Commit Graph

292 Commits

Author SHA1 Message Date
Petrônio Cândido
b73b369ed4 Changing the MVFTS.forecast_ahead generators behavior 2019-02-18 15:00:25 -03:00
Petrônio Cândido
ff951546e1 Improvements on generators for multi step ahead forecasting at MVFTS 2019-02-16 09:08:13 -02:00
Petrônio Cândido
cef00bd71a HOFTS bugfix 2019-02-14 16:44:28 -02:00
Petrônio Cândido
66e41f42ee Improvements on Seasonal and Multivariate models 2019-02-13 14:11:24 -02:00
Petrônio Cândido
e010df344a MVFTS bugfixes 2019-02-12 15:24:01 -02:00
Petrônio Cândido
1fce1145cc Bugfixes and improvementos con cmvfts and benchmarks.measures 2019-01-28 15:38:40 -02:00
Petrônio Cândido
e36ce6692e Bugfix in seasonal.partitioners for DateTime.day_of_week 2019-01-28 14:01:24 -02:00
Petrônio Cândido
85ff48f48f Bugfix in partitioners 2019-01-28 13:14:52 -02:00
Petrônio Cândido
b504c8a83c Bugfix in partitioners.Entropy, not catching fuzzy set names correctly 2019-01-28 11:48:31 -02:00
Petrônio Cândido
6f4bf247f8 Bugfix in partitioners.Entropy, not catching fuzzy set names correctly 2019-01-28 11:44:34 -02:00
Petrônio Cândido
d7d4efad60 Adding multivariate support on all partitioners 2019-01-28 11:23:01 -02:00
Petrônio Cândido
e91d44afd1 distributed.spark optimizations and bugfixes 2019-01-23 20:31:03 -02:00
Petrônio Cândido
6373afe136 Evolutive bugfixes 2019-01-18 16:28:57 -02:00
Petrônio Cândido
9936a184ef Evolutive bugfixes 2019-01-18 16:18:53 -02:00
Petrônio Cândido
dd78b7e559 Evolutive optimizations 2019-01-18 15:25:18 -02:00
Petrônio Cândido
2ce04b1031 Optimizations on hyperparam and spark 2019-01-18 13:14:33 -02:00
Petrônio Cândido
a0af21d4b9 Lag initialization on Hyperparam.Evolutive 2019-01-18 09:18:46 -02:00
Petrônio Cândido
2e1d7fa11a Spark Distributed; Hyperparameter optimization 2019-01-18 09:06:53 -02:00
Petrônio Cândido
87686e5ff0 Bugfixes in pwfts, distributed and composite 2018-12-27 18:46:55 -02:00
Petrônio Cândido
e6247b0779 Distributed module 2018-12-24 10:37:23 -02:00
Petrônio Cândido
88e788cdca Tsaur model 2018-12-24 09:33:36 -02:00
Petrônio Cândido
386f28c47d pySpark support 2018-12-17 21:49:48 -02:00
Petrônio Cândido
6dcdd8f59e Bugfix on pwfts.forecast_ahead_distribution 2018-12-13 14:46:16 -02:00
Petrônio Cândido
2e186605f7 Single partitioner; documentation update 2018-12-12 19:35:02 -02:00
Petrônio Cândido
358a6ea287 Improvements on cmvfts and pwfts for multivariate forecasting 2018-12-11 22:55:15 -02:00
Petrônio Cândido
0d033c3ac2 Improvements on cmvfts and pwfts for multivariate forecasting 2018-12-11 22:21:19 -02:00
Petrônio Cândido
25d69a72ad Multivariate forecasting on cmvfts 2018-12-11 18:26:05 -02:00
Petrônio Cândido
c0385e556e Bugfixes on pwfts 2018-12-11 15:15:40 -02:00
Petrônio Cândido
8d9d0e09c1 Bugfixes on hofts and pwfts 2018-12-11 13:15:44 -02:00
Petrônio Cândido
fc2c779266 Bugfix on cmvfts 2018-12-06 14:47:01 -02:00
Petrônio Cândido
455ec33ee7 Bugfix on pwfts 2018-12-06 14:38:34 -02:00
Petrônio Cândido
