Correções de bugs e pequenas otimizações diversas:
- Otimização do GridPartitioner - Correção na geração de PFLRG's em PFTS - Métodos de __str__ mais intuitivos
This commit is contained in:
Petrônio Cândido de Lima e Silva
parent
dba1919a18
commit
ba1b4fbae6
@ -5,70 +5,75 @@ import matplotlib.colors as pltcolors
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import matplotlib.pyplot as plt
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from mpl_toolkits.mplot3d import Axes3D
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from sklearn.cross_validation import KFold
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import Measures
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from pyFTS.benchmarks import Measures
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from pyFTS.partitioners import Grid
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from pyFTS.common import Membership,FuzzySet,FLR,Transformations
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from pyFTS.common import Membership, FuzzySet, FLR, Transformations
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def getIntervalStatistics(original,models):
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def getIntervalStatistics(original, models):
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ret = "Model & RMSE & MAPE & Sharpness & Resolution & Coverage \\ \n"
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for fts in models:
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forecasts = fts.forecast(original)
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ret = ret + fts.shortname + " & "
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ret = ret + str( round(Measures.rmse_interval(original[fts.order-1 :],forecasts),2)) + " & "
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ret = ret + str( round(Measures.mape_interval(original[fts.order-1 :],forecasts),2)) + " & "
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ret = ret + str( round(Measures.sharpness(forecasts),2)) + " & "
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ret = ret + str( round(Measures.resolution(forecasts),2)) + " & "
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ret = ret + str( round(Measures.coverage(original[fts.order-1 :],forecasts),2)) + " \\ \n"
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ret = ret + str(round(Measures.rmse_interval(original[fts.order - 1:], forecasts), 2)) + " & "
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ret = ret + str(round(Measures.mape_interval(original[fts.order - 1:], forecasts), 2)) + " & "
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ret = ret + str(round(Measures.sharpness(forecasts), 2)) + " & "
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ret = ret + str(round(Measures.resolution(forecasts), 2)) + " & "
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ret = ret + str(round(Measures.coverage(original[fts.order - 1:], forecasts), 2)) + " \\ \n"
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return ret
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def plotDistribution(dist):
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for k in dist.index:
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alpha = np.array([dist[x][k] for x in dist])*100
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x = [k for x in np.arange(0,len(alpha))]
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alpha = np.array([dist[x][k] for x in dist]) * 100
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x = [k for x in np.arange(0, len(alpha))]
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y = dist.columns
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plt.scatter(x,y,c=alpha,marker='s',linewidths=0,cmap='Oranges',norm=pltcolors.Normalize(vmin=0,vmax=1),vmin=0,vmax=1,edgecolors=None)
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plt.scatter(x, y, c=alpha, marker='s', linewidths=0, cmap='Oranges', norm=pltcolors.Normalize(vmin=0, vmax=1),
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vmin=0, vmax=1, edgecolors=None)
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def plotComparedSeries(original,models, colors):
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fig = plt.figure(figsize=[25,10])
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def plotComparedSeries(original, models, colors):
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fig = plt.figure(figsize=[15, 5])
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ax = fig.add_subplot(111)
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mi = []
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ma = []
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ax.plot(original,color='black',label="Original")
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ax.plot(original, color='black', label="Original")
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count = 0
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for fts in models:
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if fts.hasPointForecasting:
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forecasted = fts.forecast(original)
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mi.append(min(forecasted))
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ma.append(max(forecasted))
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for k in np.arange(0, fts.order):
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forecasted.insert(0, None)
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ax.plot(forecasted, color=colors[count], label=fts.shortname, ls="-")
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if fts.isInterval:
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if fts.hasIntervalForecasting:
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forecasted = fts.forecastInterval(original)
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lower = [kk[0] for kk in forecasted]
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upper = [kk[1] for kk in forecasted]
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mi.append(min(lower))
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ma.append(max(upper))
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for k in np.arange(0,fts.order):
