- common.Util.distributed_train
- Big refactoring to change FTS.sets from list to dict. This refactoring allow to remove references to the fuzzy sets from the FLRG and save memory. - HOFTS and PWFTS train and forecasting simplification by using the method generate_lhs_flrg - Small others bugfixes/improvements
This commit is contained in:
Petrônio Cândido
parent
00db6a30ad
commit
9718f48b39
@ -198,10 +198,10 @@ def point_sliding_window(data, windowsize, train=0.8, models=None, partitioners=
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smape[tmp['key']] = []
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u[tmp['key']] = []
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times[tmp['key']] = []
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rmse[tmp['key']].append(tmp['rmse'])
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smape[tmp['key']].append(tmp['smape'])
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u[tmp['key']].append(tmp['u'])
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times[tmp['key']].append(tmp['time'])
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rmse[tmp['key']].append_rhs(tmp['rmse'])
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smape[tmp['key']].append_rhs(tmp['smape'])
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u[tmp['key']].append_rhs(tmp['u'])
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times[tmp['key']].append_rhs(tmp['time'])
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print(tmp['key'], tmp['window'])
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_process_end = time.time()
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@ -393,10 +393,10 @@ def interval_sliding_window(data, windowsize, train=0.8, models=None, partitione
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_sharp, _res, _cov = Measures.get_interval_statistics(test, mfts)
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_end = time.time()
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_tdiff += _end - _start
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sharpness[_key].append(_sharp)
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resolution[_key].append(_res)
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coverage[_key].append(_cov)
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times[_key].append(_tdiff)
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sharpness[_key].append_rhs(_sharp)
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resolution[_key].append_rhs(_res)
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coverage[_key].append_rhs(_cov)
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times[_key].append_rhs(_tdiff)
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else:
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for order in np.arange(1, max_order + 1):
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@ -428,10 +428,10 @@ def interval_sliding_window(data, windowsize, train=0.8, models=None, partitione
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_sharp, _res, _cov = Measures.get_interval_statistics(test, mfts)
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_end = time.time()
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_tdiff += _end - _start
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sharpness[_key].append(_sharp)
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resolution[_key].append(_res)
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coverage[_key].append(_cov)
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times[_key].append(_tdiff)
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sharpness[_key].append_rhs(_sharp)
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resolution[_key].append_rhs(_res)
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coverage[_key].append_rhs(_cov)
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times[_key].append_rhs(_tdiff)
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return bUtil.save_dataframe_interval(coverage, experiments, file, objs, resolution, save, sharpness, synthetic, times)
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@ -642,8 +642,8 @@ def ahead_sliding_window(data, windowsize, train, steps, models=None, resolution
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_crps1, _crps2, _t1, _t2 = Measures.get_distribution_statistics(test,mfts,steps=steps,resolution=resolution)
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crps_interval[_key].append(_crps1)
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crps_distr[_key].append(_crps2)
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crps_interval[_key].append_rhs(_crps1)
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crps_distr[_key].append_rhs(_crps2)
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times1[_key] = _tdiff + _t1
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times2[_key] = _tdiff + _t2
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@ -678,8 +678,8 @@ def ahead_sliding_window(data, windowsize, train, steps, models=None, resolution
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_crps1, _crps2, _t1, _t2 = Measures.get_distribution_statistics(test, mfts, steps=steps,
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resolution=resolution)
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crps_interval[_key].append(_crps1)
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crps_distr[_key].append(_crps2)
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crps_interval[_key].append_rhs(_crps1)
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crps_distr[_key].append_rhs(_crps2)
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times1[_key] = _tdiff + _t1
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times2[_key] = _tdiff + _t2
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@ -150,10 +150,10 @@ def point_sliding_window(data, windowsize, train=0.8, inc=0.1, models=None, part
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smape[tmp['key']] = []
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u[tmp['key']] = []
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times[tmp['key']] = []
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rmse[tmp['key']].append(tmp['rmse'])
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smape[tmp['key']].append(tmp['smape'])
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u[tmp['key']].append(tmp['u'])
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times[tmp['key']].append(tmp['time'])
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rmse[tmp['key']].append_rhs(tmp['rmse'])
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smape[tmp['key']].append_rhs(tmp['smape'])
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u[tmp['key']].append_rhs(tmp['u'])
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times[tmp['key']].append_rhs(tmp['time'])
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print(tmp['key'], tmp['window'])
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else:
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print(job.exception)
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@ -377,14 +377,14 @@ def interval_sliding_window(data, windowsize, train=0.8, inc=0.1, models=None,
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q75[tmp['key']] = []
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q95[tmp['key']] = []
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sharpness[tmp['key']].append(tmp['sharpness'])
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resolution[tmp['key']].append(tmp['resolution'])
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coverage[tmp['key']].append(tmp['coverage'])
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times[tmp['key']].append(tmp['time'])
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q05[tmp['key']].append(tmp['Q05'])
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q25[tmp['key']].append(tmp['Q25'])
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q75[tmp['key']].append(tmp['Q75'])
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q95[tmp['key']].append(tmp['Q95'])
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sharpness[tmp['key']].append_rhs(tmp['sharpness'])
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resolution[tmp['key']].append_rhs(tmp['resolution'])
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coverage[tmp['key']].append_rhs(tmp['coverage'])
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times[tmp['key']].append_rhs(tmp['time'])
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q05[tmp['key']].append_rhs(tmp['Q05'])
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q25[tmp['key']].append_rhs(tmp['Q25'])
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q75[tmp['key']].append_rhs(tmp['Q75'])
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q95[tmp['key']].append_rhs(tmp['Q95'])
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print(tmp['key'])
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else:
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print(job.exception)
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@ -576,10 +576,10 @@ def ahead_sliding_window(data, windowsize, steps, resolution, train=0.8, inc=0.1
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crps_distr[tmp['key']] = []
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times1[tmp['key']] = []
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times2[tmp['key']] = []
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crps_interval[tmp['key']].append(tmp['CRPS_Interval'])
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crps_distr[tmp['key']].append(tmp['CRPS_Distribution'])
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times1[tmp['key']].append(tmp['TIME_Interval'])
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times2[tmp['key']].append(tmp['TIME_Distribution'])
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crps_interval[tmp['key']].append_rhs(tmp['CRPS_Interval'])
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crps_distr[tmp['key']].append_rhs(tmp['CRPS_Distribution'])
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times1[tmp['key']].append_rhs(tmp['TIME_Interval'])
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times2[tmp['key']].append_rhs(tmp['TIME_Distribution'])
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else:
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print(job.exception)
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@ -127,10 +127,10 @@ def point_sliding_window(data, windowsize, train=0.8, models=None, partitioners=
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smape[tmp['key']] = []
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u[tmp['key']] = []
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times[tmp['key']] = []
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rmse[tmp['key']].append(tmp['rmse'])
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smape[tmp['key']].append(tmp['smape'])
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u[tmp['key']].append(tmp['u'])
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times[tmp['key']].append(tmp['time'])
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rmse[tmp['key']].append_rhs(tmp['rmse'])
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smape[tmp['key']].append_rhs(tmp['smape'])
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u[tmp['key']].append_rhs(tmp['u'])
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times[tmp['key']].append_rhs(tmp['time'])
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_process_end = time.time()
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@ -254,10 +254,10 @@ def interval_sliding_window(data, windowsize, train=0.8, models=None, partitione
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coverage[tmp['key']] = []
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times[tmp['key']] = []
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sharpness[tmp['key']].append(tmp['sharpness'])
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resolution[tmp['key']].append(tmp['resolution'])
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coverage[tmp['key']].append(tmp['coverage'])
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times[tmp['key']].append(tmp['time'])
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sharpness[tmp['key']].append_rhs(tmp['sharpness'])
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resolution[tmp['key']].append_rhs(tmp['resolution'])
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coverage[tmp['key']].append_rhs(tmp['coverage'])
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times[tmp['key']].append_rhs(tmp['time'])
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_process_end = time.time()
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@ -384,10 +384,10 @@ def ahead_sliding_window(data, windowsize, train, steps,resolution, models=None,
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times1[tmp['key']] = []
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times2[tmp['key']] = []
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crps_interval[tmp['key']].append(tmp['CRPS_Interval'])
