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Bugfix on IncrementalEnsembleFTS

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This commit is contained in:
Petrônio Cândido 2019-02-27 11:00:41 -03:00
parent 05c1f9f9da
commit c559c1050d
1 changed files with 4 additions and 4 deletions
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8
pyFTS/models/ensemble/ensemble.py
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@ -46,9 +46,6 @@ class EnsembleFTS(fts.FTS):
"""The method used to mix the several model's forecasts into a unique point forecast. Options: mean, median, quantile, exponential"""
self.interval_method = kwargs.get('interval_method', 'quantile')
"""The method used to mix the several model's forecasts into a interval forecast. Options: quantile, extremum, normal"""
#self.order = 1
self.exp_factor = kwargs.get('exp_factor', 0.5)
"""Multiplicative factor on exponential averaging of the models"""
def append_model(self, model):
"""
@ -105,7 +102,10 @@ class EnsembleFTS(fts.FTS):
l = len(self.models)
if l == 1:
return forecasts[0]
ret = np.nansum([np.exp(-(self.exp_factor * (l - k))) * forecasts[k] for k in range(l)])
w = [np.exp(-(l - k)) for k in range(l)]
sw = sum(w)
w = w / sw
ret = np.nansum([w[k] * forecasts[k] for k in range(l)])
return ret