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lower.insert(0,None)
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upper.insert(0,None)
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ax.plot(lower,color=colors[count],label=fts.shortname)
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ax.plot(upper,color=colors[count])
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else:
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mi.append(min(forecasted))
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ma.append(max(forecasted))
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forecasted.insert(0,None)
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ax.plot(forecasted,color=colors[count],label=fts.shortname)
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for k in np.arange(0, fts.order):
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lower.insert(0, None)
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upper.insert(0, None)
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ax.plot(lower, color=colors[count], label=fts.shortname,ls="--")
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ax.plot(upper, color=colors[count],ls="--")
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handles0, labels0 = ax.get_legend_handles_labels()
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ax.legend(handles0,labels0)
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ax.legend(handles0, labels0, loc=2)
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count = count + 1
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#ax.set_title(fts.name)
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ax.set_ylim([min(mi),max(ma)])
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# ax.set_title(fts.name)
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ax.set_ylim([min(mi), max(ma)])
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ax.set_ylabel('F(T)')
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ax.set_xlabel('T')
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ax.set_xlim([0,len(original)])
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ax.set_xlim([0, len(original)])
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def plotComparedIntervalsAhead(original,models, colors, distributions, time_from, time_to):
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fig = plt.figure(figsize=[25,10])
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def plotComparedIntervalsAhead(original, models, colors, distributions, time_from, time_to):
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fig = plt.figure(figsize=[25, 10])
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ax = fig.add_subplot(111)
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mi = []
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@ -76,78 +81,79 @@ def plotComparedIntervalsAhead(original,models, colors, distributions, time_from
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count = 0
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for fts in models:
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if fts.isDensity and distributions[count]:
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density = fts.forecastDistributionAhead(original[:time_from],time_to,25)
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if fts.hasDistributionForecasting and distributions[count]:
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density = fts.forecastDistributionAhead(original[:time_from], time_to, 25)
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for k in density.index:
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alpha = np.array([density[x][k] for x in density])*100
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x = [time_from + fts.order + k for x in np.arange(0,len(alpha))]
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alpha = np.array([density[x][k] for x in density]) * 100
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x = [time_from + fts.order + k for x in np.arange(0, len(alpha))]
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y = density.columns
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ax.scatter(x,y,c=alpha,marker='s',linewidths=0,cmap='Oranges',
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norm=pltcolors.Normalize(vmin=0,vmax=1),vmin=0,vmax=1,edgecolors=None)
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ax.scatter(x, y, c=alpha, marker='s', linewidths=0, cmap='Oranges',
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norm=pltcolors.Normalize(vmin=0, vmax=1), vmin=0, vmax=1, edgecolors=None)
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if fts.isInterval:
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forecasts = fts.forecastAhead(original[:time_from],time_to)
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if fts.hasIntervalForecasting:
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forecasts = fts.forecastAhead(original[:time_from], time_to)
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lower = [kk[0] for kk in forecasts]
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upper = [kk[1] for kk in forecasts]
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mi.append(min(lower))
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ma.append(max(upper))
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for k in np.arange(0,time_from):
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lower.insert(0,None)
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upper.insert(0,None)
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ax.plot(lower,color=colors[count],label=fts.shortname)
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ax.plot(upper,color=colors[count])
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for k in np.arange(0, time_from):
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lower.insert(0, None)
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upper.insert(0, None)
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ax.plot(lower, color=colors[count], label=fts.shortname)
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ax.plot(upper, color=colors[count])
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else:
