Updating the documentation

docs/build/html/_sources/pyFTS.models.multivariate.rst.txt

@@ -1,6 +1,15 @@
 pyFTS.models.multivariate package
 =================================
 
+Module contents
+---------------
+
+.. automodule:: pyFTS.models.multivariate
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+
 Submodules
 ----------
 
@@ -43,12 +52,12 @@ pyFTS.models.multivariate.variable module
     :members:
     :undoc-members:
     :show-inheritance:
+    
+pyFTS.models.multivariate.wmvfts module
+--------------------------------------
 
-
+.. automodule:: pyFTS.models.multivariate.mvfts
-Module contents
----------------
-
-.. automodule:: pyFTS.models.multivariate
     :members:
     :undoc-members:
     :show-inheritance:
+

docs/build/html/genindex.html

@@ -180,7 +180,7 @@
 </li>
       <li><a href="pyFTS.common.html#pyFTS.common.fts.FTS.append_transformation">append_transformation() (pyFTS.common.fts.FTS method)</a>
 </li>
-      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.append_variable">append_variable() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.append_variable">append_variable() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.append_variable">[1]</a>
 </li>
       <li><a href="pyFTS.common.html#pyFTS.common.tree.FLRGTreeNode.appendChild">appendChild() (pyFTS.common.tree.FLRGTreeNode method)</a>
 </li>
@@ -205,7 +205,7 @@
       <li><a href="pyFTS.common.html#pyFTS.common.fts.FTS.apply_transformations">apply_transformations() (pyFTS.common.fts.FTS method)</a>
 
       <ul>
-        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.apply_transformations">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.apply_transformations">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.apply_transformations">[1]</a>
 </li>
         <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.variable.Variable.apply_transformations">(pyFTS.models.multivariate.variable.Variable method)</a>
 </li>
@@ -323,7 +323,7 @@
       <li><a href="pyFTS.common.html#pyFTS.common.fts.FTS.clone_parameters">clone_parameters() (pyFTS.common.fts.FTS method)</a>
 
       <ul>
-        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.clone_parameters">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.clone_parameters">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.clone_parameters">[1]</a>
 </li>
       </ul></li>
       <li><a href="pyFTS.partitioners.html#pyFTS.partitioners.CMeans.CMeansPartitioner">CMeansPartitioner (class in pyFTS.partitioners.CMeans)</a>
@@ -523,7 +523,7 @@
 </li>
         <li><a href="pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFTS.forecast">(pyFTS.models.ismailefendi.ImprovedWeightedFTS method)</a>
 </li>
-        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.forecast">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.forecast">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.forecast">[1]</a>
 </li>
         <li><a href="pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.forecast">(pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS method)</a>
 </li>
@@ -618,7 +618,7 @@
         <li><a href="pyFTS.models.html#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_interval">(pyFTS.models.pwfts.ProbabilisticWeightedFTS method)</a>
 </li>
       </ul></li>
-      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.format_data">format_data() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.format_data">format_data() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.format_data">[1]</a>
 </li>
       <li><a href="pyFTS.common.html#pyFTS.common.fts.FTS">FTS (class in pyFTS.common.fts)</a>
 </li>
@@ -677,7 +677,7 @@
       <ul>
         <li><a href="pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFTS.generate_flrg">(pyFTS.models.ismailefendi.ImprovedWeightedFTS method)</a>
 </li>
-        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrg">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrg">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrg">[1]</a>
 </li>
         <li><a href="pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.generate_flrg">(pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS method)</a>
 </li>
@@ -698,7 +698,7 @@
       </ul></li>
       <li><a href="pyFTS.models.html#pyFTS.models.yu.WeightedFTS.generate_FLRG">generate_FLRG() (pyFTS.models.yu.WeightedFTS method)</a>
 </li>
-      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrs">generate_flrs() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrs">generate_flrs() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrs">[1]</a>
 </li>
       <li><a href="pyFTS.data.html#pyFTS.data.artificial.generate_gaussian_linear">generate_gaussian_linear() (in module pyFTS.data.artificial)</a>
 </li>
@@ -712,7 +712,7 @@
         <li><a href="pyFTS.models.html#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg">(pyFTS.models.pwfts.ProbabilisticWeightedFTS method)</a>
 </li>
       </ul></li>
-      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_lhs_flrs">generate_lhs_flrs() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_lhs_flrs">generate_lhs_flrs() (pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.generate_lhs_flrs">[1]</a>
 </li>
       <li><a href="pyFTS.common.html#pyFTS.common.FLR.generate_non_recurrent_flrs">generate_non_recurrent_flrs() (in module pyFTS.common.FLR)</a>
 </li>
@@ -1192,7 +1192,7 @@
 </li>
       <li><a href="pyFTS.models.seasonal.html#pyFTS.models.seasonal.msfts.MultiSeasonalFTS">MultiSeasonalFTS (class in pyFTS.models.seasonal.msfts)</a>
 </li>
-      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS">MVFTS (class in pyFTS.models.multivariate.mvfts)</a>
+      <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS">MVFTS (class in pyFTS.models.multivariate.mvfts)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS">[1]</a>
 </li>
   </ul></td>
 </tr></table>
@@ -1536,7 +1536,7 @@
 </li>
       <li><a href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.flrg">pyFTS.models.multivariate.flrg (module)</a>
 </li>
-      <li><a href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts (module)</a>
+      <li><a href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts (module)</a>, <a href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.mvfts">[1]</a>
 </li>
       <li><a href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.variable">pyFTS.models.multivariate.variable (module)</a>
 </li>
@@ -1809,7 +1809,7 @@
 </li>
         <li><a href="pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFTS.train">(pyFTS.models.ismailefendi.ImprovedWeightedFTS method)</a>
 </li>
-        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.train">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>
+        <li><a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.train">(pyFTS.models.multivariate.mvfts.MVFTS method)</a>, <a href="pyFTS.models.multivariate.html#pyFTS.models.multivariate.mvfts.MVFTS.train">[1]</a>
 </li>
         <li><a href="pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.train">(pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS method)</a>
 </li>

