GranularWMVFTS

pyFTS/models/multivariate/cmvfts.py

@@ -8,7 +8,7 @@ from pyFTS.models.multivariate import mvfts, grid, common
 
 class ClusteredMVFTS(mvfts.MVFTS):
     """
-    Meta model for multivariate, high order, clustered multivariate FTS
+    Meta model for high order, clustered multivariate FTS
     """
     def __init__(self, **kwargs):
         super(ClusteredMVFTS, self).__init__(**kwargs)

pyFTS/models/multivariate/granular.py

@@ -0,0 +1,26 @@
+from pyFTS.models.multivariate import cmvfts, grid
+from pyFTS.models import hofts
+
+
+class GranularWMVFTS(cmvfts.ClusteredMVFTS):
+    """
+    Granular multivariate weighted high order FTS
+    """
+
+    def __init__(self, **kwargs):
+        super(GranularWMVFTS, self).__init__(**kwargs)
+
+        self.fts_method = hofts.WeightedHighOrderFTS
+        self.model = None
+        """The most recent trained model"""
+        self.knn = kwargs.get('knn', 2)
+        self.order = kwargs.get("order", 2)
+        self.shortname = "GranularWMVFTS"
+        self.name = "Granular Weighted Multivariate FTS"
+
+    def train(self, data, **kwargs):
+        self.partitioner = grid.IncrementalGridCluster(
+            explanatory_variables=self.explanatory_variables,
+            target_variable=self.target_variable)
+        super.train(data,**kwargs)
+