diff --git a/benchmarks/Measures.py b/benchmarks/Measures.py
index 4ecd3af..1ce1bd1 100644
--- a/benchmarks/Measures.py
+++ b/benchmarks/Measures.py
@@ -202,6 +202,7 @@ def crps(targets, densities):
 
 def get_point_statistics(data, model, indexer=None):
     """Condensate all measures for point forecasters"""
+
     if indexer is not None:
         ndata = np.array(indexer.get_data(data[model.order:]))
     else:
@@ -212,22 +213,29 @@ def get_point_statistics(data, model, indexer=None):
     elif not model.is_multivariate and indexer is not None:
         forecasts = model.forecast(indexer.get_data(data))
 
-    if model.has_seasonality:
-        nforecasts = np.array(forecasts)
-    else:
-        nforecasts = np.array(forecasts[:-1])
+    try:
+        if model.has_seasonality:
+            nforecasts = np.array(forecasts)
+        else:
+            nforecasts = np.array(forecasts[:-1])
+    except Exception as ex:
+        print(ex)
+        return [np.nan,np.nan,np.nan]
     ret = list()
     try:
         ret.append(np.round(rmse(ndata, nforecasts), 2))
-    except:
+    except Exception as ex:
+        print(ex)
         ret.append(np.nan)
     try:
         ret.append(np.round(smape(ndata, nforecasts), 2))
-    except:
+    except Exception as ex:
+        print(ex)
         ret.append(np.nan)
     try:
         ret.append(np.round(UStatistic(ndata, nforecasts), 2))
-    except:
+    except Exception as ex:
+        print(ex)
         ret.append(np.nan)
 
     return ret
diff --git a/benchmarks/Util.py b/benchmarks/Util.py
index 5e2f1fe..7289bb0 100644
--- a/benchmarks/Util.py
+++ b/benchmarks/Util.py
@@ -48,7 +48,7 @@ def find_best(dataframe, criteria, ascending):
     return ret
 
 
-def point_dataframe_sintetic_columns():
+def point_dataframe_synthetic_columns():
     return ["Model", "Order", "Scheme", "Partitions", "Size", "RMSEAVG", "RMSESTD", "SMAPEAVG", "SMAPESTD", "UAVG",
             "USTD", "TIMEAVG", "TIMESTD"]
 
@@ -64,7 +64,7 @@ def point_dataframe_analytic_columns(experiments):
     return columns
 
 
-def save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, times, u):
+def save_dataframe_point(experiments, file, objs, rmse, save, synthetic, smape, times, u):
     """
     Create a dataframe to store the benchmark results
     :param experiments: dictionary with the execution results
@@ -72,7 +72,7 @@ def save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, t
     :param objs: 
     :param rmse: 
     :param save: 
-    :param sintetic: 
+    :param synthetic: 
     :param smape: 
     :param times: 
     :param u: 
@@ -80,7 +80,7 @@ def save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, t
     """
     ret = []
 
-    if sintetic:
+    if synthetic:
 
         for k in sorted(objs.keys()):
             try:
@@ -109,7 +109,7 @@ def save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, t
                 print("Erro ao salvar ", k)
                 print("Exceção ", ex)
 
-        columns = point_dataframe_sintetic_columns()
+        columns = point_dataframe_synthetic_columns()
     else:
         for k in sorted(objs.keys()):
             try:
@@ -152,7 +152,7 @@ def save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, t
         print(ret)
 
 
-def cast_dataframe_to_sintetic_point(infile, outfile, experiments):
+def cast_dataframe_to_synthetic_point(infile, outfile, experiments):
     columns = point_dataframe_analytic_columns(experiments)
     dat = pd.read_csv(infile, sep=";", usecols=columns)
     models = dat.Model.unique()
@@ -190,7 +190,7 @@ def cast_dataframe_to_sintetic_point(infile, outfile, experiments):
                         mod.append(np.round(np.nanstd(times), 4))
                         ret.append(mod)
 