1773499059 Optimizations and refactorings on hofts and pwfts; fuzzyfy function on Partitioner; Improvements on cmvfts to enable all models to be used with him 2018-12-05 21:17:34 -02:00
Petrônio Cândido
cf24e88b8a Evolutive hyperparam 2018-12-03 10:10:39 -02:00
Petrônio Cândido de Lima e Silva
4029b4223d
Adding rounding parameter at partitioner.plot 2018-11-27 12:52:52 -02:00
Petrônio Cândido
32d15cd25c MVFTS bugfixes 2018-11-19 09:35:23 -02:00
Petrônio Cândido
8c1fec482d Clustered MVFTS improvements 2018-11-19 08:30:06 -02:00
Petrônio Cândido
a8c05563d4 Improvements on hyperparam; Bugfix in mvfts 2018-11-16 10:33:36 -02:00
Petrônio Cândido
4742498ec5 GridSearch improvements for stability and scalability 2018-11-14 12:21:59 -02:00
Petrônio Cândido
edceece6e2 GridSearch improvements 2018-11-14 00:42:59 -02:00
Petrônio Cândido
2db3b0311e uod_clip on mvfts models 2018-11-13 18:54:18 -02:00
Petrônio Cândido
358fdcf473 Merge branch 'master' of https://github.com/PYFTS/pyFTS 2018-11-13 12:13:52 -02:00
Petrônio Cândido
dc7dccb5e3 Documentation update 2018-11-13 12:11:49 -02:00
Petrônio Cândido
5b2b5ece55 forecast_ahead for multivariate methods; other minor improvements 2018-11-13 11:54:20 -02:00
Petrônio Cândido de Lima e Silva
288ecfbacf
Bugfix in hofts 2018-11-13 00:14:35 -02:00
Petrônio Cândido
ef71a86a7f Bugfix in cmvfts 2018-11-13 00:00:22 -02:00
Petrônio Cândido
75e69a1ae1 Weighted High Order FTS 2018-11-12 21:46:14 -02:00
Petrônio Cândido
91a9fa04ae GridCluster e CMVFTS 2018-11-12 21:26:08 -02:00
Petrônio Cândido
f1994b2e2f - Hyperparameter tunning: GridSearch
- Clustered Multivariate FTS method
2018-11-12 21:24:39 -02:00
Petrônio Cândido
cd43a7dcd5 Updating the documentation 2018-11-09 17:49:39 -02:00
Petrônio Cândido
b0a0fa5fe0 Bugfix in mvfts and seasonal.common.FuzzySet 2018-11-09 17:10:17 -02:00
Petrônio Cândido
72b34217f8 Bugfix in EntropyPartitioner 2018-11-08 15:54:45 -02:00
Petrônio Cândido
5d90cbea82 Bugfix on FuzzySet.__binary_search for multivariate/seasonal data; Introducing the FuzzySet.transform method 2018-11-07 11:26:38 -02:00
Petrônio Cândido
34f609d770 data.Malaysia added; Several improvements on pyFTS.data modules 2018-11-07 10:37:00 -02:00
Petrônio Cândido
9bbb5d4c4d Bugfixes on Retrainer 2018-11-05 18:40:26 -02:00
Petrônio Cândido
96651d1059 Merge branch 'master' of https://github.com/PYFTS/pyFTS 2018-11-05 14:32:19 -02:00
Petrônio Cândido
932ab9168e Bugfixes on Retrainer 2018-11-03 09:35:31 -03:00
Petrônio Cândido de Lima e Silva
b2a889a73e
Bugfix on Retrainer.shortname 2018-11-01 17:54:53 -03:00
Petrônio Cândido de Lima e Silva
307836f261
Shortname property on Retrainer 2018-11-01 17:17:24 -03:00
Petrônio Cândido
b677a0e627 Introducing batch_size on Retraining 2018-11-01 15:55:35 -03:00
Petrônio Cândido
4f56c6e6a1 Migration of notebooks to pyFTS/notebooks repository 2018-11-01 11:15:02 -03:00
Petrônio Cândido
5c85a9b218 Incremental module 2018-11-01 11:11:20 -03:00
Petrônio Cândido
