Correções nos códigos para adaptação às refatorações e substituições dos tabs por 4 espaços

This commit is contained in:
Petrônio Cândido de Lima e Silva 2016-12-22 14:36:50 -02:00
parent ccfbd20d72
commit 632b218f62
15 changed files with 943 additions and 925 deletions

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@ -7,6 +7,7 @@ from mpl_toolkits.mplot3d import Axes3D
from sklearn.cross_validation import KFold
import Measures
from pyFTS.partitioners import Grid
from pyFTS.common import Membership,FuzzySet,FLR,Transformations
def Teste(par):
x = np.arange(1,par)
@ -211,7 +212,7 @@ def SelecaoKFold_MenorRMSE(original,parameters,modelo):
min_rmse_fold = 100000.0
bestd = None
fc = 0
diff = common.differential(original)
diff = Transformations.differential(original)
kf = KFold(len(original), n_folds=nfolds)
for train_ix, test_ix in kf:
train = diff[train_ix]
@ -299,7 +300,7 @@ def SelecaoSimples_MenorRMSE(original,parameters,modelo):
ret.append(forecasted_best)
# Modelo diferencial
print("\nSérie Diferencial")
difffts = common.differential(original)
difffts = Transformations.differential(original)
errors = []
forecastedd_best = []
ax2 = fig.add_axes([0, 0, 0.65, 0.45]) #left, bottom, width, height
@ -465,7 +466,7 @@ def HOSelecaoSimples_MenorRMSE(original,parameters,orders):
for p in parameters:
oc = 0
for o in orders:
sets = Grid.GridPartitionerTrimf(common.differential(original),p)
sets = Grid.GridPartitionerTrimf(Transformations.differential(original),p)
fts = hwang.HighOrderFTS(o,"k = " + str(p)+ " w = " + str(o))
fts.train(original,sets)
forecasted = [fts.forecastDiff(original, xx) for xx in range(o,len(original))]

29
chen.py
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@ -1,12 +1,14 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet, FLR
import fts
class ConventionalFLRG:
def __init__(self,LHS):
def __init__(self, LHS):
self.LHS = LHS
self.RHS = set()
def append(self,c):
def append(self, c):
self.RHS.add(c)
def __str__(self):
@ -20,8 +22,8 @@ class ConventionalFLRG:
class ConventionalFTS(fts.FTS):
def __init__(self,name):
super(ConventionalFTS, self).__init__(1,"CFTS")
def __init__(self, name):
super(ConventionalFTS, self).__init__(1, "CFTS")
self.name = "Conventional FTS"
self.detail = "Chen"
self.flrgs = {}
@ -38,11 +40,11 @@ class ConventionalFTS(fts.FTS):
def train(self, data, sets):
self.sets = sets
tmpdata = common.fuzzySeries(data,sets)
flrs = common.generateNonRecurrentFLRs(tmpdata)
tmpdata = FuzzySet.fuzzySeries(data, sets)
flrs = FLR.generateNonRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs)
def forecast(self,data):
def forecast(self, data):
ndata = np.array(data)
@ -50,11 +52,11 @@ class ConventionalFTS(fts.FTS):
ret = []
for k in np.arange(0,l):
for k in np.arange(0, l):
mv = common.fuzzyInstance(ndata[k], self.sets)
mv = FuzzySet.fuzzyInstance(ndata[k], self.sets)
actual = self.sets[ np.argwhere( mv == max(mv) )[0,0] ]
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
if actual.name not in self.flrgs:
ret.append(actual.centroid)
@ -62,9 +64,6 @@ class ConventionalFTS(fts.FTS):
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
ret.append(sum(mp)/len(mp))
ret.append(sum(mp) / len(mp))
return ret

11
fts.py
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@ -1,8 +1,9 @@
import numpy as np
from pyFTS import *
class FTS:
def __init__(self,order,name):
def __init__(self, order, name):
self.sets = {}
self.flrgs = {}
self.order = order
@ -13,8 +14,8 @@ class FTS:
self.isInterval = False
self.isDensity = False
def fuzzy(self,data):
best = {"fuzzyset":"", "membership":0.0}
def fuzzy(self, data):
best = {"fuzzyset": "", "membership": 0.0}
for f in self.sets:
fset = self.sets[f]
@ -24,13 +25,13 @@ class FTS:
return best
def forecast(self,data):
def forecast(self, data):
pass
def train(self, data, sets):
pass
def getMidpoints(self,flrg):
def getMidpoints(self, flrg):
ret = np.array([s.centroid for s in flrg.RHS])
return ret

