- First fully-functional multivariate FTS method (multiavariate extension of Chen's method)

pyFTS/common/FuzzySet.py

@@ -7,7 +7,7 @@ class FuzzySet(object):
     """
     Fuzzy Set
     """
-    def __init__(self, name, mf, parameters, centroid, alpha=1.0, type='common'):
+    def __init__(self, name, mf, parameters, centroid, alpha=1.0, **kwargs):
         """
         Create a Fuzzy Set 
         :param name: fuzzy set name
@@ -20,7 +20,8 @@ class FuzzySet(object):
         self.parameters = parameters
         self.centroid = centroid
         self.alpha = alpha
-        self.type = type
+        self.type = kwargs.get('type', 'common')
+        self.variable = kwargs.get('variable',None)
         ":param Z: Partition function in respect to the membership function"
         self.Z = None
         if self.mf == Membership.trimf:

pyFTS/common/flrg.py

@@ -15,14 +15,14 @@ class FLRG(object):
         ret = 0.0
         if isinstance(self.LHS, (list, set)):
             assert len(self.LHS) == len(data)
-            ret = min([self.LHS[ct].membership(dat) for ct, dat in enumerate(data)])
+            ret = np.nanmin([self.LHS[ct].membership(dat) for ct, dat in enumerate(data)])
         else:
             ret = self.LHS.membership(data)
         return ret
 
     def get_midpoint(self):
         if self.midpoint is None:
-            self.midpoint = sum(self.get_midpoints())/len(self.RHS)
+            self.midpoint = np.nanmean(self.get_midpoints())
         return self.midpoint
 
     def get_midpoints(self):

pyFTS/common/tree.py

@@ -53,7 +53,7 @@ def flat(dados):
             yield inst
 
 
-def buildTreeWithoutOrder(node, lags, level):
+def build_tree_without_order(node, lags, level):
 
     if level not in lags:
         return
@@ -62,4 +62,4 @@ def buildTreeWithoutOrder(node, lags, level):
         node.appendChild(FLRGTreeNode(s))
 
     for child in node.getChildren():
-        buildTreeWithoutOrder(child, lags, level + 1)
+        build_tree_without_order(child, lags, level + 1)

pyFTS/data/TAIEX.py

@@ -6,6 +6,13 @@ import pkg_resources
 
 def get_data():
     filename = pkg_resources.resource_filename('pyFTS', 'data/TAIEX.csv')
-    dat = pd.read_csv(filename, sep=";")
+    dat = pd.read_csv(filename, sep=",")
     dat = np.array(dat["avg"])
     return dat
+
+
+def get_dataframe():
+    filename = pkg_resources.resource_filename('pyFTS', 'data/TAIEX.csv')
+    dat = pd.read_csv(filename, sep=",")
+    dat["Date"] = pd.to_datetime(dat["Date"])
+    return dat

pyFTS/models/ensemble/ensemble.py

@@ -154,7 +154,7 @@ class EnsembleFTS(fts.FTS):
 
             root = tree.FLRGTreeNode(None)
 
-            tree.buildTreeWithoutOrder(root, lags, 0)
+            tree.build_tree_without_order(root, lags, 0)
 
             for p in root.paths():
                 path = list(reversed(list(filter(None.__ne__, p))))
@@ -199,7 +199,7 @@ class EnsembleFTS(fts.FTS):
 
             root = tree.FLRGTreeNode(None)
 
-            tree.buildTreeWithoutOrder(root, lags, 0)
+            tree.build_tree_without_order(root, lags, 0)
 
             for p in root.paths():
                 path = list(reversed(list(filter(None.__ne__, p))))

pyFTS/models/multivariate/FLR.py

@@ -1,4 +1,6 @@
 
+import numpy as np
+from pyFTS.common import flrg as flg
 
 class FLR(object):
     """Multivariate Fuzzy Logical Relationship"""
@@ -12,11 +14,47 @@ class FLR(object):
         self.LHS = {}
         self.RHS = None
 
