Several bugfixes in models and benchmarks

benchmarks/benchmarks.py

@@ -14,52 +14,100 @@ from pyFTS.common import Membership, FuzzySet, FLR, Transformations, Util
 from pyFTS import fts, chen, yu, ismailefendi, sadaei, hofts, hwang, pfts, ifts
 
 
-def allPointForecasters(data_train, data_test, partitions, max_order=2,save=False, file=None, tam=[20, 5]):
+def allPointForecasters(data_train, data_test, partitions, max_order=3,save=False, file=None, tam=[20, 5]):
-    models = [chen.ConventionalFTS, yu.WeightedFTS, ismailefendi.ImprovedWeightedFTS, sadaei.ExponentialyWeightedFTS,
+    models = [chen.ConventionalFTS, yu.WeightedFTS, ismailefendi.ImprovedWeightedFTS,
-              hwang.HighOrderFTS, hofts.HighOrderFTS, pfts.ProbabilisticFTS ]
+              sadaei.ExponentialyWeightedFTS, hwang.HighOrderFTS, hofts.HighOrderFTS,
+              pfts.ProbabilisticFTS]
 
-    objects = []
+    objs = []
+
+    all_colors = [clr for clr in pltcolors.cnames.keys()  ]
 
     data_train_fs = Grid.GridPartitionerTrimf(data_train,partitions)
 
+    count = 1
+
+    colors = []
+
     for model in models:
-        fts = model("")
+        #print(model)
-        if not fts.isHighOrder:
+        mfts = model("")
-            fts.train(data_train, data_train_fs)
+        if not mfts.isHighOrder:
-            objects.append(fts)
+            mfts.train(data_train, data_train_fs)
+            objs.append(mfts)
+            colors.append( all_colors[count] )
         else:
             for order in np.arange(1,max_order+1):
-                fts.train(data_train, data_train_fs, order=order)
+                mfts = model(" n = " + str(order))
-                fts.shortname += str(order)
+                mfts.train(data_train, data_train_fs, order=order)
-                objects.append(fts)
+                objs.append(mfts)
+                colors.append(all_colors[count])
+        count += 5
 
-    print(getPointStatistics(data_test, objects))
+    print(getPointStatistics(data_test, objs))
+
+    plotComparedSeries(data_test, objs, colors, typeonlegend=False, save=save, file=file, tam=tam,  intervals=False)
 
 
-def getPointStatistics(original, models, externalmodels = None, externalforecasts = None):
+def getPointStatistics(data, models, externalmodels = None, externalforecasts = None):
-    ret = "Model		& RMSE		& MAPE			\\ \n"
+    ret = "Model		& Order     & RMSE		& MAPE			\\\\ \n"
     for fts in models:
-        forecasts = fts.forecast(original)
+        forecasts = fts.forecast(data)
         ret += fts.shortname + "		& "
-        ret += str(round(Measures.rmse(original[fts.order:], forecasts[:-1]), 2)) + "		& "
+        ret += str(fts.order) + "		& "
-        ret += str(round(Measures.mape(original[fts.order:], forecasts[:-1]), 2)) + "		& "
+        ret += str(round(Measures.rmse(np.array(data[fts.order:]), np.array(forecasts[:-1])), 2)) + "		& "
-        ret += "	\\ \n"
+        ret += str(round(Measures.mape(np.array(data[fts.order:]), np.array(forecasts[:-1])), 2))
-    l = len(externalmodels)
+        ret += "	\\\\ \n"
-    for k in np.arange(0,l):
+    if externalmodels is not None:
-        ret += externalmodels[k] + "		& "
+        l = len(externalmodels)
-        ret += str(round(Measures.rmse(original[fts.order:], externalforecasts[k][:-1]), 2)) + "		& "
+        for k in np.arange(0,l):
-        ret += str(round(Measures.mape(original[fts.order:], externalforecasts[k][:-1]), 2)) + "		& "
+            ret += externalmodels[k] + "		& "
-        ret += "	\\ \n"
+            ret += " 1		& "
+            ret += str(round(Measures.rmse(data[fts.order:], externalforecasts[k][:-1]), 2)) + "		& "
+            ret += str(round(Measures.mape(data[fts.order:], externalforecasts[k][:-1]), 2))
+            ret += "	\\\\ \n"
     return ret
 
