is_time_variant flag on FTS; offset() function in FTS; Documentation update
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@ -76,6 +76,13 @@ pyFTS.partitioners.Simple module
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:undoc-members:
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:show-inheritance:
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pyFTS.partitioners.SubClust module
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----------------------------------
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.. automodule:: pyFTS.partitioners.SubClust
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:members:
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:undoc-members:
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:show-inheritance:
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pyFTS.partitioners.Util module
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------------------------------
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@ -205,6 +205,7 @@
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<li class="toctree-l4"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Huarng">pyFTS.partitioners.Huarng module</a></li>
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<li class="toctree-l4"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Singleton">pyFTS.partitioners.Singleton module</a></li>
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<li class="toctree-l4"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Simple">pyFTS.partitioners.Simple module</a></li>
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<li class="toctree-l4"><a class="reference internal" href="pyFTS.partitioners.html#pyfts-partitioners-subclust-module">pyFTS.partitioners.SubClust module</a></li>
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<li class="toctree-l4"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Util">pyFTS.partitioners.Util module</a></li>
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<li class="toctree-l4"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.parallel_util">pyFTS.partitioners.parallel_util module</a></li>
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</ul>
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docs/build/html/pyFTS.common.html
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docs/build/html/pyFTS.common.html
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@ -211,7 +211,7 @@
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<dl class="class">
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<dt id="pyFTS.common.FLR.FLR">
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<em class="property">class </em><code class="descclassname">pyFTS.common.FLR.</code><code class="descname">FLR</code><span class="sig-paren">(</span><em>LHS</em>, <em>RHS</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.common.FLR.FLR" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Fuzzy Logical Relationship</p>
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<p>Represents a temporal transition of the fuzzy set LHS on time t for the fuzzy set RHS on time t+1.</p>
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</dd></dl>
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@ -299,7 +299,7 @@
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<dl class="class">
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<dt id="pyFTS.common.FuzzySet.FuzzySet">
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<em class="property">class </em><code class="descclassname">pyFTS.common.FuzzySet.</code><code class="descname">FuzzySet</code><span class="sig-paren">(</span><em>name</em>, <em>mf</em>, <em>parameters</em>, <em>centroid</em>, <em>alpha=1.0</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.common.FuzzySet.FuzzySet" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Fuzzy Set</p>
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<dl class="method">
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<dt id="pyFTS.common.FuzzySet.FuzzySet.membership">
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@ -663,7 +663,7 @@
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<dl class="class">
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<dt id="pyFTS.common.SortedCollection.SortedCollection">
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<em class="property">class </em><code class="descclassname">pyFTS.common.SortedCollection.</code><code class="descname">SortedCollection</code><span class="sig-paren">(</span><em>iterable=()</em>, <em>key=None</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.common.SortedCollection.SortedCollection" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Sequence sorted by a key function.</p>
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<p>SortedCollection() is much easier to work with than using bisect() directly.
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It supports key functions like those use in sorted(), min(), and max().
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@ -1048,7 +1048,7 @@ bisect but with a simpler API and support for key functions.</p>
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<dl class="class">
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<dt id="pyFTS.common.Transformations.Transformation">
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<em class="property">class </em><code class="descclassname">pyFTS.common.Transformations.</code><code class="descname">Transformation</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.common.Transformations.Transformation" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Data transformation used on pre and post processing of the FTS</p>
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<dl class="method">
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<dt id="pyFTS.common.Transformations.Transformation.apply">
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@ -1433,7 +1433,7 @@ bisect but with a simpler API and support for key functions.</p>
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<dl class="class">
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<dt id="pyFTS.common.flrg.FLRG">
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<em class="property">class </em><code class="descclassname">pyFTS.common.flrg.</code><code class="descname">FLRG</code><span class="sig-paren">(</span><em>order</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.common.flrg.FLRG" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Fuzzy Logical Relationship Group</p>
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<p>Group a set of FLR’s with the same LHS. Represents the temporal patterns for time t+1 (the RHS fuzzy sets)
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when the LHS pattern is identified on time t.</p>