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@ -1,14 +1,16 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet,FLR
import fts
class HighOrderFLRG:
def __init__(self,order):
def __init__(self, order):
self.LHS = []
self.RHS = {}
self.order = order
self.strlhs = ""
def appendRHS(self,c):
def appendRHS(self, c):
if c.name not in self.RHS:
self.RHS[c.name] = c
@ -20,7 +22,7 @@ class HighOrderFLRG:
self.strlhs = self.strlhs + c.name
return self.strlhs
def appendLHS(self,c):
def appendLHS(self, c):
self.LHS.append(c)
def __str__(self):
@ -31,9 +33,10 @@ class HighOrderFLRG:
tmp = tmp + c
return self.strLHS() + " -> " + tmp
class HighOrderFTS(fts.FTS):
def __init__(self,name):
super(HighOrderFTS, self).__init__(1,"HOFTS" + name)
def __init__(self, name):
super(HighOrderFTS, self).__init__(1, "HOFTS" + name)
self.name = "High Order FTS"
self.detail = "Chen"
self.order = 1
@ -42,11 +45,11 @@ class HighOrderFTS(fts.FTS):
def generateFLRG(self, flrs):
flrgs = {}
l = len(flrs)
for k in np.arange(self.order +1, l):
for k in np.arange(self.order + 1, l):
flrg = HighOrderFLRG(self.order)
for kk in np.arange(k - self.order, k):
flrg.appendLHS( flrs[kk].LHS )
flrg.appendLHS(flrs[kk].LHS)
if flrg.strLHS() in flrgs:
flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
@ -59,15 +62,15 @@ class HighOrderFTS(fts.FTS):
self.order = order
self.sets = sets
for s in self.sets: self.setsDict[s.name] = s
tmpdata = common.fuzzySeries(data,sets)
flrs = common.generateRecurrentFLRs(tmpdata)
tmpdata = FuzzySet.fuzzySeries(data, sets)
flrs = FuzzySet.generateRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs)
def getMidpoints(self,flrg):
def getMidpoints(self, flrg):
ret = np.array([self.setsDict[s].centroid for s in flrg.RHS])
return ret
def forecast(self,data):
def forecast(self, data):
ret = []
@ -77,7 +80,7 @@ class HighOrderFTS(fts.FTS):
return data
for k in np.arange(self.order, l):
tmpdata = common.fuzzySeries(data[k-self.order : k],self.sets)
tmpdata = FuzzySet.fuzzySeries(data[k - self.order: k], self.sets)
tmpflrg = HighOrderFLRG(self.order)
for s in tmpdata: tmpflrg.appendLHS(s)
@ -88,7 +91,6 @@ class HighOrderFTS(fts.FTS):
flrg = self.flrgs[tmpflrg.strLHS()]
mp = self.getMidpoints(flrg)
ret.append(sum(mp)/len(mp))
ret.append(sum(mp) / len(mp))
return ret

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@ -1,22 +1,24 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet,FLR,Transformations
import fts
class HighOrderFTS(fts.FTS):
def __init__(self,order,name):
super(HighOrderFTS, self).__init__(order,name)
def __init__(self, order, name):
super(HighOrderFTS, self).__init__(order, name)
def forecast(self,data,t):
def forecast(self, data, t):
cn = np.array([0.0 for k in range(len(self.sets))])
ow = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order-1)])
rn = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order-1)])
ow = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order - 1)])
rn = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order - 1)])
ft = np.array([0.0 for k in range(len(self.sets))])
for s in range(len(self.sets)):
cn[s] = self.sets[s].membership(data[t])
for w in range(self.order-1):
ow[w,s] = self.sets[s].membership(data[t-w])
rn[w,s] = ow[w,s] * cn[s]
ft[s] = max(ft[s],rn[w,s])
for w in range(self.order - 1):
ow[w, s] = self.sets[s].membership(data[t - w])
rn[w, s] = ow[w, s] * cn[s]
ft[s] = max(ft[s], rn[w, s])
mft = max(ft)
out = 0.0
count = 0.0
@ -26,12 +28,11 @@ class HighOrderFTS(fts.FTS):
count = count + 1.0
return out / count
def train(self, data, sets):
self.sets = sets
def predict(self,data,t):
return self.forecast(data,t)
def predict(self, data, t):
return self.forecast(data, t)
def predictDiff(self,data,t):
return data[t] + self.forecast(common.differential(data),t)
def predictDiff(self, data, t):
return data[t] + self.forecast(Transformations.differential(data), t)