-    dat = pd.DataFrame(ret, columns=point_dataframe_sintetic_columns())
+    dat = pd.DataFrame(ret, columns=point_dataframe_synthetic_columns())
     dat.to_csv(Util.uniquefilename(outfile), sep=";", index=False)
 
 
@@ -208,7 +208,7 @@ def plot_dataframe_point(file_synthetic, file_analytic, experiments, tam):
     axes[2].set_title('U Statistic')
     axes[3].set_title('Execution Time')
 
-    dat_syn = pd.read_csv(file_synthetic, sep=";", usecols=point_dataframe_sintetic_columns())
+    dat_syn = pd.read_csv(file_synthetic, sep=";", usecols=point_dataframe_synthetic_columns())
 
     bests = find_best(dat_syn, ['UAVG','RMSEAVG','USTD','RMSESTD'], [1,1,1,1])
 
@@ -241,9 +241,9 @@ def plot_dataframe_point(file_synthetic, file_analytic, experiments, tam):
 
 
 
-def save_dataframe_interval(coverage, experiments, file, objs, resolution, save, sharpness, sintetic, times):
+def save_dataframe_interval(coverage, experiments, file, objs, resolution, save, sharpness, synthetic, times):
     ret = []
-    if sintetic:
+    if synthetic:
         for k in sorted(objs.keys()):
             mod = []
             mfts = objs[k]
@@ -268,7 +268,7 @@ def save_dataframe_interval(coverage, experiments, file, objs, resolution, save,
             mod.append(l)
             ret.append(mod)
 
-        columns = interval_dataframe_sintetic_columns()
+        columns = interval_dataframe_synthetic_columns()
     else:
         for k in sorted(objs.keys()):
             try:
@@ -315,13 +315,13 @@ def interval_dataframe_analytic_columns(experiments):
     return columns
 
 
-def interval_dataframe_sintetic_columns():
+def interval_dataframe_synthetic_columns():
     columns = ["Model", "Order", "Scheme", "Partitions", "SHARPAVG", "SHARPSTD", "RESAVG", "RESSTD", "COVAVG",
                "COVSTD", "TIMEAVG", "TIMESTD", "SIZE"]
     return columns
 
 
-def save_dataframe_ahead(experiments, file, objs, crps_interval, crps_distr, times1, times2, save, sintetic):
+def save_dataframe_ahead(experiments, file, objs, crps_interval, crps_distr, times1, times2, save, synthetic):
     """
     Save benchmark results for m-step ahead probabilistic forecasters 
     :param experiments: 
@@ -332,12 +332,12 @@ def save_dataframe_ahead(experiments, file, objs, crps_interval, crps_distr, tim
     :param times1: 
     :param times2: 
     :param save: 
-    :param sintetic: 
+    :param synthetic: 
     :return: 
     """
     ret = []
 
-    if sintetic:
+    if synthetic:
 
         for k in sorted(objs.keys()):
             try:
@@ -370,7 +370,7 @@ def save_dataframe_ahead(experiments, file, objs, crps_interval, crps_distr, tim
                 print("Erro ao salvar ", k)
                 print("Exceção ", ex)
 
-        columns = ahead_dataframe_sintetic_columns()
+        columns = ahead_dataframe_synthetic_columns()
     else:
         for k in sorted(objs.keys()):
             try:
@@ -417,7 +417,7 @@ def ahead_dataframe_analytic_columns(experiments):
     return columns
 