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crps_distr[tmp['key']].append(tmp['CRPS_Distribution'])
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times1[tmp['key']].append(tmp['TIME_Interval'])
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times2[tmp['key']].append(tmp['TIME_Distribution'])
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crps_interval[tmp['key']].append_rhs(tmp['CRPS_Interval'])
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crps_distr[tmp['key']].append_rhs(tmp['CRPS_Distribution'])
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times1[tmp['key']].append_rhs(tmp['TIME_Interval'])
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times2[tmp['key']].append_rhs(tmp['TIME_Distribution'])
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_process_end = time.time()
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@ -17,7 +17,7 @@ class FLR(object):
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self.RHS = RHS
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def __str__(self):
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return self.LHS.name + " -> " + self.RHS.name
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return self.LHS + " -> " + self.RHS
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class IndexedFLR(FLR):
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@ -33,7 +33,7 @@ class IndexedFLR(FLR):
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self.index = index
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def __str__(self):
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return str(self.index) + ": "+ self.LHS.name + " -> " + self.RHS.name
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return str(self.index) + ": "+ self.LHS + " -> " + self.RHS
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def generate_high_order_recurrent_flr(fuzzyData):
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@ -58,47 +58,62 @@ class FuzzySet(object):
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return self.name + ": " + str(self.mf.__name__) + "(" + str(self.parameters) + ")"
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def fuzzyfy_instance(inst, fuzzySets):
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def set_ordered(fuzzySets):
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return [k for k in sorted(fuzzySets.keys())]
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def fuzzyfy_instance(inst, fuzzySets, ordered_sets=None):
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"""
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Calculate the membership values for a data point given fuzzy sets
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:param inst: data point
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:param fuzzySets: list of fuzzy sets
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:param fuzzySets: dict of fuzzy sets
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:return: array of membership values
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"""
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mv = np.array([fs.membership(inst) for fs in fuzzySets])
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return mv
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if ordered_sets is None:
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ordered_sets = set_ordered(fuzzySets)
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mv = []
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for key in ordered_sets:
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mv.append( fuzzySets[key].membership(inst))
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return np.array(mv)
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def fuzzyfy_instances(data, fuzzySets):
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def fuzzyfy_instances(data, fuzzySets, ordered_sets=None):
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"""
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Calculate the membership values for a data point given fuzzy sets
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:param inst: data point
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:param fuzzySets: list of fuzzy sets
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:param fuzzySets: dict of fuzzy sets
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:return: array of membership values
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"""
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ret = []
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if ordered_sets is None:
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ordered_sets = set_ordered(fuzzySets)
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for inst in data:
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mv = np.array([fs.membership(inst) for fs in fuzzySets])
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mv = np.array([fuzzySets[key].membership(inst) for key in ordered_sets])
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ret.append(mv)
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return ret
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def get_maximum_membership_fuzzyset(inst, fuzzySets):
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def get_maximum_membership_fuzzyset(inst, fuzzySets, ordered_sets=None):
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"""
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Fuzzify a data point, returning the fuzzy set with maximum membership value
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:param inst: data point
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:param fuzzySets: list of fuzzy sets
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:param fuzzySets: dict of fuzzy sets
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:return: fuzzy set with maximum membership
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"""
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mv = fuzzyfy_instance(inst, fuzzySets)
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return fuzzySets[np.argwhere(mv == max(mv))[0, 0]]
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if ordered_sets is None:
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ordered_sets = set_ordered(fuzzySets)
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mv = np.array([fuzzySets[key].membership(inst) for key in ordered_sets])
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key = ordered_sets[np.argwhere(mv == max(mv))[0, 0]]
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return fuzzySets[key]
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def get_maximum_membership_fuzzyset_index(inst, fuzzySets):
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"""
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Fuzzify a data point, returning the fuzzy set with maximum membership value
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:param inst: data point
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:param fuzzySets: list of fuzzy sets
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:param fuzzySets: dict of fuzzy sets
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:return: fuzzy set with maximum membership
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"""
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mv = fuzzyfy_instance(inst, fuzzySets)
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@ -108,37 +123,38 @@ def get_maximum_membership_fuzzyset_index(inst, fuzzySets):
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def fuzzyfy_series_old(data, fuzzySets, method='maximum'):
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fts = []
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for item in data:
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fts.append(get_maximum_membership_fuzzyset(item, fuzzySets))
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fts.append(get_maximum_membership_fuzzyset(item, fuzzySets).name)
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return fts
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def fuzzify_series(data, fuzzySets, method='maximum'):
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def fuzzyfy_series(data, fuzzySets, method='maximum'):
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fts = []
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ordered_sets = set_ordered(fuzzySets)
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for t, i in enumerate(data):
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mv = np.array([fs.membership(i) for fs in fuzzySets])
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mv = np.array([fuzzySets[key].membership(i) for key in ordered_sets])
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if len(mv) == 0:
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sets = check_bounds(i, fuzzySets)
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sets = check_bounds(i, fuzzySets.items(), ordered_sets)
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else:
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if method == 'fuzzy':
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ix = np.ravel(np.argwhere(mv > 0.0))
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sets = [fuzzySets[i] for i in ix]
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sets = [fuzzySets[ordered_sets[i]].name for i in ix]
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elif method == 'maximum':
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mx = max(mv)
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ix = np.ravel(np.argwhere(mv == mx))
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sets = fuzzySets[ix[0]]
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sets = fuzzySets[ordered_sets[ix[0]]].name
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fts.append(sets)
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return fts
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def check_bounds(data, sets):
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if data < sets[0].get_lower():
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return sets[0]
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elif data > sets[-1].get_upper():
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return sets[-1]
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def check_bounds(data, sets, ordered_sets):
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if data < sets[ordered_sets[0]].get_lower():
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return sets[ordered_sets[0]]
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elif data > sets[ordered_sets[-1]].get_upper():
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return sets[ordered_sets[-1]]
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def check_bounds_index(data, sets):
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if data < sets[0].get_lower():
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def check_bounds_index(data, sets, ordered_sets):
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if data < sets[ordered_sets[0]].get_lower():
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return 0
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elif data > sets[-1].get_upper():
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elif data > sets[ordered_sets[-1]].get_upper():
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return len(sets) -1
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@ -87,3 +87,71 @@ def persist_env(file):
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def load_env(file):
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dill.load_session(file)
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def simple_model_train(model, data, parameters):
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model.train(data, **parameters)
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return model
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def distributed_train(model, train_method, nodes, fts_method, data, num_batches,
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train_parameters, **kwargs):
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import dispy, dispy.httpd, datetime
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batch_save = kwargs.get('batch_save', True) # save model between batches
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file_path = kwargs.get('file_path', None)
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cluster = dispy.JobCluster(train_method, nodes=nodes) # , depends=dependencies)
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http_server = dispy.httpd.DispyHTTPServer(cluster)
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print("[{0: %H:%M:%S}] Distrituted Train Started".format(datetime.datetime.now()))
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jobs = []
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n = len(data)
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batch_size = int(n / num_batches)
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bcount = 1
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for ct in range(model.order, n, batch_size):
