sam/pyFTS
1
0
Fork 0
Code Issues 3 Pull Requests Actions Packages Projects Releases Wiki Activity

Improvements on hyperparam; Bugfix in mvfts

Browse Source
This commit is contained in:
Petrônio Cândido 2018-11-16 10:33:36 -02:00
parent 4742498ec5
commit a8c05563d4
3 changed files with 18 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
pyFTS/hyperparam/GridSearch.py
View File

@ -69,6 +69,8 @@ def process_jobs(jobs, datasetname, conn):
result['order'], result['partitioner'], result['npart'],
result['alpha'], str(result['lags']), metric, metrics[metric])
print(record)
hUtil.insert_hyperparam(record, conn)
else:

2
pyFTS/models/multivariate/mvfts.py
View File

@ -38,7 +38,7 @@ class MVFTS(fts.FTS):
def apply_transformations(self, data, params=None, updateUoD=False, **kwargs):
ndata = data.copy(deep=True)
for var in self.explanatory_variables:
if self.uod_clip:
if self.uod_clip and var.partitioner.type == 'common':
ndata[var.data_label] = np.clip(ndata[var.data_label].values,
var.partitioner.min, var.partitioner.max)

19
pyFTS/tests/hyperparam.py
View File

@ -4,13 +4,14 @@ from pyFTS.hyperparam import GridSearch
def get_train_test():
from pyFTS.data import Malaysia
ds = Malaysia.get_data('temperature')[:2000]
ds = Malaysia.get_data('temperature')[:1000]
# ds = pd.read_csv('Malaysia.csv',delimiter=',' )[['temperature']].values[:2000].flatten().tolist()
train = ds[:1000]
test = ds[1000:]
train = ds[:800]
test = ds[800:]
return 'Malaysia.temperature', train, test
"""
hyperparams = {
'order':[1, 2, 3],
'partitions': np.arange(10,100,3),
@ -19,8 +20,18 @@ hyperparams = {
'lags': np.arange(1,35,2),
'alpha': np.arange(.0, .5, .05)
}
"""
nodes = ['192.168.0.106', '192.168.0.110'] #, '192.168.0.107']
hyperparams = {
'order':[3], #[1, 2],
'partitions': np.arange(10,100,10),
'partitioner': [1,2],
'mf': [1] ,#, 2, 3, 4],
'lags': np.arange(1, 10),
'alpha': [.0, .3, .5]
}
nodes = ['192.168.0.106', '192.168.0.110', '192.168.0.107']
ds, train, test = get_train_test()