 
+def allIntervalForecasters(data_train, data_test, partitions, max_order=3,save=False, file=None, tam=[20, 5]):
+    models = [ifts.IntervalFTS, pfts.ProbabilisticFTS]
+
+    objs = []
+
+    all_colors = [clr for clr in pltcolors.cnames.keys()  ]
+
+    data_train_fs = Grid.GridPartitionerTrimf(data_train,partitions)
+
+    count = 1
+
+    colors = []
+
+    for model in models:
+        #print(model)
+        mfts = model("")
+        if not mfts.isHighOrder:
+            mfts.train(data_train, data_train_fs)
+            objs.append(mfts)
+            colors.append( all_colors[count] )
+        else:
+            for order in np.arange(1,max_order+1):
+                mfts = model(" n = " + str(order))
+                mfts.train(data_train, data_train_fs, order=order)
+                objs.append(mfts)
+                colors.append(all_colors[count])
+        count += 5
+
+    print(getIntervalStatistics(data_test, objs))
+
+    plotComparedSeries(data_test, objs, colors, typeonlegend=False, save=save, file=file, tam=tam,  intervals=True)
+
+
 def getIntervalStatistics(original, models):
-    ret = "Model		& RMSE		& MAPE		& Sharpness		& Resolution		& Coverage	\\ \n"
+    ret = "Model	& Order     & Sharpness		& Resolution		& Coverage	\\ \n"
     for fts in models:
         forecasts = fts.forecastInterval(original)
         ret += fts.shortname + "		& "
-        ret += str(round(Measures.rmse_interval(original[fts.order:], forecasts[:-1]), 2)) + "		& "
+        ret += str(fts.order) + "		& "
-        ret += str(round(Measures.mape_interval(original[fts.order:], forecasts[:-1]), 2)) + "		& "
         ret += str(round(Measures.sharpness(forecasts), 2)) + "		& "
         ret += str(round(Measures.resolution(forecasts), 2)) + "		& "
         ret += str(round(Measures.coverage(original[fts.order:], forecasts[:-1]), 2)) + "	\\ \n"
@@ -86,7 +134,7 @@ def plotComparedSeries(original, models, colors, typeonlegend=False, save=False,
     ax.plot(original, color='black', label="Original", linewidth=1.5)
     count = 0
     for fts in models:
-        if fts.hasPointForecasting:
+        if fts.hasPointForecasting and not intervals:
             forecasted = fts.forecast(original)
             mi.append(min(forecasted) * 0.95)
             ma.append(max(forecasted) * 1.05)
@@ -107,8 +155,8 @@ def plotComparedSeries(original, models, colors, typeonlegend=False, save=False,
                 upper.insert(0, None)
             lbl = fts.shortname
             if typeonlegend: lbl += " (Interval)"
-            ax.plot(lower, color=colors[count], label=lbl, ls="--")
+            ax.plot(lower, color=colors[count], label=lbl, ls="-")
-            ax.plot(upper, color=colors[count], ls="--")
+            ax.plot(upper, color=colors[count], ls="-")
 
         handles0, labels0 = ax.get_legend_handles_labels()
         ax.legend(handles0, labels0, loc=2)

chen.py

@@ -3,7 +3,7 @@ from pyFTS.common import FuzzySet, FLR
 from pyFTS import fts
 
 
-class ConventionalFLRG:
+class ConventionalFLRG(object):
     def __init__(self, LHS):
         self.LHS = LHS
         self.RHS = set()

common/Transformations.py

@@ -6,7 +6,7 @@ from pyFTS import *
 def differential(original, lags=1):
     n = len(original)
     diff = [original[t - lags] - original[t] for t in np.arange(lags, n)]
-    for t in np.arange(0, lags): diff.insert(0, None)
+    for t in np.arange(0, lags): diff.insert(0, 0)
     return np.array(diff)
 
 

fts.py

@@ -2,7 +2,7 @@ import numpy as np
 from pyFTS import *
 
 
-class FTS:
+class FTS(object):
     def __init__(self, order, name):
         self.sets = {}
         self.flrgs = {}

hofts.py

@@ -38,6 +38,7 @@ class HighOrderFTS(fts.FTS):
     def __init__(self, name):
         super(HighOrderFTS, self).__init__(1, "HOFTS" + name)
         self.name = "High Order FTS"
+        self.shortname = "HOFTS" + name
         self.detail = "Chen"
         self.order = 1
         self.setsDict = {}
@@ -80,7 +81,7 @@ class HighOrderFTS(fts.FTS):
         if l <= self.order:
             return data
 
-        for k in np.arange(self.order, l):
+        for k in np.arange(self.order, l+1):
             tmpdata = FuzzySet.fuzzySeries(data[k - self.order: k], self.sets)
             tmpflrg = HighOrderFLRG(self.order)
 

hwang.py

@@ -4,9 +4,12 @@ from pyFTS import fts
 
 
 class HighOrderFTS(fts.FTS):
-    def __init__(self, order, name):
+    def __init__(self, name):
-        super(HighOrderFTS, self).__init__(order, name)
+        super(HighOrderFTS, self).__init__(1, name)
         self.isHighOrder = True
+        self.name = "Hwang High Order FTS"
+        self.shortname = "Hwang" + name
+        self.detail = "Hwang"
 
     def forecast(self, data):
         cn = np.array([0.0 for k in range(len(self.sets))])
@@ -16,7 +19,7 @@ class HighOrderFTS(fts.FTS):
 
         ret = []
 
