diff --git a/pyFTS/common/fts.py b/pyFTS/common/fts.py
index acf404a..43f607c 100644
--- a/pyFTS/common/fts.py
+++ b/pyFTS/common/fts.py
@@ -70,6 +70,11 @@ class FTS(object):
         :return: a numpy array with the forecasted data
         """
 
+        if self.is_multivariate:
+            ndata = data
+        else:
+            ndata = self.apply_transformations(data)
+
         if 'distributed' in kwargs:
             distributed = kwargs.pop('distributed')
         else:
@@ -85,17 +90,17 @@ class FTS(object):
             steps_ahead = kwargs.get("steps_ahead", None)
 
             if type == 'point' and steps_ahead == None:
-                return self.forecast(data, **kwargs)
+                ret = self.forecast(ndata, **kwargs)
             elif type == 'point' and steps_ahead != None:
-                return self.forecast_ahead(data, steps_ahead, **kwargs)
+                ret = self.forecast_ahead(ndata, steps_ahead, **kwargs)
             elif type == 'interval' and steps_ahead == None:
-                return self.forecast_interval(data, **kwargs)
+                ret = self.forecast_interval(ndata, **kwargs)
             elif type == 'interval' and steps_ahead != None:
-                return self.forecast_ahead_interval(data, steps_ahead, **kwargs)
+                ret = self.forecast_ahead_interval(ndata, steps_ahead, **kwargs)
             elif type == 'distribution' and steps_ahead == None:
-                return self.forecast_distribution(data, **kwargs)
+                ret = self.forecast_distribution(ndata, **kwargs)
             elif type == 'distribution' and steps_ahead != None:
-                return self.forecast_ahead_distribution(data, steps_ahead, **kwargs)
+                ret = self.forecast_ahead_distribution(ndata, steps_ahead, **kwargs)
             else:
                 raise ValueError('The argument \'type\' has an unknown value.')
 
@@ -104,7 +109,13 @@ class FTS(object):
             nodes = kwargs.get("nodes", ['127.0.0.1'])
             num_batches = kwargs.get('num_batches', 10)
 
-            return Util.distributed_predict(self, kwargs, nodes, data, num_batches)
+            ret = Util.distributed_predict(self, kwargs, nodes, ndata, num_batches)
+
+        if type != 'distribution' and not self.is_multivariate:
+            interval = True if type == 'interval' else False
+            ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]], interval=interval)
+
+        return ret
 
 
     def forecast(self, data, **kwargs):
@@ -185,7 +196,7 @@ class FTS(object):
         """
         pass
 
-    def fit(self, data, **kwargs):
+    def fit(self, ndata, **kwargs):
         """
 
         :param data: the training time series
@@ -204,6 +215,11 @@ class FTS(object):
 
         import datetime
 
+        if self.is_multivariate:
+            data = ndata
+        else:
+            data = self.apply_transformations(ndata)
+
         dump = kwargs.get('dump', None)
 
         num_batches = kwargs.get('num_batches', None)
@@ -245,11 +261,11 @@ class FTS(object):
                     if dump == 'time':
                         print("[{0: %H:%M:%S}] Starting batch ".format(datetime.datetime.now()) + str(bcount))
                     if self.is_multivariate:
-                        ndata = data.iloc[ct - self.order:ct + batch_size]
+                        mdata = data.iloc[ct - self.order:ct + batch_size]
                     else:
-                        ndata = data[ct - self.order : ct + batch_size]
+                        mdata = data[ct - self.order : ct + batch_size]
 
-                    self.train(ndata, **kwargs)
+                    self.train(mdata, **kwargs)
 
                     if batch_save:
                         Util.persist_obj(self,file_path)
diff --git a/pyFTS/models/chen.py b/pyFTS/models/chen.py
index d85f624..207a15e 100644
--- a/pyFTS/models/chen.py
+++ b/pyFTS/models/chen.py
@@ -15,7 +15,7 @@ class ConventionalFLRG(flrg.FLRG):
         self.LHS = LHS
         self.RHS = set()
 