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if model.is_multivariate:
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ndata = data.iloc[ct - model.order:ct + batch_size]
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else:
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ndata = data[ct - model.order: ct + batch_size]
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#self.train(ndata, **kwargs)
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tmp_model = fts_method(str(bcount))
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tmp_model.clone_parameters(model)
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job = cluster.submit(tmp_model, ndata, train_parameters)
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job.id = bcount # associate an ID to identify jobs (if needed later)
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jobs.append(job)
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bcount += 1
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for job in jobs:
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print("[{0: %H:%M:%S}] Processing batch ".format(datetime.datetime.now()) + str(job.id))
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tmp = job()
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if job.status == dispy.DispyJob.Finished and tmp is not None:
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model.merge(tmp)
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if batch_save:
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persist_obj(model, file_path)
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else:
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print(job.exception)
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print(job.stdout)
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print("[{0: %H:%M:%S}] Finished batch ".format(datetime.datetime.now()) + str(job.id))
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print("[{0: %H:%M:%S}] Distrituted Train Finished".format(datetime.datetime.now()))
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cluster.wait() # wait for all jobs to finish
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cluster.print_status()
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http_server.shutdown() # this waits until browser gets all updates
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cluster.close()
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return model
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@ -10,41 +10,63 @@ class FLRG(object):
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self.midpoint = None
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self.lower = None
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self.upper = None
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self.key = None
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def get_membership(self, data):
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def append_rhs(self, set, **kwargs):
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pass
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def get_key(self):
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if self.key is None:
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if isinstance(self.LHS, (list, set)):
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names = [c for c in self.LHS]
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elif isinstance(self.LHS, dict):
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names = [self.LHS[k] for k in self.LHS.keys()]
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else:
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names = [self.LHS]
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self.key = ""
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for n in names:
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if len(self.key) > 0:
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self.key += ","
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self.key = self.key + n
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return self.key
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def get_membership(self, data, sets):
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ret = 0.0
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if isinstance(self.LHS, (list, set)):
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assert len(self.LHS) == len(data)
|
||||
ret = np.nanmin([self.LHS[ct].membership(dat) for ct, dat in enumerate(data)])
|
||||
ret = np.nanmin([sets[self.LHS[ct]].membership(dat) for ct, dat in enumerate(data)])
|
||||
else:
|
||||
ret = self.LHS.membership(data)
|
||||
ret = sets[self.LHS].membership(data)
|
||||
return ret
|
||||
|
||||
def get_midpoint(self):
|
||||
def get_midpoint(self, sets):
|
||||
if self.midpoint is None:
|
||||
self.midpoint = np.nanmean(self.get_midpoints())
|
||||
self.midpoint = np.nanmean(self.get_midpoints(sets))
|
||||
return self.midpoint
|
||||
|
||||
def get_midpoints(self):
|
||||
def get_midpoints(self,sets):
|
||||
if isinstance(self.RHS, (list, set)):
|
||||
return np.array([s.centroid for s in self.RHS])
|
||||
return np.array([sets[s].centroid for s in self.RHS])
|
||||
elif isinstance(self.RHS, dict):
|
||||
return np.array([self.RHS[s].centroid for s in self.RHS.keys()])
|
||||
return np.array([sets[self.RHS[s]].centroid for s in self.RHS.keys()])
|
||||
|
||||
def get_lower(self):
|
||||
def get_lower(self,sets):
|
||||
if self.lower is None:
|
||||
if isinstance(self.RHS, list):
|
||||
self.lower = min([rhs.lower for rhs in self.RHS])
|
||||
self.lower = min([sets[rhs].lower for rhs in self.RHS])
|
||||
elif isinstance(self.RHS, dict):
|
||||
self.lower = min([self.RHS[s].lower for s in self.RHS.keys()])
|
||||
self.lower = min([sets[self.RHS[s]].lower for s in self.RHS.keys()])
|
||||
return self.lower
|
||||
|
||||
def get_upper(self, t):
|
||||
def get_upper(self, t,sets):
|
||||
if self.upper is None:
|
||||
if isinstance(self.RHS, list):
|
||||
self.upper = max([rhs.upper for rhs in self.RHS])
|
||||
self.upper = max([sets[rhs].upper for rhs in self.RHS])
|
||||
elif isinstance(self.RHS, dict):
|
||||
self.upper = max([self.RHS[s].upper for s in self.RHS.keys()])
|
||||
self.upper = max([sets[self.RHS[s]].upper for s in self.RHS.keys()])
|
||||
return self.upper
|
||||
|
||||
def __len__(self):
|
||||
|
||||
@ -2,6 +2,11 @@ import numpy as np
|
||||
import pandas as pd
|
||||
from pyFTS.common import FuzzySet, SortedCollection, tree, Util
|
||||
|
||||
def parallel_train(data, method, **kwargs):
|
||||
model = method(**kwargs)
|
||||
model.train(data)
|
||||
|
||||
return model
|
||||
|
||||
class FTS(object):
|
||||
"""
|
||||
@ -124,7 +129,7 @@ class FTS(object):
|
||||
tmp = tmp[0]
|
||||
|
||||
ret.append(tmp)
|
||||
data.append(tmp)
|
||||
data.append_rhs(tmp)
|
||||
|
||||
return ret
|
||||
|
||||
@ -173,6 +178,8 @@ class FTS(object):
|
||||
:return:
|
||||
"""
|
||||
|
||||
import datetime
|
||||
|
||||
num_batches = kwargs.get('num_batches', None)
|
||||
|
||||
save = kwargs.get('save_model', False) # save model on disk
|
||||
@ -181,10 +188,23 @@ class FTS(object):
|
||||
|
||||
file_path = kwargs.get('file_path', None)
|
||||
|
||||
distributed = kwargs.get('distributed', False)
|
||||
|
||||
if distributed:
|
||||
nodes = kwargs.get('nodes', False)
|
||||
train_method = kwargs.get('train_method', Util.simple_model_train)
|
||||
Util.distributed_train(self, train_method, nodes, type(self), data, num_batches, {},
|
||||
batch_save=batch_save, file_path=file_path)
|
||||
else:
|
||||
|
||||
print("[{0: %H:%M:%S}] Start training".format(datetime.datetime.now()))
|
||||
|
||||
if num_batches is not None:
|
||||
n = len(data)
|
||||
batch_size = round(n / num_batches, 0)
|
||||
batch_size = int(n / num_batches)
|
||||
bcount = 1
|
||||
for ct in range(self.order, n, batch_size):
|
||||
print("[{0: %H:%M:%S}] Starting batch ".format(datetime.datetime.now()) + str(bcount))
|
||||
if self.is_multivariate:
|
||||
ndata = data.iloc[ct - self.order:ct + batch_size]
|
||||
else:
|
||||
@ -195,12 +215,56 @@ class FTS(object):
|
||||
if batch_save:
|
||||
Util.persist_obj(self,file_path)
|
||||
|
||||
print("[{0: %H:%M:%S}] Finish batch ".format(datetime.datetime.now()) + str(bcount))
|
||||
|
||||
bcount += 1
|
||||
|
||||
else:
|
||||
self.train(data, **kwargs)
|
||||
|
||||
print("[{0: %H:%M:%S}] Finish training".format(datetime.datetime.now()))
|
||||
|
||||
if save:
|
||||
Util.persist_obj(self, file_path)
|
||||
|
||||
def clone_parameters(self, model):
|
||||
self.order = model.order
|
||||
self.shortname = model.shortname
|
||||
self.name = model.name
|
||||
self.detail = model.detail
|
||||
self.is_high_order = model.is_high_order
|
||||
self.min_order = model.min_order
|
||||
self.has_seasonality = model.has_seasonality
|
||||
self.has_point_forecasting = model.has_point_forecasting
|
||||
self.has_interval_forecasting = model.has_interval_forecasting
|
||||
self.has_probability_forecasting = model.has_probability_forecasting
|
||||
self.is_multivariate = model.is_multivariate
|
||||
self.dump = model.dump
|
||||
self.transformations = model.transformations
|
||||
self.transformations_param = model.transformations_param
|
||||
self.original_max = model.original_max
|
||||
self.original_min = model.original_min
|
||||
self.partitioner = model.partitioner
|
||||
self.sets = model.sets
|
||||
self.auto_update = model.auto_update
|
||||
self.benchmark_only = model.benchmark_only
|
||||
self.indexer = model.indexer
|
||||
|
||||
def merge(self, model):
|
||||
for key in model.flrgs.keys():
|
||||
flrg = model.flrgs[key]
|
||||
if flrg.get_key() not in self.flrgs:
|
||||
self.flrgs[flrg.get_key()] = flrg
|
||||
else:
|
||||
if isinstance(flrg.RHS, (list, set)):
|
||||
for k in flrg.RHS:
|
||||
self.flrgs[flrg.get_key()].append_rhs(k)
|
||||
elif isinstance(flrg.RHS, dict):
|
||||
for k in flrg.RHS.keys():
|
||||
self.flrgs[flrg.get_key()].append_rhs(flrg.RHS[k])
|
||||
else:
|
||||
self.flrgs[flrg.get_key()].append_rhs(flrg.RHS)
|
||||
|
||||
def append_transformation(self, transformation):
|
||||
if transformation is not None:
|
||||
self.transformations.append(transformation)
|
||||
@ -251,42 +315,6 @@ class FTS(object):
|
||||
def len_total(self):
|
||||
return sum([len(k) for k in self.flrgs])
|
||||
|
||||
def get_empty_grid(self, _min, _max, resolution):
|
||||
grid = {}
|
||||
|
||||
for sbin in np.arange(_min,_max, resolution):
|
||||
grid[sbin] = 0
|
||||
|
||||
return grid
|
||||
|
||||
def getGridClean(self, resolution):
|
||||
if len(self.transformations) == 0:
|
||||
_min = self.sets[0].lower
|
||||
_max = self.sets[-1].upper
|
||||
else:
|
||||
_min = self.original_min
|
||||
_max = self.original_max
|
||||
return self.get_empty_grid(_min, _max, resolution)
|
||||
|
||||
|
||||
|
||||
def gridCount(self, grid, resolution, index, interval):
|
||||
#print(point_to_interval)
|
||||
for k in index.inside(interval[0],interval[1]):
|
||||
grid[k] += 1
|
||||
return grid
|
||||
|
||||
def gridCountPoint(self, grid, resolution, index, point):
|
||||
if not isinstance(point, (list, np.ndarray)):
|
||||
point = [point]
|
||||
|
||||
for p in point:
|
||||
k = index.find_ge(p)
|
||||
grid[k] += 1
|
||||
return grid
|
||||
|
||||
def get_UoD(self):
|
||||
return [self.original_min, self.original_max]
|
||||
|
||||
|
||||
|
||||
|
||||
@ -15,16 +15,19 @@ class ConventionalFLRG(flrg.FLRG):
|
||||
self.LHS = LHS
|
||||
self.RHS = set()
|
||||
|
||||
def append(self, c):
|
||||
def get_key(self):
|
||||
return sets[self.LHS].name
|
||||
|
||||
def append_rhs(self, c, **kwargs):
|
||||
self.RHS.add(c)
|
||||
|
||||
def __str__(self):
|
||||
tmp = self.LHS.name + " -> "
|
||||
tmp = self.LHS + " -> "
|
||||
tmp2 = ""
|
||||
for c in sorted(self.RHS, key=lambda s: s.name):
|
||||
for c in sorted(self.RHS, key=lambda s: s):
|
||||
if len(tmp2) > 0:
|
||||
tmp2 = tmp2 + ","
|
||||
tmp2 = tmp2 + c.name
|
||||
tmp2 = tmp2 + c
|
||||
return tmp + tmp2
|
||||
|
||||
|
||||
@ -38,11 +41,11 @@ class ConventionalFTS(fts.FTS):
|
||||
|
||||
def generate_flrg(self, flrs):
|
||||
for flr in flrs:
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
if flr.LHS in self.flrgs:
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = ConventionalFLRG(flr.LHS)
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS] = ConventionalFLRG(flr.LHS)
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
if kwargs.get('sets', None) is not None:
|
||||
@ -64,14 +67,14 @@ class ConventionalFTS(fts.FTS):
|
||||
|
||||
mv = FuzzySet.fuzzyfy_instance(ndata[k], self.sets)
|
||||
|
||||
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
|
||||
actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets) #self.sets[np.argwhere(mv == max(mv))[0, 0]]
|
||||
|
||||
if actual.name not in self.flrgs:
|
||||
ret.append(actual.centroid)
|
||||
else:
|
||||
_flrg = self.flrgs[actual.name]
|
||||
|
||||
ret.append(_flrg.get_midpoint())
|
||||
ret.append(_flrg.get_midpoint(self.sets))
|
||||
|
||||
ret = self.apply_inverse_transformations(ret, params=[data])
|
||||
|
||||
|
||||
@ -18,7 +18,7 @@ class TrendWeightedFLRG(yu.WeightedFLRG):
|
||||
super(TrendWeightedFLRG, self).__init__(LHS, **kwargs)
|
||||
self.w = None
|
||||
|
||||
def weights(self):
|
||||
def weights(self, sets):
|
||||