50
ifts.py
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@ -1,36 +1,38 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet,FLR
import hofts, fts, tree
class IntervalFTS(hofts.HighOrderFTS):
def __init__(self,name):
def __init__(self, name):
super(IntervalFTS, self).__init__("IFTS " + name)
self.shortname = "IFTS " + name
self.name = "Interval FTS"
self.detail = "Silva, P.; Guimarães, F.; Sadaei, H."
self.detail = "Silva, P.; Guimarães, F.; Sadaei, H. (2016)"
self.flrgs = {}
self.isInterval = True
def getUpper(self,flrg):
def getUpper(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[ flrg.strLHS() ]
tmp = self.flrgs[flrg.strLHS()]
ret = max(np.array([self.setsDict[s].upper for s in tmp.RHS]))
else:
ret = flrg.LHS[-1].upper
return ret
def getLower(self,flrg):
def getLower(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[ flrg.strLHS() ]
tmp = self.flrgs[flrg.strLHS()]
ret = min(np.array([self.setsDict[s].lower for s in tmp.RHS]))
else:
ret = flrg.LHS[-1].lower
return ret
def getSequenceMembership(self, data, fuzzySets):
mb = [ fuzzySets[k].membership( data[k] ) for k in np.arange(0,len(data)) ]
mb = [fuzzySets[k].membership(data[k]) for k in np.arange(0, len(data))]
return mb
def buildTree(self,node, lags, level):
def buildTree(self, node, lags, level):
if level >= self.order:
return
@ -38,9 +40,9 @@ class IntervalFTS(hofts.HighOrderFTS):
node.appendChild(tree.FLRGTreeNode(s))
for child in node.getChildren():
self.buildTree(child,lags,level+1)
self.buildTree(child, lags, level + 1)
def forecast(self,data):
def forecast(self, data):
ndata = np.array(data)
@ -48,7 +50,7 @@ class IntervalFTS(hofts.HighOrderFTS):
ret = []
for k in np.arange(self.order-1,l):
for k in np.arange(self.order - 1, l):
affected_flrgs = []
affected_flrgs_memberships = []
@ -60,12 +62,12 @@ class IntervalFTS(hofts.HighOrderFTS):
count = 0
lags = {}
if self.order > 1:
subset = ndata[k-(self.order-1) : k+1 ]
subset = ndata[k - (self.order - 1): k + 1]
for instance in subset:
mb = common.fuzzyInstance(instance, self.sets)
tmp = np.argwhere( mb )
idx = np.ravel(tmp) #flat the array
mb = FuzzySet.fuzzyInstance(instance, self.sets)
tmp = np.argwhere(mb)
idx = np.ravel(tmp) # flat the array
lags[count] = idx
count = count + 1
@ -73,14 +75,14 @@ class IntervalFTS(hofts.HighOrderFTS):
root = tree.FLRGTreeNode(None)
self.buildTree(root,lags,0)
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 ])
for kk in path: flrg.appendLHS(self.sets[kk])
affected_flrgs.append(flrg)
@ -88,24 +90,24 @@ class IntervalFTS(hofts.HighOrderFTS):
affected_flrgs_memberships.append(min(self.getSequenceMembership(subset, flrg.LHS)))
else:
mv = common.fuzzyInstance(ndata[k],self.sets)
tmp = np.argwhere( mv )
mv = FuzzySet.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 ])
flrg.appendLHS(self.sets[kk])
affected_flrgs.append(flrg)
affected_flrgs_memberships.append(mv[kk])
count = 0
for flrg in affected_flrgs:
# achar o os bounds de cada FLRG, ponderados pela pertinência
up.append( affected_flrgs_memberships[count] * self.getUpper(flrg) )
lo.append( affected_flrgs_memberships[count] * self.getLower(flrg) )
up.append(affected_flrgs_memberships[count] * self.getUpper(flrg))
lo.append(affected_flrgs_memberships[count] * self.getLower(flrg))
count = count + 1
# gerar o intervalo
norm = sum(affected_flrgs_memberships)
ret.append( [ sum(lo)/norm, sum(up)/norm ] )
ret.append([sum(lo) / norm, sum(up) / norm])
return ret

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@ -1,13 +1,15 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet,FLR
import fts
class ImprovedWeightedFLRG:
def __init__(self,LHS):
def __init__(self, LHS):
self.LHS = LHS
self.RHS = {}
self.count = 0.0
def append(self,c):
def append(self, c):
if c.name not in self.RHS:
self.RHS[c.name] = 1.0
else:
@ -15,7 +17,7 @@ class ImprovedWeightedFLRG:
self.count = self.count + 1.0
def weights(self):
return np.array([ self.RHS[c]/self.count for c in self.RHS.keys() ])
return np.array([self.RHS[c] / self.count for c in self.RHS.keys()])
def __str__(self):
tmp = self.LHS.name + " -> "
@ -23,13 +25,13 @@ class ImprovedWeightedFLRG:
for c in sorted(self.RHS):
if len(tmp2) > 0:
tmp2 = tmp2 + ","
tmp2 = tmp2 + c + "(" + str(round(self.RHS[c]/self.count,3)) + ")"
tmp2 = tmp2 + c + "(" + str(round(self.RHS[c] / self.count, 3)) + ")"
return tmp + tmp2
class ImprovedWeightedFTS(fts.FTS):
def __init__(self,name):
super(ImprovedWeightedFTS, self).__init__(1,"IWFTS")
def __init__(self, name):
super(ImprovedWeightedFTS, self).__init__(1, "IWFTS")
self.name = "Improved Weighted FTS"
self.detail = "Ismail & Efendi"
self.setsDict = {}
@ -49,15 +51,15 @@ class ImprovedWeightedFTS(fts.FTS):
for s in self.sets: self.setsDict[s.name] = s
tmpdata = common.fuzzySeries(data,self.sets)
flrs = common.generateRecurrentFLRs(tmpdata)
tmpdata = FuzzySet.fuzzySeries(data, self.sets)
flrs = FLR.generateRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs)
def getMidpoints(self,flrg):
def getMidpoints(self, flrg):
ret = np.array([self.setsDict[s].centroid for s in flrg.RHS])
return ret
def forecast(self,data):
def forecast(self, data):
l = 1
ndata = np.array(data)
@ -66,11 +68,11 @@ class ImprovedWeightedFTS(fts.FTS):
ret = []
for k in np.arange(0,l):
for k in np.arange(0, l):
mv = common.fuzzyInstance(ndata[k], self.sets)
mv = FuzzySet.fuzzyInstance(ndata[k], self.sets)
actual = self.sets[ np.argwhere( mv == max(mv) )[0,0] ]
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
if actual.name not in self.flrgs:
ret.append(actual.centroid)
@ -78,6 +80,6 @@ class ImprovedWeightedFTS(fts.FTS):
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
ret.append( mp.dot( flrg.weights() ))
ret.append(mp.dot(flrg.weights()))
return ret

