From 62ca5efc1bce6461f911ad6567c5529c9f2c7ea3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Petr=C3=B4nio=20C=C3=A2ndido=20de=20Lima=20e=20Silva?= Date: Tue, 25 Oct 2016 14:04:37 -0200 Subject: [PATCH] Probabilistic Interval FTS --- pifts.py | 133 +++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 133 insertions(+) create mode 100644 pifts.py diff --git a/pifts.py b/pifts.py new file mode 100644 index 0000000..1a12fcf --- /dev/null +++ b/pifts.py @@ -0,0 +1,133 @@ +import numpy as np +from pyFTS import * + +class ProbabilisticIntervalFLRG: + def __init__(self,order): + self.LHS = [] + self.RHS = [] + self.RHSfreqs = {} + self.order = order + self.frequencyCount = 0 + self.strlhs = "" + + def appendRHS(self,c): + self.RHS.append(c) + self.frequencyCount = self.frequencyCount + 1 + if c.name in self.RHSfreqs: + self.RHSfreqs[c.name] = self.RHSfreqs[c.name] + 1 + else: + self.RHSfreqs[c.name] = 1 + + def strLHS(self): + if len(self.strlhs) == 0: + for c in self.LHS: + if len(self.strlhs) > 0: + self.strlhs = self.strlhs + "," + self.strlhs = self.strlhs + c.name + return self.strlhs + + def appendLHS(self,c): + self.LHS.append(c) + + def __str__(self): + tmp = "" + for c in sorted(self.RHS, key=lambda s: s.name): + if len(tmp) > 0: + tmp = tmp + "," + tmp = tmp + c.name + return self.strLHS() + " -> " + tmp + +class ProbabilisticIntervalFTS(ifts.IntervalFTS): + def __init__(self,name): + super(IntervalFTS, self).__init__(1,name) + self.flrgs = {} + self.globalFrequency = 0 + + def generateFLRG(self, flrs): + flrgs = {} + l = len(flrs) + for k in np.arange(self.order +1, l): + flrg = ProbabilisticIntervalFLRG(self.order) + + for kk in np.arange(k - self.order, k): + flrg.appendLHS( flrs[kk].LHS ) + + if flrg.strLHS() in flrgs: + flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS) + else: + flrgs[flrg.strLHS()] = flrg; + flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS) + + self.globalFrequency = self.globalFrequency + 1 + return (flrgs) + + def forecast(self,data): + + ndata = np.array(data) + + l = len(ndata) + + ret = [] + + for k in np.arange(self.order,l): + + print(k) + + flrs = [] + mvs = [] + + up = [] + lo = [] + + # Achar os conjuntos que tem pert > 0 para cada lag + count = 0 + lags = {} + if self.order > 1: + subset = ndata[k-self.order : k ] + print(subset) + for instance in subset: + mb = common.fuzzyInstance(instance, self.sets) + tmp = np.argwhere( mb ) + idx = np.ravel(tmp) #flat the array + lags[count] = idx + count = count + 1 + + # Constrói uma árvore com todos os caminhos possíveis + + root = tree.FLRGTreeNode(None) + + self.buildTree(root,lags,0) + + # Traça os possíveis caminhos e costrói as HOFLRG's + + for p in root.paths(): + path = list(reversed(list(filter(None.__ne__, p)))) + flrg = hofts.HighOrderFLRG(self.order) + for kk in path: flrg.appendLHS(self.sets[ kk ]) + + flrs.append(flrg) + + # Acha a pertinência geral de cada FLRG + mvs.append(min(self.getSequenceMembership(subset, flrg.LHS))) + else: + + mv = common.fuzzyInstance(ndata[k],self.sets) + tmp = np.argwhere( mv ) + idx = np.ravel(tmp) + for kk in idx: + flrg = hofts.HighOrderFLRG(self.order) + flrg.appendLHS(self.sets[ kk ]) + flrs.append(flrg) + mvs.append(mv[kk]) + + count = 0 + for flrg in flrs: + # achar o os bounds de cada FLRG, ponderados pela pertinência + up.append( mvs[count] * self.getUpper(flrg) ) + lo.append( mvs[count] * self.getLower(flrg) ) + count = count + 1 + + # gerar o intervalo + ret.append( [ sum(lo), sum(up) ] ) + + return ret