-    def set_lhs(self,var,set):
+    def set_lhs(self, var, set):
         self.LHS[var] = set
 
     def set_rhs(self, set):
         self.RHS = set
 
     def __str__(self):
-        return str([k.name for k in self.LHS]) + " -> " + self.RHS.name
+        return str([k +":"+self.LHS[k].name for k in self.LHS.keys()]) + " -> " + self.RHS.name
+
+
+class FLRG(flg.FLRG):
+
+    def __init__(self, **kwargs):
+        super(FLRG,self).__init__(0,**kwargs)
+        self.LHS = kwargs.get('lhs', {})
+        self.RHS = set()
+        self.key = None
+
+    def set_lhs(self, var, set):
+        self.LHS[var] = set
+
+    def append_rhs(self, set):
+        self.RHS.add(set)
+
+    def get_key(self):
+        if self.key is None:
+            _str = ""
+            for k in self.LHS.keys():
+                _str += "," if len(_str) > 0 else ""
+                _str += k + ":" + self.LHS[k].name
+            self.key = _str
+
+        return self.key
+
+    def get_membership(self, data):
+        return np.nanmin([self.LHS[k].membership(data[k]) for k in self.LHS.keys()])
+
+    def __str__(self):
+        _str = ""
+        for k in self.RHS:
+            _str += "," if len(_str) > 0 else ""
+            _str += k.name
+
+        return self.get_key() + " -> " + _str

pyFTS/models/multivariate/common.py

@@ -1,17 +1,16 @@
-from pyFTS.common import fts
+from pyFTS.common import fts, FuzzySet, FLR, Membership, tree
+from pyFTS.partitioners import Grid
+from pyFTS.models.multivariate import FLR as MVFLR
+
+import numpy as np
+import pandas as pd
 
 
-class Variable:
+def fuzzyfy_instance(data_point, var):
-    def __init__(self,name, **kwargs):
+    mv = np.array([fs.membership(data_point) for fs in var.partitioner.sets])
-        self.name = name
+    ix = np.ravel(np.argwhere(mv > 0.0))
-        self.alias = kwargs.get('alias', self.name)
+    sets = [var.partitioner.sets[i] for i in ix]
-        self.data_label = kwargs.get('alias', self.name)
+    return sets
-        self.partitioner = kwargs.get('partitioner',None)
-        self.type = kwargs.get('type', 'common')
-        self.transformation = kwargs.get('transformation', None)
-
-    def __str__(self):
-        return self.name
 
 
 class MVFTS(fts.FTS):
@@ -19,8 +18,122 @@ class MVFTS(fts.FTS):
         super(MVFTS, self).__init__(1, name, **kwargs)
         self.explanatory_variables = []
         self.target_variable = None
+        self.flrgs = {}
 
     def append_variable(self, var):
         self.explanatory_variables.append(var)
 