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@ -2,7 +2,7 @@ import numpy as np
import math
import random as rnd
import functools,operator
from pyFTS import *
from pyFTS.common import FuzzySet,Membership
def distancia(x,y):
if isinstance(x, list):
@ -86,6 +86,6 @@ def CMeansPartitionerTrimf(data,npart,names = None,prefix = "A"):
centroides = list(set(centroides))
centroides.sort()
for c in np.arange(1,len(centroides)-1):
sets.append(common.FuzzySet(prefix+str(c),common.trimf,[round(centroides[c-1],3), round(centroides[c],3), round(centroides[c+1],3)], round(centroides[c],3) ) )
sets.append(FuzzySet(prefix+str(c),Membership.trimf,[round(centroides[c-1],3), round(centroides[c],3), round(centroides[c+1],3)], round(centroides[c],3) ) )
return sets

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@ -2,7 +2,7 @@ import numpy as np
import math
import random as rnd
import functools,operator
from pyFTS import *
from pyFTS.common import FuzzySet,Membership
#import CMeans
@ -108,6 +108,6 @@ def FCMPartitionerTrimf(data,npart,names = None,prefix = "A"):
centroides = list(set(centroides))
centroides.sort()
for c in np.arange(1,len(centroides)-1):
sets.append(common.FuzzySet(prefix+str(c),common.trimf,[round(centroides[c-1],3), round(centroides[c],3), round(centroides[c+1],3)], round(centroides[c],3) ) )
sets.append(FuzzySet(prefix+str(c),Membership.trimf,[round(centroides[c-1],3), round(centroides[c],3), round(centroides[c+1],3)], round(centroides[c],3) ) )
return sets

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@ -2,7 +2,7 @@ import numpy as np
import math
import random as rnd
import functools,operator
from pyFTS import *
from pyFTS.common import FuzzySet,Membership
#print(common.__dict__)
@ -16,7 +16,7 @@ def GridPartitionerTrimf(data,npart,names = None,prefix = "A"):
partlen = math.ceil(dlen / npart)
partition = math.ceil(dmin)
for c in range(npart):
sets.append(common.FuzzySet(prefix+str(c),common.trimf,[round(partition-partlen,3), partition, partition+partlen], partition ) )
sets.append(FuzzySet(prefix+str(c),Membership.trimf,[round(partition-partlen,3), partition, partition+partlen], partition ) )
partition = partition + partlen
return sets

