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Improvements on EnsembleFTS.forecast_distribution_ahead

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This commit is contained in:
Petrônio Cândido 2019-05-28 17:35:02 -03:00
parent 839842d61f
commit fc3e51a217
2 changed files with 5 additions and 3 deletions
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6
pyFTS/models/ensemble/ensemble.py
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@ -276,13 +276,15 @@ class EnsembleFTS(fts.FTS):
'''
lags = []
for i in np.arange(0, self.order):
lags.append(sample[k - self.order])
lags.append(sample[i - self.order])
print(k, lags)
# Trace the possible paths
for path in product(*lags):
forecasts.extend(self.get_models_forecasts(path))
sample.append(sampler(forecasts, np.arange(0.1, 1, 0.1)))
sample.append(sampler(forecasts, np.arange(0.05, .99, 0.1)))
if alpha is None:
forecasts = np.ravel(forecasts).tolist()

2
pyFTS/tests/ensemble.py
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@ -29,7 +29,7 @@ for k in [15, 25, 35]:
model.append_model(tmp)
forecasts = model.predict(data, type='distribution', smooth='histogram', steps_ahead=10)
forecasts = model.predict(data, type='distribution', smooth='histogram', steps_ahead=5)
from pyFTS.benchmarks import benchmarks as bchmk