+    def format_data(self, data):
+        ndata = {}
+        for var in self.explanatory_variables:
+            ndata[var.name] = data[var.data_label]
+
+        return ndata
+
+    def apply_transformations(self, data, params=None, updateUoD=False, **kwargs):
+        ndata = data.copy(deep=True)
+        for var in self.explanatory_variables:
+            ndata[var.data_label] = var.apply_transformations(data[var.data_label].values)
+
+        return ndata
+
+    def generate_lhs_flrs(self, data):
+        flrs = []
+        lags = {}
+        for vc, var in enumerate(self.explanatory_variables):
+            data_point = data[var.data_label]
+            lags[vc] = fuzzyfy_instance(data_point, var)
+
+        root = tree.FLRGTreeNode(None)
+
+        tree.build_tree_without_order(root, lags, 0)
+
+        for p in root.paths():
+            path = list(reversed(list(filter(None.__ne__, p))))
+
+            flr = MVFLR.FLR()
+
+            for c, e in enumerate(path, start=0):
+                flr.set_lhs(e.variable, e)
+
+                flrs.append(flr)
+
+        return flrs
+
+    def generate_flrs(self, data):
+        flrs = []
+        for ct in range(1, len(data.index)):
+            ix = data.index[ct-1]
+            data_point = data.loc[ix]
+
+            tmp_flrs = self.generate_lhs_flrs(data_point)
+
+            target_ix = data.index[ct]
+            target_point = data[self.target_variable.data_label][target_ix]
+            target = fuzzyfy_instance(target_point, self.target_variable)
+
+            for flr in tmp_flrs:
+                for t in target:
+                    flr.set_rhs(t)
+                    flrs.append(flr)
+
+        return flrs
+
+    def generate_flrg(self, flrs):
+        flrgs = {}
+
+        for flr in flrs:
+            flrg = MVFLR.FLRG(lhs=flr.LHS)
+
+            if flrg.get_key() not in flrgs:
+                flrgs[flrg.get_key()] = flrg
+
+            flrgs[flrg.get_key()].append_rhs(flr.RHS)
+
+        return flrgs
+
+    def train(self, data, **kwargs):
+
+        ndata = self.apply_transformations(data)
+
+        flrs = self.generate_flrs(ndata)
+        self.flrgs = self.generate_flrg(flrs)
+
+    def forecast(self, data, **kwargs):
+        ret = []
+        ndata = self.apply_transformations(data)
+        for ix in ndata.index:
+            data_point = ndata.loc[ix]
+            flrs = self.generate_lhs_flrs(data_point)
+            mvs = []
+            mps = []
+            for flr in flrs:
+                flrg = MVFLR.FLRG(lhs=flr.LHS)
+                if flrg.get_key() not in self.flrgs:
+                    #print('hit')
+                    mvs.append(0.)
+                    mps.append(0.)
+                else:
+                    mvs.append(self.flrgs[flrg.get_key()].get_membership(self.format_data(data_point)))
+                    mps.append(self.flrgs[flrg.get_key()].get_midpoint())
+
+            #print('mv', mvs)
+            #print('mp', mps)
+            mv = np.array(mvs)
+            mp = np.array(mps)
+
+            ret.append(np.dot(mv,mp.T)/np.sum(mv))
+
+        self.target_variable.apply_inverse_transformations(ret,
+                                                           params=data[self.target_variable.data_label].values)
+
+        return ret
+
+    def __str__(self):
+        _str = self.name + ":\n"
+        for k in self.flrgs.keys():
+            _str += str(self.flrgs[k]) + "\n"
+
+        return _str
+
 

pyFTS/models/multivariate/variable.py

@@ -0,0 +1,49 @@
+from pyFTS.common import fts, FuzzySet, FLR, Membership, tree
+from pyFTS.partitioners import Grid
+from pyFTS.models.multivariate import FLR as MVFLR
+
+
+class Variable:
+    def __init__(self, name, **kwargs):
+        self.name = name
+        self.alias = kwargs.get('alias', self.name)
+        self.data_label = kwargs.get('data_label', self.name)
+        self.type = kwargs.get('type', 'common')
+        self.transformation = kwargs.get('transformation', None)
+        self.transformation_params = kwargs.get('transformation_params', None)
+        self.partitioner = None
+
+        if kwargs.get('data', None) is not None:
+            self.build(**kwargs)
+
+    def build(self, **kwargs):
+        fs = kwargs.get('partitioner', Grid.GridPartitioner)
+        mf = kwargs.get('func', Membership.trimf)
+        np = kwargs.get('npart', 10)
+        data = kwargs.get('data', None)
+        self.partitioner = fs(data=data[self.data_label].values, npart=np, func=mf,
+                              transformation=self.transformation, prefix=self.alias,
+                              variable=self.name)
+
+    def apply_transformations(self, data, **kwargs):
+
+        if kwargs.get('params', None) is not None:
+            self.transformation_params = kwargs.get('params', None)
+
+        if self.transformation is not None:
+            return self.transformation.apply(data, self.transformation_params)
+
+        return data
+
+    def apply_inverse_transformations(self, data, **kwargs):
+
+        if kwargs.get('params', None) is not None:
+            self.transformation_params = kwargs.get('params', None)
+
+        if self.transformation is not None:
+            return self.transformation.inverse(data, self.transformation_params)
+
+        return data
+
+    def __str__(self):
+        return self.name

