Bugfixes and improvements on ProbabilityDistribution

benchmarks/benchmarks.py

@@ -826,6 +826,25 @@ def plot_density_rectange(ax, cmap, density, fig, resolution, time_from, time_to
     cb.set_label('Density')
 
 
+def plot_probabilitydistribution_density(ax, cmap, probabilitydist, fig, time_from):
+    from matplotlib.patches import Rectangle
+    from matplotlib.collections import PatchCollection
+    from  matplotlib.colorbar import ColorbarPatch
+    patches = []
+    colors = []
+    for ct, dt in enumerate(probabilitydist):
+        for y in dt.bins:
+            s = Rectangle((time_from+ct, y), 1, dt.resolution, fill=True, lw = 0)
+            patches.append(s)
+            colors.append(dt.distribution[y]*5)
+    pc = PatchCollection(patches=patches, match_original=True)
+    pc.set_clim([0, 1])
+    pc.set_cmap(cmap)
+    pc.set_array(np.array(colors))
+    ax.add_collection(pc)
+    cb = fig.colorbar(pc, ax=ax)
+    cb.set_label('Density')
+
 
 def plotCompared(original, forecasts, labels, title):
     fig = plt.figure(figsize=[13, 6])

ensemble/multiseasonal.py

@@ -82,8 +82,10 @@ class SeasonalEnsembleFTS(ensemble.EnsembleFTS):
 
             tmp = np.ravel(tmp).tolist()
 
-            dist = ProbabilityDistribution.ProbabilityDistribution("KDE", uod=[self.original_min, self.original_max], data=tmp,
-                                                                   **kwargs)
+            name = str(self.indexer.get_index(data.ix[k]))
+
+            dist = ProbabilityDistribution.ProbabilityDistribution("KDE", uod=[self.original_min, self.original_max],
+                                                                   data=tmp, name=name, **kwargs)
 
             ret.append(dist)
 

models/seasonal/SeasonalIndexer.py

@@ -26,6 +26,9 @@ class SeasonalIndexer(object):
     def get_data(self, data):
         pass
 
+    def get_index(self, data):
+        pass
+
 
 class LinearSeasonalIndexer(SeasonalIndexer):
     def __init__(self,seasons,units,ignore=None, **kwargs):
@@ -196,5 +199,8 @@ class DateTimeSeasonalIndexer(SeasonalIndexer):
     def get_data(self, data):
         return data[self.data_fields].tolist()
 
+    def get_index(self, data):
+        return data[self.date_field]
+
     def set_data(self, data, value):
         raise Exception("Operation not available!")

probabilistic/ProbabilityDistribution.py

@@ -25,6 +25,7 @@ class ProbabilityDistribution(object):
 
         if self.bins is None:
             self.bins = np.linspace(int(self.uod[0]), int(self.uod[1]), int(self.nbins)).tolist()
+            self.resolution = (self.uod[1] - self.uod[0])/self.nbins
             self.labels = [str(k) for k in self.bins]
 
         self.index = SortedCollection.SortedCollection(iterable=sorted(self.bins))
@@ -127,7 +128,8 @@ class ProbabilityDistribution(object):
             axis.plot(self.data, yp, c="red")
 
 
-        axis.plot(self.bins, ys, c=color, label=self.name)
+        axis.plot(self.bins, ys, c=color)
+        axis.set_title(self.name)
 
         axis.set_xlabel('Universe of Discourse')
         axis.set_ylabel('Probability')