Chaotic datasets on pyFTS.data: logistic_map, mackey_glass, henon, lorentz and rossler

Docs/.buildinfo

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+# Sphinx build info version 1
+# This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
+config: 23a83af8fc84956f406e435cfed523f9
+tags: 645f666f9bcd5a90fca523b33c5a78b7

Makefile

@@ -0,0 +1,20 @@
+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line.
+SPHINXOPTS    =
+SPHINXBUILD   = sphinx-build
+SPHINXPROJ    = pyFTS
+SOURCEDIR     = source
+BUILDDIR      = build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

README

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+

make.bat

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+@ECHO OFF
+
+pushd %~dp0
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+	set SPHINXBUILD=sphinx-build
+)
+set SOURCEDIR=source
+set BUILDDIR=build
+set SPHINXPROJ=pyFTS
+
+if "%1" == "" goto help
+
+%SPHINXBUILD% >NUL 2>NUL
+if errorlevel 9009 (
+	echo.
+	echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
+	echo.installed, then set the SPHINXBUILD environment variable to point
+	echo.to the full path of the 'sphinx-build' executable. Alternatively you
+	echo.may add the Sphinx directory to PATH.
+	echo.
+	echo.If you don't have Sphinx installed, grab it from
+	echo.http://sphinx-doc.org/
+	exit /b 1
+)
+
+%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
+goto end
+
+:help
+%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
+
+:end
+popd

pyFTS/.directory

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+[Dolphin]
+Timestamp=2018,2,27,12,11,58
+Version=4
+ViewMode=1

