diff --git a/benchmarks.py b/benchmarks.py index 57390fc..289f0a5 100644 --- a/benchmarks.py +++ b/benchmarks.py @@ -59,7 +59,14 @@ def getIntervalStatistics(original,models): ret = ret + str( round(sharpness(forecasts),2)) + " & " ret = ret + str( round(resolution(forecasts),2)) + " & " ret = ret + str( round(coverage(original[fts.order-1 :],forecasts),2)) + " \\ \n" - return ret + return ret + +def plotDistribution(dist): + for k in dist.index: + alpha = np.array([dist[x][k] for x in dist])*100 + x = [k for x in np.arange(0,len(alpha))] + y = dist.columns + plt.scatter(x,y,c=alpha,marker='s',linewidths=0,cmap='Reds',edgecolors=None) def plotComparedSeries(original,models, colors): fig = plt.figure(figsize=[25,10]) diff --git a/pifts.py b/pifts.py index 60613f5..c362b32 100644 --- a/pifts.py +++ b/pifts.py @@ -1,4 +1,5 @@ import numpy as np +import pandas as pd from pyFTS import * class ProbabilisticFLRG(hofts.HighOrderFLRG): @@ -79,6 +80,8 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS): ndata = np.array(data) + #print(ndata) + l = len(ndata) ret = [] @@ -171,7 +174,46 @@ class ProbabilisticIntervalFTS(ifts.IntervalFTS): ret.append([np.min(lower),np.max(upper)]) return ret + + def getGridClean(self,resolution): + grid = {} + for sbin in np.arange(self.sets[0].lower,self.sets[-1].upper,resolution): + grid[sbin] = 0 + return grid + + def gridCount(self, grid, resolution, interval): + for sbin in sorted(grid): + if sbin >= interval[0] and (sbin + resolution) <= interval[1]: + grid[sbin] = grid[sbin] + 1 + return grid + + def forecastDistributionAhead(self,data,steps,resolution): + + ret = [] + + intervals = self.forecastAhead(data,steps) + + for k in np.arange(self.order,steps): + + grid = self.getGridClean(resolution) + + qt1st = self.forecast([intervals[x][0] + (intervals[x][1]-intervals[x][0])/4 for x in np.arange(k-self.order,k)] ) + qt2nd = self.forecast([intervals[x][0] + (intervals[x][1]-intervals[x][0])/2 for x in np.arange(k-self.order,k)] ) + qt3rd = self.forecast([intervals[x][1] - (intervals[x][1]-intervals[x][0])/4 for x in np.arange(k-self.order,k)] ) + grid = self.gridCount(grid,resolution, intervals[k]) + grid = self.gridCount(grid,resolution, np.ravel(qt1st)) + grid = self.gridCount(grid,resolution, np.ravel(qt2nd)) + grid = self.gridCount(grid,resolution, np.ravel(qt3rd)) + + tmp = np.array([ grid[k] for k in sorted(grid) ]) + + ret.append( tmp/sum(tmp) ) + + grid = self.getGridClean(resolution) + df = pd.DataFrame(ret, columns=sorted(grid)) + return df + def __str__(self): tmp = self.name + ":\n" for r in sorted(self.flrgs):