-    def get_key(self):
+    def get_key(self, sets):
         return sets[self.LHS].name
 
     def append_rhs(self, c, **kwargs):
@@ -50,14 +50,11 @@ class ConventionalFTS(fts.FTS):
     def train(self, data, **kwargs):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
-        ndata = self.apply_transformations(data)
-        tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets)
+        tmpdata = FuzzySet.fuzzyfy_series_old(data, self.sets)
         flrs = FLR.generate_non_recurrent_flrs(tmpdata)
         self.generate_flrg(flrs)
 
-    def forecast(self, data, **kwargs):
-
-        ndata = np.array(self.apply_transformations(data))
+    def forecast(self, ndata, **kwargs):
 
         l = len(ndata)
 
@@ -76,6 +73,4 @@ class ConventionalFTS(fts.FTS):
 
                 ret.append(_flrg.get_midpoint(self.sets))
 
-        ret = self.apply_inverse_transformations(ret, params=[data])
-
         return ret
diff --git a/pyFTS/models/hofts.py b/pyFTS/models/hofts.py
index ac6a792..9e1e5ff 100644
--- a/pyFTS/models/hofts.py
+++ b/pyFTS/models/hofts.py
@@ -93,8 +93,6 @@ class HighOrderFTS(fts.FTS):
 
     def train(self, data, **kwargs):
 
-        data = self.apply_transformations(data, updateUoD=True)
-
         self.order = kwargs.get('order',2)
 
         if kwargs.get('sets', None) is not None:
@@ -102,16 +100,14 @@ class HighOrderFTS(fts.FTS):
 
         self.generate_flrg(data)
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
 
         ret = []
 
-        l = len(data)
+        l = len(ndata)
 
         if l <= self.order:
-            return data
-
-        ndata = self.apply_transformations(data)
+            return ndata
 
         for k in np.arange(self.order, l+1):
             flrgs = self.generate_lhs_flrg(ndata[k - self.order: k])
@@ -126,6 +122,4 @@ class HighOrderFTS(fts.FTS):
 
             ret.append(np.nanmean(tmp))
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
diff --git a/pyFTS/models/hwang.py b/pyFTS/models/hwang.py
index 4cf2258..a382598 100644
--- a/pyFTS/models/hwang.py
+++ b/pyFTS/models/hwang.py
@@ -18,12 +18,10 @@ class HighOrderFTS(fts.FTS):
         self.shortname = "Hwang" + name
         self.detail = "Hwang"
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
 
         ordered_sets = FuzzySet.set_ordered(self.sets)
 
-        ndata = self.apply_transformations(data)
-
         l = len(self.sets)
 
         cn = np.array([0.0 for k in range(l)])
@@ -52,8 +50,6 @@ class HighOrderFTS(fts.FTS):
                     count += 1.0
             ret.append(out / count)
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
 
     def train(self, data, **kwargs):
diff --git a/pyFTS/models/ifts.py b/pyFTS/models/ifts.py
index 37695fc..d4ff0bb 100644
--- a/pyFTS/models/ifts.py
+++ b/pyFTS/models/ifts.py
@@ -44,16 +44,14 @@ class IntervalFTS(hofts.HighOrderFTS):
         return mb
 
 
-    def forecast_interval(self, data, **kwargs):
+    def forecast_interval(self, ndata, **kwargs):
 
         ret = []
 
-        l = len(data)
+        l = len(ndata)
 
         if l <= self.order:
-            return data
-
-        ndata = self.apply_transformations(data)
+            return ndata
 
         for k in np.arange(self.order, l+1):
 
@@ -78,6 +76,4 @@ class IntervalFTS(hofts.HighOrderFTS):
             up_ = sum(up) / norm
             ret.append([lo_, up_])
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]], interval=True)
-
         return ret
diff --git a/pyFTS/models/ismailefendi.py b/pyFTS/models/ismailefendi.py
index c1352ef..ecd5122 100644
--- a/pyFTS/models/ismailefendi.py
+++ b/pyFTS/models/ismailefendi.py
@@ -60,24 +60,20 @@ class ImprovedWeightedFTS(fts.FTS):
                 self.flrgs[flr.LHS] = ImprovedWeightedFLRG(flr.LHS);
                 self.flrgs[flr.LHS].append_rhs(flr.RHS)
 