pyFTS/conf.py

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+# -*- coding: utf-8 -*-
+#
+# Configuration file for the Sphinx documentation builder.
+#
+# This file does only contain a selection of the most common options. For a
+# full list see the documentation:
+# http://www.sphinx-doc.org/en/stable/config
+
+# -- Path setup --------------------------------------------------------------
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#
+# import os
+# import sys
+# sys.path.insert(0, os.path.abspath('.'))
+
+
+# -- Project information -----------------------------------------------------
+
+project = 'pyFTS'
+copyright = '2018, Petrônio Cândido de Lima e Silva'
+author = 'Petrônio Cândido de Lima e Silva'
+
+# The short X.Y version
+version = ''
+# The full version, including alpha/beta/rc tags
+release = '1.2.2'
+
+
+# -- General configuration ---------------------------------------------------
+
+# If your documentation needs a minimal Sphinx version, state it here.
+#
+# needs_sphinx = '1.0'
+
+# Add any Sphinx extension module names here, as strings. They can be
+# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
+# ones.
+extensions = [
+    'sphinx.ext.autodoc',
+    'sphinx.ext.intersphinx',
+    'sphinx.ext.todo',
+    'sphinx.ext.mathjax',
+    'sphinx.ext.viewcode',
+    'sphinx.ext.githubpages',
+]
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ['.templates']
+
+# The suffix(es) of source filenames.
+# You can specify multiple suffix as a list of string:
+#
+# source_suffix = ['.rst', '.md']
+source_suffix = '.rst'
+
+# The master toctree document.
+master_doc = 'index'
+
+# The language for content autogenerated by Sphinx. Refer to documentation
+# for a list of supported languages.
+#
+# This is also used if you do content translation via gettext catalogs.
+# Usually you set "language" from the command line for these cases.
+language = None
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+# This pattern also affects html_static_path and html_extra_path .
+exclude_patterns = []
+
+# The name of the Pygments (syntax highlighting) style to use.
+pygments_style = 'sphinx'
+
+
+# -- Options for HTML output -------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages.  See the documentation for
+# a list of builtin themes.
+#
+html_theme = 'alabaster'
+
+# Theme options are theme-specific and customize the look and feel of a theme
+# further.  For a list of options available for each theme, see the
+# documentation.
+#
+# html_theme_options = {}
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named "default.css" will overwrite the builtin "default.css".
+html_static_path = ['.static']
+
+# Custom sidebar templates, must be a dictionary that maps document names
+# to template names.
+#
+# The default sidebars (for documents that don't match any pattern) are
+# defined by theme itself.  Builtin themes are using these templates by
+# default: ``['localtoc.html', 'relations.html', 'sourcelink.html',
+# 'searchbox.html']``.
+#
+# html_sidebars = {}
+
+
+# -- Options for HTMLHelp output ---------------------------------------------
+
+# Output file base name for HTML help builder.
+htmlhelp_basename = 'pyFTSdoc'
+
+
+# -- Options for LaTeX output ------------------------------------------------
+
+latex_elements = {
+    # The paper size ('letterpaper' or 'a4paper').
+    #
+    # 'papersize': 'letterpaper',
+
+    # The font size ('10pt', '11pt' or '12pt').
+    #
+    # 'pointsize': '10pt',
+
+    # Additional stuff for the LaTeX preamble.
+    #
+    # 'preamble': '',
+
+    # Latex figure (float) alignment
+    #
+    # 'figure_align': 'htbp',
+}
+
+# Grouping the document tree into LaTeX files. List of tuples
+# (source start file, target name, title,
+#  author, documentclass [howto, manual, or own class]).
+latex_documents = [
+    (master_doc, 'pyFTS.tex', 'pyFTS Documentation',
+     'Petrônio Cândido de Lima e Silva', 'manual'),
+]
+
+
+# -- Options for manual page output ------------------------------------------
+
+# One entry per manual page. List of tuples
+# (source start file, name, description, authors, manual section).
+man_pages = [
+    (master_doc, 'pyfts', 'pyFTS Documentation',
+     [author], 1)
+]
+
+
+# -- Options for Texinfo output ----------------------------------------------
+
+# Grouping the document tree into Texinfo files. List of tuples
+# (source start file, target name, title, author,
+#  dir menu entry, description, category)
+texinfo_documents = [
+    (master_doc, 'pyFTS', 'pyFTS Documentation',
+     author, 'pyFTS', 'One line description of project.',
+     'Miscellaneous'),
+]
+
+
+# -- Extension configuration -------------------------------------------------
+
+# -- Options for intersphinx extension ---------------------------------------
+
+# Example configuration for intersphinx: refer to the Python standard library.
+intersphinx_mapping = {'https://docs.python.org/': None}
+
+# -- Options for todo extension ----------------------------------------------
+
+# If true, `todo` and `todoList` produce output, else they produce nothing.
+todo_include_todos = True

pyFTS/data/.directory

@@ -0,0 +1,6 @@
+[Dolphin]
+SortOrder=1
+SortRole=size
+Timestamp=2018,3,2,14,0,24
+Version=4
+ViewMode=1

pyFTS/data/henon.py

@@ -0,0 +1,30 @@
+import numpy as np
+import pandas as pd
+
+
+def get_data(var, a=1.4, b=0.3, initial_values = [1, 1], iterations=1000):
+    return get_dataframe(a,b, initial_values, iterations)[var].values
+
+
+def get_dataframe(a=1.4, b=0.3, initial_values = [1, 1], iterations=1000):
+    '''
+    M. Hénon. "A two-dimensional mapping with a strange attractor". Commun. Math. Phys. 50, 69-77 (1976)
+
+    dx/dt = a + by(t-1) - x(t-1)^2
+    dy/dt = x
+
+    :param a: Equation coefficient
+    :param b: Equation coefficient
+    :param initial_values: numpy array with the initial values of x and y. Default: [1, 1]
+    :param iterations: number of iterations. Default: 1000
+    :return: Panda dataframe with the x and y values
+    '''
+
+    x = [initial_values[0]]
+    y = [initial_values[1]]
+    for t in np.arange(0, iterations):
+        xx = a + b * y[t] - x[t] ** 2
+        y.append(x[t])
+        x.append(xx)
+
+    return pd.DataFrame({'x': x, 'y':y})

