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Bugfix on pwfts.forecast_ahead_distribution

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Petrônio Cândido 2018-12-13 14:46:16 -02:00
parent 4d3680ecf6
commit 6dcdd8f59e
2 changed files with 10 additions and 10 deletions
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2
pyFTS/models/pwfts.py
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@ -21,7 +21,7 @@ class ProbabilisticWeightedFLRG(hofts.HighOrderFLRG):
self.Z = None self.Z = None
def get_membership(self, data, sets): def get_membership(self, data, sets):
if isinstance(data, (np.ndarray, list)): if isinstance(data, (np.ndarray, list, tuple, set)):
return np.nanprod([sets[key].membership(data[count]) return np.nanprod([sets[key].membership(data[count])
for count, key in enumerate(self.LHS, start=0)]) for count, key in enumerate(self.LHS, start=0)])
else: else:

18
pyFTS/tests/general.py
View File

@ -19,20 +19,20 @@ tdiff = Transformations.Differential(1)
from pyFTS.data import TAIEX, SP500, NASDAQ, Malaysia, Enrollments from pyFTS.data import TAIEX, SP500, NASDAQ, Malaysia, Enrollments
fig, ax = plt.subplots(nrows=1, ncols=1, figsize=[15,7]) from pyFTS.data import mackey_glass
y = mackey_glass.get_data()
from pyFTS.partitioners import Grid
from pyFTS.models import pwfts
fs = Simple.SimplePartitioner() partitioner = Grid.GridPartitioner(data=y, npart=35)
fs.append("A", Membership.trimf, [0,1,2]) model = pwfts.ProbabilisticWeightedFTS(partitioner=partitioner, order=2)
fs.append("B", Membership.trapmf, [1,2,3,4]) model.fit(y[:800])
fs.append("C", Membership.gaussmf, [5,1])
fs.append("D", Membership.singleton, [8])
fs.append("E", Membership.sigmf, [2, 10])
fs.plot(ax) from pyFTS.benchmarks import benchmarks as bchmk
print(fs) distributions = model.predict(y[800:820], steps_ahead=20, type='distribution')
''' '''