-    def train(self, data, **kwargs):
+    def train(self, ndata, **kwargs):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
 
-        ndata = self.apply_transformations(data)
-
         tmpdata = FuzzySet.fuzzyfy_series(ndata, self.sets, method="maximum")
         flrs = FLR.generate_recurrent_flrs(tmpdata)
         self.generate_flrg(flrs)
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
         l = 1
 
         ordered_sets = FuzzySet.set_ordered(self.sets)
 
-        data = np.array(data)
-        ndata = self.apply_transformations(data)
-
+        ndata = np.array(ndata)
         l = len(ndata)
 
         ret = []
@@ -94,6 +90,4 @@ class ImprovedWeightedFTS(fts.FTS):
 
                 ret.append(mp.dot(flrg.weights()))
 
-        ret = self.apply_inverse_transformations(ret, params=[data])
-
         return ret
diff --git a/pyFTS/models/nonstationary/cvfts.py b/pyFTS/models/nonstationary/cvfts.py
index bec51cf..307185b 100644
--- a/pyFTS/models/nonstationary/cvfts.py
+++ b/pyFTS/models/nonstationary/cvfts.py
@@ -22,12 +22,10 @@ class ConditionalVarianceFTS(chen.ConventionalFTS):
         self.min_stack = [0,0,0]
         self.max_stack = [0,0,0]
 
-    def train(self, data, **kwargs):
+    def train(self, ndata, **kwargs):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
 
-        ndata = self.apply_transformations(data)
-
         self.min_tx = min(ndata)
         self.max_tx = max(ndata)
 
@@ -84,9 +82,7 @@ class ConditionalVarianceFTS(chen.ConventionalFTS):
 
         return affected_sets
 
-    def forecast(self, data, **kwargs):
-        ndata = np.array(self.apply_transformations(data))
-
+    def forecast(self, ndata, **kwargs):
         l = len(ndata)
 
         ret = []
@@ -123,14 +119,10 @@ class ConditionalVarianceFTS(chen.ConventionalFTS):
 
             ret.append(pto)
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
 
 
-    def forecast_interval(self, data, **kwargs):
-        ndata = np.array(self.apply_transformations(data))
-
+    def forecast_interval(self, ndata, **kwargs):
         l = len(ndata)
 
         ret = []
@@ -171,6 +163,4 @@ class ConditionalVarianceFTS(chen.ConventionalFTS):
 
             ret.append(itvl)
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
diff --git a/pyFTS/models/nonstationary/honsfts.py b/pyFTS/models/nonstationary/honsfts.py
index 3a0f615..b252572 100644
--- a/pyFTS/models/nonstationary/honsfts.py
+++ b/pyFTS/models/nonstationary/honsfts.py
@@ -1,7 +1,7 @@
 import numpy as np
 from pyFTS.common import FuzzySet, FLR, fts, tree
 from pyFTS.models import hofts
-from pyFTS.nonstationary import common, flrg
+from pyFTS.models.nonstationary import common, flrg
 
 
 class HighOrderNonStationaryFLRG(flrg.NonStationaryFLRG):
@@ -90,11 +90,8 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
 
-        ndata = self.apply_transformations(data)
-        #tmpdata = common.fuzzyfy_series_old(ndata, self.sets)
-        #flrs = FLR.generate_recurrent_flrs(ndata)
         window_size = kwargs.get('parameters', 1)
-        self.generate_flrg(ndata, window_size=window_size)
+        self.generate_flrg(data, window_size=window_size)
 
     def _affected_flrgs(self, sample, k, time_displacement, window_size):
         # print("input: " + str(ndata[k]))
@@ -155,14 +152,12 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
 
         return [affected_flrgs, affected_flrgs_memberships]
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
 
         time_displacement = kwargs.get("time_displacement",0)
 
         window_size = kwargs.get("window_size", 1)
 