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@ -1535,7 +1535,7 @@ when the LHS pattern is identified on time t.</p>
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<dl class="class">
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<dt id="pyFTS.common.fts.FTS">
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<em class="property">class </em><code class="descclassname">pyFTS.common.fts.</code><code class="descname">FTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.common.fts.FTS" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Fuzzy Time Series object model</p>
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<dl class="method">
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<dt id="pyFTS.common.fts.FTS.append_log">
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@ -1946,14 +1946,14 @@ models that accept the actual values and forecast new ones.</li>
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<dl class="class">
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<dt id="pyFTS.common.tree.FLRGTree">
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<em class="property">class </em><code class="descclassname">pyFTS.common.tree.</code><code class="descname">FLRGTree</code><a class="headerlink" href="#pyFTS.common.tree.FLRGTree" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Represents a FLRG set with a tree structure</p>
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</dd></dl>
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<dl class="class">
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<dt id="pyFTS.common.tree.FLRGTreeNode">
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<em class="property">class </em><code class="descclassname">pyFTS.common.tree.</code><code class="descname">FLRGTreeNode</code><span class="sig-paren">(</span><em>value</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.common.tree.FLRGTreeNode" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Tree node for</p>
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<dl class="method">
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<dt id="pyFTS.common.tree.FLRGTreeNode.appendChild">
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@ -172,7 +172,7 @@ If the file don’t already exists, it will be downloaded and decompressed.</p>
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<dl class="class">
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<dt id="pyFTS.data.artificial.SignalEmulator">
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<em class="property">class </em><code class="descclassname">pyFTS.data.artificial.</code><code class="descname">SignalEmulator</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.data.artificial.SignalEmulator" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Emulate a complex signal built from several additive and non-additive components</p>
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<dl class="method">
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<dt id="pyFTS.data.artificial.SignalEmulator.blip">
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Huarng">pyFTS.partitioners.Huarng module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Singleton">pyFTS.partitioners.Singleton module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Simple">pyFTS.partitioners.Simple module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.partitioners.html#pyfts-partitioners-subclust-module">pyFTS.partitioners.SubClust module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.Util">pyFTS.partitioners.Util module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.partitioners.html#module-pyFTS.partitioners.parallel_util">pyFTS.partitioners.parallel_util module</a></li>
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</ul>
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<dl class="class">
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<dt id="pyFTS.models.multivariate.FLR.FLR">
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<em class="property">class </em><code class="descclassname">pyFTS.models.multivariate.FLR.</code><code class="descname">FLR</code><a class="headerlink" href="#pyFTS.models.multivariate.FLR.FLR" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Multivariate Fuzzy Logical Relationship</p>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.FLR.FLR.set_lhs">
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@ -206,7 +206,7 @@
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<dl class="class">
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<dt id="pyFTS.models.multivariate.variable.Variable">
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<em class="property">class </em><code class="descclassname">pyFTS.models.multivariate.variable.</code><code class="descname">Variable</code><span class="sig-paren">(</span><em>name</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>A variable of a fuzzy time series multivariate model. Each variable contains its own
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transformations and partitioners.</p>
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<dl class="method">
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<dl class="class">
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<dt id="pyFTS.models.seasonal.SeasonalIndexer.SeasonalIndexer">
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<em class="property">class </em><code class="descclassname">pyFTS.models.seasonal.SeasonalIndexer.</code><code class="descname">SeasonalIndexer</code><span class="sig-paren">(</span><em>num_seasons</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.models.seasonal.SeasonalIndexer.SeasonalIndexer" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Seasonal Indexer. Responsible to find the seasonal index of a data point inside its data set</p>
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<dl class="method">
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<dt id="pyFTS.models.seasonal.SeasonalIndexer.SeasonalIndexer.get_data">
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@ -358,7 +358,7 @@
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<dl class="class">
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<dt id="pyFTS.models.seasonal.common.DateTime">
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<em class="property">class </em><code class="descclassname">pyFTS.models.seasonal.common.</code><code class="descname">DateTime</code><a class="headerlink" href="#pyFTS.models.seasonal.common.DateTime" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/enum.html#enum.Enum" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">enum.Enum</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/enum.html#enum.Enum" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">enum.Enum</span></code></a></p>
