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