Bugfixes on Retrainer
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@ -40,7 +40,10 @@ class Retrainer(fts.FTS):
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def train(self, data, **kwargs):
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self.partitioner = self.partitioner_method(data=data, **self.partitioner_params)
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self.model = self.fts_method(partitioner=self.partitioner, order=self.order, **self.fts_params)
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self.model = self.fts_method(partitioner=self.partitioner, **self.fts_params)
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if self.model.is_high_order:
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self.model.order = self.model = self.fts_method(partitioner=self.partitioner,
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order=self.order, **self.fts_params)
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self.model.fit(data, **kwargs)
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self.shortname = self.model.shortname
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@ -23,13 +23,30 @@ dataset = TAIEX.get_data()
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from pyFTS.models.incremental import Retrainer
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model = Retrainer.Retrainer(partitioner_params = {'npart': 30},
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fts_method=hofts.HighOrderFTS, order = 2,
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from pyFTS.models.incremental import Retrainer
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from pyFTS.benchmarks import benchmarks as bchmk
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models = []
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for method in bchmk.get_point_methods():
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model = Retrainer.Retrainer(partitioner_params = {'npart': 30},
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fts_method=method,
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window_length = 500, batch_size = 100)
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models.append(model)
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#model.predict(dataset)
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Measures.get_point_statistics(dataset, model)
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from pyFTS.partitioners import Grid, Util as pUtil
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from pyFTS.benchmarks import benchmarks as bchmk, naive
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tag = 'benchmarks_retrainer'
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bchmk.sliding_window_benchmarks(dataset, 2000, train=.1, inc=0.1,
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models=[model],
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build_methods = False,
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benchmark_models=False,
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partitions=[35],
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progress=False, type='point',
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file="nsfts_benchmarks.db", dataset='teste', tag=tag)
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'''
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#dataset = SP500.get_data()[11500:16000]
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