Bugfixes on Retrainer
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@ -36,6 +36,7 @@ class Retrainer(fts.FTS):
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"""The batch interval between each retraining"""
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self.is_high_order = True
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self.uod_clip = False
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self.max_lag = self.window_length + self.order
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def train(self, data, **kwargs):
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self.partitioner = self.partitioner_method(data=data, **self.partitioner_params)
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@ -49,12 +50,11 @@ class Retrainer(fts.FTS):
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ret = []
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for k in np.arange(horizon, l):
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for k in np.arange(horizon, l+1):
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_train = data[k - horizon: k - self.order]
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_test = data[k - self.order: k]
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if k % self.batch_size == 0 or self.model is None:
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print("Treinando {}".format(k))
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if self.auto_update:
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self.model.train(_train)
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else:
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@ -10,7 +10,7 @@ import pandas as pd
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from pyFTS.common import Util as cUtil, FuzzySet
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from pyFTS.partitioners import Grid, Entropy, Util as pUtil
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from pyFTS.benchmarks import benchmarks as bchmk
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from pyFTS.benchmarks import benchmarks as bchmk, Measures
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from pyFTS.models import chen, yu, cheng, ismailefendi, hofts, pwfts
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from pyFTS.common import Transformations
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@ -27,7 +27,9 @@ model = Retrainer.Retrainer(partitioner_params = {'npart': 30},
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fts_method=hofts.HighOrderFTS, order = 2,
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window_length = 500, batch_size = 100)
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model.predict(dataset)
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#model.predict(dataset)
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Measures.get_point_statistics(dataset, model)
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'''
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#dataset = SP500.get_data()[11500:16000]
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