- Cheng: Trend Weighted FTS

cheng.py

@@ -0,0 +1,47 @@
+import numpy as np
+from pyFTS.common import FuzzySet,FLR
+from pyFTS import fts, yu
+
+
+class TrendWeightedFLRG(yu.WeightedFTS):
+    def __init__(self, LHS, **kwargs):
+        super(TrendWeightedFTS, self).__init__(LHS)
+
+    def weights(self):
+        count_nochange = 0.0
+        count_up = 0.0
+        count_down = 0.0
+        weights = []
+
+        for c in self.RHS:
+            tmp = 0
+            if self.RHS.midpoint == c.midpoint:
+                count_nochange += 1.0
+                tmp = count_nochange
+            elif self.RHS.midpoint > c.midpoint:
+                count_down += 1.0
+                tmp = count_down
+            else:
+                count_up += 1.0
+                tmp = count_up
+            weights.append(tmp)
+
+        tot = sum(weights)
+        return np.array([k / tot for k in weights])
+
+
+class TrendWeightedFTS(yu.WeightedFTS):
+    def __init__(self, order, name, **kwargs):
+        super(TrendWeightedFTS, self).__init__(1, "TWFTS " + name)
+        self.name = "Trend Weighted FTS"
+        self.detail = "Cheng"
+
+    def generateFLRG(self, flrs):
+        flrgs = {}
+        for flr in flrs:
+            if flr.LHS.name in flrgs:
+                flrgs[flr.LHS.name].append(flr.RHS)
+            else:
+                flrgs[flr.LHS.name] = TrendWeightedFLRG(flr.LHS);
+                flrgs[flr.LHS.name].append(flr.RHS)
+        return (flrgs)

yu.py

@@ -4,7 +4,7 @@ from pyFTS import fts
 
 
 class WeightedFLRG(fts.FTS):
-    def __init__(self, order, **kwargs):
+    def __init__(self, order, LHS, **kwargs):
         self.LHS = LHS
         self.RHS = []
         self.count = 1.0
@@ -31,7 +31,7 @@ class WeightedFLRG(fts.FTS):
 
 
 class WeightedFTS(fts.FTS):
-    def __init__(self, order, **kwargs):
+    def __init__(self, order, name, **kwargs):
         super(WeightedFTS, self).__init__(1, "WFTS " + name)
         self.name = "Weighted FTS"
         self.detail = "Yu"