 
-def ahead_dataframe_sintetic_columns():
+def ahead_dataframe_synthetic_columns():
     columns = ["Model", "Order", "Scheme", "Partitions", "CRPS1AVG", "CRPS1STD", "CRPS2AVG", "CRPS2STD",
                "SIZE", "TIME1AVG", "TIME2AVG"]
     return columns
diff --git a/benchmarks/benchmarks.py b/benchmarks/benchmarks.py
index aa82950..4aab96f 100644
--- a/benchmarks/benchmarks.py
+++ b/benchmarks/benchmarks.py
@@ -18,7 +18,8 @@ from mpl_toolkits.mplot3d import Axes3D
 
 from probabilistic import ProbabilityDistribution
 from pyFTS import song, chen, yu, ismailefendi, sadaei, hofts, pwfts, ifts, cheng, ensemble, hwang
-from pyFTS.benchmarks import Measures, naive, arima, ResidualAnalysis, Util, quantreg
+from pyFTS.benchmarks import Measures, naive, arima, ResidualAnalysis, quantreg
+from pyFTS.benchmarks import Util as bUtil
 from pyFTS.common import Transformations, Util
 # from sklearn.cross_validation import KFold
 from pyFTS.partitioners import Grid
@@ -60,10 +61,47 @@ def get_probabilistic_methods():
     return [quantreg.QuantileRegression, ensemble.EnsembleFTS, pwfts.ProbabilisticWeightedFTS]
 
 
-def point_sliding_window(data, windowsize, train=0.8,models=None,partitioners=[Grid.GridPartitioner],
-                         partitions=[10], max_order=3,transformation=None,indexer=None,dump=False,
+def run_point(mfts, partitioner, train_data, test_data, window_key=None, transformation=None, indexer=None):
+    """
+    Point forecast benchmark function to be executed on sliding window
+    :param mfts: FTS model
+    :param partitioner: Universe of Discourse partitioner
+    :param train_data: data used to train the model
+    :param test_data: ata used to test the model
+    :param window_key: id of the sliding window
+    :param transformation: data transformation
+    :param indexer: seasonal indexer
+    :return: a dictionary with the benchmark results 
+    """
+
+    if mfts.benchmark_only:
+        _key = mfts.shortname + str(mfts.order if mfts.order is not None else "")
+    else:
+        pttr = str(partitioner.__module__).split('.')[-1]
+        _key = mfts.shortname + " n = " + str(mfts.order) + " " + pttr + " q = " + str(partitioner.partitions)
+        mfts.partitioner = partitioner
+        if transformation is not None:
+            mfts.appendTransformation(transformation)
+
+    _start = time.time()
+    mfts.train(train_data, partitioner.sets, order=mfts.order)
+    _end = time.time()
+    times = _end - _start
+
+    _start = time.time()
+    _rmse, _smape, _u = Measures.get_point_statistics(test_data, mfts, indexer)
+    _end = time.time()
+    times += _end - _start
+
+    ret = {'key': _key, 'obj': mfts, 'rmse': _rmse, 'smape': _smape, 'u': _u, 'time': times, 'window': window_key}
+
+    return ret
+
+
+def point_sliding_window(data, windowsize, train=0.8, models=None, partitioners=[Grid.GridPartitioner],
+                         partitions=[10], max_order=3, transformation=None, indexer=None, dump=False,
                          benchmark_models=None, benchmark_models_parameters = None,
-                         save=False, file=None, sintetic=True):
+                         save=False, file=None, sintetic=False):
     """
     Sliding window benchmarks for FTS point forecasters
     :param data: 
@@ -76,116 +114,89 @@ def point_sliding_window(data, windowsize, train=0.8,models=None,partitioners=[G
     :param transformation: data transformation
     :param indexer: seasonal indexer
     :param dump: 
+    :param benchmark_models: Non FTS models to benchmark
+    :param benchmark_models_parameters: Non FTS models parameters
     :param save: save results
     :param file: file path to save the results
     :param sintetic: if true only the average and standard deviation of the results
     :return: DataFrame with the results
     """
 
+    if benchmark_models is None: # and models is None:
+        benchmark_models = [naive.Naive, arima.ARIMA, arima.ARIMA, arima.ARIMA, arima.ARIMA,
+                            quantreg.QuantileRegression, quantreg.QuantileRegression]
+
+    if benchmark_models_parameters is None:
+        benchmark_models_parameters = [1, (1, 0, 0), (1, 0, 1), (2, 0, 1), (2, 0, 2), 1, 2]
+
     _process_start = time.time()
 
     print("Process Start: {0: %H:%M:%S}".format(datetime.datetime.now()))
 