156
pifts.py
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@ -1,22 +1,24 @@
import numpy as np
import pandas as pd
import math
from pyFTS import *
from pyFTS.common import FuzzySet,FLR
import hofts, ifts, tree
class ProbabilisticFLRG(hofts.HighOrderFLRG):
def __init__(self,order):
def __init__(self, order):
super(ProbabilisticFLRG, self).__init__(order)
self.RHS = {}
self.frequencyCount = 0
def appendRHS(self,c):
def appendRHS(self, c):
self.frequencyCount = self.frequencyCount + 1
if c.name in self.RHS:
self.RHS[c.name] = self.RHS[c.name] + 1
else:
self.RHS[c.name] = 1
def getProbability(self,c):
def getProbability(self, c):
return self.RHS[c] / self.frequencyCount
def __str__(self):
@ -24,11 +26,12 @@ class ProbabilisticFLRG(hofts.HighOrderFLRG):
for c in sorted(self.RHS):
if len(tmp2) > 0:
tmp2 = tmp2 + ", "
tmp2 = tmp2 + c + "(" + str(round(self.RHS[c]/self.frequencyCount,3)) + ")"
tmp2 = tmp2 + c + "(" + str(round(self.RHS[c] / self.frequencyCount, 3)) + ")"
return self.strLHS() + " -> " + tmp2
class ProbabilisticIntervalFTS(ifts.IntervalFTS):
def __init__(self,name):
def __init__(self, name):
super(ProbabilisticIntervalFTS, self).__init__("PIFTS")
self.shortname = "PIFTS " + name
self.name = "Probabilistic Interval FTS"
@ -41,11 +44,11 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
def generateFLRG(self, flrs):
flrgs = {}
l = len(flrs)
for k in np.arange(self.order +1, l):
for k in np.arange(self.order + 1, l):
flrg = ProbabilisticFLRG(self.order)
for kk in np.arange(k - self.order, k):
flrg.appendLHS( flrs[kk].LHS )
flrg.appendLHS(flrs[kk].LHS)
if flrg.strLHS() in flrgs:
flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
@ -58,27 +61,27 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
def getProbability(self, flrg):
if flrg.strLHS() in self.flrgs:
return self.flrgs[ flrg.strLHS() ].frequencyCount / self.globalFrequency
return self.flrgs[flrg.strLHS()].frequencyCount / self.globalFrequency
else:
return 1.0 / self.globalFrequency
def getUpper(self,flrg):
def getUpper(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[ flrg.strLHS() ]
ret = sum(np.array([ tmp.getProbability(s) * self.setsDict[s].upper for s in tmp.RHS]))
tmp = self.flrgs[flrg.strLHS()]
ret = sum(np.array([tmp.getProbability(s) * self.setsDict[s].upper for s in tmp.RHS]))
else:
ret = sum(np.array([ 0.33 * s.upper for s in flrg.LHS]))
ret = sum(np.array([0.33 * s.upper for s in flrg.LHS]))
return ret
def getLower(self,flrg):
def getLower(self, flrg):
if flrg.strLHS() in self.flrgs:
tmp = self.flrgs[ flrg.strLHS() ]
ret = sum(np.array([ tmp.getProbability(s) * self.setsDict[s].lower for s in tmp.RHS]))
tmp = self.flrgs[flrg.strLHS()]
ret = sum(np.array([tmp.getProbability(s) * self.setsDict[s].lower for s in tmp.RHS]))
else:
ret = sum(np.array([ 0.33 * s.lower for s in flrg.LHS]))
ret = sum(np.array([0.33 * s.lower for s in flrg.LHS]))
return ret
def forecast(self,data):
def forecast(self, data):
ndata = np.array(data)
@ -86,9 +89,9 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
ret = []
for k in np.arange(self.order-1,l):
for k in np.arange(self.order - 1, l):
#print(k)
# print(k)
affected_flrgs = []
affected_flrgs_memberships = []
@ -101,20 +104,20 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
count = 0
lags = {}
if self.order > 1:
subset = ndata[k-(self.order-1) : k+1 ]
subset = ndata[k - (self.order - 1): k + 1]
for instance in subset:
mb = common.fuzzyInstance(instance, self.sets)
tmp = np.argwhere( mb )
idx = np.ravel(tmp) #flatten the array
mb = FuzzySet.fuzzyInstance(instance, self.sets)
tmp = np.argwhere(mb)
idx = np.ravel(tmp) # flatten the array
if idx.size == 0: # the element is out of the bounds of the Universe of Discourse
if math.ceil(instance) <= self.sets[0].lower:
idx = [0]
elif math.ceil(instance) >= self.sets[-1].upper:
idx = [len(self.sets)-1]
idx = [len(self.sets) - 1]
else:
raise Exception( instance )
raise Exception(instance)
lags[count] = idx
count = count + 1
@ -123,41 +126,41 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
root = tree.FLRGTreeNode(None)
self.buildTree(root,lags,0)
self.buildTree(root, lags, 0)
# Trace the possible paths and build the PFLRG'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 ])
for kk in path: flrg.appendLHS(self.sets[kk])
assert len(flrg.LHS) == subset.size, str(subset) + " -> " + str([s.name for s in flrg.LHS])
##
affected_flrgs.append( flrg )
affected_flrgs.append(flrg)
# Find the general membership of FLRG
affected_flrgs_memberships.append(min(self.getSequenceMembership(subset, flrg.LHS)))
else:
mv = common.fuzzyInstance(ndata[k],self.sets) # get all membership values
tmp = np.argwhere( mv ) # get the indices of values > 0
mv = FuzzySet.fuzzyInstance(ndata[k], self.sets) # get all membership values
tmp = np.argwhere(mv) # get the indices of values > 0
idx = np.ravel(tmp) # flatten the array
if idx.size == 0: # the element is out of the bounds of the Universe of Discourse
if math.ceil(ndata[k]) <= self.sets[0].lower:
idx = [0]
elif math.ceil(ndata[k]) >= self.sets[-1].upper:
idx = [len(self.sets)-1]
idx = [len(self.sets) - 1]
else:
raise Exception( ndata[k] )
raise Exception(ndata[k])
for kk in idx:
flrg = hofts.HighOrderFLRG(self.order)
flrg.appendLHS(self.sets[ kk ])
affected_flrgs.append( flrg )
flrg.appendLHS(self.sets[kk])
affected_flrgs.append(flrg)
affected_flrgs_memberships.append(mv[kk])
count = 0
@ -166,38 +169,38 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
norm = self.getProbability(flrg) * affected_flrgs_memberships[count]
if norm == 0:
norm = self.getProbability(flrg) # * 0.001
up.append( norm * self.getUpper(flrg) )
lo.append( norm * self.getLower(flrg) )
up.append(norm * self.getUpper(flrg))
lo.append(norm * self.getLower(flrg))
norms.append(norm)
count = count + 1
# gerar o intervalo
norm = sum(norms)
if norm == 0:
ret.append( [ 0, 0 ] )
ret.append([0, 0])
else:
ret.append( [ sum(lo)/norm, sum(up)/norm ] )
ret.append([sum(lo) / norm, sum(up) / norm])
return ret
def forecastAhead(self,data,steps):
ret = [[data[k],data[k]] for k in np.arange(len(data)-self.order,len(data))]
def forecastAhead(self, data, steps):
ret = [[data[k], data[k]] for k in np.arange(len(data) - self.order, len(data))]
for k in np.arange(self.order-1,steps):
for k in np.arange(self.order - 1, steps):
if ret[-1][0] <= self.sets[0].lower and ret[-1][1] >= self.sets[-1].upper:
ret.append(ret[-1])
else:
lower = self.forecast( [ret[x][0] for x in np.arange(k-self.order,k)] )
upper = self.forecast( [ret[x][1] for x in np.arange(k-self.order,k)] )
lower = self.forecast([ret[x][0] for x in np.arange(k - self.order, k)])
upper = self.forecast([ret[x][1] for x in np.arange(k - self.order, k)])
ret.append([np.min(lower),np.max(upper)])
ret.append([np.min(lower), np.max(upper)])
return ret
def getGridClean(self,resolution):
def getGridClean(self, resolution):
grid = {}
for sbin in np.arange(self.sets[0].lower,self.sets[-1].upper,resolution):
for sbin in np.arange(self.sets[0].lower, self.sets[-1].upper, resolution):
grid[sbin] = 0
return grid
@ -208,26 +211,26 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
grid[sbin] = grid[sbin] + 1
return grid
def forecastDistributionAhead2(self,data,steps,resolution):
def forecastDistributionAhead2(self, data, steps, resolution):
ret = []
intervals = self.forecastAhead(data,steps)
intervals = self.forecastAhead(data, steps)
for k in np.arange(self.order,steps):
for k in np.arange(self.order, steps):
grid = self.getGridClean(resolution)
grid = self.gridCount(grid,resolution, intervals[k])
grid = self.gridCount(grid, resolution, intervals[k])
lags = {}
cc = 0
for x in np.arange(k-self.order,k):
for x in np.arange(k - self.order, k):
tmp = []
for qt in np.arange(0,100,5):
tmp.append(intervals[x][0] + qt*(intervals[x][1]-intervals[x][0])/100)
tmp.append(intervals[x][1] - qt*(intervals[x][1]-intervals[x][0])/100)
tmp.append(intervals[x][0] + (intervals[x][1]-intervals[x][0])/2)
for qt in np.arange(0, 100, 5):
tmp.append(intervals[x][0] + qt * (intervals[x][1] - intervals[x][0]) / 100)
tmp.append(intervals[x][1] - qt * (intervals[x][1] - intervals[x][0]) / 100)
tmp.append(intervals[x][0] + (intervals[x][1] - intervals[x][0]) / 2)
lags[cc] = tmp
@ -236,7 +239,7 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
root = tree.FLRGTreeNode(None)
self.buildTree(root,lags,0)
self.buildTree(root, lags, 0)
# Trace the possible paths and build the PFLRG's
@ -246,38 +249,41 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
subset = [kk for kk in path]
qtle = self.forecast(subset)
grid = self.gridCount(grid,resolution, np.ravel(qtle))
grid = self.gridCount(grid, resolution, np.ravel(qtle))
tmp = np.array([ grid[k] for k in sorted(grid) ])
ret.append( tmp/sum(tmp) )
tmp = np.array([grid[k] for k in sorted(grid)])
ret.append(tmp / sum(tmp))
grid = self.getGridClean(resolution)
df = pd.DataFrame(ret, columns=sorted(grid))
return df
def forecastDistributionAhead(self,data,steps,resolution):
def forecastDistributionAhead(self, data, steps, resolution):
ret = []
intervals = self.forecastAhead(data,steps)
intervals = self.forecastAhead(data, steps)
for k in np.arange(self.order,steps):
for k in np.arange(self.order, steps):
grid = self.getGridClean(resolution)
grid = self.gridCount(grid,resolution, intervals[k])
grid = self.gridCount(grid, resolution, intervals[k])
for qt in np.arange(1,50,2):
#print(qt)
qtle_lower = self.forecast([intervals[x][0] + qt*(intervals[x][1]-intervals[x][0])/100 for x in np.arange(k-self.order,k)] )
grid = self.gridCount(grid,resolution, np.ravel(qtle_lower))
qtle_upper = self.forecast([intervals[x][1] - qt*(intervals[x][1]-intervals[x][0])/100 for x in np.arange(k-self.order,k)] )
grid = self.gridCount(grid,resolution, np.ravel(qtle_upper))
qtle_mid = self.forecast([intervals[x][0] + (intervals[x][1]-intervals[x][0])/2 for x in np.arange(k-self.order,k)] )
grid = self.gridCount(grid,resolution, np.ravel(qtle_mid))
for qt in np.arange(1, 50, 2):
# print(qt)
qtle_lower = self.forecast([intervals[x][0] + qt * (intervals[x][1] - intervals[x][0]) / 100 for x in
np.arange(k - self.order, k)])
grid = self.gridCount(grid, resolution, np.ravel(qtle_lower))
qtle_upper = self.forecast([intervals[x][1] - qt * (intervals[x][1] - intervals[x][0]) / 100 for x in
np.arange(k - self.order, k)])
grid = self.gridCount(grid, resolution, np.ravel(qtle_upper))
qtle_mid = self.forecast(
[intervals[x][0] + (intervals[x][1] - intervals[x][0]) / 2 for x in np.arange(k - self.order, k)])
grid = self.gridCount(grid, resolution, np.ravel(qtle_mid))
tmp = np.array([ grid[k] for k in sorted(grid) ])
tmp = np.array([grid[k] for k in sorted(grid)])
ret.append( tmp/sum(tmp) )
ret.append(tmp / sum(tmp))
grid = self.getGridClean(resolution)
df = pd.DataFrame(ret, columns=sorted(grid))
@ -286,6 +292,6 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS):
def __str__(self):
tmp = self.name + ":\n"
for r in sorted(self.flrgs):
p = round(self.flrgs[r].frequencyCount / self.globalFrequency,3)
p = round(self.flrgs[r].frequencyCount / self.globalFrequency, 3)
tmp = tmp + "(" + str(p) + ") " + str(self.flrgs[r]) + "\n"
return tmp