if self.w is None:
|
||||
count_nochange = 0.0
|
||||
count_up = 0.0
|
||||
@ -27,10 +27,10 @@ class TrendWeightedFLRG(yu.WeightedFLRG):
|
||||
|
||||
for c in self.RHS:
|
||||
tmp = 0
|
||||
if self.LHS.centroid == c.centroid:
|
||||
if sets[self.LHS].centroid == sets[c].centroid:
|
||||
count_nochange += 1.0
|
||||
tmp = count_nochange
|
||||
elif self.LHS.centroid > c.centroid:
|
||||
elif sets[self.LHS].centroid > sets[c].centroid:
|
||||
count_down += 1.0
|
||||
tmp = count_down
|
||||
else:
|
||||
@ -54,8 +54,8 @@ class TrendWeightedFTS(yu.WeightedFTS):
|
||||
|
||||
def generate_FLRG(self, flrs):
|
||||
for flr in flrs:
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
if flr.LHS in self.flrgs:
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = TrendWeightedFLRG(flr.LHS)
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS] = TrendWeightedFLRG(flr.LHS)
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
|
||||
@ -16,17 +16,9 @@ class HighOrderFLRG(flrg.FLRG):
|
||||
self.RHS = {}
|
||||
self.strlhs = ""
|
||||
|
||||
def append_rhs(self, c):
|
||||
if c.name not in self.RHS:
|
||||
self.RHS[c.name] = c
|
||||
|
||||
def str_lhs(self):
|
||||
if len(self.strlhs) == 0:
|
||||
for c in self.LHS:
|
||||
if len(self.strlhs) > 0:
|
||||
self.strlhs += ", "
|
||||
self.strlhs = self.strlhs + str(c.name)
|
||||
return self.strlhs
|
||||
def append_rhs(self, c, **kwargs):
|
||||
if c not in self.RHS:
|
||||
self.RHS[c] = c
|
||||
|
||||
def append_lhs(self, c):
|
||||
self.LHS.append(c)
|
||||
@ -37,7 +29,7 @@ class HighOrderFLRG(flrg.FLRG):
|
||||
if len(tmp) > 0:
|
||||
tmp = tmp + ","
|
||||
tmp = tmp + c
|
||||
return self.str_lhs() + " -> " + tmp
|
||||
return self.get_key() + " -> " + tmp
|
||||
|
||||
|
||||
def __len__(self):
|
||||
@ -55,60 +47,18 @@ class HighOrderFTS(fts.FTS):
|
||||
self.setsDict = {}
|
||||
self.is_high_order = True
|
||||
|
||||
def build_tree(self, node, lags, level):
|
||||
if level >= self.order:
|
||||
return
|
||||
|
||||
for s in lags[level]:
|
||||
node.appendChild(tree.FLRGTreeNode(s))
|
||||
|
||||
for child in node.getChildren():
|
||||
self.build_tree(child, lags, level + 1)
|
||||
|
||||
def build_tree_without_order(self, node, lags, level):
|
||||
|
||||
if level not in lags:
|
||||
return
|
||||
|
||||
for s in lags[level]:
|
||||
node.appendChild(tree.FLRGTreeNode(s))
|
||||
|
||||
for child in node.getChildren():
|
||||
self.build_tree_without_order(child, lags, level + 1)
|
||||
|
||||
def generateFLRG(self, flrs):
|
||||
l = len(flrs)
|
||||
for k in np.arange(self.order + 1, l):
|
||||
flrg = HighOrderFLRG(self.order)
|
||||
|
||||
for kk in np.arange(k - self.order, k):
|
||||
flrg.append_lhs(flrs[kk].LHS)
|
||||
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
self.flrgs[flrg.str_lhs()].append_rhs(flrs[k].RHS)
|
||||
else:
|
||||
self.flrgs[flrg.str_lhs()] = flrg;
|
||||
self.flrgs[flrg.str_lhs()].append_rhs(flrs[k].RHS)
|
||||
|
||||
def generate_flrg(self, data):
|
||||
l = len(data)
|
||||
for k in np.arange(self.order, l):
|
||||
if self.dump: print("FLR: " + str(k))
|
||||
|
||||
sample = data[k - self.order: k]
|
||||
|
||||
rhs = [set for set in self.sets if set.membership(data[k]) > 0.0]
|
||||
|
||||
def generate_lhs_flrg(self, sample):
|
||||
lags = {}
|
||||
|
||||
for o in np.arange(0, self.order):
|
||||
lhs = [set for set in self.sets if set.membership(sample[o]) > 0.0]
|
||||
flrgs = []
|
||||
|
||||
for o in np.arange(0, self.order):
|
||||
lhs = [key for key in self.partitioner.ordered_sets if self.sets[key].membership(sample[o]) > 0.0]
|
||||
lags[o] = lhs
|
||||
|
||||
root = tree.FLRGTreeNode(None)
|
||||
|
||||
self.build_tree_without_order(root, lags, 0)
|
||||
tree.build_tree_without_order(root, lags, 0)
|
||||
|
||||
# Trace the possible paths
|
||||
for p in root.paths():
|
||||
@ -118,11 +68,27 @@ class HighOrderFTS(fts.FTS):
|
||||
for lhs in path:
|
||||
flrg.append_lhs(lhs)
|
||||
|
||||
if flrg.str_lhs() not in self.flrgs:
|
||||
self.flrgs[flrg.str_lhs()] = flrg;
|
||||
flrgs.append(flrg)
|
||||
|
||||
return flrgs
|
||||
|
||||
def generate_flrg(self, data):
|
||||
l = len(data)
|
||||
for k in np.arange(self.order, l):
|
||||
if self.dump: print("FLR: " + str(k))
|
||||
|
||||
sample = data[k - self.order: k]
|
||||
|
||||
rhs = [key for key in self.partitioner.ordered_sets if self.sets[key].membership(data[k]) > 0.0]
|
||||
|
||||
flrgs = self.generate_lhs_flrg(sample)
|
||||
|
||||
for flrg in flrgs:
|
||||
if flrg.get_key() not in self.flrgs:
|
||||
self.flrgs[flrg.get_key()] = flrg;
|
||||
|
||||
for st in rhs:
|
||||
self.flrgs[flrg.str_lhs()].append_rhs(st)
|
||||
self.flrgs[flrg.get_key()].append_rhs(st)
|
||||
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
@ -133,7 +99,7 @@ class HighOrderFTS(fts.FTS):
|
||||
|
||||
if kwargs.get('sets', None) is not None:
|
||||
self.sets = kwargs.get('sets', None)
|
||||
for s in self.sets: self.setsDict[s.name] = s
|
||||
|
||||
self.generate_flrg(data)
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
@ -148,16 +114,17 @@ class HighOrderFTS(fts.FTS):
|
||||
ndata = self.apply_transformations(data)
|
||||
|
||||
for k in np.arange(self.order, l+1):
|
||||
tmpdata = FuzzySet.fuzzyfy_series_old(ndata[k - self.order: k], self.sets)
|
||||
tmpflrg = HighOrderFLRG(self.order)
|
||||
flrgs = self.generate_lhs_flrg(ndata[k - self.order: k])
|
||||
|
||||
for s in tmpdata: tmpflrg.append_lhs(s)
|
||||
|
||||
if tmpflrg.str_lhs() not in self.flrgs:
|
||||
ret.append(tmpdata[-1].centroid)
|
||||
for flrg in flrgs:
|
||||
tmp = []
|
||||
if flrg.get_key() not in self.flrgs:
|
||||
tmp.append(self.sets[flrg.LHS[-1]].centroid)
|
||||
else:
|
||||
flrg = self.flrgs[tmpflrg.str_lhs()]
|
||||
ret.append(flrg.get_midpoint())
|
||||
flrg = self.flrgs[flrg.get_key()]
|
||||
tmp.append(flrg.get_midpoint(self.sets))
|
||||
|
||||
ret.append(np.nanmean(tmp))
|
||||
|
||||
ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]])
|
||||
|
||||
|
||||
@ -20,28 +20,34 @@ class HighOrderFTS(fts.FTS):
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
|
||||
ordered_sets = FuzzySet.set_ordered(self.sets)
|
||||
|
||||
ndata = self.apply_transformations(data)
|
||||
|
||||
cn = np.array([0.0 for k in range(len(self.sets))])
|
||||
ow = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order - 1)])
|
||||
rn = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order - 1)])
|
||||
ft = np.array([0.0 for k in range(len(self.sets))])
|
||||
l = len(self.sets)
|
||||
|
||||
cn = np.array([0.0 for k in range(l)])
|
||||
ow = np.array([[0.0 for k in range(l)] for z in range(self.order - 1)])
|
||||
rn = np.array([[0.0 for k in range(l)] for z in range(self.order - 1)])
|
||||
ft = np.array([0.0 for k in range(l)])
|
||||
|
||||
ret = []
|
||||
|
||||
for t in np.arange(self.order-1, len(ndata)):
|
||||
|
||||
for s in range(len(self.sets)):
|
||||
cn[s] = self.sets[s].membership(ndata[t])
|
||||
for ix in range(l):
|
||||
s = ordered_sets[ix]
|
||||
cn[ix] = self.sets[s].membership(ndata[t])
|
||||
for w in range(self.order - 1):
|
||||
ow[w, s] = self.sets[s].membership(ndata[t - w])
|
||||
rn[w, s] = ow[w, s] * cn[s]
|
||||
ft[s] = max(ft[s], rn[w, s])
|
||||
ow[w, ix] = self.sets[s].membership(ndata[t - w])
|
||||
rn[w, ix] = ow[w, ix] * cn[ix]
|
||||
ft[ix] = max(ft[ix], rn[w, ix])
|
||||
mft = max(ft)
|
||||
out = 0.0
|
||||
count = 0.0
|
||||
for s in range(len(self.sets)):
|
||||
if ft[s] == mft:
|
||||
for ix in range(l):
|
||||
s = ordered_sets[ix]
|
||||
if ft[ix] == mft:
|
||||
out = out + self.sets[s].centroid
|
||||
count += 1.0
|
||||
ret.append(out / count)
|
||||
|
||||
@ -24,16 +24,16 @@ class IntervalFTS(hofts.HighOrderFTS):
|
||||
self.is_high_order = True
|
||||
|
||||
def get_upper(self, flrg):
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.str_lhs()]
|
||||
if flrg.get_key() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.get_key()]
|
||||
ret = tmp.get_upper()
|
||||
else:
|
||||
ret = flrg.LHS[-1].upper
|
||||
return ret
|
||||
|
||||
def get_lower(self, flrg):
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.str_lhs()]
|
||||
if flrg.get_key() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.get_key()]
|
||||
ret = tmp.get_lower()
|
||||
else:
|
||||
ret = flrg.LHS[-1].lower
|
||||
|
||||
@ -19,12 +19,12 @@ class ImprovedWeightedFLRG(flrg.FLRG):
|
||||
self.count = 0.0
|
||||
self.w = None
|
||||
|
||||
def append(self, c):
|
||||
if c.name not in self.RHS:
|
||||
self.RHS[c.name] = c
|
||||
self.rhs_counts[c.name] = 1.0
|
||||
def append_rhs(self, c, **kwargs):
|
||||
if c not in self.RHS:
|
||||
self.RHS[c] = c
|
||||
self.rhs_counts[c] = 1.0
|
||||
else:
|
||||
self.rhs_counts[c.name] += 1.0
|
||||
self.rhs_counts[c] += 1.0
|
||||
self.count += 1.0
|
||||
|
||||
def weights(self):
|
||||
@ -33,7 +33,7 @@ class ImprovedWeightedFLRG(flrg.FLRG):
|
||||
return self.w
|
||||
|
||||
def __str__(self):
|
||||
tmp = self.LHS.name + " -> "
|
||||
tmp = self.LHS + " -> "
|
||||
tmp2 = ""
|
||||
for c in sorted(self.RHS.keys()):
|
||||
if len(tmp2) > 0:
|
||||
@ -51,31 +51,30 @@ class ImprovedWeightedFTS(fts.FTS):
|
||||
super(ImprovedWeightedFTS, self).__init__(1, "IWFTS " + name, **kwargs)
|
||||
self.name = "Improved Weighted FTS"
|
||||
self.detail = "Ismail & Efendi"
|
||||
self.setsDict = {}
|
||||
|
||||
def generate_flrg(self, flrs):
|
||||
for flr in flrs:
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
if flr.LHS in self.flrgs:
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = ImprovedWeightedFLRG(flr.LHS);
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS] = ImprovedWeightedFLRG(flr.LHS);
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
if kwargs.get('sets', None) is not None:
|
||||
self.sets = kwargs.get('sets', None)
|
||||
|
||||
for s in self.sets: self.setsDict[s.name] = s
|
||||
|
||||
ndata = self.apply_transformations(data)
|
||||
|
||||
tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets)
|
||||
tmpdata = FuzzySet.fuzzyfy_series(ndata, self.sets, method="maximum")
|
||||
flrs = FLR.generate_recurrent_flrs(tmpdata)
|
||||
self.generate_flrg(flrs)
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
l = 1
|
||||
|
||||
ordered_sets = FuzzySet.set_ordered(self.sets)
|
||||
|
||||
data = np.array(data)
|
||||
ndata = self.apply_transformations(data)
|
||||
|
||||
@ -85,15 +84,13 @@ class ImprovedWeightedFTS(fts.FTS):
|
||||
|
||||
for k in np.arange(0, l):
|
||||
|
||||
mv = FuzzySet.fuzzyfy_instance(ndata[k], self.sets)
|
||||
|
||||
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
|
||||
actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
|
||||
|
||||
if actual.name not in self.flrgs:
|
||||
ret.append(actual.centroid)
|
||||
else:
|
||||
flrg = self.flrgs[actual.name]
|
||||
mp = flrg.get_midpoints()
|
||||
mp = flrg.get_midpoints(self.sets)
|
||||
|
||||
ret.append(mp.dot(flrg.weights()))
|
||||
|
||||
|
||||
@ -19,7 +19,7 @@ class FLR(object):
|
||||
self.RHS = set
|
||||
|
||||
def __str__(self):
|
||||
return str([self.LHS[k].name for k in self.LHS.keys()]) + " -> " + self.RHS.name
|
||||
return str([self.LHS[k] for k in self.LHS.keys()]) + " -> " + self.RHS
|
||||
|
||||
|
||||
|
||||
|
||||
@ -12,31 +12,20 @@ class FLRG(flg.FLRG):
|
||||
super(FLRG,self).__init__(0,**kwargs)
|
||||
self.LHS = kwargs.get('lhs', {})
|
||||
self.RHS = set()
|
||||
self.key = None
|
||||
|
||||
def set_lhs(self, var, set):
|
||||
self.LHS[var] = set
|
||||
|
||||
def append_rhs(self, set):
|
||||
def append_rhs(self, set, **kwargs):
|
||||
self.RHS.add(set)
|
||||
|
||||
def get_key(self):
|
||||
if self.key is None:
|
||||
_str = ""
|
||||
for k in self.LHS.keys():
|
||||
_str += "," if len(_str) > 0 else ""
|
||||
_str += self.LHS[k].name
|
||||
self.key = _str
|
||||
|
||||
return self.key
|
||||
|
||||
def get_membership(self, data):
|
||||
return np.nanmin([self.LHS[k].membership(data[k]) for k in self.LHS.keys()])
|
||||
def get_membership(self, data, sets):
|
||||
return np.nanmin([sets[self.LHS[k]].membership(data[k]) for k in self.LHS.keys()])
|
||||
|
||||
def __str__(self):
|
||||
_str = ""
|
||||
for k in self.RHS:
|
||||
_str += "," if len(_str) > 0 else ""
|
||||
_str += k.name
|
||||
_str += k
|
||||
|
||||
return self.get_key() + " -> " + _str
|
||||
@ -51,7 +51,7 @@ class MVFTS(fts.FTS):
|
||||
flr = MVFLR.FLR()
|
||||
|
||||
for c, e in enumerate(path, start=0):
|
||||
flr.set_lhs(e.variable, e)
|
||||
flr.set_lhs(e.variable, e.name)
|
||||
|
||||
flrs.append(flr)
|
||||
|
||||
@ -71,7 +71,7 @@ class MVFTS(fts.FTS):
|
||||
|
||||
for flr in tmp_flrs:
|
||||
for t in target:
|
||||
flr.set_rhs(t)
|
||||
flr.set_rhs(t.name)
|
||||
flrs.append(flr)
|
||||
|
||||
return flrs
|
||||
@ -122,6 +122,12 @@ class MVFTS(fts.FTS):
|
||||
params=data[self.target_variable.data_label].values)
|
||||
return ret
|
||||
|
||||
def clone_parameters(self, model):
|
||||
super(MVFTS, self).clone_parameters(model)
|
||||
|
||||
self.explanatory_variables = model.explanatory_variables
|
||||
self.target_variable = model.target_variable
|
||||
|
||||
def __str__(self):
|
||||
_str = self.name + ":\n"
|
||||
for k in self.flrgs.keys():
|
||||
|
||||
@ -38,10 +38,10 @@ class ConditionalVarianceFTS(chen.ConventionalFTS):
|
||||
def generate_flrg(self, flrs, **kwargs):
|
||||
for flr in flrs:
