Improvements on Seasonal and Multivariate models

pyFTS/common/Util.py

@@ -177,8 +177,11 @@ def persist_obj(obj, file):
     :param obj: object on memory
     :param file: file name to store the object
     """
+    try:
         with open(file, 'wb') as _file:
             dill.dump(obj, _file)
+    except Exception as ex:
+        print("File {} could not be saved due exception {}".format(file, ex))
 
 
 def load_obj(file):

pyFTS/models/multivariate/common.py

@@ -42,9 +42,12 @@ class MultivariateFuzzySet(Composite.FuzzySet):
         return np.nanmin(mv)
 
 
-def fuzzyfy_instance(data_point, var):
+def fuzzyfy_instance(data_point, var, tuples=True):
     fsets = FuzzySet.fuzzyfy(data_point, var.partitioner, mode='sets', method='fuzzy', alpha_cut=var.alpha_cut)
+    if tuples:
         return [(var.name, fs) for fs in fsets]
+    else:
+        return fsets
 
 
 def fuzzyfy_instance_clustered(data_point, cluster, **kwargs):

pyFTS/models/multivariate/mvfts.py

@@ -1,11 +1,24 @@
-from pyFTS.common import fts, FuzzySet, FLR, Membership, tree
+from pyFTS.common import fts, FuzzySet, FLR, Membership
 from pyFTS.partitioners import Grid
 from pyFTS.models.multivariate import FLR as MVFLR, common, flrg as mvflrg
+from itertools import product
 
 import numpy as np
 import pandas as pd
 
 
+def product_dict(**kwargs):
+    '''
+    Code by Seth Johnson
+    :param kwargs:
+    :return:
+    '''
+    keys = kwargs.keys()
+    vals = kwargs.values()
+    for instance in product(*vals):
+        yield dict(zip(keys, instance))
+
+
 class MVFTS(fts.FTS):
     """
     Multivariate extension of Chen's ConventionalFTS method
@@ -52,22 +65,18 @@ class MVFTS(fts.FTS):
         lags = {}
         for vc, var in enumerate(self.explanatory_variables):
             data_point = data[var.name]
-            lags[vc] = common.fuzzyfy_instance(data_point, var)
+            lags[var.name] = common.fuzzyfy_instance(data_point, var, tuples=False)
-
-        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))))
 
+        for path in product_dict(**lags):
             flr = MVFLR.FLR()
 
-            for v, s in path:
+            for var, fset in path.items():
-                flr.set_lhs(v, s)
+                flr.set_lhs(var, fset)
 
             if len(flr.LHS.keys()) == len(self.explanatory_variables):
                 flrs.append(flr)
+            else:
+                print(flr)
 
         return flrs
 
@@ -110,6 +119,7 @@ class MVFTS(fts.FTS):
     def forecast(self, data, **kwargs):
         ret = []
         ndata = self.apply_transformations(data)
+        c = 0
         for index, row in ndata.iterrows():
             data_point = self.format_data(row)
             flrs = self.generate_lhs_flrs(data_point)
@@ -118,6 +128,15 @@ class MVFTS(fts.FTS):
             for flr in flrs:
                 flrg = mvflrg.FLRG(lhs=flr.LHS)
                 if flrg.get_key() not in self.flrgs:
+                    #Naïve approach is applied when no rules were found
+                    if self.target_variable.name in flrg.LHS:
+                        fs = flrg.LHS[self.target_variable.name]
+                        fset = self.target_variable.partitioner.sets[fs]
+                        mp = fset.centroid
+                        mv = fset.membership(data_point[self.target_variable.name])
+                        mvs.append(mv)
+                        mps.append(mp)
+                    else:
                         mvs.append(0.)
                         mps.append(0.)
                 else:

pyFTS/models/seasonal/common.py

@@ -6,9 +6,15 @@ from pyFTS.partitioners import partitioner, Grid
 from datetime import date as dt, datetime as dtm
 
 
-
 class DateTime(Enum):
+    """
+    Data and Time granularity for time granularity and seasonality identification
+    """
     year = 1
+    half = 2        # six months
+    third = 3       # four months
+    quarter = 4     # three months
+    sixth = 6       # two months
     month = 12
     day_of_month = 30
     day_of_year = 364
@@ -37,6 +43,8 @@ def strip_datepart(date, date_part, mask=''):
         tmp = date.year
     elif date_part == DateTime.month:
         tmp = date.month
+    elif date_part in (DateTime.half, DateTime.third, DateTime.quarter, DateTime.sixth):
+        tmp = (date.month // date_part.value) + 1
     elif date_part == DateTime.day_of_year:
         tmp = date.timetuple().tm_yday
     elif date_part == DateTime.day_of_month:

pyFTS/models/seasonal/partitioner.py

@@ -55,10 +55,13 @@ class TimeGridPartitioner(partitioner.Partitioner):
             dlen = (self.max - self.min)
             partlen = dlen / self.partitions
         elif self.season == DateTime.day_of_week:
-            self.min = 1
+            self.min, self.max, partlen, pl2 = 0, 7, 1, 1
-            self.max = 8
+        elif self.season == DateTime.hour:
-            partlen = 1
+            self.min, self.max, partlen, pl2 = 0, 24, 1, 1
-            pl2 = 1
+        elif self.season == DateTime.month:
+            self.min, self.max, partlen, pl2 = 1, 13, 1, 1
+        elif self.season  in (DateTime.half, DateTime.third, DateTime.quarter, DateTime.sixth):
+            self.min, self.max, partlen, pl2 = 1, self.season.value+1, 1, 1
         else:
             partlen = self.season.value / self.partitions
             pl2 = partlen / 2

pyFTS/tests/multivariate.py

@@ -92,14 +92,14 @@ from pyFTS.models.seasonal.common import DateTime
 dataset = pd.read_csv('/home/petronio/Downloads/gefcom12.csv')
 dataset = dataset.dropna()
 