pyFTS/models/seasonal/common.py

@@ -87,8 +87,8 @@ class FuzzySet(FuzzySet.FuzzySet):
     Temporal/Seasonal Fuzzy Set
     """
 
-    def __init__(self, datepart, name, mf, parameters, centroid, alpha=1.0):
+    def __init__(self, datepart, name, mf, parameters, centroid, alpha=1.0, **kwargs):
-        super(FuzzySet, self).__init__(name, mf, parameters, centroid, alpha)
+        super(FuzzySet, self).__init__(name, mf, parameters, centroid, alpha, type = 'datetime', **kwargs)
         self.datepart = datepart
 
     def membership(self, x):

pyFTS/models/seasonal/partitioner.py

@@ -9,19 +9,20 @@ import matplotlib.pylab as plt
 class TimeGridPartitioner(partitioner.Partitioner):
     """Even Length DateTime Grid Partitioner"""
 
-    def __init__(self, data, npart, season, func=Membership.trimf, names=None):
+    def __init__(self, **kwargs):
         """
         Even Length Grid Partitioner
+        :param seasonality: Time granularity, from pyFTS.models.seasonal.common.DateTime
         :param data: Training data of which the universe of discourse will be extracted. The universe of discourse is the open interval between the minimum and maximum values of the training data.
         :param npart: The number of universe of discourse partitions, i.e., the number of fuzzy sets that will be created
         :param func: Fuzzy membership function (pyFTS.common.Membership)
         """
-        super(TimeGridPartitioner, self).__init__("TimeGrid", data, npart, func=func, names=names, transformation=None,
+        super(TimeGridPartitioner, self).__init__(name="TimeGrid", **kwargs)
-                                                  indexer=None, preprocess=False)
 
-        self.season = season
+        self.season = kwargs.get('seasonality', DateTime.day_of_year)
+        data = kwargs.get('data', None)
         if self.season == DateTime.year:
-            ndata = [strip_datepart(k, season) for k in data]
+            ndata = [strip_datepart(k, self.season) for k in data]
             self.min = min(ndata)
             self.max = max(ndata)
         else:
@@ -34,6 +35,8 @@ class TimeGridPartitioner(partitioner.Partitioner):
     def build(self, data):
         sets = []
 