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forecasts = fts.forecast(original)
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mi.append(min(forecasts))
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ma.append(max(forecasts))
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for k in np.arange(0,time_from):
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forecasts.insert(0,None)
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ax.plot(forecasts,color=colors[count],label=fts.shortname)
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for k in np.arange(0, time_from):
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forecasts.insert(0, None)
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ax.plot(forecasts, color=colors[count], label=fts.shortname)
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handles0, labels0 = ax.get_legend_handles_labels()
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ax.legend(handles0,labels0)
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ax.legend(handles0, labels0)
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count = count + 1
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ax.plot(original,color='black',label="Original")
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#ax.set_title(fts.name)
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ax.set_ylim([min(mi),max(ma)])
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ax.plot(original, color='black', label="Original")
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# ax.set_title(fts.name)
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ax.set_ylim([min(mi), max(ma)])
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ax.set_ylabel('F(T)')
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ax.set_xlabel('T')
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ax.set_xlim([0,len(original)])
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ax.set_xlim([0, len(original)])
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def plotCompared(original,forecasts,labels,title):
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fig = plt.figure(figsize=[13,6])
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def plotCompared(original, forecasts, labels, title):
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fig = plt.figure(figsize=[13, 6])
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ax = fig.add_subplot(111)
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ax.plot(original,color='k',label="Original")
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for c in range(0,len(forecasts)):
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ax.plot(forecasts[c],label=labels[c])
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ax.plot(original, color='k', label="Original")
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for c in range(0, len(forecasts)):
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ax.plot(forecasts[c], label=labels[c])
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handles0, labels0 = ax.get_legend_handles_labels()
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ax.legend(handles0,labels0)
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ax.legend(handles0, labels0)
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ax.set_title(title)
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ax.set_ylabel('F(T)')
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ax.set_xlabel('T')
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ax.set_xlim([0,len(original)])
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ax.set_ylim([min(original),max(original)])
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ax.set_xlim([0, len(original)])
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ax.set_ylim([min(original), max(original)])
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def SelecaoKFold_MenorRMSE(original,parameters,modelo):
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def SelecaoKFold_MenorRMSE(original, parameters, modelo):
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nfolds = 5
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ret = []
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errors = np.array([[0 for k in parameters] for z in np.arange(0,nfolds)])
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errors = np.array([[0 for k in parameters] for z in np.arange(0, nfolds)])
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forecasted_best = []
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print("Série Original")
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fig = plt.figure(figsize=[18,10])
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fig = plt.figure(figsize=[18, 10])
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fig.suptitle("Comparação de modelos ")
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ax0 = fig.add_axes([0, 0.5, 0.65, 0.45]) #left, bottom, width, height
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ax0.set_xlim([0,len(original)])
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ax0.set_ylim([min(original),max(original)])
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ax0 = fig.add_axes([0, 0.5, 0.65, 0.45]) # left, bottom, width, height
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ax0.set_xlim([0, len(original)])
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ax0.set_ylim([min(original), max(original)])
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ax0.set_title('Série Temporal')
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ax0.set_ylabel('F(T)')
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ax0.set_xlabel('T')
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ax0.plot(original,label="Original")
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ax0.plot(original, label="Original")
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min_rmse_fold = 100000.0
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best = None
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fc = 0 #Fold count
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fc = 0 # Fold count
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kf = KFold(len(original), n_folds=nfolds)
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for train_ix, test_ix in kf:
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train = original[train_ix]
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@ -156,23 +162,23 @@ def SelecaoKFold_MenorRMSE(original,parameters,modelo):
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best_fold = None
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forecasted_best_fold = []
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errors_fold = []
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pc = 0 #Parameter count
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pc = 0 # Parameter count
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for p in parameters:
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sets = Grid.GridPartitionerTrimf(train,p)
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fts = modelo(str(p)+ " particoes")
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fts.train(train,sets)
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sets = Grid.GridPartitionerTrimf(train, p)
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fts = modelo(str(p) + " particoes")
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fts.train(train, sets)
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forecasted = [fts.forecast(xx) for xx in test]
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error = Measures.rmse(np.array(forecasted),np.array(test))
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error = Measures.rmse(np.array(forecasted), np.array(test))
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errors_fold.append(error)
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print(fc, p, error)
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errors[fc,pc] = error
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errors[fc, pc] = error
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if error < min_rmse:
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min_rmse = error
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best_fold = fts
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forecasted_best_fold = forecasted
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pc = pc + 1
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forecasted_best_fold = [best_fold.forecast(xx) for xx in original]
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ax0.plot(forecasted_best_fold,label=best_fold.name)
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ax0.plot(forecasted_best_fold, label=best_fold.name)
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if np.mean(errors_fold) < min_rmse_fold:
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min_rmse_fold = np.mean(errors)
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best = best_fold
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@ -181,27 +187,27 @@ def SelecaoKFold_MenorRMSE(original,parameters,modelo):
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handles0, labels0 = ax0.get_legend_handles_labels()
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ax0.legend(handles0, labels0)
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ax1 = Axes3D(fig, rect=[0.7, 0.5, 0.3, 0.45], elev=30, azim=144)
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#ax1 = fig.add_axes([0.6, 0.0, 0.45, 0.45], projection='3d')
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# ax1 = fig.add_axes([0.6, 0.0, 0.45, 0.45], projection='3d')
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ax1.set_title('Comparação dos Erros Quadráticos Médios')
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ax1.set_zlabel('RMSE')
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ax1.set_xlabel('K-fold')
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ax1.set_ylabel('Partições')
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X,Y = np.meshgrid(np.arange(0,nfolds),parameters)
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X, Y = np.meshgrid(np.arange(0, nfolds), parameters)
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surf = ax1.plot_surface(X, Y, errors.T, rstride=1, cstride=1, antialiased=True)
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ret.append(best)
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ret.append(forecasted_best)
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# Modelo diferencial
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print("\nSérie Diferencial")
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errors = np.array([[0 for k in parameters] for z in np.arange(0,nfolds)])
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errors = np.array([[0 for k in parameters] for z in np.arange(0, nfolds)])
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forecastedd_best = []
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ax2 = fig.add_axes([0, 0, 0.65, 0.45]) #left, bottom, width, height
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ax2.set_xlim([0,len(original)])
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ax2.set_ylim([min(original),max(original)])
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ax2 = fig.add_axes([0, 0, 0.65, 0.45]) # left, bottom, width, height
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ax2.set_xlim([0, len(original)])
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ax2.set_ylim([min(original), max(original)])
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ax2.set_title('Série Temporal')
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ax2.set_ylabel('F(T)')
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ax2.set_xlabel('T')
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ax2.plot(original,label="Original")
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ax2.plot(original, label="Original")
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min_rmse = 100000.0
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min_rmse_fold = 100000.0
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bestd = None
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@ -217,20 +223,20 @@ def SelecaoKFold_MenorRMSE(original,parameters,modelo):
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errors_fold = []
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pc = 0
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for p in parameters:
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sets = Grid.GridPartitionerTrimf(train,p)
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fts = modelo(str(p)+ " particoes")
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fts.train(train,sets)
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forecasted = [fts.forecastDiff(test,xx) for xx in np.arange(len(test))]
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error = Measures.rmse(np.array(forecasted),np.array(test))
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print(fc, p,error)
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errors[fc,pc] = error
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sets = Grid.GridPartitionerTrimf(train, p)
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fts = modelo(str(p) + " particoes")
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fts.train(train, sets)
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forecasted = [fts.forecastDiff(test, xx) for xx in np.arange(len(test))]
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error = Measures.rmse(np.array(forecasted), np.array(test))
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print(fc, p, error)
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errors[fc, pc] = error
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errors_fold.append(error)
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if error < min_rmse:
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min_rmse = error
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best_fold = fts
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pc = pc + 1
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forecasted_best_fold = [best_fold.forecastDiff(original, xx) for xx in np.arange(len(original))]
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ax2.plot(forecasted_best_fold,label=best_fold.name)
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ax2.plot(forecasted_best_fold, label=best_fold.name)
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if np.mean(errors_fold) < min_rmse_fold:
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min_rmse_fold = np.mean(errors)
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best = best_fold
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@ -239,44 +245,45 @@ def SelecaoKFold_MenorRMSE(original,parameters,modelo):
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handles0, labels0 = ax2.get_legend_handles_labels()
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ax2.legend(handles0, labels0)
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ax3 = Axes3D(fig, rect=[0.7, 0, 0.3, 0.45], elev=30, azim=144)
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#ax1 = fig.add_axes([0.6, 0.0, 0.45, 0.45], projection='3d')
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# ax1 = fig.add_axes([0.6, 0.0, 0.45, 0.45], projection='3d')
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ax3.set_title('Comparação dos Erros Quadráticos Médios')
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ax3.set_zlabel('RMSE')
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ax3.set_xlabel('K-fold')
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ax3.set_ylabel('Partições')
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X,Y = np.meshgrid(np.arange(0,nfolds),parameters)
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X, Y = np.meshgrid(np.arange(0, nfolds), parameters)
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surf = ax3.plot_surface(X, Y, errors.T, rstride=1, cstride=1, antialiased=True)
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ret.append(best)
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ret.append(forecasted_best)
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return ret
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def SelecaoSimples_MenorRMSE(original,parameters,modelo):
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def SelecaoSimples_MenorRMSE(original, parameters, modelo):
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ret = []
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errors = []
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forecasted_best = []
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print("Série Original")
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fig = plt.figure(figsize=[20,12])
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fig = plt.figure(figsize=[20, 12])
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fig.suptitle("Comparação de modelos ")
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ax0 = fig.add_axes([0, 0.5, 0.65, 0.45]) #left, bottom, width, height
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ax0.set_xlim([0,len(original)])
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ax0.set_ylim([min(original),max(original)])
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ax0 = fig.add_axes([0, 0.5, 0.65, 0.45]) # left, bottom, width, height
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ax0.set_xlim([0, len(original)])
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ax0.set_ylim([min(original), max(original)])
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ax0.set_title('Série Temporal')
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ax0.set_ylabel('F(T)')
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ax0.set_xlabel('T')
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ax0.plot(original,label="Original")
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ax0.plot(original, label="Original")
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min_rmse = 100000.0
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best = None
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for p in parameters:
|
||||
sets = Grid.GridPartitionerTrimf(original,p)
|
||||
fts = modelo(str(p)+ " particoes")
|
||||
fts.train(original,sets)
|
||||
#print(original)
|
||||
sets = Grid.GridPartitionerTrimf(original, p)
|
||||
fts = modelo(str(p) + " particoes")
|
||||
fts.train(original, sets)
|
||||
# print(original)
|
||||
forecasted = fts.forecast(original)
|
||||
forecasted.insert(0,original[0])
|
||||
#print(forecasted)
|
||||
ax0.plot(forecasted,label=fts.name)
|
||||
