diff --git a/benchmarks/benchmarks.py b/benchmarks/benchmarks.py index bd821b0..eb0eb05 100644 --- a/benchmarks/benchmarks.py +++ b/benchmarks/benchmarks.py @@ -17,7 +17,7 @@ from mpl_toolkits.mplot3d import Axes3D from pyFTS.partitioners import partitioner, Grid, Huarng, Entropy, FCM from pyFTS.benchmarks import Measures, naive, arima, ResidualAnalysis, ProbabilityDistribution, Util, quantreg from pyFTS.common import Membership, FuzzySet, FLR, Transformations, Util -from pyFTS import fts, chen, yu, ismailefendi, sadaei, hofts, hwang, pwfts, ifts +from pyFTS import fts, chen, yu, ismailefendi, sadaei, hofts, hwang, pwfts, ifts, cheng from copy import deepcopy colors = ['grey', 'rosybrown', 'maroon', 'red','orange', 'yellow', 'olive', 'green', @@ -31,11 +31,11 @@ nsty = len(styles) def get_benchmark_point_methods(): """Return all non FTS methods for point forecast""" - return [naive.Naive, arima.ARIMA] + return [naive.Naive, arima.ARIMA, quantreg.QuantileRegression] def get_point_methods(): """Return all FTS methods for point forecast""" - return [chen.ConventionalFTS, yu.WeightedFTS, ismailefendi.ImprovedWeightedFTS, + return [chen.ConventionalFTS, yu.WeightedFTS, ismailefendi.ImprovedWeightedFTS, cheng.TrendWeightedFTS, sadaei.ExponentialyWeightedFTS, hofts.HighOrderFTS, pwfts.ProbabilisticWeightedFTS] def get_benchmark_interval_methods(): diff --git a/benchmarks/quantreg.py b/benchmarks/quantreg.py index d5cdabd..c8d6a31 100644 --- a/benchmarks/quantreg.py +++ b/benchmarks/quantreg.py @@ -16,6 +16,7 @@ class QuantileRegression(fts.FTS): self.is_high_order = True self.has_point_forecasting = True self.has_interval_forecasting = True + self.has_probability_forecasting = True self.benchmark_only = True self.minOrder = 1 self.alpha = 0.5 diff --git a/song.py b/song.py new file mode 100644 index 0000000..15578f4 --- /dev/null +++ b/song.py @@ -0,0 +1,67 @@ +import numpy as np +from pyFTS.common import FuzzySet, FLR +from pyFTS import fts + +class ConventionalFTS(fts.FTS): + """Conventional Fuzzy Time Series""" + def __init__(self, name, **kwargs): + super(ConventionalFTS, self).__init__(1, "CFTS " + name) + self.name = "Conventional FTS" + self.detail = "Song & Chissom" + self.R = None + + def flr_membership_matrix(self, flr): + lm = [flr.LHS.membership(k.centroid) for k in self.sets] + rm = [flr.RHS.membership(k.centroid) for k in self.sets] + + r = np.zeros((len(self.sets), len(self.sets))) + for k in range(0,len(self.sets)): + for l in range(0, len(self.sets)): + r[k][l] = min(lm[k],rm[l]) + + return r + + def operation_matrix(self, flrs): + r = np.zeros((len(self.sets),len(self.sets))) + for k in flrs: + mm = self.flr_membership_matrix(k) + for k in range(0, len(self.sets)): + for l in range(0, len(self.sets)): + r[k][l] = max(r[k][l], mm[k][l]) + + return r + + def train(self, data, sets,order=1,parameters=None): + self.sets = sets + ndata = self.doTransformations(data) + tmpdata = FuzzySet.fuzzySeries(ndata, sets) + flrs = FLR.generateNonRecurrentFLRs(tmpdata) + self.R = self.operation_matrix(flrs) + + def forecast(self, data, **kwargs): + + ndata = np.array(self.doTransformations(data)) + + l = len(ndata) + npart = len(self.sets) + + ret = [] + + for k in np.arange(0, l): + mv = FuzzySet.fuzzyInstance(ndata[k], self.sets) + + r = [max([ min(self.R[i][j], mv[j]) for j in np.arange(0,npart) ]) for i in np.arange(0,npart)] + + fs = np.ravel(np.argwhere(r == max(r))) + + if len(fs) == 1: + ret.append(self.sets[fs[0]].centroid) + else: + mp = [self.sets[s].centroid for s in fs] + + ret.append( sum(mp)/len(mp)) + + + ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]]) + + return ret diff --git a/tests/general.py b/tests/general.py index 8113025..425e006 100644 --- a/tests/general.py +++ b/tests/general.py @@ -17,16 +17,30 @@ from pyFTS.benchmarks import naive, arima from pyFTS.benchmarks import Measures from numpy import random +os.chdir("/home/petronio/dados/Dropbox/Doutorado/Codigos/") + +enrollments = pd.read_csv("DataSets/Enrollments.csv", sep=";") +enrollments = np.array(enrollments["Enrollments"]) + +from pyFTS import song + +enrollments_fs = Grid.GridPartitioner(enrollments, 10).sets + +model = song.ConventionalFTS('') +model.train(enrollments,enrollments_fs) +teste = model.forecast(enrollments) + +print(teste) + + #print(FCM.FCMPartitionerTrimf.__module__) #gauss = random.normal(0,1.0,1000) #gauss_teste = random.normal(0,1.0,400) -os.chdir("/home/petronio/dados/Dropbox/Doutorado/Codigos/") - -taiexpd = pd.read_csv("DataSets/TAIEX.csv", sep=",") -taiex = np.array(taiexpd["avg"][:5000]) +#taiexpd = pd.read_csv("DataSets/TAIEX.csv", sep=",") +#taiex = np.array(taiexpd["avg"][:5000]) #from statsmodels.tsa.arima_model import ARIMA as stats_arima from statsmodels.tsa.tsatools import lagmat @@ -38,7 +52,7 @@ from statsmodels.tsa.tsatools import lagmat #print(lag) #print(a) -from pyFTS.benchmarks import distributed_benchmarks as bchmk +#from pyFTS.benchmarks import distributed_benchmarks as bchmk #from pyFTS.benchmarks import parallel_benchmarks as bchmk #from pyFTS.benchmarks import benchmarks as bchmk #from pyFTS.benchmarks import arima @@ -52,11 +66,11 @@ from pyFTS.benchmarks import distributed_benchmarks as bchmk #bchmk.teste(taiex,['192.168.0.109', '192.168.0.101']) -bchmk.point_sliding_window(taiex,2000,train=0.8, #models=[yu.WeightedFTS], # # - partitioners=[Grid.GridPartitioner], #Entropy.EntropyPartitioner], # FCM.FCMPartitioner, ], - partitions= np.arange(10,200,step=5), #transformation=diff, - dump=True, save=False, file="experiments/nasdaq_point_distributed.csv", - nodes=['192.168.1.42']) #, depends=[hofts, ifts]) +#bchmk.point_sliding_window(taiex,2000,train=0.8, #models=[yu.WeightedFTS], # # +# partitioners=[Grid.GridPartitioner], #Entropy.EntropyPartitioner], # FCM.FCMPartitioner, ], +# partitions= np.arange(10,200,step=5), #transformation=diff, +# dump=True, save=False, file="experiments/nasdaq_point_distributed.csv", +# nodes=['192.168.1.42']) #, depends=[hofts, ifts]) #bchmk.testa(taiex,[10,20],partitioners=[Grid.GridPartitioner], nodes=['192.168.0.109', '192.168.0.101']) @@ -83,10 +97,10 @@ bchmk.point_sliding_window(taiex,2000,train=0.8, #models=[yu.WeightedFTS], # # # gauss,2000,train=0.8, dump=True, save=True, file="experiments/arima_gauss.csv") -bchmk.interval_sliding_window(gauss,2000,train=0.8, #transformation=diff, #models=[pwfts.ProbabilisticWeightedFTS], # # - partitioners=[Grid.GridPartitioner], #Entropy.EntropyPartitioner], # FCM.FCMPartitioner, ], - partitions= np.arange(10,200,step=5), # - dump=True, save=False, file="experiments/nasdaq_interval.csv") +#bchmk.interval_sliding_window(gauss,2000,train=0.8, #transformation=diff, #models=[pwfts.ProbabilisticWeightedFTS], # # +# partitioners=[Grid.GridPartitioner], #Entropy.EntropyPartitioner], # FCM.FCMPartitioner, ], +# partitions= np.arange(10,200,step=5), # +# dump=True, save=False, file="experiments/nasdaq_interval.csv") #3bchmk.ahead_sliding_window(taiex,2000,train=0.8, steps=20, resolution=250, #transformation=diff, #models=[pwfts.ProbabilisticWeightedFTS], # # # partitioners=[Grid.GridPartitioner], #Entropy.EntropyPartitioner], # FCM.FCMPartitioner, ],