+        kwargs = {'variable': self.variable}
+
         if self.season == DateTime.year:
             dlen = (self.max - self.min)
             partlen = dlen / self.partitions
@@ -49,30 +52,37 @@ class TimeGridPartitioner(partitioner.Partitioner):
                     tmp = Composite(set_name, superset=True)
                     tmp.append_set(FuzzySet(self.season, set_name, Membership.trimf,
                                             [self.season.value - pl2, self.season.value,
-                                             self.season.value + 0.0000001], self.season.value, alpha=.5))
+                                             self.season.value + 0.0000001], self.season.value, alpha=.5,
+                                            **kwargs))
                     tmp.append_set(FuzzySet(self.season, set_name, Membership.trimf,
-                                            [c - partlen, c, c + partlen], c))
+                                            [c - partlen, c, c + partlen], c,
+                                            **kwargs))
                     tmp.centroid = c
                     sets.append(tmp)
                 else:
                     sets.append(FuzzySet(self.season, set_name, Membership.trimf,
-                                         [c - partlen, c, c + partlen], c))
+                                         [c - partlen, c, c + partlen], c,
+                                         **kwargs))
             elif self.membership_function == Membership.gaussmf:
-                sets.append(FuzzySet(self.season, set_name, Membership.gaussmf, [c, partlen / 3], c))
+                sets.append(FuzzySet(self.season, set_name, Membership.gaussmf, [c, partlen / 3], c,
+                                     **kwargs))
             elif self.membership_function == Membership.trapmf:
                 q = partlen / 4
                 if c == self.min:
                     tmp = Composite(set_name, superset=True)
                     tmp.append_set(FuzzySet(self.season, set_name, Membership.trimf,
                                             [self.season.value - pl2, self.season.value,
-                                             self.season.value + 0.0000001], 0))
+                                             self.season.value + 0.0000001], 0,
+                                            **kwargs))
                     tmp.append_set(FuzzySet(self.season, set_name, Membership.trapmf,
-                                            [c - partlen, c - q, c + q, c + partlen], c))
+                                            [c - partlen, c - q, c + q, c + partlen], c,
+                                            **kwargs))
                     tmp.centroid = c
                     sets.append(tmp)
                 else:
                     sets.append(FuzzySet(self.season, set_name, Membership.trapmf,
-                                         [c - partlen, c - q, c + q, c + partlen], c))
+                                         [c - partlen, c - q, c + q, c + partlen], c,
+                                         **kwargs))
             count += 1
 
         self.min = 0

pyFTS/partitioners/CMeans.py

@@ -78,8 +78,8 @@ def c_means(k, dados, tam):
 
 
 class CMeansPartitioner(partitioner.Partitioner):
-    def __init__(self, data, npart, func = Membership.trimf, transformation=None, indexer=None):
+    def __init__(self, **kwargs):
-        super(CMeansPartitioner, self).__init__("CMeans", data, npart, func=func, transformation=transformation, indexer=indexer)
+        super(CMeansPartitioner, self).__init__(name="CMeans", **kwargs)
 
     def build(self, data):
         sets = []

pyFTS/partitioners/Entropy.py

@@ -79,8 +79,8 @@ def bestSplit(data, npart):
 
 class EntropyPartitioner(partitioner.Partitioner):
     """Huarng Entropy Partitioner"""
-    def __init__(self, data, npart, func = Membership.trimf, transformation=None, indexer=None):
+    def __init__(self, **kwargs):
-        super(EntropyPartitioner, self).__init__("Entropy", data, npart, func=func, transformation=transformation, indexer=indexer)
+        super(EntropyPartitioner, self).__init__(name="Entropy", **kwargs)
 
     def build(self, data):
         sets = []

pyFTS/partitioners/FCM.py

@@ -104,8 +104,8 @@ class FCMPartitioner(partitioner.Partitioner):
     """
     
     """
-    def __init__(self, data,npart,func = Membership.trimf, transformation=None, indexer=None):
+    def __init__(self, **kwargs):
-        super(FCMPartitioner, self).__init__("FCM", data, npart, func=func, transformation=transformation, indexer=indexer)
+        super(FCMPartitioner, self).__init__(name="FCM", **kwargs)
 
     def build(self,data):
         sets = []

pyFTS/partitioners/Grid.py

@@ -9,7 +9,7 @@ from pyFTS.partitioners import partitioner
 class GridPartitioner(partitioner.Partitioner):
     """Even Length Grid Partitioner"""
 
-    def __init__(self, data, npart, func = Membership.trimf, transformation=None, indexer=None):
+    def __init__(self, **kwargs):
         """
         Even Length Grid Partitioner
         :param data: Training data of which the universe of discourse will be extracted. The universe of discourse is the open interval between the minimum and maximum values of the training data.
@@ -18,11 +18,13 @@ class GridPartitioner(partitioner.Partitioner):
         :param transformation: data transformation to be applied on data
         :param indexer:
         """
-        super(GridPartitioner, self).__init__("Grid", data, npart, func=func, transformation=transformation, indexer=indexer)
+        super(GridPartitioner, self).__init__(name="Grid", **kwargs)
 
     def build(self, data):
         sets = []
 