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<p>Data and Time granularity for time granularity and seasonality identification</p>
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<dl class="attribute">
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<dt id="pyFTS.models.seasonal.common.DateTime.day_of_month">
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<li><a class="reference internal" href="#module-pyFTS.partitioners.Huarng">pyFTS.partitioners.Huarng module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.partitioners.Singleton">pyFTS.partitioners.Singleton module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.partitioners.Simple">pyFTS.partitioners.Simple module</a></li>
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<li><a class="reference internal" href="#pyfts-partitioners-subclust-module">pyFTS.partitioners.SubClust module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.partitioners.Util">pyFTS.partitioners.Util module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.partitioners.parallel_util">pyFTS.partitioners.parallel_util module</a></li>
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</ul>
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@ -126,7 +127,7 @@
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<dl class="class">
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<dt id="pyFTS.partitioners.partitioner.Partitioner">
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<em class="property">class </em><code class="descclassname">pyFTS.partitioners.partitioner.</code><code class="descname">Partitioner</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.partitioners.partitioner.Partitioner" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Universe of Discourse partitioner. Split data on several fuzzy sets</p>
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<dl class="method">
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<dt id="pyFTS.partitioners.partitioner.Partitioner.build">
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@ -554,6 +555,9 @@ Fuzzy Sets Syst., vol. 123, no. 3, pp. 387–394, Nov. 2001.</p>
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</dd></dl>
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</div>
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<div class="section" id="pyfts-partitioners-subclust-module">
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<h2>pyFTS.partitioners.SubClust module<a class="headerlink" href="#pyfts-partitioners-subclust-module" title="Permalink to this headline">¶</a></h2>
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</div>
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<div class="section" id="module-pyFTS.partitioners.Util">
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<span id="pyfts-partitioners-util-module"></span><h2>pyFTS.partitioners.Util module<a class="headerlink" href="#module-pyFTS.partitioners.Util" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="pyFTS.probabilistic.ProbabilityDistribution.ProbabilityDistribution">
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<em class="property">class </em><code class="descclassname">pyFTS.probabilistic.ProbabilityDistribution.</code><code class="descname">ProbabilityDistribution</code><span class="sig-paren">(</span><em>type='KDE'</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.probabilistic.ProbabilityDistribution.ProbabilityDistribution" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
|
||||
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
|
||||
<p>Represents a discrete or continous probability distribution
|
||||
If type is histogram, the PDF is discrete
|
||||
If type is KDE the PDF is continuous</p>
|
||||
@ -368,7 +368,7 @@ such that Q(tau) = min( {x | F(x) >= tau })</p>
|
||||
<dl class="class">
|
||||
<dt id="pyFTS.probabilistic.kde.KernelSmoothing">
|
||||
<em class="property">class </em><code class="descclassname">pyFTS.probabilistic.kde.</code><code class="descname">KernelSmoothing</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#pyFTS.probabilistic.kde.KernelSmoothing" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
|
||||
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
|
||||
<p>Kernel Density Estimation</p>
|
||||
<dl class="method">
|
||||
<dt id="pyFTS.probabilistic.kde.KernelSmoothing.kernel_function">
|
||||
|
2
docs/build/html/searchindex.js
vendored
2
docs/build/html/searchindex.js
vendored
File diff suppressed because one or more lines are too long
@ -76,6 +76,13 @@ pyFTS.partitioners.Simple module
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
pyFTS.partitioners.SubClust module
|
||||
----------------------------------
|
||||
|
||||
.. automodule:: pyFTS.partitioners.SubClust
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
pyFTS.partitioners.Util module
|
||||
------------------------------
|
||||
|
@ -91,7 +91,7 @@ def format_experiment_table(df, exclude=[], replace={}, csv=True, std=False):
|
||||
|
||||
|
||||
def test_mean_equality(tests, alpha=.05, method='friedman'):
|
||||
'''
|
||||
"""
|
||||
Test for the equality of the means, with alpha confidence level.
|
||||
|
||||
H_0: There's no significant difference between the means
|
||||
@ -101,7 +101,7 @@ def test_mean_equality(tests, alpha=.05, method='friedman'):
|
||||
:param alpha:
|
||||
:param method:
|
||||
:return:
|
||||
'''
|
||||
"""
|
||||
from stac.stac import nonparametric_tests as npt
|
||||
|
||||
methods = tests.columns[1:]
|
||||
@ -119,7 +119,10 @@ def test_mean_equality(tests, alpha=.05, method='friedman'):
|
||||
|
||||
print("F-Value: {} \tp-Value: {}".format(f_value, p_value))
|
||||
|
||||
print("\nH0 is rejected!\n") if p_value < alpha else print("\nH0 is accepted!\n")
|
||||
if p_value < alpha:
|
||||
print("\nH0 is rejected!\n")
|
||||
else:
|
||||
print("\nH0 is accepted!\n")
|
||||
|
||||
post_hoc = {}
|
||||
rows = []
|
||||
|
@ -70,6 +70,8 @@ class FTS(object):
|
||||
needed to forecast a single step ahead"""
|
||||
self.log = pd.DataFrame([],columns=["Datetime","Operation","Value"])
|
||||
""""""
|
||||
self.is_time_variant = False
|
||||
"""A boolean value indicating if this model is time variant"""
|
||||
|
||||
def fuzzy(self, data):
|
||||
"""
|
||||
@ -410,7 +412,7 @@ class FTS(object):
|
||||
"""
|
||||
Import the parameters values from other model
|
||||
|
||||
:param model:
|
||||
:param model: a model to clone the parameters
|
||||
"""
|
||||
|
||||
self.order = model.order
|
||||
@ -524,13 +526,37 @@ class FTS(object):
|
||||
return data
|
||||
|
||||
def get_UoD(self):
|
||||
"""
|
||||
Returns the interval of the known bounds of the universe of discourse (UoD), i. e.,
|
||||
the known minimum and maximum values of the time series.