f8927fd158 Bugfixes on seasonal and multivariate models 2018-10-31 10:51:50 -03:00
Petrônio Cândido
3f435222ac Bugfixes 2018-10-30 19:00:51 -03:00
Petrônio Cândido
1cc022c7d6 Merge branch 'master' of https://github.com/PYFTS/pyFTS 2018-10-29 16:49:11 -03:00
Petrônio Cândido
0b63ed118a Documentation update 2018-10-29 16:48:05 -03:00
Petrônio Cândido de Lima e Silva
971f79e621
Updating the documentation of ProbabilityDistribution 2018-10-01 15:42:17 -03:00
Petrônio Cândido
c42dea2aca Improving documentation for the Interval and Probabilistic forecasts 2018-09-28 19:35:07 -03:00
Petrônio Cândido
404377acc3 Bugfix issue #9 2018-09-26 15:56:07 -03:00
Petrônio Cândido
9653b7c0f9 Bugfix issue #9 2018-09-26 14:34:23 -03:00
Petrônio Cândido
385e698881 Inserting Google Analytics on docs 2018-09-25 11:02:58 -03:00
Petrônio Cândido
8d15dfa7c3 Documentation update 2018-09-18 16:49:16 -03:00
Petrônio Cândido
bb983b53dd Fuzzyfy optimization with binary search. Several minor parameter refactorings 2018-09-18 14:59:03 -03:00
Petrônio Cândido
9e0a4e312f Bugfixes in FTS.forecast_ahead 2018-09-10 10:33:47 -03:00
Petrônio Cândido
033dc2807a Bugfixes in data 2018-09-06 15:31:45 -03:00
Petrônio Cândido
6dab043406 New datasets: Dow Jones, BTC-USD, ETH-USD, EUR-USD, EUR-GBP, GBP-USD 2018-09-06 14:11:03 -03:00
Petrônio Cândido
63f96ba1f9 Updating the documentation 2018-08-30 16:04:52 -03:00
Petrônio Cândido
197ba17118 Sphinx documentation for ReadTheDocs site 2018-08-30 02:05:29 -03:00
Petrônio Cândido de Lima e Silva
957fea69bf
Changing HOFTS minimal order to 1 2018-08-13 14:53:33 -03:00
Petrônio Cândido
39e0c6aa88 Bugfix in models.nonstationary.util.plot_sets_conditional 2018-08-07 16:31:32 -03:00
Petrônio Cândido
2055b512ca Merge branch 'master' of https://github.com/petroniocandido/pyFTS 2018-08-07 16:10:17 -03:00
Petrônio Cândido
ae6923084d Bugfix in mackey_glass 2018-08-07 16:10:13 -03:00
Petrônio Cândido de Lima e Silva
329c7ba1e7
Bugfix in mackey_glass 2018-08-07 16:06:34 -03:00
Petrônio Cândido
8fde4c4ea6 Chaotic datasets on pyFTS.data: logistic_map, mackey_glass, henon, lorentz and rossler 2018-08-07 15:59:26 -03:00
Petrônio Cândido
9be5c611a7 CVFTS and NSFTS unification 2018-08-06 15:45:09 -03:00
Petrônio Cândido
9089310187 CVFTS bugfixes 2018-08-02 18:29:52 -03:00
Petrônio Cândido
f5652f7029 Bugfixes in FTS, HOFTS and CVFTS 2018-08-02 11:13:24 -03:00
Petrônio Cândido
c6f9af8e00 Improvements on benchmarks.sliding_window_benchmarks for robustness; Bugfixes Hwang and CVFTS methods 2018-08-01 13:59:33 -03:00
Petrônio Cândido
a8ed5a3db7 Bugfix in GridPartitioner, occured error when a BoxCox transformed series has -np.inf values 2018-08-01 11:03:23 -03:00
Petrônio Cândido de Lima e Silva
d317fc80cf
Just removing debug code from Measures.py 2018-07-20 17:39:59 -03:00
Petrônio Cândido
4a4e168448 Bugfixes in benchmarks 2018-07-09 12:08:03 -03:00
Petrônio Cândido
52544aca88 Merge branch 'master' of https://github.com/petroniocandido/pyFTS 2018-07-07 17:25:49 -03:00
Petrônio Cândido