+        kwargs = {'type': self.type, 'variable': self.variable}
+
         dlen = self.max - self.min
         partlen = dlen / self.partitions
 
@@ -30,14 +32,14 @@ class GridPartitioner(partitioner.Partitioner):
         for c in np.arange(self.min, self.max, partlen):
             if self.membership_function == Membership.trimf:
                 sets.append(
-                    FuzzySet.FuzzySet(self.prefix + str(count), Membership.trimf, [c - partlen, c, c + partlen],c))
+                    FuzzySet.FuzzySet(self.prefix + str(count), Membership.trimf, [c - partlen, c, c + partlen],c,**kwargs))
             elif self.membership_function == Membership.gaussmf:
                 sets.append(
-                    FuzzySet.FuzzySet(self.prefix + str(count), Membership.gaussmf, [c, partlen / 3], c))
+                    FuzzySet.FuzzySet(self.prefix + str(count), Membership.gaussmf, [c, partlen / 3], c,**kwargs))
             elif self.membership_function == Membership.trapmf:
                 q = partlen / 2
                 sets.append(
-                    FuzzySet.FuzzySet(self.prefix + str(count), Membership.trapmf, [c - partlen, c - q, c + q, c + partlen], c))
+                    FuzzySet.FuzzySet(self.prefix + str(count), Membership.trapmf, [c - partlen, c - q, c + q, c + partlen], c,**kwargs))
             count += 1
 
         self.min = self.min - partlen

pyFTS/partitioners/Huarng.py

@@ -12,8 +12,8 @@ from pyFTS.partitioners import partitioner
 
 class HuarngPartitioner(partitioner.Partitioner):
     """Huarng Empirical Partitioner"""
-    def __init__(self, data,npart,func = Membership.trimf, transformation=None, indexer=None):
+    def __init__(self, **kwargs):
-        super(HuarngPartitioner, self).__init__("Huarng", data, npart, func=func, transformation=transformation, indexer=indexer)
+        super(HuarngPartitioner, self).__init__(name="Huarng", **kwargs)
 
     def build(self, data):
         diff = Transformations.Differential(1)

pyFTS/partitioners/partitioner.py

@@ -8,8 +8,7 @@ class Partitioner(object):
     Universe of Discourse partitioner. Split data on several fuzzy sets
     """
 
-    def __init__(self, name, data, npart, func=Membership.trimf, names=None, prefix="A",
+    def __init__(self, **kwargs):
-                 transformation=None, indexer=None, preprocess=True):
         """
         Universe of Discourse partitioner scheme. Split data on several fuzzy sets
         :param name: partitioner name
@@ -20,24 +19,28 @@ class Partitioner(object):
         :param prefix: prefix of auto generated partition names
         :param transformation: data transformation to be applied on data
         """
-        self.name = name
+        self.name = kwargs.get('name',"")
-        self.partitions = npart
+        self.partitions = kwargs.get('npart',10)
         self.sets = []
-        self.membership_function = func
+        self.membership_function = kwargs.get('func',Membership.trimf)
-        self.setnames = names
+        self.setnames = kwargs.get('names',None)
-        self.prefix = prefix
+        self.prefix = kwargs.get('prefix','A')
-        self.transformation = transformation
+        self.transformation = kwargs.get('transformation',None)
-        self.indexer = indexer
+        self.indexer = kwargs.get('indexer',None)
+        self.variable = kwargs.get('variable', None)
+        self.type = kwargs.get('type', 'common')
 
-        if preprocess:
+        if kwargs.get('preprocess',True):
+
+            data = kwargs.get('data',[None])
 
             if self.indexer is not None:
                 ndata = self.indexer.get_data(data)
             else:
                 ndata = data
 