pyFTS/data/logistic_map.py

@@ -0,0 +1,22 @@
+#
+
+import numpy as np
+
+
+def get_data(r = 4, initial_value = 0.3, iterations=100):
+    '''
+    May, Robert M. (1976). "Simple mathematical models with very complicated dynamics".
+    Nature. 261 (5560): 459–467. doi:10.1038/261459a0.
+
+    x(t) = r * x(t-1) * (1 - x(t -1) )
+
+    :param r: Equation coefficient
+    :param initial_value: Initial value of x. Default: 0.3
+    :param iterations: number of iterations. Default: 100
+    :return:
+    '''
+    x = [initial_value]
+    for t in np.arange(0,iterations):
+      x.append(r * x[t]*(1 - x[t]))
+
+    return x

pyFTS/data/lorentz.py

@@ -0,0 +1,41 @@
+import numpy as np
+import pandas as pd
+
+
+def get_data(var, a = 10.0, b = 28.0, c = 8.0 / 3.0, dt = 0.01,
+                  initial_values = [0.1, 0, 0], iterations=1000):
+    return get_dataframe(a, b, c, dt, initial_values, iterations)[var].values
+
+
+def get_dataframe(a = 10.0, b = 28.0, c = 8.0 / 3.0, dt = 0.01,
+                  initial_values = [0.1, 0, 0], iterations=1000):
+    '''
+    Lorenz, Edward Norton (1963). "Deterministic nonperiodic flow". Journal of the Atmospheric Sciences. 20 (2): 130–141.
+    https://doi.org/10.1175/1520-0469(1963)020<0130:DNF>2.0.CO;2
+
+    dx/dt = a(y -x)
+    dy/dt = x(b - z) - y
+    dz/dt = xy - cz
+
+    :param a: Equation coefficient. Default value: 10
+    :param b: Equation coefficient. Default value: 28
+    :param c: Equation coefficient. Default value: 8.0/3.0
+    :param dt: Time differential for continuous time integration. Default value: 0.01
+    :param initial_values: numpy array with the initial values of x,y and z. Default: [0.1, 0, 0]
+    :param iterations: number of iterations. Default: 1000
+    :return: Panda dataframe with the x, y and z values
+    '''
+
+    x = [initial_values[0]]
+    y = [initial_values[1]]
+    z = [initial_values[2]]
+
+    for t in np.arange(0, iterations):
+        dxdt = a * (y[t] - x[t])
+        dydt = x[t] * (b - z[t]) - y[t]
+        dzdt = x[t] * y[t] - c * z[t]
+        x.append(x[t] + dt * dxdt)
+        y.append(y[t] + dt * dydt)
+        z.append(z[t] + dt * dzdt)
+
+    return pd.DataFrame({'x': x, 'y':y, 'z': z})

pyFTS/data/mackey_glass.py

@@ -0,0 +1,23 @@
+import numpy as np
+
+
+def get_data(b=0.1, c=0.2, tau=17, initial_values = np.linspace(0.5,1.5,18), iterations=1000):
+    '''
+    Mackey, M. C. and Glass, L. (1977). Oscillation and chaos in physiological control systems.
+    Science, 197(4300):287-289.
+
+    dy/dt = -by(t)+ cy(t - tau) / 1+y(t-tau)^10
+
+    :param b: Equation coefficient
+    :param c: Equation coefficient
+    :param tau: Lag parameter, default: 17
+    :param initial_values: numpy array with the initial values of y. Default: np.linspace(0.5,1.5,18)
+    :param iterations: number of iterations. Default: 1000
+    :return:
+    '''
+    y = initial_values.tolist()
+
+    for n in np.arange(len(y), iterations+100):
+        y.append(y[n] - b * y[n] + c * y[n - tau] / (1 + y[n - tau] ** 10))
+
+    return y[100:]

