sam/pyFTS
1
0
Fork 0
Code Issues 3 Pull Requests Actions Packages Projects Releases Wiki Activity

Refactorings on IncrementalEnsemble

Browse Source
This commit is contained in:
Petrônio Cândido 2019-02-27 15:11:51 -03:00
parent 10c1ca5437
commit 8a01256185
1 changed files with 7 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
pyFTS/models/incremental/IncrementalEnsemble.py
View File

@ -65,18 +65,20 @@ class IncrementalEnsembleFTS(ensemble.EnsembleFTS):
ret = [] ret = []
for k in np.arange(0, l): for k in np.arange(self.max_lag, l):
data_window.append(data[k]) k2 = k - self.max_lag
if k >= self.window_length: data_window.append(data[k2])
if k2 >= self.window_length:
data_window.pop(0) data_window.pop(0)
if k % self.batch_size == 0 and k >= self.window_length: if k % self.batch_size == 0 and k2 >= self.window_length:
self.train(data_window, **kwargs) self.train(data_window, **kwargs)
if len(self.models) > 0: if len(self.models) > 0:
sample = data[k: k + self.max_lag] sample = data[k2: k]
tmp = self.get_models_forecasts(sample) tmp = self.get_models_forecasts(sample)
point = self.get_point(tmp) point = self.get_point(tmp)
ret.append(point) ret.append(point)