error = Measures.rmse(np.array(forecasted),np.array(original))
|
||||
print(p,error)
|
||||
forecasted.insert(0, original[0])
|
||||
# print(forecasted)
|
||||
ax0.plot(forecasted, label=fts.name)
|
||||
error = Measures.rmse(np.array(forecasted), np.array(original))
|
||||
print(p, error)
|
||||
errors.append(error)
|
||||
if error < min_rmse:
|
||||
min_rmse = error
|
||||
@ -284,12 +291,12 @@ def SelecaoSimples_MenorRMSE(original,parameters,modelo):
|
||||
forecasted_best = forecasted
|
||||
handles0, labels0 = ax0.get_legend_handles_labels()
|
||||
ax0.legend(handles0, labels0)
|
||||
ax1 = fig.add_axes([0.7, 0.5, 0.3, 0.45]) #left, bottom, width, height
|
||||
ax1 = fig.add_axes([0.7, 0.5, 0.3, 0.45]) # left, bottom, width, height
|
||||
ax1.set_title('Comparação dos Erros Quadráticos Médios')
|
||||
ax1.set_ylabel('RMSE')
|
||||
ax1.set_xlabel('Quantidade de Partições')
|
||||
ax1.set_xlim([min(parameters),max(parameters)])
|
||||
ax1.plot(parameters,errors)
|
||||
ax1.set_xlim([min(parameters), max(parameters)])
|
||||
ax1.plot(parameters, errors)
|
||||
ret.append(best)
|
||||
ret.append(forecasted_best)
|
||||
# Modelo diferencial
|
||||
@ -297,24 +304,24 @@ def SelecaoSimples_MenorRMSE(original,parameters,modelo):
|
||||
difffts = Transformations.differential(original)
|
||||
errors = []
|
||||
forecastedd_best = []
|
||||
ax2 = fig.add_axes([0, 0, 0.65, 0.45]) #left, bottom, width, height
|
||||
ax2.set_xlim([0,len(difffts)])
|
||||
ax2.set_ylim([min(difffts),max(difffts)])
|
||||
ax2 = fig.add_axes([0, 0, 0.65, 0.45]) # left, bottom, width, height
|
||||
ax2.set_xlim([0, len(difffts)])
|
||||
ax2.set_ylim([min(difffts), max(difffts)])
|
||||
ax2.set_title('Série Temporal')
|
||||
ax2.set_ylabel('F(T)')
|
||||
ax2.set_xlabel('T')
|
||||
ax2.plot(difffts,label="Original")
|
||||
ax2.plot(difffts, label="Original")
|
||||
min_rmse = 100000.0
|
||||
bestd = None
|
||||
for p in parameters:
|
||||
sets = Grid.GridPartitionerTrimf(difffts,p)
|
||||
fts = modelo(str(p)+ " particoes")
|
||||
fts.train(difffts,sets)
|
||||
sets = Grid.GridPartitionerTrimf(difffts, p)
|
||||
fts = modelo(str(p) + " particoes")
|
||||
fts.train(difffts, sets)
|
||||
forecasted = fts.forecast(difffts)
|
||||
forecasted.insert(0,difffts[0])
|
||||
ax2.plot(forecasted,label=fts.name)
|
||||
error = Measures.rmse(np.array(forecasted),np.array(difffts))
|
||||
print(p,error)
|
||||
forecasted.insert(0, difffts[0])
|
||||
ax2.plot(forecasted, label=fts.name)
|
||||
error = Measures.rmse(np.array(forecasted), np.array(difffts))
|
||||
print(p, error)
|
||||
errors.append(error)
|
||||
if error < min_rmse:
|
||||
min_rmse = error
|
||||
@ -322,20 +329,21 @@ def SelecaoSimples_MenorRMSE(original,parameters,modelo):
|
||||
forecastedd_best = forecasted
|
||||
handles0, labels0 = ax2.get_legend_handles_labels()
|
||||
ax2.legend(handles0, labels0)
|
||||
ax3 = fig.add_axes([0.7, 0, 0.3, 0.45]) #left, bottom, width, height
|
||||
ax3 = fig.add_axes([0.7, 0, 0.3, 0.45]) # left, bottom, width, height
|
||||
ax3.set_title('Comparação dos Erros Quadráticos Médios')
|
||||
ax3.set_ylabel('RMSE')
|
||||
ax3.set_xlabel('Quantidade de Partições')
|
||||
ax3.set_xlim([min(parameters),max(parameters)])
|
||||
ax3.plot(parameters,errors)
|
||||
ax3.set_xlim([min(parameters), max(parameters)])
|
||||
ax3.plot(parameters, errors)
|
||||
ret.append(bestd)
|
||||
ret.append(forecastedd_best)
|
||||
return ret
|
||||
|
||||
def compareModelsPlot(original,models_fo,models_ho):
|
||||
fig = plt.figure(figsize=[13,6])
|
||||
|
||||
def compareModelsPlot(original, models_fo, models_ho):
|
||||
fig = plt.figure(figsize=[13, 6])
|
||||
fig.suptitle("Comparação de modelos ")
|
||||
ax0 = fig.add_axes([0, 0, 1, 1]) #left, bottom, width, height
|
||||
ax0 = fig.add_axes([0, 0, 1, 1]) # left, bottom, width, height
|
||||
rows = []
|
||||
for model in models_fo:
|
||||
fts = model["model"]
|
||||
@ -346,28 +354,29 @@ def compareModelsPlot(original,models_fo,models_ho):
|
||||
handles0, labels0 = ax0.get_legend_handles_labels()
|
||||
ax0.legend(handles0, labels0)
|
||||
|
||||
def compareModelsTable(original,models_fo,models_ho):
|
||||
fig = plt.figure(figsize=[12,4])
|
||||
|
||||
def compareModelsTable(original, models_fo, models_ho):
|
||||
fig = plt.figure(figsize=[12, 4])
|
||||
fig.suptitle("Comparação de modelos ")
|
||||
columns = ['Modelo','Ordem','Partições','RMSE','MAPE (%)']
|
||||
columns = ['Modelo', 'Ordem', 'Partições', 'RMSE', 'MAPE (%)']
|
||||
rows = []
|
||||
for model in models_fo:
|
||||
fts = model["model"]
|
||||
error_r = Measures.rmse(model["forecasted"],original)
|
||||
error_m = round(Measures.mape(model["forecasted"],original)*100,2)
|
||||
rows.append([model["name"],fts.order,len(fts.sets),error_r,error_m])
|
||||
error_r = Measures.rmse(model["forecasted"], original)
|
||||
error_m = round(Measures.mape(model["forecasted"], original) * 100, 2)
|
||||
rows.append([model["name"], fts.order, len(fts.sets), error_r, error_m])
|
||||
for model in models_ho:
|
||||
fts = model["model"]
|
||||
error_r = Measures.rmse(model["forecasted"][fts.order:],original[fts.order:])
|
||||
error_m = round(Measures.mape(model["forecasted"][fts.order:],original[fts.order:])*100,2)
|
||||
rows.append([model["name"],fts.order,len(fts.sets),error_r,error_m])
|
||||
ax1 = fig.add_axes([0, 0, 1, 1]) #left, bottom, width, height
|
||||
error_r = Measures.rmse(model["forecasted"][fts.order:], original[fts.order:])
|
||||
error_m = round(Measures.mape(model["forecasted"][fts.order:], original[fts.order:]) * 100, 2)
|
||||
rows.append([model["name"], fts.order, len(fts.sets), error_r, error_m])
|
||||
ax1 = fig.add_axes([0, 0, 1, 1]) # left, bottom, width, height
|
||||
ax1.set_xticks([])
|
||||
ax1.set_yticks([])
|
||||
ax1.table(cellText=rows,
|
||||
colLabels=columns,
|
||||
cellLoc='center',
|
||||
bbox=[0,0,1,1])
|
||||
bbox=[0, 0, 1, 1])
|
||||
sup = "\\begin{tabular}{"
|
||||
header = ""
|
||||
body = ""
|
||||
@ -392,38 +401,40 @@ def compareModelsTable(original,models_fo,models_ho):
|
||||
|
||||
return sup + header + body + "\\end{tabular}"
|
||||
|
||||
|
||||
from pyFTS import hwang
|
||||
|
||||
def HOSelecaoSimples_MenorRMSE(original,parameters,orders):
|
||||
|
||||
def HOSelecaoSimples_MenorRMSE(original, parameters, orders):
|
||||
ret = []
|
||||
