hyperparam.py

@@ -3,18 +3,21 @@ import pandas as pd
 from pyFTS.hyperparam import GridSearch, Evolutionary
 from pyFTS.models import pwfts
 
+
 def get_dataset():
     from pyFTS.data import SONDA
     #from pyFTS.data import Malaysia
 
-    #data = SONDA.get_data('temperature')[:3000]
+    data = [k for k in SONDA.get_data('ws_10m') if k > 0.1 and k != np.nan and k is not None]
-    data = pd.read_csv('https://query.data.world/s/6xfb5useuotbbgpsnm5b2l3wzhvw2i', sep=';')
+    data = [np.nanmean(data[k:k+60]) for k in np.arange(0,len(data),60)]
-    #data = Malaysia.get_data('temperature')[:1000]
+    #data = pd.read_csv('https://query.data.world/s/6xfb5useuotbbgpsnm5b2l3wzhvw2i', sep=';')
+    #data = Malaysia.get_data('temperature')
 
-    return 'SONDA.glo_avg', data['glo_avg'].values #train, test
+    return 'SONDA.ws_10m', data
     #return 'Malaysia.temperature', data #train, test
+    #return 'Malaysia.temperature', data  # train, test
 
-
+'''
 hyperparams = {
     'order':[3],
     'partitions': np.arange(10,100,3),
@@ -24,7 +27,6 @@ hyperparams = {
     'alpha': np.arange(.0, .5, .05)
 }
 
-'''
 hyperparams = {
     'order':[3], #[1, 2],
     'partitions': np.arange(10,100,10),
@@ -43,11 +45,11 @@ datsetname, dataset  = get_dataset()
 
 ret = Evolutionary.execute(datsetname, dataset,
                            ngen=30, npop=20,psel=0.6, pcross=.5, pmut=.3,
-                           window_size=10000, train_rate=.9, increment_rate=1,
+                           window_size=10000, train_rate=.9, increment_rate=.3,
-                           experiments=1,
+                           experiments=2,
                            fts_method=pwfts.ProbabilisticWeightedFTS,
                            database_file='experiments.db',
-                           distributed=False, nodes=nodes)
+                           distributed='dispy', nodes=nodes)
 
 #res = GridSearch.cluster_method({'mf':1, 'partitioner': 1, 'npart': 10, 'lags':[1], 'alpha': 0.0, 'order': 1},
 #                          dataset, window_size = 10000, train_rate = .9, increment_rate = 1)