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS.name].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = nsfts.ConventionalNonStationaryFLRG(flr.LHS)
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS.name].append_rhs(flr.RHS)
|
||||
|
||||
def _smooth(self, a):
|
||||
return .1 * a[0] + .3 * a[1] + .6 * a[2]
|
||||
|
||||
@ -10,6 +10,9 @@ class NonStationaryFLRG(flrg.FLRG):
|
||||
self.LHS = LHS
|
||||
self.RHS = set()
|
||||
|
||||
def get_key(self):
|
||||
return self.LHS.name
|
||||
|
||||
def get_membership(self, data, t, window_size=1):
|
||||
ret = 0.0
|
||||
if isinstance(self.LHS, (list, set)):
|
||||
|
||||
@ -11,21 +11,12 @@ class HighOrderNonStationaryFLRG(flrg.NonStationaryFLRG):
|
||||
|
||||
self.LHS = []
|
||||
self.RHS = {}
|
||||
self.strlhs = ""
|
||||
|
||||
def appendRHS(self, c):
|
||||
def append_rhs(self, c, **kwargs):
|
||||
if c.name not in self.RHS:
|
||||
self.RHS[c.name] = c
|
||||
|
||||
def strLHS(self):
|
||||
if len(self.strlhs) == 0:
|
||||
for c in self.LHS:
|
||||
if len(self.strlhs) > 0:
|
||||
self.strlhs += ", "
|
||||
self.strlhs = self.strlhs + c.name
|
||||
return self.strlhs
|
||||
|
||||
def appendLHS(self, c):
|
||||
def append_lhs(self, c):
|
||||
self.LHS.append(c)
|
||||
|
||||
def __str__(self):
|
||||
@ -34,7 +25,7 @@ class HighOrderNonStationaryFLRG(flrg.NonStationaryFLRG):
|
||||
if len(tmp) > 0:
|
||||
tmp = tmp + ","
|
||||
tmp = tmp + c
|
||||
return self.strLHS() + " -> " + tmp
|
||||
return self.get_key() + " -> " + tmp
|
||||
|
||||
|
||||
class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
|
||||
@ -81,13 +72,13 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
|
||||
path = list(reversed(list(filter(None.__ne__, p))))
|
||||
|
||||
for c, e in enumerate(path, start=0):
|
||||
flrg.appendLHS(e)
|
||||
flrg.append_lhs(e)
|
||||
|
||||
if flrg.strLHS() not in self.flrgs:
|
||||
self.flrgs[flrg.strLHS()] = flrg;
|
||||
if flrg.get_key() not in self.flrgs:
|
||||
self.flrgs[flrg.get_key()] = flrg;
|
||||
|
||||
for st in rhs:
|
||||
self.flrgs[flrg.strLHS()].append_rhs(st)
|
||||
self.flrgs[flrg.get_key()].append_rhs(st)
|
||||
|
||||
# flrgs = sorted(flrgs, key=lambda flrg: flrg.get_midpoint(0, window_size=1))
|
||||
|
||||
@ -135,12 +126,12 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
|
||||
flrg = HighOrderNonStationaryFLRG(self.order)
|
||||
|
||||
for kk in path:
|
||||
flrg.appendLHS(self.sets[kk])
|
||||
flrg.append_lhs(self.sets[kk])
|
||||
|
||||
affected_flrgs.append(flrg)
|
||||
# affected_flrgs_memberships.append(flrg.get_membership(sample, disp))
|
||||
# affected_flrgs_memberships.append_rhs(flrg.get_membership(sample, disp))
|
||||
|
||||
# print(flrg.str_lhs())
|
||||
# print(flrg.get_key())
|
||||
|
||||
# the FLRG is here because of the bounds verification
|
||||
mv = []
|
||||
@ -192,14 +183,14 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
|
||||
tmp.append(common.check_bounds(sample[-1], self.sets, tdisp))
|
||||
elif len(affected_flrgs) == 1:
|
||||
flrg = affected_flrgs[0]
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
tmp.append(self.flrgs[flrg.str_lhs()].get_midpoint(tdisp))
|
||||
if flrg.get_key() in self.flrgs:
|
||||
tmp.append(self.flrgs[flrg.get_key()].get_midpoint(tdisp))
|
||||
else:
|
||||
tmp.append(flrg.LHS[-1].get_midpoint(tdisp))
|
||||
else:
|
||||
for ct, aset in enumerate(affected_flrgs):
|
||||
if aset.str_lhs() in self.flrgs:
|
||||
tmp.append(self.flrgs[aset.str_lhs()].get_midpoint(tdisp) *
|
||||
if aset.get_key() in self.flrgs:
|
||||
tmp.append(self.flrgs[aset.get_key()].get_midpoint(tdisp) *
|
||||
affected_flrgs_memberships[ct])
|
||||
else:
|
||||
tmp.append(aset.LHS[-1].get_midpoint(tdisp)*
|
||||
@ -246,18 +237,18 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS):
|
||||
upper.append(aset.get_upper(tdisp))
|
||||
elif len(affected_flrgs) == 1:
|
||||
_flrg = affected_flrgs[0]
|
||||
if _flrg.str_lhs() in self.flrgs:
|
||||
lower.append(self.flrgs[_flrg.str_lhs()].get_lower(tdisp))
|
||||
upper.append(self.flrgs[_flrg.str_lhs()].get_upper(tdisp))
|
||||
if _flrg.get_key() in self.flrgs:
|
||||
lower.append(self.flrgs[_flrg.get_key()].get_lower(tdisp))
|
||||
upper.append(self.flrgs[_flrg.get_key()].get_upper(tdisp))
|
||||
else:
|
||||
lower.append(_flrg.LHS[-1].get_lower(tdisp))
|
||||
upper.append(_flrg.LHS[-1].get_upper(tdisp))
|
||||
else:
|
||||
for ct, aset in enumerate(affected_flrgs):
|
||||
if aset.str_lhs() in self.flrgs:
|
||||
lower.append(self.flrgs[aset.str_lhs()].get_lower(tdisp) *
|
||||
if aset.get_key() in self.flrgs:
|
||||
lower.append(self.flrgs[aset.get_key()].get_lower(tdisp) *
|
||||
affected_flrgs_memberships[ct])
|
||||
upper.append(self.flrgs[aset.str_lhs()].get_upper(tdisp) *
|
||||
upper.append(self.flrgs[aset.get_key()].get_upper(tdisp) *
|
||||
affected_flrgs_memberships[ct])
|
||||
else:
|
||||
lower.append(aset.LHS[-1].get_lower(tdisp) *
|
||||
|
||||
@ -11,7 +11,10 @@ class ConventionalNonStationaryFLRG(flrg.NonStationaryFLRG):
|
||||
self.LHS = LHS
|
||||
self.RHS = set()
|
||||
|
||||
def append(self, c):
|
||||
def get_key(self):
|
||||
return self.LHS.name
|
||||
|
||||
def append_rhs(self, c, **kwargs):
|
||||
self.RHS.add(c)
|
||||
|
||||
def __str__(self):
|
||||
@ -36,10 +39,10 @@ class NonStationaryFTS(fts.FTS):
|
||||
def generate_flrg(self, flrs, **kwargs):
|
||||
for flr in flrs:
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS.name].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = ConventionalNonStationaryFLRG(flr.LHS)
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS.name].append_rhs(flr.RHS)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
|
||||
|
||||
@ -15,11 +15,12 @@ class PolynomialNonStationaryPartitioner(partitioner.Partitioner):
|
||||
prefix=part.prefix, transformation=part.transformation,
|
||||
indexer=part.indexer)
|
||||
|
||||
self.sets = []
|
||||
self.sets = {}
|
||||
|
||||
loc_params, wid_params = self.get_polynomial_perturbations(data, **kwargs)
|
||||
|
||||
for ct, set in enumerate(part.sets):
|
||||
for ct, key in enumerate(part.sets.keys()):
|
||||
set = part.sets[key]
|
||||
loc_roots = np.roots(loc_params[ct])[0]
|
||||
wid_roots = np.roots(wid_params[ct])[0]
|
||||
tmp = common.FuzzySet(set.name, set.mf, set.parameters,
|
||||
@ -30,7 +31,7 @@ class PolynomialNonStationaryPartitioner(partitioner.Partitioner):
|
||||
width_params=wid_params[ct],
|
||||
width_roots=wid_roots, **kwargs)
|
||||
|
||||
self.sets.append(tmp)
|
||||
self.sets[set.name] = tmp
|
||||
|
||||
def poly_width(self, par1, par2, rng, deg):
|
||||
a = np.polyval(par1, rng)
|
||||
@ -114,9 +115,10 @@ class ConstantNonStationaryPartitioner(partitioner.Partitioner):
|
||||
prefix=part.prefix, transformation=part.transformation,
|
||||
indexer=part.indexer)
|
||||
|
||||
self.sets = []
|
||||
self.sets = {}
|
||||
|
||||
for set in part.sets:
|
||||
for key in part.sets.keys():
|
||||
set = part.sets[key]
|
||||
tmp = common.FuzzySet(set.name, set.mf, set.parameters, **kwargs)
|
||||
|
||||
self.sets.append(tmp)
|
||||
self.sets[key] =tmp
|
||||
|
||||
@ -19,79 +19,74 @@ class ProbabilisticWeightedFLRG(hofts.HighOrderFLRG):
|
||||
self.frequency_count = 0.0
|
||||
self.Z = None
|
||||
|
||||
def append_rhs(self, c):
|
||||
self.frequency_count += 1.0
|
||||
if c.name in self.RHS:
|
||||
self.rhs_count[c.name] += 1.0
|
||||
else:
|
||||
self.RHS[c.name] = c
|
||||
self.rhs_count[c.name] = 1.0
|
||||
def get_membership(self, data, sets):
|
||||
return np.nanprod([sets[k].membership(data[k]) for k in self.LHS])
|
||||
|
||||
def appendRHSFuzzy(self, c, mv):
|
||||
def append_rhs(self, c, **kwargs):
|
||||
mv = kwargs.get('mv', 1.0)
|
||||
self.frequency_count += mv
|
||||
if c.name in self.RHS:
|
||||
self.rhs_count[c.name] += mv
|
||||
if c in self.RHS:
|
||||
self.rhs_count[c] += mv
|
||||
else:
|
||||
self.RHS[c.name] = c
|
||||
self.rhs_count[c.name] = mv
|
||||
self.RHS[c] = c
|
||||
self.rhs_count[c] = mv
|
||||
|
||||
def get_RHSprobability(self, c):
|
||||
return self.rhs_count[c] / self.frequency_count
|
||||
|
||||
def lhs_probability(self, x, norm, uod, nbins):
|
||||
def lhs_conditional_probability(self, x, sets, norm, uod, nbins):
|
||||
pk = self.frequency_count / norm
|
||||
|
||||
tmp = pk * (self.lhs_membership(x) / self.partition_function(uod, nbins=nbins))
|
||||
tmp = pk * (self.get_membership(x, sets) / self.partition_function(uod, nbins=nbins))
|
||||
|
||||
return tmp
|
||||
|
||||
def rhs_unconditional_probability(self, c):
|
||||
return self.rhs_count[c] / self.frequency_count
|
||||
|
||||
def rhs_conditional_probability(self, x, sets, uod, nbins):
|
||||
total = 0.0
|
||||
for rhs in self.RHS.keys():
|
||||
set = self.RHS[rhs]
|
||||
wi = self.get_RHSprobability(rhs)
|
||||
for rhs in self.RHS:
|
||||
set = sets[rhs]
|
||||
wi = self.rhs_unconditional_probability(rhs)
|
||||
mv = set.membership(x) / set.partition_function(uod, nbins=nbins)
|
||||
total += wi * mv
|
||||
|
||||
return total
|
||||
|
||||
def lhs_membership(self,x):
|
||||
mv = []
|
||||
for count, set in enumerate(self.LHS):
|
||||
mv.append(set.membership(x[count]))
|
||||
|
||||
min_mv = np.min(mv)
|
||||
return min_mv
|
||||
|
||||
def partition_function(self, uod, nbins=100):
|
||||
def partition_function(self, sets, uod, nbins=100):
|
||||
if self.Z is None:
|
||||
self.Z = 0.0
|
||||
for k in np.linspace(uod[0], uod[1], nbins):
|
||||
for set in self.LHS:
|
||||
self.Z += set.membership(k)
|
||||
for key in self.LHS:
|
||||
self.Z += sets[key].membership(k)
|
||||
|
||||
return self.Z
|
||||
|
||||
def get_midpoint(self):
|
||||
def get_midpoint(self, sets):
|
||||
'''Return the expectation of the PWFLRG, the weighted sum'''
|
||||
return sum(np.array([self.get_RHSprobability(s) * self.RHS[s].centroid
|
||||
for s in self.RHS.keys()]))
|
||||
if self.midpoint is None:
|
||||
self.midpoint = np.sum(np.array([self.rhs_unconditional_probability(s) * sets[s].centroid
|
||||
for s in self.RHS]))
|
||||
|
||||
def get_upper(self):
|
||||
return sum(np.array([self.get_RHSprobability(s) * self.RHS[s].upper
|
||||
for s in self.RHS.keys()]))
|
||||
return self.midpoint
|
||||
|
||||
def get_lower(self):
|
||||
return sum(np.array([self.get_RHSprobability(s) * self.RHS[s].lower
|
||||
for s in self.RHS.keys()]))
|
||||
def get_upper(self, sets):
|
||||
if self.upper is None:
|
||||
self.upper = np.sum(np.array([self.rhs_unconditional_probability(s) * sets[s].upper for s in self.RHS]))
|
||||
|
||||
return self.upper
|
||||
|
||||
def get_lower(self, sets):
|
||||
if self.lower is None:
|
||||
self.lower = np.sum(np.array([self.rhs_unconditional_probability(s) * sets[s].lower for s in self.RHS]))
|
||||
|
||||
return self.lower
|
||||
|
||||
def __str__(self):
|
||||
tmp2 = ""
|
||||
for c in sorted(self.RHS.keys()):
|
||||
for c in sorted(self.RHS):
|
||||
if len(tmp2) > 0:
|
||||
tmp2 = tmp2 + ", "
|
||||
tmp2 = tmp2 + "(" + str(round(self.rhs_count[c] / self.frequency_count, 3)) + ")" + c
|
||||
return self.str_lhs() + " -> " + tmp2
|
||||
return self.get_key() + " -> " + tmp2
|
||||
|
||||
|
||||
class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
@ -132,6 +127,31 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
else:
|
||||
self.generate_flrg(data)
|
||||
|
||||
def generate_lhs_flrg(self, sample):
|
||||
lags = {}
|
||||
|
||||
flrgs = []
|
||||
|
||||
for o in np.arange(0, self.order):
|
||||
lhs = [key for key in self.partitioner.ordered_sets if self.sets[key].membership(sample[o]) > 0.0]
|
||||
lags[o] = lhs
|
||||
|
||||
root = tree.FLRGTreeNode(None)
|
||||
|
||||
tree.build_tree_without_order(root, lags, 0)
|
||||
|
||||
# Trace the possible paths
|
||||
for p in root.paths():
|
||||
flrg = ProbabilisticWeightedFLRG(self.order)
|
||||
path = list(reversed(list(filter(None.__ne__, p))))
|
||||
|
||||
for lhs in path:
|
||||
flrg.append_lhs(lhs)
|
||||
|
||||
flrgs.append(flrg)
|
||||
|
||||
return flrgs
|
||||
|
||||
def generate_flrg(self, data):
|
||||
l = len(data)
|
||||
for k in np.arange(self.order, l):
|
||||
@ -139,111 +159,69 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
|
||||
sample = data[k - self.order: k]
|
||||
|
||||
mvs = FuzzySet.fuzzyfy_instances(sample, self.sets)
|
||||
lags = {}
|
||||
flrgs = self.generate_lhs_flrg(sample)
|
||||
|
||||
mv = FuzzySet.fuzzyfy_instance(data[k], self.sets)
|
||||
tmp = np.argwhere(mv)
|
||||
idx = np.ravel(tmp) # flatten the array
|
||||
for flrg in flrgs:
|
||||
|
||||
for o in np.arange(0, self.order):
|
||||
_sets = [self.sets[kk] for kk in np.arange(0, len(self.sets)) if mvs[o][kk] > 0]
|
||||
lhs_mv = flrg.get_membership(sample, self.sets)
|
||||
|
||||
lags[o] = _sets
|
||||
if flrg.get_key() not in self.flrgs:
|
||||
self.flrgs[flrg.get_key()] = flrg;
|
||||
|
||||
root = tree.FLRGTreeNode(None)
|
||||
fuzzyfied = [(s, self.sets[s].membership(data[k]))
|
||||
for s in self.sets.keys() if self.sets[s].membership(data[k]) > 0]
|
||||
|
||||
self.build_tree_without_order(root, lags, 0)
|
||||
mvs = []
|
||||
for set, mv in fuzzyfied:
|
||||
self.flrgs[flrg.get_key()].append_rhs(set, mv=lhs_mv * mv)
|
||||
mvs.append(mv)
|
||||
|
||||
# Trace the possible paths
|
||||
for p in root.paths():
|
||||
flrg = ProbabilisticWeightedFLRG(self.order)
|
||||
path = list(reversed(list(filter(None.__ne__, p))))
|
||||
tmp_fq = sum([lhs_mv*kk for kk in mvs if kk > 0])
|
||||
|
||||
tmp_path = []
|
||||
for c, e in enumerate(path, start=0):