-        for t in np.arange(self.order, len(data)):
+        for t in np.arange(self.order-1, len(data)):
 
             for s in range(len(self.sets)):
                 cn[s] = self.sets[s].membership(data[t])
@@ -30,11 +33,11 @@ class HighOrderFTS(fts.FTS):
             for s in range(len(self.sets)):
                 if ft[s] == mft:
                     out = out + self.sets[s].centroid
-                    count = count + 1.0
+                    count += 1.0
             ret.append(out / count)
 
         return ret
 
-    def train(self, data, sets, order=2, parameters=None):
+    def train(self, data, sets, order=1, parameters=None):
         self.sets = sets
         self.order = order

ifts.py

@@ -47,7 +47,7 @@ class IntervalFTS(hofts.HighOrderFTS):
         for child in node.getChildren():
             self.buildTree(child, lags, level + 1)
 
-    def forecast(self, data):
+    def forecastInterval(self, data):
 
         ndata = np.array(data)
 

pfts.py

@@ -5,11 +5,10 @@ import numpy as np
 import pandas as pd
 import math
 from operator import itemgetter
-from pyFTS.common import FuzzySet, FLR, SortedCollection
+from pyFTS.common import FuzzySet, SortedCollection
 from pyFTS import hofts, ifts, tree
 
 
-
 class ProbabilisticFLRG(hofts.HighOrderFLRG):
     def __init__(self, order):
         super(ProbabilisticFLRG, self).__init__(order)

sadaei.py

@@ -16,7 +16,7 @@ class ExponentialyWeightedFLRG:
     def weights(self):
         wei = [self.c ** k for k in np.arange(0.0, self.count, 1.0)]
         tot = sum(wei)
-        return np.iarray([k / tot for k in wei])
+        return np.array([k / tot for k in wei])
 
     def __str__(self):
         tmp = self.LHS.name + " -> "
@@ -54,7 +54,7 @@ class ExponentialyWeightedFTS(fts.FTS):
         self.sets = sets
         tmpdata = FuzzySet.fuzzySeries(data, sets)
         flrs = FLR.generateRecurrentFLRs(tmpdata)
-        self.flrgs = self.generateFLRG(flrs, c)
+        self.flrgs = self.generateFLRG(flrs, self.c)
 
     def forecast(self, data):
         l = 1

tests/pfts.py

@@ -11,28 +11,26 @@ from mpl_toolkits.mplot3d import Axes3D
 import pandas as pd
 from pyFTS.partitioners import Grid
 from pyFTS.common import FLR,FuzzySet,Membership
-from pyFTS import fts
+from pyFTS import fts,hofts,ifts,pfts,tree, chen
-from pyFTS import hofts
-from pyFTS import ifts
-from pyFTS import pfts
-from pyFTS import tree
 from pyFTS.benchmarks import benchmarks as bchmk
 
 
 os.chdir("/home/petronio/dados/Dropbox/Doutorado/Disciplinas/AdvancedFuzzyTimeSeriesModels/")
 
-enrollments = pd.read_csv("DataSets/Enrollments.csv", sep=";")
+#enrollments = pd.read_csv("DataSets/Enrollments.csv", sep=";")
-enrollments = np.array(enrollments["Enrollments"])
+#enrollments = np.array(enrollments["Enrollments"])
 
-enrollments_fs1 = Grid.GridPartitionerTrimf(enrollments,6)
+#enrollments_fs1 = Grid.GridPartitionerTrimf(enrollments,6)
+
+#tmp = chen.ConventionalFTS("")
 
 pfts1_enrollments = pfts.ProbabilisticFTS("1")
-pfts1_enrollments.train(enrollments,enrollments_fs1,1)
+#pfts1_enrollments.train(enrollments,enrollments_fs1,1)
-pfts1_enrollments.shortname = "1st Order"
+#pfts1_enrollments.shortname = "1st Order"
-pfts2_enrollments = pfts.ProbabilisticFTS("2")
+#pfts2_enrollments = pfts.ProbabilisticFTS("2")
-pfts2_enrollments.dump = False
+#pfts2_enrollments.dump = False
-pfts2_enrollments.shortname = "2nd Order"
+#pfts2_enrollments.shortname = "2nd Order"
-pfts2_enrollments.train(enrollments,enrollments_fs1,2)
+#pfts2_enrollments.train(enrollments,enrollments_fs1,2)
 
 
-pfts1_enrollments.forecastAheadDistribution2(enrollments[:15],5,100)
+#pfts1_enrollments.forecastAheadDistribution2(enrollments[:15],5,100)