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

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Petrônio Cândido 2018-08-07 15:59:26 -03:00
parent 9be5c611a7
commit 8fde4c4ea6
17 changed files with 432 additions and 8 deletions

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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

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# Minimal makefile for Sphinx documentation
#
# You can set these variables from the command line.
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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) $(O)
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@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

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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
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exit /b 1
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%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
goto end
:help
%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
:end
popd

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[Dolphin]
Timestamp=2018,2,27,12,11,58
Version=4
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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'
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# 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
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# 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.
#
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# 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 ---------------------------------------
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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

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[Dolphin]
SortOrder=1
SortRole=size
Timestamp=2018,3,2,14,0,24
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ViewMode=1

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pyFTS/data/henon.py Normal file
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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})

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#
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): 459467. 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

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pyFTS/data/lorentz.py Normal file
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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): 130141.
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})

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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:]

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pyFTS/data/rossler.py Normal file
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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})

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pyFTS/index.rst Normal file
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.. 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`

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