|
||||
tmp_path.append( e.membership( sample[c] ) )
|
||||
flrg.append_lhs(e)
|
||||
self.global_frequency_count += tmp_fq
|
||||
|
||||
lhs_mv = np.prod(tmp_path)
|
||||
|
||||
if flrg.str_lhs() not in self.flrgs:
|
||||
self.flrgs[flrg.str_lhs()] = flrg;
|
||||
|
||||
for st in idx:
|
||||
self.flrgs[flrg.str_lhs()].appendRHSFuzzy(self.sets[st], lhs_mv * mv[st])
|
||||
|
||||
tmp_fq = sum([lhs_mv*kk for kk in mv if kk > 0])
|
||||
|
||||
self.global_frequency_count = self.global_frequency_count + tmp_fq
|
||||
|
||||
def generateFLRG(self, flrs):
|
||||
l = len(flrs)
|
||||
for k in np.arange(self.order, l+1):
|
||||
if self.dump: print("FLR: " + str(k))
|
||||
flrg = ProbabilisticWeightedFLRG(self.order)
|
||||
|
||||
for kk in np.arange(k - self.order, k):
|
||||
flrg.append_lhs(flrs[kk].LHS)
|
||||
if self.dump: print("LHS: " + str(flrs[kk]))
|
||||
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
self.flrgs[flrg.str_lhs()].append_rhs(flrs[k - 1].RHS)
|
||||
else:
|
||||
self.flrgs[flrg.str_lhs()] = flrg
|
||||
self.flrgs[flrg.str_lhs()].append_rhs(flrs[k - 1].RHS)
|
||||
if self.dump: print("RHS: " + str(flrs[k-1]))
|
||||
|
||||
self.global_frequency_count += 1
|
||||
|
||||
def update_model(self,data):
|
||||
pass
|
||||
|
||||
fzzy = FuzzySet.fuzzyfy_series_old(data, self.sets)
|
||||
|
||||
flrg = ProbabilisticWeightedFLRG(self.order)
|
||||
|
||||
for k in np.arange(0, self.order): flrg.append_lhs(fzzy[k])
|
||||
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
self.flrgs[flrg.str_lhs()].append_rhs(fzzy[self.order])
|
||||
else:
|
||||
self.flrgs[flrg.str_lhs()] = flrg
|
||||
self.flrgs[flrg.str_lhs()].append_rhs(fzzy[self.order])
|
||||
|
||||
self.global_frequency_count += 1
|
||||
|
||||
def add_new_PWFLGR(self, flrg):
|
||||
if flrg.str_lhs() not in self.flrgs:
|
||||
if flrg.get_key() not in self.flrgs:
|
||||
tmp = ProbabilisticWeightedFLRG(self.order)
|
||||
for fs in flrg.LHS: tmp.append_lhs(fs)
|
||||
tmp.append_rhs(flrg.LHS[-1])
|
||||
self.flrgs[tmp.str_lhs()] = tmp;
|
||||
self.flrgs[tmp.get_key()] = tmp;
|
||||
self.global_frequency_count += 1
|
||||
|
||||
def get_flrg_global_probability(self, flrg):
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
return self.flrgs[flrg.str_lhs()].frequency_count / self.global_frequency_count
|
||||
def flrg_lhs_unconditional_probability(self, flrg):
|
||||
if flrg.get_key() in self.flrgs:
|
||||
return self.flrgs[flrg.get_key()].frequency_count / self.global_frequency_count
|
||||
else:
|
||||
self.add_new_PWFLGR(flrg)
|
||||
return self.get_flrg_global_probability(flrg)
|
||||
return self.flrg_lhs_unconditional_probability(flrg)
|
||||
|
||||
def flrg_lhs_conditional_probability(self, x, flrg):
|
||||
mv = flrg.get_membership(x, self.sets)
|
||||
pb = self.flrg_lhs_unconditional_probability(flrg)
|
||||
return mv * pb
|
||||
|
||||
def get_midpoint(self, flrg):
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.str_lhs()]
|
||||
ret = tmp.get_midpoint() #sum(np.array([tmp.get_RHSprobability(s) * self.setsDict[s].centroid for s in tmp.RHS]))
|
||||
if flrg.get_key() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.get_key()]
|
||||
ret = tmp.get_midpoint(self.sets) #sum(np.array([tmp.rhs_unconditional_probability(s) * self.setsDict[s].centroid for s in tmp.RHS]))
|
||||
else:
|
||||
pi = 1 / len(flrg.LHS)
|
||||
ret = sum(np.array([pi * s.centroid for s in flrg.LHS]))
|
||||
ret = sum(np.array([pi * self.sets[s].centroid for s in flrg.LHS]))
|
||||
return ret
|
||||
|
||||
def get_conditional_probability(self, x, flrg):
|
||||
def flrg_rhs_conditional_probability(self, x, flrg):
|
||||
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
_flrg = self.flrgs[flrg.str_lhs()]
|
||||
if flrg.get_key() in self.flrgs:
|
||||
_flrg = self.flrgs[flrg.get_key()]
|
||||
cond = []
|
||||
for s in _flrg.RHS:
|
||||
_set = self.setsDict[s]
|
||||
tmp = _flrg.get_RHSprobability(s) * (_set.membership(x) / _set.partition_function(uod=self.get_UoD()))
|
||||
for s in _flrg.RHS.keys():
|
||||
_set = self.sets[s]
|
||||
tmp = _flrg.rhs_unconditional_probability(s) * (_set.membership(x) / _set.partition_function(uod=self.get_UoD()))
|
||||
cond.append(tmp)
|
||||
ret = sum(np.array(cond))
|
||||
else:
|
||||
@ -255,21 +233,21 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
return ret
|
||||
|
||||
def get_upper(self, flrg):
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.str_lhs()]
|
||||
ret = tmp.get_upper()
|
||||
if flrg.get_key() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.get_key()]
|
||||
ret = tmp.get_upper(self.sets)
|
||||
else:
|
||||
pi = 1 / len(flrg.LHS)
|
||||
ret = sum(np.array([pi * s.upper for s in flrg.LHS]))
|
||||
ret = sum(np.array([pi * self.sets[s].upper for s in flrg.LHS]))
|
||||
return ret
|
||||
|
||||
def get_lower(self, flrg):
|
||||
if flrg.str_lhs() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.str_lhs()]
|
||||
ret = tmp.get_lower()
|
||||
if flrg.get_key() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.get_key()]
|
||||
ret = tmp.get_lower(self.sets)
|
||||
else:
|
||||
pi = 1 / len(flrg.LHS)
|
||||
ret = sum(np.array([pi * s.lower for s in flrg.LHS]))
|
||||
ret = sum(np.array([pi * self.sets[s].lower for s in flrg.LHS]))
|
||||
return ret
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
@ -282,80 +260,16 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
|
||||
for k in np.arange(self.order - 1, l):
|
||||
|
||||
# print(k)
|
||||
sample = ndata[k - (self.order - 1): k + 1]
|
||||
|
||||
affected_flrgs = []
|
||||
affected_flrgs_memberships = []
|
||||
norms = []
|
||||
flrgs = self.generate_lhs_flrg(sample)
|
||||
|
||||
mp = []
|
||||
|
||||
# Find the sets which membership > 0 for each lag
|
||||
lags = {}
|
||||
if self.order > 1:
|
||||
subset = ndata[k - (self.order - 1): k + 1]
|
||||
|
||||
for count, instance in enumerate(subset):
|
||||
mb = FuzzySet.fuzzyfy_instance(instance, self.sets)
|
||||
tmp = np.argwhere(mb)
|
||||
idx = np.ravel(tmp) # flatten the array
|
||||
|
||||
if idx.size == 0: # the element is out of the bounds of the Universe of Discourse
|
||||
if instance <= self.sets[0].lower:
|
||||
idx = [0]
|
||||
elif instance >= self.sets[-1].upper:
|
||||
idx = [len(self.sets) - 1]
|
||||
else:
|
||||
raise Exception(instance)
|
||||
|
||||
lags[count] = idx
|
||||
|
||||
# Build the tree with all possible paths
|
||||
|
||||
root = tree.FLRGTreeNode(None)
|
||||
|
||||
self.build_tree(root, lags, 0)
|
||||
|
||||
# Trace the possible paths and build the PFLRG's
|
||||
|
||||
for p in root.paths():
|
||||
path = list(reversed(list(filter(None.__ne__, p))))
|
||||
flrg = hofts.HighOrderFLRG(self.order)
|
||||
for kk in path: flrg.append_lhs(self.sets[kk])
|
||||
|
||||
assert len(flrg.LHS) == subset.size, str(subset) + " -> " + str([s.name for s in flrg.LHS])
|
||||
|
||||
##
|
||||
affected_flrgs.append(flrg)
|
||||
|
||||
# Find the general membership of FLRG
|
||||
affected_flrgs_memberships.append(flrg.get_membership(subset))
|
||||
|
||||
else:
|
||||
|
||||
mv = FuzzySet.fuzzyfy_instance(ndata[k], self.sets) # get all membership values
|
||||
tmp = np.argwhere(mv) # get the indices of values > 0
|
||||
idx = np.ravel(tmp) # flatten the array
|
||||
|
||||
if idx.size == 0: # the element is out of the bounds of the Universe of Discourse
|
||||
if ndata[k] <= self.sets[0].lower:
|
||||
idx = [0]
|
||||
elif ndata[k] >= self.sets[-1].upper:
|
||||
idx = [len(self.sets) - 1]
|
||||
else:
|
||||
raise Exception(ndata[k])
|
||||
|
||||
for kk in idx:
|
||||
flrg = hofts.HighOrderFLRG(self.order)
|
||||
flrg.append_lhs(self.sets[kk])
|
||||
affected_flrgs.append(flrg)
|
||||
affected_flrgs_memberships.append(mv[kk])
|
||||
|
||||
for count, flrg in enumerate(affected_flrgs):
|
||||
# achar o os bounds de cada FLRG, ponderados pela probabilidade e pertinência
|
||||
norm = self.get_flrg_global_probability(flrg) * affected_flrgs_memberships[count]
|
||||
norms = []
|
||||
for flrg in flrgs:
|
||||
norm = self.flrg_lhs_conditional_probability(sample, flrg)
|
||||
if norm == 0:
|
||||
norm = self.get_flrg_global_probability(flrg) # * 0.001
|
||||
norm = self.flrg_lhs_unconditional_probability(flrg) # * 0.001
|
||||
mp.append(norm * self.get_midpoint(flrg))
|
||||
norms.append(norm)
|
||||
|
||||
@ -401,7 +315,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
dist = self.forecast_distribution(ndata)
|
||||
lo_qt = dist[0].quantile(self.alpha)
|
||||
up_qt = dist[0].quantile(1.0 - self.alpha)
|
||||
ret.append([lo_qt, up_qt])
|
||||
ret.append_rhs([lo_qt, up_qt])
|
||||
|
||||
def interval_extremum(self, k, ndata, ret):
|
||||
affected_flrgs = []
|
||||
@ -475,9 +389,9 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
affected_flrgs_memberships.append(mv[kk])
|
||||
for count, flrg in enumerate(affected_flrgs):
|
||||
# achar o os bounds de cada FLRG, ponderados pela probabilidade e pertinência
|
||||
norm = self.get_flrg_global_probability(flrg) * affected_flrgs_memberships[count]
|
||||
norm = self.flrg_lhs_unconditional_probability(flrg) * affected_flrgs_memberships[count]
|
||||
if norm == 0:
|
||||
norm = self.get_flrg_global_probability(flrg) # * 0.001
|
||||
norm = self.flrg_lhs_unconditional_probability(flrg) # * 0.001
|
||||
up.append(norm * self.get_upper(flrg))
|
||||
lo.append(norm * self.get_lower(flrg))
|
||||
norms.append(norm)
|
||||
@ -485,11 +399,11 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
# gerar o intervalo
|
||||
norm = sum(norms)
|
||||
if norm == 0:
|
||||
ret.append([0, 0])
|
||||
ret.append_rhs([0, 0])
|
||||
else:
|
||||
lo_ = sum(lo) / norm
|
||||
up_ = sum(up) / norm
|
||||
ret.append([lo_, up_])
|
||||
ret.append_rhs([lo_, up_])
|
||||
|
||||
def forecast_distribution(self, data, **kwargs):
|
||||
|
||||
@ -505,20 +419,22 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS):
|
||||
|
||||
ret = []
|
||||
uod = self.get_UoD()
|
||||
_keys = sorted(self.flrgs.keys())
|
||||
_bins = np.linspace(uod[0], uod[1], nbins)
|
||||
|
||||
for k in np.arange(self.order - 1, l):
|
||||
sample = ndata[k - (self.order - 1): k + 1]
|
||||
|
||||
flrgs = self.generate_lhs_flrg(sample)
|
||||
|
||||
dist = ProbabilityDistribution.ProbabilityDistribution(smooth, uod=uod, bins=_bins, **kwargs)
|
||||
|
||||
for bin in _bins:
|
||||
num = []
|
||||
den = []
|
||||
for s in _keys:
|
||||
flrg = self.flrgs[s]
|
||||
pk = flrg.lhs_probability(sample, self.global_frequency_count, uod, nbins)
|
||||
wi = flrg.rhs_conditional_probability(bin, self.setsDict, uod, nbins)
|
||||
for s in flrgs:
|
||||
flrg = self.flrgs[s.get_key()]
|
||||
pk = flrg.lhs_conditional_probability(sample, self.global_frequency_count, uod, nbins)
|
||||
wi = flrg.rhs_conditional_probability(bin, self.sets, uod, nbins)
|
||||
num.append(wi * pk)
|
||||
den.append(pk)
|
||||
pf = sum(num) / sum(den)
|
||||
|
||||
@ -21,7 +21,7 @@ class ExponentialyWeightedFLRG(flrg.FLRG):
|
||||
self.c = kwargs.get("c",default_c)
|
||||
self.w = None
|
||||
|
||||
def append(self, c):
|
||||
def append_rhs(self, c, **kwargs):
|
||||
self.RHS.append(c)
|
||||
self.count = self.count + 1.0
|
||||
|
||||
@ -33,15 +33,15 @@ class ExponentialyWeightedFLRG(flrg.FLRG):
|
||||
return self.w
|
||||
|
||||
def __str__(self):
|
||||
tmp = self.LHS.name + " -> "
|
||||
tmp = self.LHS + " -> "
|
||||
tmp2 = ""
|
||||
cc = 0
|
||||
wei = [self.c ** k for k in np.arange(0.0, self.count, 1.0)]
|
||||
tot = sum(wei)
|
||||
for c in sorted(self.RHS, key=lambda s: s.name):
|
||||
for c in sorted(self.RHS):
|
||||
if len(tmp2) > 0:
|
||||
tmp2 = tmp2 + ","
|
||||
tmp2 = tmp2 + c.name + "(" + str(wei[cc] / tot) + ")"
|
||||
tmp2 = tmp2 + c + "(" + str(wei[cc] / tot) + ")"
|
||||
cc = cc + 1
|
||||
return tmp + tmp2
|
||||
|
||||
@ -59,24 +59,26 @@ class ExponentialyWeightedFTS(fts.FTS):
|
||||
|
||||
def generate_flrg(self, flrs, c):
|
||||
for flr in flrs:
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
if flr.LHS in self.flrgs:
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = ExponentialyWeightedFLRG(flr.LHS, c=c);
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS] = ExponentialyWeightedFLRG(flr.LHS, c=c);
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
self.c = kwargs.get('parameters', default_c)
|
||||
if kwargs.get('sets', None) is not None:
|
||||
self.sets = kwargs.get('sets', None)
|
||||
ndata = self.apply_transformations(data)
|
||||
tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets)
|
||||
tmpdata = FuzzySet.fuzzyfy_series(ndata, self.sets, method='maximum')
|
||||
flrs = FLR.generate_recurrent_flrs(tmpdata)
|
||||
self.generate_flrg(flrs, self.c)
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
l = 1
|
||||
|
||||
ordered_sets = FuzzySet.set_ordered(self.sets)
|
||||
|
||||
data = np.array(data)
|
||||
|
||||
ndata = self.apply_transformations(data)
|
||||
@ -87,15 +89,13 @@ class ExponentialyWeightedFTS(fts.FTS):
|
||||
|
||||
for k in np.arange(0, l):
|
||||
|
||||
mv = FuzzySet.fuzzyfy_instance(ndata[k], self.sets)
|
||||
|
||||
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
|
||||
actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
|
||||
|
||||
if actual.name not in self.flrgs:
|
||||
ret.append(actual.centroid)
|
||||
else:
|
||||
flrg = self.flrgs[actual.name]
|
||||
mp = flrg.get_midpoints()
|
||||
mp = flrg.get_midpoints(self.sets)
|
||||
|
||||
ret.append(mp.dot(flrg.weights()))
