IFTS high order 100% funcional
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@ -20,22 +20,34 @@ def rmse(forecasts,targets):
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def mape(forecasts,targets):
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return np.mean(abs(forecasts-targets)/forecasts)
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def plotComparedSeries(original,fts,title):
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def plotComparedSeries(original,fts,parameters):
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fig = plt.figure(figsize=[20,6])
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ax = fig.add_subplot(111)
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forecasted = fts.forecast(original)
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#error = rmse(original[1:],forecasted[0:-1])
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forecasted.insert(0,None)
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#np.append(original,[None])
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ax.plot(original,color='b',label="Original")
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ax.plot(forecasted,color='r',label="Predicted")
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if fts.isInterval:
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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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ax.set_ylim([min(lower),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='r',label="Predicted")
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ax.plot(upper,color='r')
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else:
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forecasted.insert(0,None)
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ax.plot(forecasted,color='r',label="Predicted")
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ax.set_ylim([np.nanmin(forecasted),np.nanmax(forecasted)])
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handles0, labels0 = ax.get_legend_handles_labels()
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ax.legend(handles0,labels0)
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ax.set_title(title)
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ax.set_title(fts.name)
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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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def plotCompared(original,forecasted,labels,title):
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fig = plt.figure(figsize=[13,6])
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7
ifts.py
7
ifts.py
@ -68,12 +68,16 @@ class IntervalFTS(hofts.HighOrderFTS):
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lags[count] = idx
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count = count + 1
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#print(lags)
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# Constrói uma árvore com todos os caminhos possíveis
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root = tree.FLRGTreeNode(None)
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self.buildTree(root,lags,0)
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#print(root)
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# Traça os possíveis caminhos e costrói as HOFLRG's
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for p in root.paths():
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@ -104,6 +108,7 @@ class IntervalFTS(hofts.HighOrderFTS):
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count = count + 1
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# gerar o intervalo
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ret.append( [ sum(lo), sum(up) ] )
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norm = sum(mvs)
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ret.append( [ sum(lo)/norm, sum(up)/norm ] )
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return ret
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