b1a835f700 Introducing alpha_cut on MVFTS variables 2018-07-07 17:25:33 -03:00
Petrônio Cândido de Lima e Silva
fd9b823d8e
Bugfix in hwang 2018-07-05 22:00:42 -03:00
Petrônio Cândido de Lima e Silva
043c28d480
Bugfix in cmsfts 2018-07-03 18:57:00 -03:00
Petrônio Cândido
07bfceae78 Introducing FTS.lags, the lag indexing for HOFTS, IFTS and PWFTS 2018-07-02 18:55:28 -03:00
Petrônio Cândido
d81900f519 Merge branch 'master' of https://github.com/petroniocandido/pyFTS 2018-06-29 16:32:38 -03:00
Petrônio Cândido
c7ee8c3cfe Mixing univariate and multivariate models in EnsembleFTS 2018-06-29 16:32:21 -03:00
Petrônio Cândido de Lima e Silva
30ad11ff45
Bugfix in ContextualSeasonalFLRG 2018-06-29 16:07:40 -03:00
Petrônio Cândido
3580f0b4b3 Introducing alpha_cut on fuzzyfication processes 2018-06-29 16:01:01 -03:00
Petrônio Cândido
aeb8236a7f Introducing alpha_cut on fuzzyfication processes 2018-06-29 15:35:14 -03:00
Petrônio Cândido
393388f722 bugfix in Measures.get_point_statistics for supporting multivariate models 2018-06-29 12:19:56 -03:00
Petrônio Cândido de Lima e Silva
d15814b545
Bugfix in CMSFTS 2018-06-29 11:50:41 -03:00
Petrônio Cândido de Lima e Silva
6cc88f6292
Bugfix in Measures.get_point_statistics for multivariate models 2018-06-28 14:34:58 -03:00
Petrônio Cândido de Lima e Silva
c4f264a1f2
Bugfix in Measures.get_point_statistics for multivariate models 2018-06-28 14:31:30 -03:00
Petrônio Cândido de Lima e Silva
1a00a4aa4e
Bugfix in CMSFTS 2018-06-28 14:23:56 -03:00
Petrônio Cândido de Lima e Silva
d181493c38
Bugfix in Measures.get_point_statistics for multivariate support 2018-06-28 14:15:30 -03:00
Petrônio Cândido
ca117e05c7 Merge branch 'master' of https://github.com/petroniocandido/pyFTS 2018-06-28 13:47:57 -03:00
Petrônio Cândido
992e09b2a7 bugfix in Transformation.Differential 2018-06-28 13:47:34 -03:00
Petrônio Cândido de Lima e Silva
b359a14d07
Changing from snaps to mape 2018-06-27 14:47:45 -03:00
Petrônio Cândido
9ef5fa6cdc bugfixes for seasonal FTS 2018-06-23 10:02:07 -03:00
Petrônio Cândido
88d22a4482 bugfixes for seasonal FTS 2018-06-22 23:40:19 -03:00
Petrônio Cândido
f9d6538bae Util.plot_rules bugfix 2018-06-18 13:15:34 -03:00
Petrônio Cândido
74debe42ee CVFTS improvements on perturbation_factors 2018-06-18 12:44:46 -03:00
Petrônio Cândido
bd4c0c432e common.Util.plot_rules bugfix 2018-06-13 10:14:18 -03:00
Petrônio Cândido
409f9d5b6b FTS.predict bugfix for multivariate FTS 2018-06-07 12:51:55 -03:00
Petrônio Cândido
68a4a953b8 CVFTS improvements and bugfixes; FTS.fit bugfix for multivariate models; Util.plot_rules high order capability 2018-06-07 09:58:34 -03:00
Petrônio Cândido
a2002c20b1 Improvements on ResidualAnalysis 2018-05-25 09:40:25 -03:00
Petrônio Cândido
b058ed5daa common.Util.plot_rules; CVFTS bugfixes and other nonstationary sets improvements 2018-05-22 11:39:17 -03:00
Petrônio Cândido
aa45d7e38e Bugfix in Google Colab notebook 2018-05-18 18:28:06 -03:00
Petrônio Cândido