|
||||
|
||||
|
||||
@ -4,26 +4,26 @@ from pyFTS.models.seasonal import sfts
|
||||
from pyFTS.models import chen
|
||||
|
||||
|
||||
class ContextualSeasonalFLRG(object):
|
||||
class ContextualSeasonalFLRG(sfts.SeasonalFLRG):
|
||||
"""
|
||||
Contextual Seasonal Fuzzy Logical Relationship Group
|
||||
"""
|
||||
def __init__(self, seasonality):
|
||||
self.season = seasonality
|
||||
self.flrgs = {}
|
||||
super(ContextualSeasonalFLRG, self).__init__(seasonality)
|
||||
self.RHS = {}
|
||||
|
||||
def append(self, flr):
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
def append_rhs(self, flr, **kwargs):
|
||||
if flr.LHS in self.RHS:
|
||||
self.RHS[flr.LHS].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = chen.ConventionalFLRG(flr.LHS)
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.RHS[flr.LHS] = chen.ConventionalFLRG(flr.LHS)
|
||||
self.RHS[flr.LHS].append_rhs(flr.RHS)
|
||||
|
||||
def __str__(self):
|
||||
tmp = str(self.season) + ": \n "
|
||||
tmp = str(self.LHS) + ": \n "
|
||||
tmp2 = "\t"
|
||||
for r in sorted(self.flrgs):
|
||||
tmp2 += str(self.flrgs[r]) + "\n\t"
|
||||
for r in sorted(self.RHS):
|
||||
tmp2 += str(self.RHS[r]) + "\n\t"
|
||||
return tmp + tmp2 + "\n"
|
||||
|
||||
|
||||
@ -50,7 +50,7 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS):
|
||||
if str(flr.index) not in self.flrgs:
|
||||
self.flrgs[str(flr.index)] = ContextualSeasonalFLRG(flr.index)
|
||||
|
||||
self.flrgs[str(flr.index)].append(flr)
|
||||
self.flrgs[str(flr.index)].append_rhs(flr)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
if kwargs.get('sets', None) is not None:
|
||||
@ -61,13 +61,14 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS):
|
||||
self.generate_flrg(flrs)
|
||||
|
||||
def get_midpoints(self, flrg, data):
|
||||
if data.name in flrg.flrgs:
|
||||
ret = np.array([s.centroid for s in flrg.flrgs[data.name].RHS])
|
||||
if data in flrg.flrgs:
|
||||
ret = np.array([self.sets[s].centroid for s in flrg.flrgs[data.name].RHS])
|
||||
return ret
|
||||
else:
|
||||
return np.array([data.centroid])
|
||||
return np.array([self.sets[data].centroid])
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
ordered_sets = FuzzySet.set_ordered(self.sets)
|
||||
|
||||
ret = []
|
||||
|
||||
@ -78,7 +79,7 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS):
|
||||
|
||||
flrg = self.flrgs[str(index[k])]
|
||||
|
||||
d = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets)
|
||||
d = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
|
||||
|
||||
mp = self.get_midpoints(flrg, d)
|
||||
|
||||
|
||||
@ -26,7 +26,7 @@ class MultiSeasonalFTS(sfts.SeasonalFTS):
|
||||
if str(flr.index) not in self.flrgs:
|
||||
self.flrgs[str(flr.index)] = sfts.SeasonalFLRG(flr.index)
|
||||
|
||||
self.flrgs[str(flr.index)].append(flr.RHS)
|
||||
self.flrgs[str(flr.index)].append_rhs(flr.RHS)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
if kwargs.get('sets', None) is not None:
|
||||
|
||||
@ -33,7 +33,7 @@ class TimeGridPartitioner(partitioner.Partitioner):
|
||||
self.sets = self.build(None)
|
||||
|
||||
def build(self, data):
|
||||
sets = []
|
||||
sets = {}
|
||||
|
||||
kwargs = {'variable': self.variable}
|
||||
|
||||
@ -46,7 +46,7 @@ class TimeGridPartitioner(partitioner.Partitioner):
|
||||
|
||||
count = 0
|
||||
for c in np.arange(self.min, self.max, partlen):
|
||||
set_name = self.prefix + str(count) if self.setnames is None else self.setnames[count]
|
||||
set_name = self.get_name(count)
|
||||
if self.membership_function == Membership.trimf:
|
||||
if c == self.min:
|
||||
tmp = Composite(set_name, superset=True)
|
||||
@ -58,14 +58,14 @@ class TimeGridPartitioner(partitioner.Partitioner):
|
||||
[c - partlen, c, c + partlen], c,
|
||||
**kwargs))
|
||||
tmp.centroid = c
|
||||
sets.append(tmp)
|
||||
sets[set_name] = tmp
|
||||
else:
|
||||
sets.append(FuzzySet(self.season, set_name, Membership.trimf,
|
||||
sets[set_name] = FuzzySet(self.season, set_name, Membership.trimf,
|
||||
[c - partlen, c, c + partlen], c,
|
||||
**kwargs))
|
||||
**kwargs)
|
||||
elif self.membership_function == Membership.gaussmf:
|
||||
sets.append(FuzzySet(self.season, set_name, Membership.gaussmf, [c, partlen / 3], c,
|
||||
**kwargs))
|
||||
sets[set_name] = FuzzySet(self.season, set_name, Membership.gaussmf, [c, partlen / 3], c,
|
||||
**kwargs)
|
||||
elif self.membership_function == Membership.trapmf:
|
||||
q = partlen / 4
|
||||
if c == self.min:
|
||||
@ -78,17 +78,18 @@ class TimeGridPartitioner(partitioner.Partitioner):
|
||||
[c - partlen, c - q, c + q, c + partlen], c,
|
||||
**kwargs))
|
||||
tmp.centroid = c
|
||||
sets.append(tmp)
|
||||
sets[set_name] = tmp
|
||||
else:
|
||||
sets.append(FuzzySet(self.season, set_name, Membership.trapmf,
|
||||
sets[set_name] = FuzzySet(self.season, set_name, Membership.trapmf,
|
||||
[c - partlen, c - q, c + q, c + partlen], c,
|
||||
**kwargs))
|
||||
**kwargs)
|
||||
count += 1
|
||||
|
||||
self.min = 0
|
||||
|
||||
return sets
|
||||
|
||||
|
||||
def plot(self, ax):
|
||||
"""
|
||||
Plot the
|
||||
|
||||
@ -10,14 +10,17 @@ import numpy as np
|
||||
from pyFTS.common import FuzzySet, FLR, fts
|
||||
|
||||
|
||||
class SeasonalFLRG(FLR.FLR):
|
||||
class SeasonalFLRG(FLR.FLRG):
|
||||
"""First Order Seasonal Fuzzy Logical Relationship Group"""
|
||||
def __init__(self, seasonality):
|
||||
super(SeasonalFLRG, self).__init__(None,None)
|
||||
self.LHS = seasonality
|
||||
self.RHS = []
|
||||
|
||||
def append(self, c):
|
||||
def get_key(self):
|
||||
return self.LHS
|
||||
|
||||
def append_rhs(self, c, **kwargs):
|
||||
self.RHS.append(c)
|
||||
|
||||
def __str__(self):
|
||||
@ -57,7 +60,7 @@ class SeasonalFTS(fts.FTS):
|
||||
self.flrgs[ss] = SeasonalFLRG(season)
|
||||
|
||||
#print(season)
|
||||
self.flrgs[ss].append(flr.RHS)
|
||||
self.flrgs[ss].append_rhs(flr.RHS)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
if kwargs.get('sets', None) is not None:
|
||||
|
||||
@ -20,40 +20,46 @@ class ConventionalFTS(fts.FTS):
|
||||
self.R = None
|
||||
|
||||
if self.sets is not None:
|
||||
self.R = np.zeros((len(self.sets),len(self.sets)))
|
||||
|
||||
l = len(self.sets)
|
||||
self.R = np.zeros((l,l))
|
||||
|
||||
def flr_membership_matrix(self, flr):
|
||||
lm = [flr.LHS.membership(k.centroid) for k in self.sets]
|
||||
rm = [flr.RHS.membership(k.centroid) for k in self.sets]
|
||||
ordered_set = FuzzySet.set_ordered(self.sets)
|
||||
centroids = [self.sets[k].centroid for k in ordered_set]
|
||||
lm = [self.sets[flr.LHS].membership(k) for k in centroids]
|
||||
rm = [self.sets[flr.RHS].membership(k) for k in centroids]
|
||||
|
||||
r = np.zeros((len(self.sets), len(self.sets)))
|
||||
for k in range(0,len(self.sets)):
|
||||
for l in range(0, len(self.sets)):
|
||||
r[k][l] = min(lm[k],rm[l])
|
||||
l = len(ordered_set)
|
||||
r = np.zeros((l, l))
|
||||
for k in range(0,l):
|
||||
for l in range(0, l):
|
||||
r[k][l] = min(lm[k], rm[l])
|
||||
|
||||
return r
|
||||
|
||||
def operation_matrix(self, flrs):
|
||||
l = len(self.sets)
|
||||
if self.R is None:
|
||||
self.R = np.zeros((len(self.sets), len(self.sets)))
|
||||
self.R = np.zeros((l, l))
|
||||
for k in flrs:
|
||||
mm = self.flr_membership_matrix(k)
|
||||
for k in range(0, len(self.sets)):
|
||||
for l in range(0, len(self.sets)):
|
||||
self.R[k][l] = max(r[k][l], mm[k][l])
|
||||
for k in range(0, l):
|
||||
for l in range(0, l):
|
||||
self.R[k][l] = max(self.R[k][l], mm[k][l])
|
||||
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
if kwargs.get('sets', None) is not None:
|
||||
self.sets = kwargs.get('sets', None)
|
||||
ndata = self.apply_transformations(data)
|
||||
tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets)
|
||||
tmpdata = FuzzySet.fuzzyfy_series(ndata, self.sets, method='maximum')
|
||||
flrs = FLR.generate_non_recurrent_flrs(tmpdata)
|
||||
self.operation_matrix(flrs)
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
|
||||
ordered_set = FuzzySet.set_ordered(self.sets)
|
||||
|
||||
ndata = np.array(self.apply_transformations(data))
|
||||
|
||||
l = len(ndata)
|
||||
@ -69,9 +75,9 @@ class ConventionalFTS(fts.FTS):
|
||||
fs = np.ravel(np.argwhere(r == max(r)))
|
||||
|
||||
if len(fs) == 1:
|
||||
ret.append(self.sets[fs[0]].centroid)
|
||||
ret.append(self.sets[ordered_set[fs[0]]].centroid)
|
||||
else:
|
||||
mp = [self.sets[s].centroid for s in fs]
|
||||
mp = [self.sets[ordered_set[s]].centroid for s in fs]
|
||||
|
||||
ret.append( sum(mp)/len(mp))
|
||||
|
||||
|
||||
@ -17,24 +17,27 @@ class WeightedFLRG(flrg.FLRG):
|
||||
self.LHS = LHS
|
||||
self.RHS = []
|
||||
self.count = 1.0
|
||||
self.w = None
|
||||
|
||||
def append(self, c):
|
||||
def append_rhs(self, c, **kwargs):
|
||||
self.RHS.append(c)
|
||||
self.count = self.count + 1.0
|
||||
|
||||
def weights(self):
|
||||
def weights(self, sets):
|
||||
if self.w is None:
|
||||
tot = sum(np.arange(1.0, self.count, 1.0))
|
||||
return np.array([k / tot for k in np.arange(1.0, self.count, 1.0)])
|
||||
self.w = np.array([k / tot for k in np.arange(1.0, self.count, 1.0)])
|
||||
return self.w
|
||||
|
||||
def __str__(self):
|
||||
tmp = self.LHS.name + " -> "
|
||||
tmp = self.LHS + " -> "
|
||||
tmp2 = ""
|
||||
cc = 1.0
|
||||
tot = sum(np.arange(1.0, self.count, 1.0))
|
||||
for c in sorted(self.RHS, key=lambda s: s.name):
|
||||
for c in sorted(self.RHS):
|
||||
if len(tmp2) > 0:
|
||||
tmp2 = tmp2 + ","
|
||||
tmp2 = tmp2 + c.name + "(" + str(round(cc / tot, 3)) + ")"
|
||||
tmp2 = tmp2 + c + "(" + str(round(cc / tot, 3)) + ")"
|
||||
cc = cc + 1.0
|
||||
return tmp + tmp2
|
||||
|
||||
@ -48,11 +51,11 @@ class WeightedFTS(fts.FTS):
|
||||
|
||||
def generate_FLRG(self, flrs):
|
||||
for flr in flrs:
|
||||
if flr.LHS.name in self.flrgs:
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
if flr.LHS in self.flrgs:
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
else:
|
||||
self.flrgs[flr.LHS.name] = WeightedFLRG(flr.LHS);
|
||||
self.flrgs[flr.LHS.name].append(flr.RHS)
|
||||
self.flrgs[flr.LHS] = WeightedFLRG(flr.LHS);
|
||||
self.flrgs[flr.LHS].append_rhs(flr.RHS)
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
if kwargs.get('sets', None) is not None:
|
||||
@ -63,6 +66,9 @@ class WeightedFTS(fts.FTS):
|
||||
self.generate_FLRG(flrs)
|
||||
|
||||
def forecast(self, data, **kwargs):
|
||||
|
||||
ordered_sets = FuzzySet.set_ordered(self.sets)
|
||||
|
||||
l = 1
|
||||
|
||||
data = np.array(data)
|
||||
@ -75,17 +81,15 @@ class WeightedFTS(fts.FTS):
|
||||
|
||||
for k in np.arange(0, l):
|
||||
|
||||
mv = FuzzySet.fuzzyfy_instance(ndata[k], self.sets)
|
||||
|
||||
actual = self.sets[np.argwhere(mv == max(mv))[0, 0]]
|
||||
actual = FuzzySet.get_maximum_membership_fuzzyset(ndata[k], self.sets, ordered_sets)
|
||||
|
||||
if actual.name not in self.flrgs:
|
||||
ret.append(actual.centroid)
|
||||
else:
|
||||
flrg = self.flrgs[actual.name]
|
||||
mp = flrg.get_midpoints()
|
||||
mp = flrg.get_midpoints(self.sets)
|
||||
|
||||
ret.append(mp.dot(flrg.weights()))
|
||||
ret.append(mp.dot(flrg.weights(self.sets)))
|
||||
|
||||
ret = self.apply_inverse_transformations(ret, params=[data])
|
||||
|
||||
|
||||
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
@ -82,15 +82,16 @@ class CMeansPartitioner(partitioner.Partitioner):
|
||||
super(CMeansPartitioner, self).__init__(name="CMeans", **kwargs)
|
||||
|
||||
def build(self, data):
|
||||
sets = []
|
||||
sets = {}
|
||||
centroides = c_means(self.partitions, data, 1)
|
||||
centroides.append(self.max)
|
||||
centroides.append(self.min)
|
||||
centroides = list(set(centroides))
|
||||
centroides.sort()
|
||||
for c in np.arange(1, len(centroides) - 1):
|
||||
sets.append(FuzzySet.FuzzySet(self.prefix + str(c), Membership.trimf,
|
||||
_name = self.get_name(c)
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf,
|
||||
[round(centroides[c - 1], 3), round(centroides[c], 3), round(centroides[c + 1], 3)],
|
||||
round(centroides[c], 3)))
|
||||
round(centroides[c], 3))
|
||||
|
||||
return sets
|
||||
|
||||
@ -83,7 +83,7 @@ class EntropyPartitioner(partitioner.Partitioner):
|
||||
super(EntropyPartitioner, self).__init__(name="Entropy", **kwargs)
|
||||
|
||||
def build(self, data):
|
||||
sets = []
|
||||
sets = {}
|
||||
|
||||
partitions = bestSplit(data, self.partitions)
|
||||
partitions.append(self.min)
|
||||
@ -91,15 +91,16 @@ class EntropyPartitioner(partitioner.Partitioner):
|
||||
partitions = list(set(partitions))
|
||||
partitions.sort()
|
||||
for c in np.arange(1, len(partitions) - 1):
|
||||
_name = self.get_name(c)
|
||||
if self.membership_function == Membership.trimf:
|
||||
sets.append(FuzzySet.FuzzySet(self.prefix + str(c), Membership.trimf,
|
||||
[partitions[c - 1], partitions[c], partitions[c + 1]],partitions[c]))
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf,
|
||||
[partitions[c - 1], partitions[c], partitions[c + 1]],partitions[c])
|
||||
elif self.membership_function == Membership.trapmf:
|
||||
b1 = (partitions[c] - partitions[c - 1])/2
|
||||
b2 = (partitions[c + 1] - partitions[c]) / 2
|
||||
sets.append(FuzzySet.FuzzySet(self.prefix + str(c), Membership.trapmf,
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trapmf,
|
||||
[partitions[c - 1], partitions[c] - b1,
|
||||
partitions[c] + b2, partitions[c + 1]],
|
||||
partitions[c]))
|
||||
partitions[c])