-    if models is None:
-        models = get_point_methods()
-
+    pool = []
+    jobs = []
     objs = {}
-    lcolors = {}
     rmse = {}
     smape = {}
     u = {}
     times = {}
 
+    if models is None:
+        models = get_point_methods()
+
+    for model in models:
+        mfts = model("")
+
+        if mfts.is_high_order:
+            for order in np.arange(1, max_order + 1):
+                if order >= mfts.min_order:
+                    mfts = model("")
+                    mfts.order = order
+                    pool.append(mfts)
+        else:
+            mfts.order = 1
+            pool.append(mfts)
+
+    if benchmark_models is not None:
+        for count, model in enumerate(benchmark_models, start=0):
+            par = benchmark_models_parameters[count]
+            mfts = model(str(par if par is not None else ""))
+            mfts.order = par
+            pool.append(mfts)
+
     experiments = 0
-    for ct, train,test in Util.sliding_window(data, windowsize, train):
+    for ct, train, test in Util.sliding_window(data, windowsize, train):
         experiments += 1
+
+        benchmarks_only = {}
+
+        if dump: print('\nWindow: {0}\n'.format(ct))
+
         for partition in partitions:
+
             for partitioner in partitioners:
-                pttr = str(partitioner.__module__).split('.')[-1]
+
                 data_train_fs = partitioner(train, partition, transformation=transformation)
 
-                for count, model in enumerate(models, start=0):
-
-                    mfts = model("")
-
-                    _key = mfts.shortname + " " + pttr + " q = " + str(partition)
-
-                    mfts.partitioner = data_train_fs
-                    if not mfts.is_high_order:
-
-                        if dump: print(ct,_key)
-
-                        if _key not in objs:
-                            objs[_key] = mfts
-                            lcolors[_key] = colors[count % ncol]
-                            rmse[_key] = []
-                            smape[_key] = []
-                            u[_key] = []
-                            times[_key] = []
-
-                        if transformation is not None:
-                            mfts.appendTransformation(transformation)
-
-
-                        _start = time.time()
-                        mfts.train(train, data_train_fs.sets)
-                        _end = time.time()
-                        times[_key].append(_end - _start)
-
-                        _start = time.time()
-                        _rmse, _smape, _u = Measures.get_point_statistics(test, mfts, indexer)
-                        _end = time.time()
-                        rmse[_key].append(_rmse)
-                        smape[_key].append(_smape)
-                        u[_key].append(_u)
-                        times[_key].append(_end - _start)
-
-                        if dump: print(_rmse, _smape, _u)
-
+                for _id, m in enumerate(pool,start=0):
+                    if m.benchmark_only and m.shortname in benchmarks_only:
+                        continue
                     else:
-                        for order in np.arange(1, max_order + 1):
-                            if order >= mfts.min_order:
-                                mfts = model("")
+                        benchmarks_only[m.shortname] = m
 
-                                _key = mfts.shortname + " n = " + str(order) + " " + pttr + " q = " + str(partition)
+                    tmp = run_point(deepcopy(m), data_train_fs, train, test, ct, transformation)
 