errors = np.array([[0 for k in range(len(parameters))] for kk in range(len(orders))])
|
||||
forecasted_best = []
|
||||
print("Série Original")
|
||||
fig = plt.figure(figsize=[20,12])
|
||||
fig = plt.figure(figsize=[20, 12])
|
||||
fig.suptitle("Comparação de modelos ")
|
||||
ax0 = fig.add_axes([0, 0.5, 0.6, 0.45]) #left, bottom, width, height
|
||||
ax0.set_xlim([0,len(original)])
|
||||
ax0.set_ylim([min(original),max(original)])
|
||||
ax0 = fig.add_axes([0, 0.5, 0.6, 0.45]) # left, bottom, width, height
|
||||
ax0.set_xlim([0, len(original)])
|
||||
ax0.set_ylim([min(original), max(original)])
|
||||
ax0.set_title('Série Temporal')
|
||||
ax0.set_ylabel('F(T)')
|
||||
ax0.set_xlabel('T')
|
||||
ax0.plot(original,label="Original")
|
||||
ax0.plot(original, label="Original")
|
||||
min_rmse = 100000.0
|
||||
best = None
|
||||
pc = 0
|
||||
for p in parameters:
|
||||
oc = 0
|
||||
for o in orders:
|
||||
sets = Grid.GridPartitionerTrimf(original,p)
|
||||
fts = hwang.HighOrderFTS(o,"k = " + str(p)+ " w = " + str(o))
|
||||
fts.train(original,sets)
|
||||
forecasted = [fts.forecast(original, xx) for xx in range(o,len(original))]
|
||||
error = Measures.rmse(np.array(forecasted),np.array(original[o:]))
|
||||
sets = Grid.GridPartitionerTrimf(original, p)
|
||||
fts = hwang.HighOrderFTS(o, "k = " + str(p) + " w = " + str(o))
|
||||
fts.train(original, sets)
|
||||
forecasted = [fts.forecast(original, xx) for xx in range(o, len(original))]
|
||||
error = Measures.rmse(np.array(forecasted), np.array(original[o:]))
|
||||
for kk in range(o):
|
||||
forecasted.insert(0,None)
|
||||
ax0.plot(forecasted,label=fts.name)
|
||||
print(o,p,error)
|
||||
errors[oc,pc] = error
|
||||
forecasted.insert(0, None)
|
||||
ax0.plot(forecasted, label=fts.name)
|
||||
print(o, p, error)
|
||||
errors[oc, pc] = error
|
||||
if error < min_rmse:
|
||||
min_rmse = error
|
||||
best = fts
|
||||
@ -433,12 +444,12 @@ def HOSelecaoSimples_MenorRMSE(original,parameters,orders):
|
||||
handles0, labels0 = ax0.get_legend_handles_labels()
|
||||
ax0.legend(handles0, labels0)
|
||||
ax1 = Axes3D(fig, rect=[0.6, 0.5, 0.45, 0.45], elev=30, azim=144)
|
||||
#ax1 = fig.add_axes([0.6, 0.5, 0.45, 0.45], projection='3d')
|
||||
# ax1 = fig.add_axes([0.6, 0.5, 0.45, 0.45], projection='3d')
|
||||
ax1.set_title('Comparação dos Erros Quadráticos Médios por tamanho da janela')
|
||||
ax1.set_ylabel('RMSE')
|
||||
ax1.set_xlabel('Quantidade de Partições')
|
||||
ax1.set_zlabel('W')
|
||||
X,Y = np.meshgrid(parameters,orders)
|
||||
X, Y = np.meshgrid(parameters, orders)
|
||||
surf = ax1.plot_surface(X, Y, errors, rstride=1, cstride=1, antialiased=True)
|
||||
ret.append(best)
|
||||
ret.append(forecasted_best)
|
||||
@ -447,29 +458,29 @@ def HOSelecaoSimples_MenorRMSE(original,parameters,orders):
|
||||
print("\nSérie Diferencial")
|
||||
errors = np.array([[0 for k in range(len(parameters))] for kk in range(len(orders))])
|
||||
forecastedd_best = []
|
||||
ax2 = fig.add_axes([0, 0, 0.6, 0.45]) #left, bottom, width, height
|
||||
ax2.set_xlim([0,len(original)])
|
||||
ax2.set_ylim([min(original),max(original)])
|
||||
ax2 = fig.add_axes([0, 0, 0.6, 0.45]) # left, bottom, width, height
|
||||
ax2.set_xlim([0, len(original)])
|
||||
ax2.set_ylim([min(original), max(original)])
|
||||
ax2.set_title('Série Temporal')
|
||||
ax2.set_ylabel('F(T)')
|
||||
ax2.set_xlabel('T')
|
||||
ax2.plot(original,label="Original")
|
||||
ax2.plot(original, label="Original")
|
||||
min_rmse = 100000.0
|
||||
bestd = None
|
||||
pc = 0
|
||||
for p in parameters:
|
||||
oc = 0
|
||||
for o in orders:
|
||||
sets = Grid.GridPartitionerTrimf(Transformations.differential(original),p)
|
||||
fts = hwang.HighOrderFTS(o,"k = " + str(p)+ " w = " + str(o))
|
||||
fts.train(original,sets)
|
||||
forecasted = [fts.forecastDiff(original, xx) for xx in range(o,len(original))]
|
||||
error = Measures.rmse(np.array(forecasted),np.array(original[o:]))
|
||||
sets = Grid.GridPartitionerTrimf(Transformations.differential(original), p)
|
||||
fts = hwang.HighOrderFTS(o, "k = " + str(p) + " w = " + str(o))
|
||||
fts.train(original, sets)
|
||||
forecasted = [fts.forecastDiff(original, xx) for xx in range(o, len(original))]
|
||||
error = Measures.rmse(np.array(forecasted), np.array(original[o:]))
|
||||
for kk in range(o):
|
||||
forecasted.insert(0,None)
|
||||
ax2.plot(forecasted,label=fts.name)
|
||||
print(o,p,error)
|
||||
errors[oc,pc] = error
|
||||
forecasted.insert(0, None)
|
||||
ax2.plot(forecasted, label=fts.name)
|
||||
print(o, p, error)
|
||||
errors[oc, pc] = error
|
||||
if error < min_rmse:
|
||||
min_rmse = error
|
||||
bestd = fts
|
||||
@ -479,12 +490,12 @@ def HOSelecaoSimples_MenorRMSE(original,parameters,orders):
|
||||
handles0, labels0 = ax2.get_legend_handles_labels()
|
||||
ax2.legend(handles0, labels0)
|
||||
ax3 = Axes3D(fig, rect=[0.6, 0.0, 0.45, 0.45], elev=30, azim=144)
|
||||
#ax3 = fig.add_axes([0.6, 0.0, 0.45, 0.45], projection='3d')
|
||||
# ax3 = fig.add_axes([0.6, 0.0, 0.45, 0.45], projection='3d')
|
||||
ax3.set_title('Comparação dos Erros Quadráticos Médios')
|
||||
ax3.set_ylabel('RMSE')
|
||||
ax3.set_xlabel('Quantidade de Partições')
|
||||
ax3.set_zlabel('W')
|
||||
X,Y = np.meshgrid(parameters,orders)
|
||||
X, Y = np.meshgrid(parameters, orders)
|
||||
surf = ax3.plot_surface(X, Y, errors, rstride=1, cstride=1, antialiased=True)
|
||||
ret.append(bestd)
|
||||
ret.append(forecastedd_best)
|
||||
|
||||
@ -1,10 +1,14 @@
|
||||
import numpy as np
|
||||
|
||||
|
||||
class FLR:
|
||||
def __init__(self, LHS, RHS):
|
||||
self.LHS = LHS
|
||||
self.RHS = RHS
|
||||
|
||||
def __str__(self):
|
||||
return str(self.LHS) + " -> " + str(self.RHS)
|
||||
return self.LHS.name + " -> " + self.RHS.name
|
||||
|
||||
|
||||
def generateNonRecurrentFLRs(fuzzyData):
|
||||
flrs = {}
|
||||
|
||||
@ -20,7 +20,7 @@ class FuzzySet:
|
||||
return self.mf(x, self.parameters)
|
||||
|
||||
def __str__(self):
|
||||
return self.name + ": " + str(self.mf) + "(" + str(self.parameters) + ")"
|
||||
return self.name + ": " + str(self.mf.__name__) + "(" + str(self.parameters) + ")"
|
||||
|
||||
|
||||
def fuzzyInstance(inst, fuzzySets):
|
||||
|
||||
23
fts.py
23
fts.py
@ -10,9 +10,11 @@ class FTS:
|
||||
self.shortname = name
|
||||
self.name = name
|
||||