-        ndata = np.array(self.apply_transformations(data))
-
         l = len(ndata)
 
         ret = []
@@ -201,18 +196,14 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
 
             ret.append(pto)
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
 
-    def forecast_interval(self, data, **kwargs):
+    def forecast_interval(self, ndata, **kwargs):
 
         time_displacement = kwargs.get("time_displacement", 0)
 
         window_size = kwargs.get("window_size", 1)
 
-        ndata = np.array(self.apply_transformations(data))
-
         l = len(ndata)
 
         ret = []
@@ -259,6 +250,4 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
             ret.append([sum(lower), sum(upper)])
 
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
diff --git a/pyFTS/models/nonstationary/nsfts.py b/pyFTS/models/nonstationary/nsfts.py
index db1c19f..5920727 100644
--- a/pyFTS/models/nonstationary/nsfts.py
+++ b/pyFTS/models/nonstationary/nsfts.py
@@ -49,30 +49,23 @@ class NonStationaryFTS(fts.FTS):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
 
-        ndata = self.apply_transformations(data)
         window_size = kwargs.get('parameters', 1)
-        tmpdata = common.fuzzySeries(ndata, self.sets, window_size, method=self.method)
-        #print([k[0].name for k in tmpdata])
+        tmpdata = common.fuzzySeries(data, self.sets, window_size, method=self.method)
         flrs = FLR.generate_recurrent_flrs(tmpdata)
-        #print([str(k) for k in flrs])
         self.generate_flrg(flrs)
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
 
         time_displacement = kwargs.get("time_displacement",0)
 
         window_size = kwargs.get("window_size", 1)
 
-        ndata = np.array(self.apply_transformations(data))
-
         l = len(ndata)
 
         ret = []
 
         for k in np.arange(0, l):
 
-            #print("input: " + str(ndata[k]))
-
             tdisp = common.window_index(k + time_displacement, window_size)
 
             if self.method == 'fuzzy':
@@ -89,8 +82,6 @@ class NonStationaryFTS(fts.FTS):
                 else:
                     affected_sets.append(common.check_bounds(ndata[k], self.sets, tdisp))
 
-            #print(affected_sets)
-
             tmp = []
 
             if len(affected_sets) == 1 and self.method == 'fuzzy':
@@ -118,18 +109,14 @@ class NonStationaryFTS(fts.FTS):
 
             ret.append(pto)
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
 
-    def forecast_interval(self, data, **kwargs):
+    def forecast_interval(self, ndata, **kwargs):
 
         time_displacement = kwargs.get("time_displacement", 0)
 
         window_size = kwargs.get("window_size", 1)
 
-        ndata = np.array(self.apply_transformations(data))
-
         l = len(ndata)
 
         ret = []
@@ -179,6 +166,4 @@ class NonStationaryFTS(fts.FTS):
 
             ret.append([sum(lower), sum(upper)])
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
\ No newline at end of file
diff --git a/pyFTS/models/pwfts.py b/pyFTS/models/pwfts.py
index 9b4266a..efbb4ac 100644
--- a/pyFTS/models/pwfts.py
+++ b/pyFTS/models/pwfts.py
@@ -266,9 +266,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
         else:
             raise Exception("Unknown point forecasting method!")
 
-    def point_heuristic(self, data, **kwargs):
-
-        ndata = np.array(self.apply_transformations(data))
+    def point_heuristic(self, ndata, **kwargs):
 
         l = len(ndata)
 
@@ -298,8 +296,6 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
 
         if self.auto_update and k > self.order+1: self.update_model(ndata[k - self.order - 1 : k])
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
 
     def point_expected_value(self, data, **kwargs):
@@ -314,11 +310,9 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
 
             ret.append(tmp)
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
 
-    def forecast_interval(self, data, **kwargs):
+    def forecast_interval(self, ndata, **kwargs):
 
         if 'method' in kwargs:
             self.interval_method = kwargs.get('method','heuristic')
@@ -326,8 +320,6 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
         if 'alpha' in kwargs:
             self.alpha = kwargs.get('alpha', 0.05)
 