-                                mfts.partitioner = data_train_fs
-
-                                if dump: print(ct,_key)
-
-                                if _key not in objs:
-                                    objs[_key] = mfts
-                                    lcolors[_key] = colors[count % ncol]
-                                    rmse[_key] = []
-                                    smape[_key] = []
-                                    u[_key] = []
-                                    times[_key] = []
-
-                                if transformation is not None:
-                                    mfts.appendTransformation(transformation)
-
-                                try:
-                                    _start = time.time()
-                                    mfts.train(train, data_train_fs.sets, order=order)
-                                    _end = time.time()
-                                    times[_key].append(_end - _start)
-
-                                    _start = time.time()
-                                    _rmse, _smape, _u = Measures.get_point_statistics(test, mfts, indexer)
-                                    _end = time.time()
-                                    rmse[_key].append(_rmse)
-                                    smape[_key].append(_smape)
-                                    u[_key].append(_u)
-                                    times[_key].append(_end - _start)
-
-                                    if dump: print(_rmse, _smape, _u)
-
-                                except Exception as e:
-                                    print(e)
-                                    rmse[_key].append(np.nan)
-                                    smape[_key].append(np.nan)
-                                    u[_key].append(np.nan)
-                                    times[_key].append(np.nan)
+                    if tmp['key'] not in objs:
+                        objs[tmp['key']] = tmp['obj']
+                        rmse[tmp['key']] = []
+                        smape[tmp['key']] = []
+                        u[tmp['key']] = []
+                        times[tmp['key']] = []
+                    rmse[tmp['key']].append(tmp['rmse'])
+                    smape[tmp['key']].append(tmp['smape'])
+                    u[tmp['key']].append(tmp['u'])
+                    times[tmp['key']].append(tmp['time'])
+                    print(tmp['key'], tmp['window'])
 
     _process_end = time.time()
 
@@ -193,7 +204,8 @@ def point_sliding_window(data, windowsize, train=0.8,models=None,partitioners=[G
 
     print("Process Duration: {0}".format(_process_end - _process_start))
 
-    return Util.save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, times, u)
+    return bUtil.save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, times, u)
+
 
 
 def all_point_forecasters(data_train, data_test, partitions, max_order=3, statistics=True, residuals=True,
@@ -309,9 +321,9 @@ def getProbabilityDistributionStatistics(pmfs, data):
 
 
 
-def interval_sliding_window(data, windowsize, train=0.8,models=None,partitioners=[Grid.GridPartitioner],
-                   partitions=[10], max_order=3,transformation=None,indexer=None,dump=False,
-                   save=False, file=None, sintetic=True):
+def interval_sliding_window(data, windowsize, train=0.8, models=None, partitioners=[Grid.GridPartitioner],
+                            partitions=[10], max_order=3, transformation=None, indexer=None, dump=False,
+                            save=False, file=None, synthetic=True):
     if models is None:
         models = get_interval_methods()
 
@@ -400,7 +412,7 @@ def interval_sliding_window(data, windowsize, train=0.8,models=None,partitioners
                                 coverage[_key].append(_cov)
                                 times[_key].append(_tdiff)
 
-    return Util.save_dataframe_interval(coverage, experiments, file, objs, resolution, save, sharpness, sintetic, times)
+    return bUtil.save_dataframe_interval(coverage, experiments, file, objs, resolution, save, sharpness, synthetic, times)
 
 
 def all_interval_forecasters(data_train, data_test, partitions, max_order=3,save=False, file=None, tam=[20, 5],
@@ -522,8 +534,8 @@ def plot_probability_distributions(pmfs, lcolors, tam=[15, 7]):
 
 
 def ahead_sliding_window(data, windowsize, train, steps, models=None, resolution = None, partitioners=[Grid.GridPartitioner],
-                   partitions=[10], max_order=3,transformation=None,indexer=None,dump=False,
-                   save=False, file=None, sintetic=False):
+                         partitions=[10], max_order=3, transformation=None, indexer=None, dump=False,
+                         save=False, file=None, synthetic=False):
     if models is None:
         models = [pwfts.ProbabilisticWeightedFTS]
 
@@ -614,7 +626,7 @@ def ahead_sliding_window(data, windowsize, train, steps, models=None, resolution
 
                                 if dump: print(_crps1, _crps2, _tdiff, _t1, _t2)
 