docs/build/html/pyFTS.models.html

@@ -137,13 +137,14 @@
 </ul>
 </li>
 <li class="toctree-l1"><a class="reference internal" href="pyFTS.models.multivariate.html">pyFTS.models.multivariate package</a><ul>
+<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate">Module contents</a></li>
 <li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#submodules">Submodules</a></li>
 <li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.FLR">pyFTS.models.multivariate.FLR module</a></li>
 <li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.common">pyFTS.models.multivariate.common module</a></li>
 <li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.flrg">pyFTS.models.multivariate.flrg module</a></li>
 <li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts module</a></li>
 <li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.variable">pyFTS.models.multivariate.variable module</a></li>
-<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate">Module contents</a></li>
+<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#pyfts-models-multivariate-wmvfts-module">pyFTS.models.multivariate.wmvfts module</a></li>
 </ul>
 </li>
 <li class="toctree-l1"><a class="reference internal" href="pyFTS.models.nonstationary.html">pyFTS.models.nonstationary package</a><ul>

docs/build/html/pyFTS.models.multivariate.html

@@ -64,13 +64,14 @@
   <h3><a href="index.html">Table Of Contents</a></h3>
   <ul>
 <li><a class="reference internal" href="#">pyFTS.models.multivariate package</a><ul>
+<li><a class="reference internal" href="#module-pyFTS.models.multivariate">Module contents</a></li>
 <li><a class="reference internal" href="#submodules">Submodules</a></li>
 <li><a class="reference internal" href="#module-pyFTS.models.multivariate.FLR">pyFTS.models.multivariate.FLR module</a></li>
 <li><a class="reference internal" href="#module-pyFTS.models.multivariate.common">pyFTS.models.multivariate.common module</a></li>
 <li><a class="reference internal" href="#module-pyFTS.models.multivariate.flrg">pyFTS.models.multivariate.flrg module</a></li>
 <li><a class="reference internal" href="#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts module</a></li>
 <li><a class="reference internal" href="#module-pyFTS.models.multivariate.variable">pyFTS.models.multivariate.variable module</a></li>
-<li><a class="reference internal" href="#module-pyFTS.models.multivariate">Module contents</a></li>
+<li><a class="reference internal" href="#pyfts-models-multivariate-wmvfts-module">pyFTS.models.multivariate.wmvfts module</a></li>
 </ul>
 </li>
 </ul>
@@ -110,6 +111,10 @@
             
   <div class="section" id="pyfts-models-multivariate-package">
 <h1>pyFTS.models.multivariate package<a class="headerlink" href="#pyfts-models-multivariate-package" title="Permalink to this headline">¶</a></h1>
+<div class="section" id="module-pyFTS.models.multivariate">
+<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.multivariate" title="Permalink to this headline">¶</a></h2>
+<p>Multivariate Fuzzy Time Series methods</p>
+</div>
 <div class="section" id="submodules">
 <h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline">¶</a></h2>
 </div>
@@ -358,9 +363,127 @@ transformations and partitioners.</p>
 </dd></dl>
 