-            if transformation is not None:
+            if self.transformation is not None:
-                ndata = transformation.apply(ndata)
+                ndata = self.transformation.apply(ndata)
             else:
                 ndata = data
 
@@ -84,7 +87,8 @@ class Partitioner(object):
                     self.plot_set(ax, ss)
             ticks.append(str(round(s.centroid,0))+'\n'+s.name)
             x.append(s.centroid)
-        plt.xticks(x,ticks)
+        ax.xaxis.set_ticklabels(ticks)
+        ax.xaxis.set_ticks(x)
 
     def plot_set(self, ax, s):
         if s.mf == Membership.trimf:

pyFTS/tests/multivariate.py

@@ -0,0 +1,48 @@
+import pandas as pd
+import matplotlib.pylab as plt
+from pyFTS.data import TAIEX as tx
+from pyFTS.common import Transformations
+
+
+bc = Transformations.BoxCox(0)
+diff = Transformations.Differential(1)
+
+df = tx.get_dataframe()
+df = df.dropna()
+#df.loc[2209]
+train = df.iloc[2000:2500]
+test = df.iloc[2500:3000]
+
+from pyFTS.partitioners import Grid, Util as pUtil
+from pyFTS.models.multivariate import common, variable
+
+model = common.MVFTS("")
+
+#fig, axes = plt.subplots(nrows=5, ncols=1,figsize=[10,10])
+
+vopen = variable.Variable("Open", data_label="Openly", partitioner=Grid.GridPartitioner, npart=40, data=df)
+model.append_variable(vopen)
+#vopen.partitioner.plot(axes[0])
+vhigh = variable.Variable("High", data_label="Highest", partitioner=Grid.GridPartitioner, npart=40, data=df)#train)
+model.append_variable(vhigh)
+#vhigh.partitioner.plot(axes[1])
+vlow = variable.Variable("Low", data_label="Lowermost", partitioner=Grid.GridPartitioner, npart=40, data=df)#train)
+model.append_variable(vlow)
+#vlow.partitioner.plot(axes[2])
+vclose = variable.Variable("Close", data_label="Close", partitioner=Grid.GridPartitioner, npart=40, data=df)#train)
+model.append_variable(vclose)
+#vclose.partitioner.plot(axes[3])
+vvol = variable.Variable("Volume", data_label="Volume", partitioner=Grid.GridPartitioner, npart=100, data=df,
+                         transformation=bc)#train)
+model.append_variable(vvol)
+#vvol.partitioner.plot(axes[4])
+
+model.target_variable = vvol
+
+#plt.tight_layout()
+model.train(train)
+
+forecasted = model.forecast(test)
+
+print([round(k,0) for k in test['Volume'].values.tolist()])
+print([round(k,0) for k in forecasted])

setup.py

@@ -4,11 +4,10 @@ setup(
     name='pyFTS',
     packages=['pyFTS', 'pyFTS.benchmarks', 'pyFTS.common', 'pyFTS.data', 'pyFTS.models.ensemble',
               'pyFTS.models', 'pyFTS.models.seasonal', 'pyFTS.partitioners', 'pyFTS.probabilistic',
-              'pyFTS.tests', 'pyFTS.models.nonstationary'],
+              'pyFTS.tests', 'pyFTS.models.nonstationary', 'pyFTS.models.multivariate'],
     #package_dir={}
     package_data={'benchmarks': ['*'], 'common': ['*'], 'data': ['*'],
-                  'models': ['*'], 'seasonal': ['*'], 'ensemble': ['*'],
+                  'models': ['*'],  'partitioners': ['*'], 'probabilistic': ['*'], 'tests': ['*']},
-                  'partitioners': ['*'], 'probabilistic': ['*'], 'tests': ['*']},
     #data_files=[('data', ['pyFTS/data/Enrollments.csv', 'pyFTS/data/AirPassengers.csv'])],
     include_package_data=True,
     version='1.1.1',