-    return Util.save_dataframe_ahead(experiments, file, objs, crps_interval, crps_distr, times1, times2, save, sintetic)
+    return bUtil.save_dataframe_ahead(experiments, file, objs, crps_interval, crps_distr, times1, times2, save, synthetic)
 
 
 def all_ahead_forecasters(data_train, data_test, partitions, start, steps, resolution = None, max_order=3,save=False, file=None, tam=[20, 5],
diff --git a/benchmarks/distributed_benchmarks.py b/benchmarks/distributed_benchmarks.py
index 8e05036..dee83fd 100644
--- a/benchmarks/distributed_benchmarks.py
+++ b/benchmarks/distributed_benchmarks.py
@@ -99,12 +99,12 @@ def point_sliding_window(data, windowsize, train=0.8, models=None, partitioners=
     :return: DataFrame with the results
     """
 
-    if benchmark_models is None:
+    if benchmark_models is None and models is None:
         benchmark_models = [naive.Naive, arima.ARIMA, arima.ARIMA, arima.ARIMA, arima.ARIMA,
                             quantreg.QuantileRegression, quantreg.QuantileRegression]
 
     if benchmark_models_parameters is None:
-        benchmark_models_parameters = [None, (1, 0, 0), (1, 0, 1), (2, 0, 1), (2, 0, 2), 1, 2]
+        benchmark_models_parameters = [1, (1, 0, 0), (1, 0, 1), (2, 0, 1), (2, 0, 2), 1, 2]
 
     cluster = dispy.JobCluster(run_point, nodes=nodes) #, depends=dependencies)
 
@@ -135,15 +135,15 @@ def point_sliding_window(data, windowsize, train=0.8, models=None, partitioners=
                     mfts.order = order
                     pool.append(mfts)
         else:
-            pool.append(mfts)
             mfts.order = 1
             pool.append(mfts)
 
-    for count, model in enumerate(benchmark_models, start=0):
-        par = benchmark_models_parameters[count]
-        mfts = model(str(par if par is not None else ""))
-        mfts.order = par
-        pool.append(mfts)
+    if benchmark_models is not None:
+        for count, model in enumerate(benchmark_models, start=0):
+            par = benchmark_models_parameters[count]
+            mfts = model(str(par if par is not None else ""))
+            mfts.order = par
+            pool.append(mfts)
 
     experiments = 0
     for ct, train, test in Util.sliding_window(data, windowsize, train):
diff --git a/benchmarks/naive.py b/benchmarks/naive.py
index e9ea5ad..217436c 100644
--- a/benchmarks/naive.py
+++ b/benchmarks/naive.py
@@ -14,5 +14,5 @@ class Naive(fts.FTS):
         self.is_high_order = False
 
     def forecast(self, data, **kwargs):
-        return [k for k in data]
+        return data
 
diff --git a/benchmarks/quantreg.py b/benchmarks/quantreg.py
index 85bf679..ef73220 100644
--- a/benchmarks/quantreg.py
+++ b/benchmarks/quantreg.py
@@ -55,7 +55,7 @@ class QuantileRegression(fts.FTS):
 
         ret = []
 
-        for k in np.arange(self.order, l):
+        for k in np.arange(self.order, l+1):   #+1 to forecast one step ahead given all available lags
             sample = ndata[k - self.order : k]
 
             ret.append(self.linearmodel(sample, self.mean_qt))
@@ -72,7 +72,7 @@ class QuantileRegression(fts.FTS):
 
         ret = []
 
-        for k in np.arange(self.order - 1, l):
+        for k in np.arange(self.order , l):
             sample = ndata[k - self.order: k]
             up = self.linearmodel(sample, self.upper_qt)
             down = self.linearmodel(sample, self.down_qt)
diff --git a/tests/general.py b/tests/general.py
index 6e79d5d..c8e9f34 100644
--- a/tests/general.py
+++ b/tests/general.py
@@ -39,7 +39,7 @@ os.chdir("/home/petronio/dados/Dropbox/Doutorado/Codigos/")
 #gauss_teste = random.normal(0,1.0,400)
 
 taiexpd = pd.read_csv("DataSets/TAIEX.csv", sep=",")
-taiex = np.array(taiexpd["avg"][:5000])
+taiex = np.array(taiexpd["avg"][:2000])
 