-        ndata = np.array(self.apply_transformations(data))
-
         l = len(ndata)
 
         ret = []
@@ -339,15 +331,12 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
             else:
                 self.interval_quantile(k, ndata, ret)
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]], interval=True)
-
         return ret
 
     def interval_quantile(self, k, ndata, ret):
         dist = self.forecast_distribution(ndata)
-        lo_qt = dist[0].quantile(self.alpha)
-        up_qt = dist[0].quantile(1.0 - self.alpha)
-        ret.append([lo_qt, up_qt])
+        itvl = dist[0].quantile([self.alpha, 1.0 - self.alpha])
+        ret.append(itvl)
 
     def interval_heuristic(self, k, ndata, ret):
 
@@ -375,14 +364,10 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
             up_ = sum(up) / norm
             ret.append([lo_, up_])
 
-    def forecast_distribution(self, data, **kwargs):
-
-        if not isinstance(data, (list, set, np.ndarray)):
-            data = [data]
+    def forecast_distribution(self, ndata, **kwargs):
 
         smooth = kwargs.get("smooth", "none")
 
-        ndata = np.array(self.apply_transformations(data))
         l = len(ndata)
         uod = self.get_UoD()
 
@@ -457,14 +442,12 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
 
         return ret
 
-    def forecast_ahead_distribution(self, data, steps, **kwargs):
+    def forecast_ahead_distribution(self, ndata, steps, **kwargs):
 
         ret = []
 
         smooth = kwargs.get("smooth", "none")
 
-        ndata = np.array(self.apply_transformations(data))
-
         uod = self.get_UoD()
 
         if 'bins' in kwargs:
diff --git a/pyFTS/models/sadaei.py b/pyFTS/models/sadaei.py
index 9309bb4..8803e41 100644
--- a/pyFTS/models/sadaei.py
+++ b/pyFTS/models/sadaei.py
@@ -69,20 +69,17 @@ class ExponentialyWeightedFTS(fts.FTS):
         self.c = kwargs.get('parameters', default_c)
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
-        ndata = self.apply_transformations(data)
-        tmpdata = FuzzySet.fuzzyfy_series(ndata, self.sets, method='maximum')
+        tmpdata = FuzzySet.fuzzyfy_series(data, self.sets, method='maximum')
         flrs = FLR.generate_recurrent_flrs(tmpdata)
         self.generate_flrg(flrs, self.c)
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
         l = 1
 
         ordered_sets = FuzzySet.set_ordered(self.sets)
 
         data = np.array(data)
 
-        ndata = self.apply_transformations(data)
-
         l = len(ndata)
 
         ret = []
@@ -99,6 +96,4 @@ class ExponentialyWeightedFTS(fts.FTS):
 
                 ret.append(mp.dot(flrg.weights()))
 
-        ret = self.apply_inverse_transformations(ret, params=[data])
-
         return ret
diff --git a/pyFTS/models/seasonal/cmsfts.py b/pyFTS/models/seasonal/cmsfts.py
index e834f1b..b0722d9 100644
--- a/pyFTS/models/seasonal/cmsfts.py
+++ b/pyFTS/models/seasonal/cmsfts.py
@@ -85,8 +85,6 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS):
 
             ret.append(sum(mp) / len(mp))
 
-        ret = self.doInverseTransformations(ret, params=[ndata])
-
         return ret
 
     def forecast_ahead(self, data, steps, **kwargs):
@@ -98,6 +96,4 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS):
 
             ret.append(sum(mp) / len(mp))
 
-        ret = self.doInverseTransformations(ret, params=data)
-
         return ret
diff --git a/pyFTS/models/seasonal/msfts.py b/pyFTS/models/seasonal/msfts.py
index 43569e6..1863aba 100644
--- a/pyFTS/models/seasonal/msfts.py
+++ b/pyFTS/models/seasonal/msfts.py
@@ -52,8 +52,6 @@ class MultiSeasonalFTS(sfts.SeasonalFTS):
 
             ret.append(sum(mp) / len(mp))
 