|
||||
|
||||
:return: A set with the lower and the upper bounds of the UoD
|
||||
"""
|
||||
if self.partitioner is not None:
|
||||
return [self.partitioner.min, self.partitioner.max]
|
||||
return (self.partitioner.min, self.partitioner.max)
|
||||
else:
|
||||
return [self.original_min, self.original_max]
|
||||
return (self.original_min, self.original_max)
|
||||
|
||||
def offset(self):
|
||||
"""
|
||||
Returns the number of lags to skip in the input test data in order to synchronize it with
|
||||
the forecasted values given by the predict function. This is necessary due to the order of the
|
||||
model, among other parameters.
|
||||
|
||||
:return: An integer with the number of lags to skip
|
||||
"""
|
||||
if self.is_high_order:
|
||||
return self.max_lag
|
||||
else:
|
||||
return 1
|
||||
|
||||
def __str__(self):
|
||||
"""String representation of the model"""
|
||||
"""
|
||||
String representation of the model
|
||||
|
||||
:return: a string containing the name of the model and the learned rules
|
||||
(if the model was already trained)
|
||||
"""
|
||||
|
||||
tmp = self.name + ":\n"
|
||||
if self.partitioner.type == 'common':
|
||||
|
@ -47,6 +47,9 @@ class IncrementalEnsembleFTS(ensemble.EnsembleFTS):
|
||||
self.uod_clip = False
|
||||
self.max_lag = self.window_length + self.order
|
||||
|
||||
def offset(self):
|
||||
return self.max_lag
|
||||
|
||||
def train(self, data, **kwargs):
|
||||
|
||||
partitioner = self.partitioner_method(data=data, **self.partitioner_params)
|
||||
|
@ -1,5 +1,6 @@
|
||||
"""
|
||||
Meta model that wraps another FTS method and continously retrain it using a data window with the most recent data
|
||||
Meta model that wraps another FTS method and continously retrain it using a data window with
|
||||
the most recent data
|
||||
"""
|
||||
|
||||
import numpy as np
|
||||
@ -9,7 +10,9 @@ from pyFTS.partitioners import Grid
|
||||
|
||||
class Retrainer(fts.FTS):
|
||||
"""
|
||||
Meta model for incremental/online learning
|
||||
Meta model for incremental/online learning that retrain its internal model after
|
||||
data windows controlled by the parameter 'batch_size', using as the training data a
|
||||
window of recent lags, whose size is controlled by the parameter 'window_length'.
|
||||
"""
|
||||
def __init__(self, **kwargs):
|
||||
super(Retrainer, self).__init__(**kwargs)
|
||||
@ -35,6 +38,7 @@ class Retrainer(fts.FTS):
|
||||
self.batch_size = kwargs.get('batch_size', 10)
|
||||
"""The batch interval between each retraining"""
|
||||
self.is_high_order = True
|
||||
self.is_time_variant = True
|
||||
self.uod_clip = False
|
||||
self.max_lag = self.window_length + self.order
|
||||
self.is_wrapper = True
|
||||
@ -69,6 +73,9 @@ class Retrainer(fts.FTS):
|
||||
|
||||
return ret
|
||||
|
||||
def offset(self):
|
||||
return self.max_lag
|
||||
|
||||
def __str__(self):
|
||||
"""String representation of the model"""
|
||||
|
||||
|
@ -60,7 +60,7 @@ def subclust(data, ra, rb, eps_sup, eps_inf):
|
||||
|
||||
|
||||
class SubClustPartitioner(partitioner.Partitioner):
|
||||
"""SubClust Partitioner"""
|
||||
"""Subtractive Clustering Partitioner"""
|
||||
def __init__(self, **kwargs):
|
||||
self.ra = kwargs.get('ra', 0.8)
|
||||
self.rb = kwargs.get('rb', self.ra * 1.5)
|
||||
|
Loading…
Reference in New Issue
Block a user