 #nasdaqpd = pd.read_csv("DataSets/NASDAQ_IXIC.csv", sep=",")
 #nasdaq = np.array(nasdaqpd["avg"][0:5000])
@@ -54,34 +54,39 @@ from statsmodels.tsa.tsatools import lagmat
 #print(lag)
 #print(a)
 
-from pyFTS.benchmarks import distributed_benchmarks as bchmk
+from pyFTS.benchmarks import benchmarks as bchmk
+#from pyFTS.benchmarks import distributed_benchmarks as bchmk
 #from pyFTS.benchmarks import parallel_benchmarks as bchmk
 from pyFTS.benchmarks import Util
 from pyFTS.benchmarks import arima, quantreg
 
-#Util.cast_dataframe_to_sintetic_point("experiments/taiex_point_analitic.csv","experiments/taiex_point_sintetic.csv",11)
+#Util.cast_dataframe_to_synthetic_point("experiments/taiex_point_analitic.csv","experiments/taiex_point_sintetic.csv",11)
 
 #Util.plot_dataframe_point("experiments/taiex_point_sintetic.csv","experiments/taiex_point_analitic.csv",11)
 
 #tmp = arima.ARIMA("")
-#tmp.train(taiex[:1600], None, order=(1,0,1))
-#teste = tmp.forecast(taiex[1600:1610])
+#tmp.train(taiex[:1600], None, order=(2,0,2))
+#teste = tmp.forecast(taiex[1600:1605])
 
 #tmp = quantreg.QuantileRegression("")
-#tmp.train(taiex[:1600], None, order=1)
-#teste = tmp.forecast(taiex[1600:1610])
+#tmp.train(taiex[:1600], None, order=2)
+#teste = tmp.forecast(taiex[1600:1605])
 
-#print(taiex[1600:1610])
+#print(taiex[1600:1605])
 #print(teste)
 
 #bchmk.teste(taiex,['192.168.0.109', '192.168.0.101'])
 
-bchmk.point_sliding_window(taiex,2000,train=0.8, #models=[yu.WeightedFTS], # #
-                     partitioners=[Grid.GridPartitioner], #Entropy.EntropyPartitioner], # FCM.FCMPartitioner, ],
-                     partitions= np.arange(10,200,step=10), #transformation=diff,
-                     dump=True, save=True, file="experiments/taiex_point_analytic.csv",
-                     nodes=['192.168.0.102', '192.168.0.109', '192.168.0.106']) #, depends=[hofts, ifts])
+from pyFTS import song, chen, yu, cheng
 
+
+bchmk.point_sliding_window(taiex,1000,train=0.8, models=[], #song.ConventionalFTS, chen.ConventionalFTS], #[yu.WeightedFTS, cheng.TrendWeightedFTS], # #
+                     partitioners=[Grid.GridPartitioner], #Entropy.EntropyPartitioner], # FCM.FCMPartitioner, ],
+                     partitions= [10], #np.arange(10,200,step=10), #transformation=diff,
+                     dump=True, save=True, file="experiments/XXXtaiex_point_analytic.csv") #,
+#                     nodes=['192.168.0.102', '192.168.0.109', '192.168.0.106']) #, depends=[hofts, ifts])
+
+"""
 diff = Transformations.Differential(1)
 
 bchmk.point_sliding_window(taiex,2000,train=0.8, #models=[yu.WeightedFTS], # #
@@ -89,7 +94,7 @@ bchmk.point_sliding_window(taiex,2000,train=0.8, #models=[yu.WeightedFTS], # #
                      partitions= np.arange(10,200,step=10), transformation=diff,
                      dump=True, save=True, file="experiments/taiex_point_analytic_diff.csv",
                      nodes=['192.168.0.102', '192.168.0.109', '192.168.0.106']) #, depends=[hofts, ifts])
-
+"""
 #bchmk.testa(taiex,[10,20],partitioners=[Grid.GridPartitioner], nodes=['192.168.0.109', '192.168.0.101'])
 
 #parallel_util.explore_partitioners(taiex,20)