View File

@ -1,38 +1,40 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet,FLR
import fts
class ExponentialyWeightedFLRG:
def __init__(self,LHS,c):
def __init__(self, LHS, c):
self.LHS = LHS
self.RHS = []
self.count = 0.0
self.c = c
def append(self,c):
def append(self, c):
self.RHS.append(c)
self.count = self.count + 1.0
def weights(self):
wei = [ self.c**k for k in np.arange(0.0,self.count,1.0)]
tot = sum( wei )
return np.array([ k/tot for k in wei ])
wei = [self.c ** k for k in np.arange(0.0, self.count, 1.0)]
tot = sum(wei)
return np.iarray([k / tot for k in wei])
def __str__(self):
tmp = self.LHS.name + " -> "
tmp2 = ""
cc = 0
wei = [ self.c**k for k in np.arange(0.0,self.count,1.0)]
tot = sum( wei )
wei = [self.c ** k for k in np.arange(0.0, self.count, 1.0)]
tot = sum(wei)
for c in sorted(self.RHS, key=lambda s: s.name):
if len(tmp2) > 0:
tmp2 = tmp2 + ","
tmp2 = tmp2 + c.name + "(" + str(wei[cc]/tot) + ")"
tmp2 = tmp2 + c.name + "(" + str(wei[cc] / tot) + ")"
cc = cc + 1
return tmp + tmp2
class ExponentialyWeightedFTS(fts.FTS):
def __init__(self,name):
super(ExponentialyWeightedFTS, self).__init__(1,"EWFTS")
def __init__(self, name):
super(ExponentialyWeightedFTS, self).__init__(1, "EWFTS")
self.name = "Exponentialy Weighted FTS"
self.detail = "Sadaei"
self.c = 1
@ -50,11 +52,11 @@ class ExponentialyWeightedFTS(fts.FTS):
def train(self, data, sets, c):
self.c = c
self.sets = sets
tmpdata = common.fuzzySeries(data,sets)
flrs = common.generateRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs,c)
tmpdata = FuzzySet.fuzzySeries(data, sets)
flrs = FLR.generateRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs, c)
def forecast(self,data):
def forecast(self, data):
l = 1
ndata = np.array(data)
@ -63,11 +65,11 @@ class ExponentialyWeightedFTS(fts.FTS):
ret = []
for k in np.arange(0,l):
for k in np.arange(0, l):
mv = common.fuzzyInstance(ndata[k], self.sets)
mv = FuzzySet.fuzzyInstance(ndata[k], self.sets)
actual = self.sets[ np.argwhere( mv == max(mv) )[0,0] ]
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
if actual.name not in self.flrgs:
ret.append(actual.centroid)
@ -75,7 +77,6 @@ class ExponentialyWeightedFTS(fts.FTS):
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
ret.append( mp.dot( flrg.weights() ))
ret.append(mp.dot(flrg.weights()))
return ret