pyFTS/data/rossler.py

@@ -0,0 +1,40 @@
+import numpy as np
+import pandas as pd
+
+
+def get_data(var, a = 0.2, b = 0.2, c = 5.7, dt = 0.01,
+                  initial_values = [0.001, 0.001, 0.001], iterations=5000):
+    return get_dataframe(a, b, c, dt, initial_values, iterations)[var].values
+
+
+def get_dataframe(a = 0.2, b = 0.2, c = 5.7, dt = 0.01,
+                  initial_values = [0.001, 0.001, 0.001], iterations=5000):
+    '''
+    O. E. Rössler, Phys. Lett. 57A, 397 (1976).
+
+    dx/dt = -z - y
+    dy/dt = x + ay
+    dz/dt = b + z( x - c )
+
+    :param a: Equation coefficient. Default value: 0.2
+    :param b: Equation coefficient. Default value: 0.2
+    :param c: Equation coefficient. Default value: 5.7
+    :param dt: Time differential for continuous time integration. Default value: 0.01
+    :param initial_values: numpy array with the initial values of x,y and z. Default: [0.001, 0.001, 0.001]
+    :param iterations: number of iterations. Default: 5000
+    :return: Panda dataframe with the x, y and z values
+    '''
+
+    x = [initial_values[0]]
+    y = [initial_values[1]]
+    z = [initial_values[2]]
+
+    for t in np.arange(0, iterations):
+        dxdt = - (y[t] + z[t])
+        dydt = x[t] + a * y[t]
+        dzdt = b + z[t] * x[t] - z[t] * c
+        x.append(x[t] + dt * dxdt)
+        y.append(y[t] + dt * dydt)
+        z.append(z[t] + dt * dzdt)
+
+    return pd.DataFrame({'x': x, 'y':y, 'z': z})

pyFTS/index.rst

@@ -0,0 +1,20 @@
+.. pyFTS documentation master file, created by
+   sphinx-quickstart on Thu Apr 12 17:13:04 2018.
+   You can adapt this file completely to your liking, but it should at least
+   contain the root `toctree` directive.
+
+Welcome to pyFTS's documentation!
+=================================
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Contents:
+
+
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`

pyFTS/tests/nonstationary.py

@@ -53,6 +53,7 @@ partitions = {'CMIV': {'BoxCox(0)': 36, 'Differential(1)': 11, 'None': 8},
 
 
 tag = 'benchmarks'
+
 '''
 for ds in datasets.keys():
     dataset = datasets[ds]
@@ -62,11 +63,11 @@ for ds in datasets.keys():
 
         partitioning = partitions[ds][tf]
 
-        bchmk.sliding_window_benchmarks(dataset, 2000, train=0.2, inc=0.2,
-                                        methods=[
-                                            hwang.HighOrderFTS,
-                                            hofts.HighOrderFTS,
-                                            pwfts.ProbabilisticWeightedFTS],
+        bchmk.sliding_window_benchmarks(dataset, 3000, train=0.1, inc=0.1,
+                                        #methods=[
+                                        #    hwang.HighOrderFTS,
+                                        #    hofts.HighOrderFTS,
+                                        #    pwfts.ProbabilisticWeightedFTS],
                                         #orders = [3],
                                         benchmark_models=False,
                                         transformations=[transformation],
@@ -86,7 +87,9 @@ for ds in datasets.keys():
         train = dataset[:train_split]
         test = dataset[train_split:test_split]
 
-        fs = nspart.simplenonstationary_gridpartitioner_builder(data=train, npart=partitions[ds][tf], transformation=transformation)
+        fs = nspart.simplenonstationary_gridpartitioner_builder(data=train,
+                                                                npart=partitions[ds][tf],
+                                                                transformation=transformation)
         print(fs)
         #cvfts1 = cvfts.ConditionalVarianceFTS(partitioner=fs)
         model = nsfts.NonStationaryFTS(partitioner=fs)
@@ -94,9 +97,9 @@ for ds in datasets.keys():
         print(model)
 
         forecasts = model.predict(test)
-        '''
+    
         #print(forecasts)
-
+        '''
         partitioning = partitions[ds][tf]
 
         bchmk.sliding_window_benchmarks(dataset, 2000, train=0.2, inc=0.2,