-        ret = self.apply_inverse_transformations(ret, params=[ndata])
-
         return ret
 
     def forecast_ahead(self, data, steps, **kwargs):
@@ -65,6 +63,4 @@ class MultiSeasonalFTS(sfts.SeasonalFTS):
 
             ret.append(sum(mp) / len(mp))
 
-        ret = self.apply_inverse_transformations(ret, params=data)
-
         return ret
diff --git a/pyFTS/models/seasonal/sfts.py b/pyFTS/models/seasonal/sfts.py
index 64e1a68..77fe694 100644
--- a/pyFTS/models/seasonal/sfts.py
+++ b/pyFTS/models/seasonal/sfts.py
@@ -65,16 +65,13 @@ class SeasonalFTS(fts.FTS):
     def train(self, data,  **kwargs):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
-        ndata = self.apply_transformations(data)
-        tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets)
+        tmpdata = FuzzySet.fuzzyfy_series_old(data, self.sets)
         flrs = FLR.generate_recurrent_flrs(tmpdata)
         self.generate_flrg(flrs)
 
     def forecast(self, data, **kwargs):
 
-        ndata = np.array(self.apply_transformations(data))
-
-        l = len(ndata)
+        l = len(data)
 
         ret = []
 
@@ -88,6 +85,4 @@ class SeasonalFTS(fts.FTS):
 
             ret.append(np.percentile(mp, 50))
 
-        ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
-
         return ret
diff --git a/pyFTS/models/song.py b/pyFTS/models/song.py
index e7a3be0..136934b 100644
--- a/pyFTS/models/song.py
+++ b/pyFTS/models/song.py
@@ -51,17 +51,15 @@ class ConventionalFTS(fts.FTS):
     def train(self, data, **kwargs):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
-        ndata = self.apply_transformations(data)
-        tmpdata = FuzzySet.fuzzyfy_series(ndata, self.sets, method='maximum')
+
+        tmpdata = FuzzySet.fuzzyfy_series(data, self.sets, method='maximum')
         flrs = FLR.generate_non_recurrent_flrs(tmpdata)
         self.operation_matrix(flrs)
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
 
         ordered_set = FuzzySet.set_ordered(self.sets)
 
-        ndata = np.array(self.apply_transformations(data))
-
         l = len(ndata)
         npart = len(self.sets)
 
@@ -81,8 +79,6 @@ class ConventionalFTS(fts.FTS):
 
                 ret.append( sum(mp)/len(mp))
 
-        ret = self.apply_inverse_transformations(ret, params=[data])
-
         return ret
 
     def __str__(self):
diff --git a/pyFTS/models/yu.py b/pyFTS/models/yu.py
index 4013159..349a571 100644
--- a/pyFTS/models/yu.py
+++ b/pyFTS/models/yu.py
@@ -57,23 +57,19 @@ class WeightedFTS(fts.FTS):
                 self.flrgs[flr.LHS] = WeightedFLRG(flr.LHS);
                 self.flrgs[flr.LHS].append_rhs(flr.RHS)
 
-    def train(self, data, **kwargs):
+    def train(self, ndata, **kwargs):
         if kwargs.get('sets', None) is not None:
             self.sets = kwargs.get('sets', None)
-        ndata = self.apply_transformations(data)
+
         tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets)
         flrs = FLR.generate_recurrent_flrs(tmpdata)
         self.generate_FLRG(flrs)
 
-    def forecast(self, data, **kwargs):
+    def forecast(self, ndata, **kwargs):
 
         ordered_sets = FuzzySet.set_ordered(self.sets)
 
-        l = 1
-
-        data = np.array(data)
-
-        ndata = self.apply_transformations(data)
+        ndata = np.array(ndata)
 
         l = len(ndata)
 
@@ -91,6 +87,4 @@ class WeightedFTS(fts.FTS):
 
                 ret.append(mp.dot(flrg.weights(self.sets)))
 
-        ret = self.apply_inverse_transformations(ret, params=[data])
-
         return ret