self.detail = name
|
||||
self.isSeasonal = False
|
||||
self.isInterval = False
|
||||
self.isDensity = False
|
||||
self.hasSeasonality = False
|
||||
self.hasPointForecasting = True
|
||||
self.hasIntervalForecasting = False
|
||||
self.hasDistributionForecasting = False
|
||||
self.dump = False
|
||||
|
||||
def fuzzy(self, data):
|
||||
best = {"fuzzyset": "", "membership": 0.0}
|
||||
@ -28,6 +30,21 @@ class FTS:
|
||||
def forecast(self, data):
|
||||
pass
|
||||
|
||||
def forecastInterval(self, data):
|
||||
pass
|
||||
|
||||
def forecastDistribution(self, data):
|
||||
pass
|
||||
|
||||
def forecastAhead(self, data, steps):
|
||||
pass
|
||||
|
||||
def forecastAheadInterval(self, data, steps):
|
||||
pass
|
||||
|
||||
def forecastAheadDistribution(self, data, steps):
|
||||
pass
|
||||
|
||||
def train(self, data, sets):
|
||||
pass
|
||||
|
||||
|
||||
6
hofts.py
6
hofts.py
@ -1,6 +1,6 @@
|
||||
import numpy as np
|
||||
from pyFTS.common import FuzzySet,FLR
|
||||
import fts
|
||||
from pyFTS import fts
|
||||
|
||||
|
||||
class HighOrderFLRG:
|
||||
@ -18,7 +18,7 @@ class HighOrderFLRG:
|
||||
if len(self.strlhs) == 0:
|
||||
for c in self.LHS:
|
||||
if len(self.strlhs) > 0:
|
||||
self.strlhs = self.strlhs + ", "
|
||||
self.strlhs += ", "
|
||||
self.strlhs = self.strlhs + c.name
|
||||
return self.strlhs
|
||||
|
||||
@ -63,7 +63,7 @@ class HighOrderFTS(fts.FTS):
|
||||
self.sets = sets
|
||||
for s in self.sets: self.setsDict[s.name] = s
|
||||
tmpdata = FuzzySet.fuzzySeries(data, sets)
|
||||
flrs = FuzzySet.generateRecurrentFLRs(tmpdata)
|
||||
flrs = FLR.generateRecurrentFLRs(tmpdata)
|
||||
self.flrgs = self.generateFLRG(flrs)
|
||||
|
||||
def getMidpoints(self, flrg):
|
||||
|
||||
2
hwang.py
2
hwang.py
@ -1,6 +1,6 @@
|
||||
import numpy as np
|
||||
from pyFTS.common import FuzzySet,FLR,Transformations
|
||||
import fts
|
||||
from pyFTS import fts
|
||||
|
||||
|
||||
class HighOrderFTS(fts.FTS):
|
||||
|
||||
5
ifts.py
5
ifts.py
@ -1,6 +1,6 @@
|
||||
import numpy as np
|
||||
from pyFTS.common import FuzzySet,FLR
|
||||
import hofts, fts, tree
|
||||
from pyFTS import hofts, fts, tree
|
||||
|
||||
|
||||
class IntervalFTS(hofts.HighOrderFTS):
|
||||
@ -10,7 +10,8 @@ class IntervalFTS(hofts.HighOrderFTS):
|
||||
self.name = "Interval FTS"
|
||||
self.detail = "Silva, P.; Guimarães, F.; Sadaei, H. (2016)"
|
||||
self.flrgs = {}
|
||||
self.isInterval = True
|
||||
self.hasPointForecasting = False
|
||||
self.hasIntervalForecasting = True
|
||||
|
||||
def getUpper(self, flrg):
|
||||
if flrg.strLHS() in self.flrgs:
|
||||
|
||||
@ -10,17 +10,21 @@ from pyFTS.common import FuzzySet, Membership
|
||||
def GridPartitionerTrimf(data, npart, names=None, prefix="A"):
|
||||
sets = []
|
||||
dmax = max(data)
|
||||
dmax += dmax * 0.10
|
||||
dmax += dmax * 0.1
|
||||
print(dmax)
|
||||
dmin = min(data)
|
||||
dmin -= dmin * 0.10
|
||||
dmin -= dmin * 0.1
|
||||
print(dmin)
|
||||
dlen = dmax - dmin
|
||||
partlen = math.ceil(dlen / npart)
|
||||
partition = math.ceil(dmin)
|
||||
for c in range(npart):
|
||||
#p2 = partlen / 2
|
||||
#partition = dmin #+ partlen
|
||||
count = 0
|
||||
for c in np.arange(dmin, dmax, partlen):
|
||||
sets.append(
|
||||
FuzzySet.FuzzySet(prefix + str(c), Membership.trimf, [round(partition - partlen, 3), partition, partition + partlen],
|
||||
partition))
|
||||
partition += partlen
|
||||
FuzzySet.FuzzySet(prefix + str(count), Membership.trimf, [c - partlen, c, c + partlen],c))
|
||||
count += 1
|
||||
#partition += partlen
|
||||
|
||||
return sets
|
||||
|
||||
|
||||
28
pfts.py
28
pfts.py
@ -2,21 +2,21 @@ import numpy as np
|
||||
import pandas as pd
|
||||
import math
|
||||
from pyFTS.common import FuzzySet, FLR
|
||||
import hofts, ifts, tree
|
||||
from pyFTS import hofts, ifts, tree
|
||||
|
||||
|
||||
class ProbabilisticFLRG(hofts.HighOrderFLRG):
|
||||
def __init__(self, order):
|
||||
super(ProbabilisticFLRG, self).__init__(order)
|
||||
self.RHS = {}
|
||||
self.frequencyCount = 0
|
||||
self.frequencyCount = 0.0
|
||||
|
||||
def appendRHS(self, c):
|
||||
self.frequencyCount = self.frequencyCount + 1
|
||||
self.frequencyCount += 1
|
||||
if c.name in self.RHS:
|
||||
self.RHS[c.name] = self.RHS[c.name] + 1
|
||||
self.RHS[c.name] += 1
|
||||
else:
|
||||
self.RHS[c.name] = 1
|
||||
self.RHS[c.name] = 1.0
|
||||
|
||||
def getProbability(self, c):
|
||||
return self.RHS[c] / self.frequencyCount
|
||||
@ -38,23 +38,27 @@ class ProbabilisticFTS(ifts.IntervalFTS):
|
||||
self.detail = "Silva, P.; Guimarães, F.; Sadaei, H."
|
||||
self.flrgs = {}
|
||||
self.globalFrequency = 0
|
||||
self.isInterval = True
|
||||
self.isDensity = True
|
||||
self.hasPointForecasting = True
|
||||
self.hasIntervalForecasting = True
|
||||
self.hasDistributionForecasting = True
|
||||
|
||||
def generateFLRG(self, flrs):
|
||||
flrgs = {}
|
||||
l = len(flrs)
|
||||
for k in np.arange(self.order + 1, l):
|
||||
for k in np.arange(self.order, l+1):
|
||||
if self.dump: print("FLR: " + str(k))
|
||||
flrg = ProbabilisticFLRG(self.order)
|
||||
|
||||
for kk in np.arange(k - self.order, k):
|
||||
flrg.appendLHS(flrs[kk].LHS)
|
||||
if self.dump: print("LHS: " + str(flrs[kk]))
|
||||
|
||||
if flrg.strLHS() in flrgs:
|
||||
flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
|
||||
flrgs[flrg.strLHS()].appendRHS(flrs[k-1].RHS)
|
||||
else:
|
||||
flrgs[flrg.strLHS()] = flrg;
|
||||
flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
|
||||
flrgs[flrg.strLHS()].appendRHS(flrs[k-1].RHS)
|
||||
if self.dump: print("RHS: " + str(flrs[k-1]))
|
||||
|
||||
self.globalFrequency = self.globalFrequency + 1
|
||||
return (flrgs)
|
||||
@ -68,9 +72,9 @@ class ProbabilisticFTS(ifts.IntervalFTS):
|
||||
def getMidpoints(self, flrg):
|
||||
if flrg.strLHS() in self.flrgs:
|
||||
tmp = self.flrgs[flrg.strLHS()]
|
||||
ret = sum(np.array([tmp.getProbability(s) * self.setsDict[s].midpoint for s in tmp.RHS]))
|
||||
ret = sum(np.array([tmp.getProbability(s) * self.setsDict[s].centroid for s in tmp.RHS]))
|
||||
else:
|
||||
ret = sum(np.array([0.33 * s.midpoint for s in flrg.LHS]))
|
||||
ret = sum(np.array([0.33 * s.centroid for s in flrg.LHS]))
|
||||
return ret
|
||||
|
||||
def getUpper(self, flrg):
|
||||
|
||||
Loading…
Reference in New Issue
Block a user