|
||||
|
||||
return sets
|
||||
|
||||
@ -1,21 +1,24 @@
|
||||
import numpy as np
|
||||
import math
|
||||
import random as rnd
|
||||
import functools,operator
|
||||
from pyFTS.common import FuzzySet,Membership
|
||||
import functools, operator
|
||||
from pyFTS.common import FuzzySet, Membership
|
||||
from pyFTS.partitioners import partitioner
|
||||
#import CMeans
|
||||
|
||||
|
||||
# import CMeans
|
||||
|
||||
# S. T. Li, Y. C. Cheng, and S. Y. Lin, “A FCM-based deterministic forecasting model for fuzzy time series,”
|
||||
# Comput. Math. Appl., vol. 56, no. 12, pp. 3052–3063, Dec. 2008. DOI: 10.1016/j.camwa.2008.07.033.
|
||||
|
||||
def fuzzy_distance(x, y):
|
||||
if isinstance(x, list):
|
||||
tmp = functools.reduce(operator.add, [(x[k] - y[k])**2 for k in range(0,len(x))])
|
||||
tmp = functools.reduce(operator.add, [(x[k] - y[k]) ** 2 for k in range(0, len(x))])
|
||||
else:
|
||||
tmp = (x - y) ** 2
|
||||
return math.sqrt(tmp)
|
||||
|
||||
|
||||
def membership(val, vals):
|
||||
soma = 0
|
||||
for k in vals:
|
||||
@ -30,7 +33,7 @@ def fuzzy_cmeans(k, dados, tam, m, deltadist=0.001):
|
||||
tam_dados = len(dados)
|
||||
|
||||
# Inicializa as centróides escolhendo elementos aleatórios dos conjuntos
|
||||
centroides = [dados[rnd.randint(0, tam_dados-1)] for kk in range(0, k)]
|
||||
centroides = [dados[rnd.randint(0, tam_dados - 1)] for kk in range(0, k)]
|
||||
|
||||
# Tabela de pertinência das instâncias aos grupos
|
||||
grupos = [[0 for kk in range(0, k)] for xx in range(0, tam_dados)]
|
||||
@ -104,28 +107,31 @@ class FCMPartitioner(partitioner.Partitioner):
|
||||
"""
|
||||
|
||||
"""
|
||||
|
||||
def __init__(self, **kwargs):
|
||||
super(FCMPartitioner, self).__init__(name="FCM", **kwargs)
|
||||
|
||||
def build(self,data):
|
||||
sets = []
|
||||
def build(self, data):
|
||||
sets = {}
|
||||
|
||||
centroids = fuzzy_cmeans(self.partitions, data, 1, 2)
|
||||
centroids.append(self.max)
|
||||
centroids.append(self.min)
|
||||
centroids = list(set(centroids))
|
||||
centroids.sort()
|
||||
for c in np.arange(1,len(centroids)-1):
|
||||
for c in np.arange(1, len(centroids) - 1):
|
||||
_name = self.get_name(c)
|
||||
if self.membership_function == Membership.trimf:
|
||||
sets.append(FuzzySet.FuzzySet(self.prefix+str(c),Membership.trimf,
|
||||
[round(centroids[c-1],3), round(centroids[c],3), round(centroids[c+1],3)],
|
||||
round(centroids[c],3) ) )
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf,
|
||||
[round(centroids[c - 1], 3), round(centroids[c], 3),
|
||||
round(centroids[c + 1], 3)],
|
||||
round(centroids[c], 3))
|
||||
elif self.membership_function == Membership.trapmf:
|
||||
q1 = (round(centroids[c], 3) - round(centroids[c - 1], 3))/2
|
||||
q2 = (round(centroids[c+1], 3) - round(centroids[c], 3)) / 2
|
||||
sets.append(FuzzySet.FuzzySet(self.prefix + str(c), Membership.trimf,
|
||||
q1 = (round(centroids[c], 3) - round(centroids[c - 1], 3)) / 2
|
||||
q2 = (round(centroids[c + 1], 3) - round(centroids[c], 3)) / 2
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf,
|
||||
[round(centroids[c - 1], 3), round(centroids[c], 3) - q1,
|
||||
round(centroids[c], 3) + q2, round(centroids[c + 1], 3)],
|
||||
round(centroids[c], 3)))
|
||||
round(centroids[c], 3))
|
||||
|
||||
return sets
|
||||
@ -21,7 +21,7 @@ class GridPartitioner(partitioner.Partitioner):
|
||||
super(GridPartitioner, self).__init__(name="Grid", **kwargs)
|
||||
|
||||
def build(self, data):
|
||||
sets = []
|
||||
sets = {}
|
||||
|
||||
kwargs = {'type': self.type, 'variable': self.variable}
|
||||
|
||||
@ -30,16 +30,14 @@ class GridPartitioner(partitioner.Partitioner):
|
||||
|
||||
count = 0
|
||||
for c in np.arange(self.min, self.max, partlen):
|
||||
_name = self.get_name(count)
|
||||
if self.membership_function == Membership.trimf:
|
||||
sets.append(
|
||||
FuzzySet.FuzzySet(self.prefix + str(count), Membership.trimf, [c - partlen, c, c + partlen],c,**kwargs))
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf, [c - partlen, c, c + partlen],c,**kwargs)
|
||||
elif self.membership_function == Membership.gaussmf:
|
||||
sets.append(
|
||||
FuzzySet.FuzzySet(self.prefix + str(count), Membership.gaussmf, [c, partlen / 3], c,**kwargs))
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.gaussmf, [c, partlen / 3], c,**kwargs)
|
||||
elif self.membership_function == Membership.trapmf:
|
||||
q = partlen / 2
|
||||
sets.append(
|
||||
FuzzySet.FuzzySet(self.prefix + str(count), Membership.trapmf, [c - partlen, c - q, c + q, c + partlen], c,**kwargs))
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trapmf, [c - partlen, c - q, c + q, c + partlen], c,**kwargs)
|
||||
count += 1
|
||||
|
||||
self.min = self.min - partlen
|
||||
|
||||
@ -29,22 +29,23 @@ class HuarngPartitioner(partitioner.Partitioner):
|
||||
else:
|
||||
base = 100
|
||||
|
||||
sets = []
|
||||
sets = {}
|
||||
|
||||
dlen = self.max - self.min
|
||||
npart = math.ceil(dlen / base)
|
||||
partition = math.ceil(self.min)
|
||||
for c in range(npart):
|
||||
_name = self.get_name(c)
|
||||
if self.membership_function == Membership.trimf:
|
||||
sets.append( FuzzySet.FuzzySet(self.prefix + str(c), Membership.trimf,
|
||||
[partition - base, partition, partition + base], partition))
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf,
|
||||
[partition - base, partition, partition + base], partition)
|
||||
elif self.membership_function == Membership.gaussmf:
|
||||
sets.append(FuzzySet.FuzzySet(self.prefix + str(c), Membership.gaussmf,
|
||||
[partition, base/2], partition))
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.gaussmf,
|
||||
[partition, base/2], partition)
|
||||
elif self.membership_function == Membership.trapmf:
|
||||
sets.append(FuzzySet.FuzzySet(self.prefix + str(c), Membership.trapmf,
|
||||
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trapmf,
|
||||
[partition - base, partition - (base/2),
|
||||
partition + (base / 2), partition + base], partition))
|
||||
partition + (base / 2), partition + base], partition)
|
||||
|
||||
partition += base
|
||||
|
||||
|
||||
@ -26,7 +26,8 @@ def plot_sets(data, sets, titles, tam=[12, 10], save=False, file=None):
|
||||
ax = axes[k]
|
||||
ax.set_title(titles[k])
|
||||
ax.set_ylim([0, 1.1])
|
||||
for s in sets[k]:
|
||||
for key in sets[k].keys():
|
||||
s = sets[k][key]
|
||||
if s.mf == Membership.trimf:
|
||||
ax.plot(s.parameters,[0,1,0])
|
||||
elif s.mf == Membership.gaussmf:
|
||||
|
||||
@ -20,15 +20,16 @@ class Partitioner(object):
|
||||
:param transformation: data transformation to be applied on data
|
||||
"""
|
||||
self.name = kwargs.get('name',"")
|
||||
self.partitions = kwargs.get('npart',10)
|
||||
self.sets = []
|
||||
self.membership_function = kwargs.get('func',Membership.trimf)
|
||||
self.setnames = kwargs.get('names',None)
|
||||
self.prefix = kwargs.get('prefix','A')
|
||||
self.transformation = kwargs.get('transformation',None)
|
||||
self.indexer = kwargs.get('indexer',None)
|
||||
self.partitions = kwargs.get('npart', 10)
|
||||
self.sets = {}
|
||||
self.membership_function = kwargs.get('func', Membership.trimf)
|
||||
self.setnames = kwargs.get('names', None)
|
||||
self.prefix = kwargs.get('prefix', 'A')
|
||||
self.transformation = kwargs.get('transformation', None)
|
||||
self.indexer = kwargs.get('indexer', None)
|
||||
self.variable = kwargs.get('variable', None)
|
||||
self.type = kwargs.get('type', 'common')
|
||||
self.ordered_sets = None
|
||||
|
||||
if kwargs.get('preprocess',True):
|
||||
|
||||
@ -58,6 +59,11 @@ class Partitioner(object):
|
||||
|
||||
self.sets = self.build(ndata)
|
||||
|
||||
if self.ordered_sets is None and self.setnames is not None:
|
||||
self.ordered_sets = self.setnames
|
||||
else:
|
||||
self.ordered_sets = FuzzySet.set_ordered(self.sets)
|
||||
|
||||
del(ndata)
|
||||
|
||||
def build(self, data):
|
||||
@ -68,6 +74,9 @@ class Partitioner(object):
|
||||
"""
|
||||
pass
|
||||
|
||||
def get_name(self, counter):
|
||||
return self.prefix + str(counter) if self.setnames is None else self.setnames[counter]
|
||||
|
||||
def plot(self, ax):
|
||||
"""
|
||||
Plot the
|
||||
@ -79,7 +88,8 @@ class Partitioner(object):
|
||||
ax.set_xlim([self.min, self.max])
|
||||
ticks = []
|
||||
x = []
|
||||
for s in self.sets:
|
||||
for key in self.sets.keys():
|
||||
s = self.sets[key]
|
||||
if s.type == 'common':
|
||||
self.plot_set(ax, s)
|
||||
elif s.type == 'composite':
|
||||
@ -103,6 +113,6 @@ class Partitioner(object):
|
||||
|
||||
def __str__(self):
|
||||
tmp = self.name + ":\n"
|
||||
for a in self.sets:
|
||||
tmp += str(a)+ "\n"
|
||||
for key in self.sets.keys():
|
||||
tmp += str(self.sets[key])+ "\n"
|
||||
return tmp
|
||||
|
||||
@ -107,7 +107,7 @@ class ProbabilityDistribution(object):
|
||||
if str(ret) not in self.qtl:
|
||||
self.qtl[str(ret)] = []
|
||||
|
||||
self.qtl[str(ret)].append(k)
|
||||
self.qtl[str(ret)].append_rhs(k)
|
||||
|
||||
_keys = [float(k) for k in sorted(self.qtl.keys())]
|
||||
|
||||
|
||||
@ -90,9 +90,9 @@ for job in jobs:
|
||||
results[_m][_o][_p]['mape'] = []
|
||||
results[_m][_o][_p]['u'] = []
|
||||
|
||||
results[_m][_o][_p]['rmse'].append(tmp['rmse'])
|
||||
results[_m][_o][_p]['mape'].append(tmp['mape'])
|
||||
results[_m][_o][_p]['u'].append(tmp['u'])
|
||||
results[_m][_o][_p]['rmse'].append_rhs(tmp['rmse'])
|
||||
results[_m][_o][_p]['mape'].append_rhs(tmp['mape'])
|
||||
results[_m][_o][_p]['u'].append_rhs(tmp['u'])
|
||||
|
||||
cluster.wait() # wait for all jobs to finish
|
||||
|
||||
|
||||
@ -4,45 +4,49 @@ from pyFTS.data import TAIEX as tx
|
||||
from pyFTS.common import Transformations
|
||||
|
||||
|
||||
from pyFTS.data import SONDA
|
||||
df = SONDA.get_dataframe()
|
||||
train = df.iloc[0:1572480] #three years
|
||||
test = df.iloc[1572480:2096640] #ears
|
||||
del df
|
||||
|
||||
from pyFTS.partitioners import Grid, Util as pUtil
|
||||
from pyFTS.common import Transformations
|
||||
from pyFTS.models.multivariate import common, variable, mvfts
|
||||
from pyFTS.models.seasonal import partitioner as seasonal
|
||||
from pyFTS.models.seasonal.common import DateTime
|
||||
|
||||
bc = Transformations.BoxCox(0)
|
||||
diff = Transformations.Differential(1)
|
||||
|
||||
df = tx.get_dataframe()
|
||||
df = df.dropna()
|
||||
#df.loc[2209]
|
||||
train = df.iloc[2000:2500]
|
||||
test = df.iloc[2500:3000]
|
||||
np = 10
|
||||
|
||||
from pyFTS.partitioners import Grid, Util as pUtil
|
||||
from pyFTS.models.multivariate import common, variable
|
||||
model = mvfts.MVFTS("")
|
||||
|
||||
model = common.MVFTS("")
|
||||
fig, axes = plt.subplots(nrows=5, ncols=1,figsize=[15,10])
|
||||
|
||||
#fig, axes = plt.subplots(nrows=5, ncols=1,figsize=[10,10])
|
||||
sp = {'seasonality': DateTime.day_of_year , 'names': ['Jan','Feb','Mar','Apr','May','Jun','Jul', 'Aug','Sep','Oct','Nov','Dec']}
|
||||
|
||||
vopen = variable.Variable("Open", data_label="Openly", partitioner=Grid.GridPartitioner, npart=40, data=df)
|
||||
model.append_variable(vopen)
|
||||
#vopen.partitioner.plot(axes[0])
|
||||
vhigh = variable.Variable("High", data_label="Highest", partitioner=Grid.GridPartitioner, npart=40, data=df)#train)
|
||||
model.append_variable(vhigh)
|
||||
#vhigh.partitioner.plot(axes[1])
|
||||
vlow = variable.Variable("Low", data_label="Lowermost", partitioner=Grid.GridPartitioner, npart=40, data=df)#train)
|
||||
model.append_variable(vlow)
|
||||
#vlow.partitioner.plot(axes[2])
|
||||
vclose = variable.Variable("Close", data_label="Close", partitioner=Grid.GridPartitioner, npart=40, data=df)#train)
|
||||
model.append_variable(vclose)
|
||||
#vclose.partitioner.plot(axes[3])
|
||||
vvol = variable.Variable("Volume", data_label="Volume", partitioner=Grid.GridPartitioner, npart=100, data=df,
|
||||
transformation=bc)#train)
|
||||
model.append_variable(vvol)
|
||||
#vvol.partitioner.plot(axes[4])
|
||||
vmonth = variable.Variable("Month", data_label="datahora", partitioner=seasonal.TimeGridPartitioner, npart=12,
|
||||
data=train, partitioner_specific=sp)
|
||||
model.append_variable(vmonth)
|
||||
|
||||
model.target_variable = vvol
|
||||
sp = {'seasonality': DateTime.minute_of_day}
|
||||
|
||||
#plt.tight_layout()
|
||||
model.train(train)
|
||||
vhour = variable.Variable("Hour", data_label="datahora", partitioner=seasonal.TimeGridPartitioner, npart=24,
|
||||
data=train, partitioner_specific=sp)
|
||||
model.append_variable(vhour)
|
||||
|
||||
forecasted = model.forecast(test)
|
||||
vhumid = variable.Variable("Humidity", data_label="humid", partitioner=Grid.GridPartitioner, npart=np, data=train)
|
||||
model.append_variable(vhumid)
|
||||
|
||||
print([round(k,0) for k in test['Volume'].values.tolist()])
|
||||
print([round(k,0) for k in forecasted])
|
||||
vpress = variable.Variable("AtmPress", data_label="press", partitioner=Grid.GridPartitioner, npart=np, data=train)
|
||||
model.append_variable(vpress)
|
||||
|
||||
vrain = variable.Variable("Rain", data_label="rain", partitioner=Grid.GridPartitioner, npart=20, data=train)#train)
|
||||
model.append_variable(vrain)
|
||||
|
||||
model.target_variable = vrain
|
||||
|
||||
model.fit(train, num_batches=20, save=True, batch_save=True, file_path='mvfts_sonda3', distributed=True,
|
||||
nodes=['192.168.0.110','192.168.0.106'])
|
||||
|
||||
Loading…
Reference in New Issue
Block a user