596304d7c8 Notebook refactorings 2018-05-18 15:03:38 -03:00
Petrônio Cândido
fa8b02c9f3 Notebook refactorings 2018-05-18 15:03:03 -03:00
Petrônio Cândido
8d4c47d8d3 Notebooks refactoring 2018-05-15 22:59:30 -03:00
Petrônio Cândido
3779496ce1 Improvements on partitioners.Util 2018-05-15 15:52:48 -03:00
Petrônio Cândido
5563af3079 Bugfixes 2018-05-14 00:16:19 -03:00
Petrônio Cândido
7d5dae21e8 Winkler score 2018-05-08 23:59:04 -03:00
Petrônio Cândido
ffd97bacfc Minor code standadization on models; Improvements and bugfixes on benchmarks 2018-05-08 17:59:53 -03:00
Petrônio Cândido
191ddf90d8 Small bugfixes in benchmarks and benchmark models 2018-04-26 11:53:53 -03:00
Petrônio Cândido
95c6e90bfb Bugfixes in Measures and optimizations on benchmarks 2018-04-25 18:47:51 -03:00
Petrônio Cândido
a446cec232 Bugfixes 2018-04-25 13:03:14 -03:00
Petrônio Cândido
abe9a45a47 k-Nearest Neighbors benchmark method 2018-04-25 11:36:01 -03:00
Petrônio Cândido
34995b72f8 Minor bugfixes 2018-04-24 15:47:28 -03:00
Petrônio Cândido
33dbeb8965 Minor bugfixes on pwfts.models 2018-04-24 12:57:40 -03:00
Petrônio Cândido
f3c6eda2ec SQLITE3 interface for benchmarks; Support for for ProbabilityDistribution on Differentiation 2018-04-22 16:59:17 -03:00
Petrônio Cândido
6adf4710b6 pwfts.visualize_distributions 2018-04-19 16:21:59 -03:00
Petrônio Cândido
654ddec218 Improvements on benchmarks 2018-04-16 13:42:51 -03:00
Petrônio Cândido
ecfc9db862 PEP 256 documentation 2018-04-14 10:22:02 -03:00
Petrônio Cândido
3db6e69119 Improvements on benchmarks 2018-04-13 15:23:54 -03:00
Petrônio Cândido
ff23d874bc Logo and icon 2018-04-12 17:47:54 -03:00
Petrônio Cândido
858319aca8 Bugfixes on nonstationary methods 2018-04-11 19:07:31 -03:00
Petrônio Cândido
d980078a8e Bugfixes on nonstationary methods 2018-04-11 15:52:11 -03:00
Petrônio Cândido
4ba6c16a2f Bugfixes on nonstationary methods 2018-04-11 15:03:21 -03:00
Petrônio Cândido
b65af00526 Bugfixes in pwfts 2018-04-11 14:11:58 -03:00
Petrônio Cândido
f9204b87c9 Bugfixes in pwfts 2018-04-11 01:31:17 -03:00
Petrônio Cândido
50c2b501b1 Refactoring to centralize the apply_transformations and apply_transformations_inverse inside fts.predict method 2018-04-11 01:12:55 -03:00
Petrônio Cândido
581f404b18 Improvements and bugfixes on pwfts.forecast_interval and pwfts.point_expected_value 2018-04-11 00:19:05 -03:00
Petrônio Cândido
24c4fadc08 Bugfixes at pwfts and improvements on benchmarks.plot_* 2018-04-10 12:39:56 -03:00
Petrônio Cândido
1312d96246 Bugfixes at pwfts.forecast_ahead_distribution 2018-04-09 14:52:25 -03:00
Petrônio Cândido
1d7801bdbf - Benchmark refactoring to expose a unified and simpler interface (the method sliding_window_benchmarks)
- Improvements at FTS.fit and FTS.predict
 - PWFTS bugfixes and improvements
2018-04-09 11:09:28 -03:00
Petrônio Cândido
a9a07204dc Configuring the new tag for pyPI release 2018-03-06 19:47:14 -03:00
Petrônio Cândido
11831b9769 Configuring the new tag for pyPI release 2018-03-06 17:33:08 -03:00