 </div>
-<div class="section" id="module-pyFTS.models.multivariate">
+<div class="section" id="pyfts-models-multivariate-wmvfts-module">
-<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.multivariate" title="Permalink to this headline">¶</a></h2>
+<h2>pyFTS.models.multivariate.wmvfts module<a class="headerlink" href="#pyfts-models-multivariate-wmvfts-module" title="Permalink to this headline">¶</a></h2>
-<p>Multivariate Fuzzy Time Series methods</p>
+<span class="target" id="module-pyFTS.models.multivariate.mvfts"></span><dl class="class">
+<dt>
+<em class="property">class </em><code class="descclassname">pyFTS.models.multivariate.mvfts.</code><code class="descname">MVFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS"><span class="viewcode-link">[source]</span></a></dt>
+<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
+<p>Multivariate extension of Chen’s ConventionalFTS method</p>
+<dl class="method">
+<dt>
+<code class="descname">append_variable</code><span class="sig-paren">(</span><em>var</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.append_variable"><span class="viewcode-link">[source]</span></a></dt>
+<dd><p>Append a new endogenous variable to the model</p>
+<table class="docutils field-list" frame="void" rules="none">
+<col class="field-name" />
+<col class="field-body" />
+<tbody valign="top">
+<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>var</strong> – variable object</td>
+</tr>
+<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"></td>
+</tr>
+</tbody>
+</table>
+</dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">apply_transformations</code><span class="sig-paren">(</span><em>data</em>, <em>params=None</em>, <em>updateUoD=False</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.apply_transformations"><span class="viewcode-link">[source]</span></a></dt>
+<dd><p>Apply the data transformations for data preprocessing</p>
+<table class="docutils field-list" frame="void" rules="none">
+<col class="field-name" />
+<col class="field-body" />
+<tbody valign="top">
+<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
+<li><strong>data</strong> – input data</li>
+<li><strong>params</strong> – transformation parameters</li>
+<li><strong>updateUoD</strong> – </li>
+<li><strong>kwargs</strong> – </li>
+</ul>
+</td>
+</tr>
+<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">preprocessed data</p>
+</td>
+</tr>
+</tbody>
+</table>
+</dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">clone_parameters</code><span class="sig-paren">(</span><em>model</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.clone_parameters"><span class="viewcode-link">[source]</span></a></dt>
+<dd><p>Import the parameters values from other model</p>
+<table class="docutils field-list" frame="void" rules="none">
+<col class="field-name" />
+<col class="field-body" />
+<tbody valign="top">
+<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>model</strong> – </td>
+</tr>
+</tbody>
+</table>
+</dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.forecast"><span class="viewcode-link">[source]</span></a></dt>
+<dd><p>Point forecast one step ahead</p>
+<table class="docutils field-list" frame="void" rules="none">
+<col class="field-name" />
+<col class="field-body" />
+<tbody valign="top">
+<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
+<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
+<li><strong>kwargs</strong> – model specific parameters</li>
+</ul>
+</td>
+</tr>
+<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p>
+</td>
+</tr>
+</tbody>
+</table>
+</dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">format_data</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.format_data"><span class="viewcode-link">[source]</span></a></dt>
+<dd></dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">generate_flrg</code><span class="sig-paren">(</span><em>flrs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_flrg"><span class="viewcode-link">[source]</span></a></dt>
+<dd></dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">generate_flrs</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_flrs"><span class="viewcode-link">[source]</span></a></dt>
+<dd></dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">generate_lhs_flrs</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_lhs_flrs"><span class="viewcode-link">[source]</span></a></dt>
+<dd></dd></dl>
+
+<dl class="method">
+<dt>
+<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.train"><span class="viewcode-link">[source]</span></a></dt>
+<dd><p>Method specific parameter fitting</p>
+<table class="docutils field-list" frame="void" rules="none">
+<col class="field-name" />
+<col class="field-body" />
+<tbody valign="top">
+<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
+<li><strong>data</strong> – training time series data</li>
+<li><strong>kwargs</strong> – Method specific parameters</li>
+</ul>
+</td>
+</tr>
+</tbody>
+</table>
+</dd></dl>
+
+</dd></dl>
+
 </div>
 </div>
 

docs/pyFTS.models.multivariate.rst

@@ -1,6 +1,15 @@
 pyFTS.models.multivariate package
 =================================
 
+Module contents
+---------------
+
+.. automodule:: pyFTS.models.multivariate
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+
 Submodules
 ----------
 
@@ -43,12 +52,12 @@ pyFTS.models.multivariate.variable module
     :members:
     :undoc-members:
     :show-inheritance:
+    
+pyFTS.models.multivariate.wmvfts module
+--------------------------------------
 
