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

Bugfix in mackey_glass

Browse Source
This commit is contained in:
Petrônio Cândido 2018-08-07 16:10:13 -03:00
parent 8fde4c4ea6
commit ae6923084d
2 changed files with 7 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
pyFTS/data/mackey_glass.py
View File

@ -1,7 +1,7 @@
import numpy as np import numpy as np
def get_data(b=0.1, c=0.2, tau=17, initial_values = np.linspace(0.5,1.5,18), iterations=1000): def get_data(b=0.1, c=0.2, tau=17, initial_values = np.linspace(0.5,1.5, 18), iterations=1000):
''' '''
Mackey, M. C. and Glass, L. (1977). Oscillation and chaos in physiological control systems. Mackey, M. C. and Glass, L. (1977). Oscillation and chaos in physiological control systems.
Science, 197(4300):287-289. Science, 197(4300):287-289.

10
pyFTS/tests/nonstationary.py
View File

@ -8,8 +8,10 @@ import matplotlib.pyplot as plt
from pyFTS.common import Util as cUtil from pyFTS.common import Util as cUtil
import pandas as pd import pandas as pd
from pyFTS.data import TAIEX, NASDAQ, SP500, artificial from pyFTS.data import TAIEX, NASDAQ, SP500, artificial, mackey_glass
mackey_glass.get_data()
'''
datasets = { datasets = {
"TAIEX": TAIEX.get_data()[:4000], "TAIEX": TAIEX.get_data()[:4000],
"SP500": SP500.get_data()[10000:14000], "SP500": SP500.get_data()[10000:14000],
@ -54,7 +56,7 @@ partitions = {'CMIV': {'BoxCox(0)': 36, 'Differential(1)': 11, 'None': 8},
tag = 'benchmarks' tag = 'benchmarks'
'''
for ds in datasets.keys(): for ds in datasets.keys():
dataset = datasets[ds] dataset = datasets[ds]
@ -74,7 +76,7 @@ for ds in datasets.keys():
partitions=[partitioning], partitions=[partitioning],
progress=False, type='point', progress=False, type='point',
file="nsfts_benchmarks.db", dataset=ds, tag=tag) file="nsfts_benchmarks.db", dataset=ds, tag=tag)
'''
train_split = 200 train_split = 200
test_split = 2000 test_split = 2000
for ds in datasets.keys(): for ds in datasets.keys():
@ -99,7 +101,7 @@ for ds in datasets.keys():
forecasts = model.predict(test) forecasts = model.predict(test)
#print(forecasts) #print(forecasts)
'''
partitioning = partitions[ds][tf] partitioning = partitions[ds][tf]
bchmk.sliding_window_benchmarks(dataset, 2000, train=0.2, inc=0.2, bchmk.sliding_window_benchmarks(dataset, 2000, train=0.2, inc=0.2,