25
sfts.py
View File

@ -1,12 +1,14 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet,FLR
import fts
class SeasonalFLRG(fts.FTS):
def __init__(self,seasonality):
def __init__(self, seasonality):
self.LHS = seasonality
self.RHS = []
def append(self,c):
def append(self, c):
self.RHS.append(c)
def __str__(self):
@ -20,14 +22,13 @@ class SeasonalFLRG(fts.FTS):
class SeasonalFTS(fts.FTS):
def __init__(self,name):
super(SeasonalFTS, self).__init__(1,"SFTS")
def __init__(self, name):
super(SeasonalFTS, self).__init__(1, "SFTS")
self.name = "Seasonal FTS"
self.detail = "Chen"
self.seasonality = 1
self.isSeasonal = True
def generateFLRG(self, flrs):
flrgs = []
season = 1
@ -46,11 +47,11 @@ class SeasonalFTS(fts.FTS):
def train(self, data, sets, seasonality):
self.sets = sets
self.seasonality = seasonality
tmpdata = common.fuzzySeries(data,sets)
flrs = common.generateRecurrentFLRs(tmpdata)
tmpdata = FuzzySet.fuzzySeries(data, sets)
flrs = FLR.generateRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs)
def forecast(self,data):
def forecast(self, data):
ndata = np.array(data)
@ -58,11 +59,11 @@ class SeasonalFTS(fts.FTS):
ret = []
for k in np.arange(1,l):
flrg = self.flrgs[ data[k] ]
for k in np.arange(1, l):
flrg = self.flrgs[data[k]]
mp = self.getMidpoints(flrg)
ret.append(sum(mp)/len(mp))
ret.append(sum(mp) / len(mp))
return ret

13
tree.py
View File

@ -4,13 +4,12 @@ import numpy as np
class FLRGTreeNode:
def __init__(self,value):
def __init__(self, value):
self.isRoot = False
self.children = []
self.value = value
def appendChild(self,child):
def appendChild(self, child):
self.children.append(child)
def getChildren(self):
@ -19,13 +18,13 @@ class FLRGTreeNode:
def paths(self, acc=[]):
if len(self.children) == 0:
yield [self.value]+acc
yield [self.value] + acc
for child in self.children:
for leaf_path in child.paths([self.value]+acc): # these two
for leaf_path in child.paths([self.value] + acc): # these two
yield leaf_path
def getStr(self,k):
def getStr(self, k):
if self.isRoot:
tmp = str(self.value)
else:
@ -37,10 +36,12 @@ class FLRGTreeNode:
def __str__(self):
return self.getStr(0)
class FLRGTree:
def __init__(self):
self.root = FLRGTreeNode(None)
def flat(dados):
for inst in dados:
if isinstance(inst, (list, tuple)):

35
yu.py
View File

@ -1,40 +1,41 @@
import numpy as np
from pyFTS import *
from pyFTS.common import FuzzySet,FLR
import fts
class WeightedFLRG(fts.FTS):
def __init__(self,LHS):
def __init__(self, LHS):
self.LHS = LHS
self.RHS = []
self.count = 1.0
def append(self,c):
def append(self, c):
self.RHS.append(c)
self.count = self.count + 1.0
def weights(self):
tot = sum( np.arange(1.0,self.count,1.0) )
return np.array([ k/tot for k in np.arange(1.0,self.count,1.0) ])
tot = sum(np.arange(1.0, self.count, 1.0))
return np.array([k / tot for k in np.arange(1.0, self.count, 1.0)])
def __str__(self):
tmp = self.LHS.name + " -> "
tmp2 = ""
cc = 1.0
tot = sum( np.arange(1.0,self.count,1.0) )
tot = sum(np.arange(1.0, self.count, 1.0))
for c in sorted(self.RHS, key=lambda s: s.name):
if len(tmp2) > 0:
tmp2 = tmp2 + ","
tmp2 = tmp2 + c.name + "(" + str(round(cc/tot,3)) + ")"
tmp2 = tmp2 + c.name + "(" + str(round(cc / tot, 3)) + ")"
cc = cc + 1.0
return tmp + tmp2
class WeightedFTS(fts.FTS):
def __init__(self,name):
super(WeightedFTS, self).__init__(1,"WFTS")
def __init__(self, name):
super(WeightedFTS, self).__init__(1, "WFTS")
self.name = "Weighted FTS"
self.detail = "Yu"
def generateFLRG(self, flrs):
flrgs = {}
for flr in flrs:
@ -47,11 +48,11 @@ class WeightedFTS(fts.FTS):
def train(self, data, sets):
self.sets = sets
tmpdata = common.fuzzySeries(data,sets)
flrs = common.generateRecurrentFLRs(tmpdata)
tmpdata = FuzzySet.fuzzySeries(data, sets)
flrs = FLR.generateRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs)
def forecast(self,data):
def forecast(self, data):
l = 1
ndata = np.array(data)
@ -60,11 +61,11 @@ class WeightedFTS(fts.FTS):
ret = []
for k in np.arange(0,l):
for k in np.arange(0, l):
mv = common.fuzzyInstance(ndata[k], self.sets)
mv = FuzzySet.fuzzyInstance(ndata[k], self.sets)
actual = self.sets[ np.argwhere( mv == max(mv) )[0,0] ]
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
if actual.name not in self.flrgs:
ret.append(actual.centroid)
@ -72,6 +73,6 @@ class WeightedFTS(fts.FTS):
flrg = self.flrgs[actual.name]
mp = self.getMidpoints(flrg)
ret.append( mp.dot( flrg.weights() ))
ret.append(mp.dot(flrg.weights()))
return ret