Bugfix in mackey_glass

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

View File

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