-
+.. automodule:: pyFTS.models.multivariate.mvfts
-Module contents
----------------
-
-.. automodule:: pyFTS.models.multivariate
     :members:
     :undoc-members:
     :show-inheritance:
+

pyFTS/models/multivariate/mvfts.py

@@ -11,7 +11,7 @@ class MVFTS(fts.FTS):
     Multivariate extension of Chen's ConventionalFTS method
     """
     def __init__(self, **kwargs):
-        super(MVFTS, self).__init__(order=1, **kwargs)
+        super(MVFTS, self).__init__(**kwargs)
         self.explanatory_variables = []
         self.target_variable = None
         self.flrgs = {}

pyFTS/models/multivariate/wmvfts.py

@@ -0,0 +1,68 @@
+from pyFTS.common import fts, FuzzySet, FLR, Membership, tree
+from pyFTS.partitioners import Grid
+from pyFTS.models.multivariate import mvfts, FLR as MVFLR, common, flrg as mvflrg
+
+import numpy as np
+import pandas as pd
+
+
+class WeightedFLRG(mvflrg.FLRG):
+    """
+    Weighted Multivariate Fuzzy Logical Rule Group
+    """
+
+    def __init__(self, **kwargs):
+        super(WeightedFLRG, self).__init__(**kwargs)
+        self.order = kwargs.get('order', 1)
+        self.LHS = kwargs.get('lhs', {})
+        self.RHS = {}
+        self.count = 0.0
+        self.w = None
+
+    def append_rhs(self, fset, **kwargs):
+        if fset not in self.RHS:
+            self.RHS[fset] = 1.0
+        else:
+            self.RHS[fset] += 1.0
+        self.count += 1.0
+
+    def weights(self):
+        if self.w is None:
+            self.w = np.array([self.RHS[c] / self.count for c in self.RHS.keys()])
+        return self.w
+
+    def get_midpoint(self, sets):
+        mp = np.array([sets[c].centroid for c in self.RHS.keys()])
+        return mp.dot(self.weights())
+
+
+    def __str__(self):
+        _str = ""
+        for k in self.RHS.keys():
+            _str += ", " if len(_str) > 0 else ""
+            _str += k + " (" + str(round( self.RHS[k] / self.count, 3)) + ")"
+
+        return self.get_key() + " -> " + _str
+
+
+class WeightedMVFTS(mvfts.MVFTS):
+    """
+    Weighted Multivariate FTS
+    """
+    def __init__(self, **kwargs):
+        super(WeightedMVFTS, self).__init__(order=1, **kwargs)
+        self.explanatory_variables = []
+        self.target_variable = None
+        self.flrgs = {}
+        self.is_multivariate = True
+        self.shortname = "WeightedMVFTS"
+        self.name = "Weighted Multivariate FTS"
+
+    def generate_flrg(self, flrs):
+        for flr in flrs:
+            flrg = WeightedFLRG(lhs=flr.LHS)
+
+            if flrg.get_key() not in self.flrgs:
+                self.flrgs[flrg.get_key()] = flrg
+
+            self.flrgs[flrg.get_key()].append_rhs(flr.RHS)

pyFTS/tests/multivariate.py

@@ -5,7 +5,7 @@ from pyFTS.common import Transformations
 
 from pyFTS.partitioners import Grid, Util as pUtil
 from pyFTS.common import Transformations, Util
-from pyFTS.models.multivariate import common, variable, mvfts
+from pyFTS.models.multivariate import common, variable, mvfts, wmvfts
 from pyFTS.models.seasonal import partitioner as seasonal
 from pyFTS.models.seasonal.common import DateTime
 
@@ -16,7 +16,7 @@ from pyFTS.models.multivariate import common, variable, mvfts
 from pyFTS.models.seasonal import partitioner as seasonal
 from pyFTS.models.seasonal.common import DateTime
 
-#"""
+"""
 from pyFTS.data import Malaysia
 
 dataset = Malaysia.get_dataframe()
@@ -71,9 +71,9 @@ for k in [itertools.combinations(var_list, r) for r in range(2,len(var_list))]:
       model.target_variable = vload
       model.fit(mv_train)
       models.append(model)
-#"""
-
 """
+
+#"""
 dataset =  pd.read_csv('/home/petronio/Downloads/priceHong')
 dataset['hour'] = dataset.index.values % 24
 
@@ -92,16 +92,12 @@ vhour = variable.Variable("Hour", data_label="hour", partitioner=seasonal.TimeGr
 vprice = variable.Variable("Price", data_label="price", partitioner=Grid.GridPartitioner, npart=25,
                             data=train_mv)
 
-model1 = mvfts.MVFTS()
+model1 = wmvfts.WeightedMVFTS()
 model1.shortname += "1"
 model1.append_variable(vhour)
 model1.append_variable(vprice)
 model1.target_variable = vprice
 model1.fit(train_mv)
 
-model2 = mvfts.MVFTS()
+print(model1)
-model2.shortname += "2"
+#"""
-model2.append_variable(vhour)
-model2.target_variable = vprice
-model2.fit(train_mv)
-"""