Refactoring to allow more tasks automotion

benchmarks/benchmarks.py

@@ -11,19 +11,58 @@ from mpl_toolkits.mplot3d import Axes3D
 from pyFTS.benchmarks import Measures
 from pyFTS.partitioners import Grid
 from pyFTS.common import Membership, FuzzySet, FLR, Transformations, Util
-from pyFTS import pfts
+from pyFTS import fts, chen, yu, ismailefendi, sadaei, hofts, hwang, pfts, ifts
+
+
+def allPointForecasters(data_train, data_test, partitions, max_order=2,save=False, file=None, tam=[20, 5]):
+    models = [chen.ConventionalFTS, yu.WeightedFTS, ismailefendi.ImprovedWeightedFTS, sadaei.ExponentialyWeightedFTS,
+              hwang.HighOrderFTS, hofts.HighOrderFTS, pfts.ProbabilisticFTS ]
+
+    objects = []
+
+    data_train_fs = Grid.GridPartitionerTrimf(data_train,partitions)
+
+    for model in models:
+        fts = model("")
+        if not fts.isHighOrder:
+            fts.train(data_train, data_train_fs)
+            objects.append(fts)
+        else:
+            for order in np.arange(1,max_order+1):
+                fts.train(data_train, data_train_fs, order=order)
+                fts.shortname += str(order)
+                objects.append(fts)
+
+    print(getPointStatistics(data_test, objects))
+
+
+def getPointStatistics(original, models, externalmodels = None, externalforecasts = None):
+    ret = "Model		& RMSE		& MAPE			\\ \n"
+    for fts in models:
+        forecasts = fts.forecast(original)
+        ret += fts.shortname + "		& "
+        ret += str(round(Measures.rmse(original[fts.order:], forecasts[:-1]), 2)) + "		& "
+        ret += str(round(Measures.mape(original[fts.order:], forecasts[:-1]), 2)) + "		& "
+        ret += "	\\ \n"
+    l = len(externalmodels)
+    for k in np.arange(0,l):
+        ret += externalmodels[k] + "		& "
+        ret += str(round(Measures.rmse(original[fts.order:], externalforecasts[k][:-1]), 2)) + "		& "
+        ret += str(round(Measures.mape(original[fts.order:], externalforecasts[k][:-1]), 2)) + "		& "
+        ret += "	\\ \n"
+    return ret
 
 
 def getIntervalStatistics(original, models):
     ret = "Model		& RMSE		& MAPE		& Sharpness		& Resolution		& Coverage	\\ \n"
     for fts in models:
-        forecasts = fts.forecast(original)
+        forecasts = fts.forecastInterval(original)
-        ret = ret + fts.shortname + "		& "
+        ret += fts.shortname + "		& "
-        ret = ret + str(round(Measures.rmse_interval(original[fts.order - 1:], forecasts), 2)) + "		& "
+        ret += str(round(Measures.rmse_interval(original[fts.order:], forecasts[:-1]), 2)) + "		& "
-        ret = ret + str(round(Measures.mape_interval(original[fts.order - 1:], forecasts), 2)) + "		& "
+        ret += str(round(Measures.mape_interval(original[fts.order:], forecasts[:-1]), 2)) + "		& "
-        ret = ret + str(round(Measures.sharpness(forecasts), 2)) + "		& "
+        ret += str(round(Measures.sharpness(forecasts), 2)) + "		& "
-        ret = ret + str(round(Measures.resolution(forecasts), 2)) + "		& "
+        ret += str(round(Measures.resolution(forecasts), 2)) + "		& "
-        ret = ret + str(round(Measures.coverage(original[fts.order - 1:], forecasts), 2)) + "	\\ \n"
+        ret += str(round(Measures.coverage(original[fts.order:], forecasts[:-1]), 2)) + "	\\ \n"
     return ret
 
 

chen.py

@@ -38,7 +38,7 @@ class ConventionalFTS(fts.FTS):
                 flrgs[flr.LHS.name].append(flr.RHS)
         return (flrgs)
 
-    def train(self, data, sets):
+    def train(self, data, sets,order=1,parameters=None):
         self.sets = sets
         tmpdata = FuzzySet.fuzzySeries(data, sets)
         flrs = FLR.generateNonRecurrentFLRs(tmpdata)

common/Transformations.py

@@ -3,10 +3,10 @@ import math
 from pyFTS import *
 
 
-def differential(original):
+def differential(original, lags=1):
     n = len(original)
-    diff = [original[t - 1] - original[t] for t in np.arange(1, n)]
+    diff = [original[t - lags] - original[t] for t in np.arange(lags, n)]
-    diff.insert(0, 0)
+    for t in np.arange(0, lags): diff.insert(0, None)
     return np.array(diff)
 
 
@@ -24,3 +24,12 @@ def Z(original):
     sigma = np.std(original)
     z = [(k - mu)/sigma for k in original]
     return z
+
+
+# retrieved from Sadaei and Lee (2014) - Multilayer Stock ForecastingModel Using Fuzzy Time Series
+def roi(original):
+    n = len(original)
+    roi = []
+    for t in np.arange(0, n-1):
+        roi.append( (original[t+1] - original[t])/original[t]  )
+    return roi

fts.py

@@ -10,6 +10,7 @@ class FTS:
         self.shortname = name
         self.name = name
         self.detail = name
+        self.isHighOrder = False
         self.hasSeasonality = False
         self.hasPointForecasting = True
         self.hasIntervalForecasting = False
@@ -45,7 +46,7 @@ class FTS:
     def forecastAheadDistribution(self, data, steps):
         pass
 