-train_mv = dataset.iloc[:25000]
+train_mv = dataset.iloc[:15000]
-test_mv = dataset.iloc[25000:]
+test_mv = dataset.iloc[15000:]
 
 from pyFTS.models.multivariate import common, variable, mvfts
 from pyFTS.models.seasonal import partitioner as seasonal
 from pyFTS.models.seasonal.common import DateTime
 
-
+#'''
 sp = {'seasonality': DateTime.minute_of_day, 'names': [str(k) for k in range(0,24)]}
 
 vhour = variable.Variable("Hour", data_label="date", partitioner=seasonal.TimeGridPartitioner, npart=24,
@@ -110,56 +110,48 @@ sp = {'seasonality': DateTime.day_of_week, 'names': ['mon','tue','wed','tur','fr
 vday = variable.Variable("DayOfWeek", data_label="date", partitioner=seasonal.TimeGridPartitioner, npart=7,
                           data=train_mv, partitioner_specific=sp)
 
-sp = {'seasonality': DateTime.day_of_year, 'names': ['jan','feb','mar','apr','may','jun','jul','aug','sep','oct','nov','dec']}
+#sp = {'seasonality': DateTime.day_of_month, 'names': ['jan','feb','mar','apr','may','jun','jul','aug','sep','oct','nov','dec']}
 
-vmonth = variable.Variable("Month", data_label="date", partitioner=seasonal.TimeGridPartitioner, npart=12,
+sp = {'seasonality': DateTime.quarter}
+
+vmonth = variable.Variable("Month", data_label="date", partitioner=seasonal.TimeGridPartitioner, npart=4,
                           data=train_mv, partitioner_specific=sp)
 
 
 vload = variable.Variable("Load", data_label="load", alias='load',
-                         partitioner=Grid.GridPartitioner, npart=35,
+                         partitioner=Grid.GridPartitioner, npart=20,
                          data=train_mv)
 
 vtemp = variable.Variable("Temperature", data_label="temperature", alias='temperature',
-                         partitioner=Grid.GridPartitioner, npart=35,
+                         partitioner=Grid.GridPartitioner, npart=20,
                          data=train_mv)
 
 from pyFTS.models.multivariate import mvfts, wmvfts, cmvfts, grid
-from itertools import combinations
 
-models = []
+vars = [vhour, vday, vload]
 
-variables = [vhour, vday, vmonth, vtemp]
+#fs = grid.GridCluster(explanatory_variables=vars, target_variable=vload)
 
-parameters = [
+#model = mvfts.MVFTS(explanatory_variables=vars, target_variable=vload)
-    {}, {},
+model = wmvfts.WeightedMVFTS(explanatory_variables=vars, target_variable=vload)
-    {'order': 2, 'knn': 1},
+#model = cmvfts.ClusteredMVFTS(explanatory_variables=vars, target_variable=vload,order=2, knn=3, partitioner=fs)
-    {'order': 2, 'knn': 2},
+model.fit(train_mv)
-    {'order': 2, 'knn': 3},
+print(model.shortname)
-]
+Util.persist_obj(model, model.shortname)
+#'''
 
+#model = Util.load_obj('MVFTS')
 
-for ct, method in enumerate([mvfts.MVFTS, wmvfts.WeightedMVFTS,
+with open("rules.txt","w") as file:
-                             cmvfts.ClusteredMVFTS, cmvfts.ClusteredMVFTS, cmvfts.ClusteredMVFTS]):
+    file.write(str(model))
-    for nc in np.arange(1, 5):
-        for comb in combinations(variables, nc):
-            _vars = []
-            _vars.extend(comb)
-            _vars.append(vload)
 
-            if not method == cmvfts.ClusteredMVFTS:
+forecasts = model.predict(test_mv.iloc[:100])
-                model = method(explanatory_variables=_vars, target_variable=vload, **parameters[ct])
+forecasts.insert(0,None)
-            else:
-                fs = grid.GridCluster(explanatory_variables=_vars, target_variable=vload)
-                model = method(explanatory_variables=_vars, target_variable=vload, partitioner=fs, **parameters[ct])
 
-            for _v in comb:
+fig, ax = plt.subplots(nrows=1, ncols=1, figsize=[15,3])
-                model.shortname += _v.name
+ax.plot(test_mv['load'].values[:100],label='Original')
+ax.plot(forecasts, label='predicted')
+handles, labels = ax.get_legend_handles_labels()
+lgd = ax.legend(handles, labels, loc=2, bbox_to_anchor=(1, 1))
 
-            model.fit(train_mv)
+Util.show_and_save_image(fig, model.shortname, True)
-
-            models.append(model.shortname)
-
-            #Util.persist_obj(model, model.shortname)
-
-            forecasts = model.predict(test_mv.iloc[:100])