-    def train(self, data, sets, order=1):
+    def train(self, data, sets,order=1, parameters=None):
         pass
 
     def getMidpoints(self, flrg):

hofts.py

@@ -41,6 +41,7 @@ class HighOrderFTS(fts.FTS):
         self.detail = "Chen"
         self.order = 1
         self.setsDict = {}
+        self.isHighOrder = True
 
     def generateFLRG(self, flrs):
         flrgs = {}
@@ -58,7 +59,7 @@ class HighOrderFTS(fts.FTS):
                 flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
         return (flrgs)
 
-    def train(self, data, sets, order):
+    def train(self, data, sets, order=1,parameters=None):
         self.order = order
         self.sets = sets
         for s in self.sets:    self.setsDict[s.name] = s

hwang.py

@@ -6,13 +6,18 @@ from pyFTS import fts
 class HighOrderFTS(fts.FTS):
     def __init__(self, order, name):
         super(HighOrderFTS, self).__init__(order, name)
+        self.isHighOrder = True
 
-    def forecast(self, data, t):
+    def forecast(self, 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))])
 
+        ret = []
+
+        for t in np.arange(self.order, len(data)):
+
             for s in range(len(self.sets)):
                 cn[s] = self.sets[s].membership(data[t])
                 for w in range(self.order - 1):
@@ -26,13 +31,10 @@ class HighOrderFTS(fts.FTS):
                 if ft[s] == mft:
                     out = out + self.sets[s].centroid
                     count = count + 1.0
-        return out / count
+            ret.append(out / count)
 
-    def train(self, data, sets):
+        return ret
+
+    def train(self, data, sets, order=2, parameters=None):
         self.sets = sets
-
+        self.order = order
-    def predict(self, data, t):
-        return self.forecast(data, t)
-
-    def predictDiff(self, data, t):
-        return data[t] + self.forecast(Transformations.differential(data), t)

ifts.py

@@ -15,6 +15,7 @@ class IntervalFTS(hofts.HighOrderFTS):
         self.flrgs = {}
         self.hasPointForecasting = False
         self.hasIntervalForecasting = True
+        self.isHighOrder = True
 
     def getUpper(self, flrg):
         if flrg.strLHS() in self.flrgs:

ismailefendi.py

@@ -1,6 +1,6 @@
 import numpy as np
 from pyFTS.common import FuzzySet,FLR
-import fts
+from pyFTS import fts
 
 
 class ImprovedWeightedFLRG:
@@ -46,7 +46,7 @@ class ImprovedWeightedFTS(fts.FTS):
                 flrgs[flr.LHS.name].append(flr.RHS)
         return (flrgs)
 
-    def train(self, data, sets):
+    def train(self, data, sets,order=1,parameters=None):
         self.sets = sets
 
         for s in self.sets:    self.setsDict[s.name] = s

pfts.py

@@ -46,6 +46,7 @@ class ProbabilisticFTS(ifts.IntervalFTS):
         self.hasPointForecasting = True
         self.hasIntervalForecasting = True
         self.hasDistributionForecasting = True
+        self.isHighOrder = True
 
     def generateFLRG(self, flrs):
         flrgs = {}

sadaei.py

@@ -1,6 +1,6 @@
 import numpy as np
 from pyFTS.common import FuzzySet,FLR
-import fts
+from pyFTS import fts
 
 class ExponentialyWeightedFLRG:
     def __init__(self, LHS, c):
@@ -49,8 +49,8 @@ class ExponentialyWeightedFTS(fts.FTS):
                 flrgs[flr.LHS.name].append(flr.RHS)
         return (flrgs)
 
-    def train(self, data, sets, c):
+    def train(self, data, sets,order=1,parameters=2):
-        self.c = c
+        self.c = parameters
         self.sets = sets
         tmpdata = FuzzySet.fuzzySeries(data, sets)
         flrs = FLR.generateRecurrentFLRs(tmpdata)

sfts.py

@@ -44,9 +44,9 @@ class SeasonalFTS(fts.FTS):
 
         return (flrgs)
 
-    def train(self, data, sets, seasonality):
+    def train(self, data, sets, order=1,parameters=12):
         self.sets = sets
-        self.seasonality = seasonality
+        self.seasonality = parameters
         tmpdata = FuzzySet.fuzzySeries(data, sets)
         flrs = FLR.generateRecurrentFLRs(tmpdata)
         self.flrgs = self.generateFLRG(flrs)

yu.py

@@ -1,6 +1,6 @@
 import numpy as np
 from pyFTS.common import FuzzySet,FLR
-import fts
+from pyFTS import fts
 
 
 class WeightedFLRG(fts.FTS):
@@ -46,7 +46,7 @@ class WeightedFTS(fts.FTS):
                 flrgs[flr.LHS.name].append(flr.RHS)
         return (flrgs)
 
-    def train(self, data, sets):
+    def train(self, data, sets,order=1,parameters=None):
         self.sets = sets
         tmpdata = FuzzySet.fuzzySeries(data, sets)
         flrs = FLR.generateRecurrentFLRs(tmpdata)