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292 Commits

Author SHA1 Message Date
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
Petrônio Cândido
967d07e5bb Configuring the new tag for pyPI release 2018-03-06 16:08:14 -03:00
Petrônio Cândido
3297753129 Removing data files from the project 2018-03-06 15:01:55 -03:00
Petrônio Cândido
3d64c5065e - Bugfixes due to refactorings 2018-03-05 15:07:02 -03:00
Petrônio Cândido
9718f48b39 - common.Util.distributed_train 
- Big refactoring to change FTS.sets from list to dict. This refactoring allow to remove references to the fuzzy sets from the FLRG and save memory.
 - HOFTS and PWFTS train and forecasting simplification by using the method generate_lhs_flrg
 - Small others bugfixes/improvements
 2018-03-03 20:07:50 -03:00
Petrônio Cândido
00db6a30ad - Compacting datasets with bz2 
- Refactoring generate_flrg and train methods
 - Introducing batches and model saving on fit method
 2018-03-02 19:20:21 -03:00
Petrônio Cândido
7a124777f5 Code refactorings and bugfixes 2018-03-02 11:37:09 -03:00
Petrônio Cândido
3186fb96e8 - multivariate notebook 2018-03-01 17:30:39 -03:00
Petrônio Cândido
5e7c4794e2 - First fully-functional multivariate FTS method (multiavariate extension of Chen's method) 2018-03-01 14:13:17 -03:00
Petrônio Cândido
0e2ea9927d - Initial infrastructure for multivariate methods 2018-02-28 14:40:03 -03:00
Petrônio Cândido
1d583e8b0a - Seasonal partitioner 2018-02-28 13:45:55 -03:00
Petrônio Cândido
7a2dd7e54c Notebooks and method bugfixes and refactoring 2018-02-27 18:30:20 -03:00
Petrônio Cândido
37862c661d - More data files and artificial data generators 2018-02-27 12:56:05 -03:00
Petrônio Cândido
fc2e118576 -Data folder 2018-02-26 15:57:59 -03:00
Petrônio Cândido
e4838693a6 - Deep refactor on project folders 2018-02-26 13:29:11 -03:00
Petrônio Cândido
6e4df0ce33 - Deep refactor on function names for 2018-02-26 13:11:29 -03:00
Petrônio Cândido
09e5415929 bugfixes 2017-11-14 07:36:14 -02:00
Petrônio Cândido
2b038968f7 BoxCox Transformation 2017-10-25 10:09:28 -02:00
Petrônio Cândido
e9b86d7025 Conditional Variance FTS 2017-10-20 16:04:56 -02:00
Petrônio Cândido
2ea599fdb8 High Order Nostationary Fuzzy Time Series - HONSFTS 2017-10-17 00:18:12 -02:00
Petrônio Cândido
6f455f3215 - Improvements and refactorings on HOFTS, IFTS and PWFTS; 
- Complete version of NSFTS
 2017-10-11 22:51:50 -03:00
Petrônio Cândido
ce71dc20cb - Bugfixes caused by FLRG improvements and refactorings on affected classes 2017-10-06 19:36:03 -03:00
Petrônio Cândido
04b1ffea85 - FLRG improvements and refactorings on affected classes 2017-10-06 15:09:10 -03:00
Petrônio Cândido
a89ec9dd46 - Introducing new superclass FLRG and general refactoring 2017-10-06 14:08:46 -03:00
Petrônio Cândido
a8e3ba4810 - Non Stationary Fuzzy Time Series - NSFTS: stable version 2017-10-06 13:04:33 -03:00
Petrônio Cândido
b3db1a60a3 Non Stationary Fuzzy Time Series - NSFTS 2017-10-05 14:30:57 -03:00
Petrônio Cândido
80583cc202 - Non Stationary Fuzzy Sets - Refactoring 2017-10-04 23:48:25 -03:00
Petrônio Cândido
c38a3747f0 - Non Stationary Fuzzy Sets 2017-10-04 23:29:57 -03:00
Petrônio Cândido
fa231740a5 Nonstationary Fuzzy Sets 2017-09-29 16:00:51 -03:00
Petrônio Cândido
71cbb84574 Seasonal models refactoring; Composite fuzzy sets; Seasonal fuzzy set 2017-09-28 10:16:28 -03:00
Petrônio Cândido
a0016a7371 Non Stationary Fuzzy Sets - refactoring 2017-09-27 23:35:32 -03:00
Petrônio Cândido
921dd5d146 - Non Stationary Fuzzy Sets 2017-09-27 22:26:03 -03:00
Petrônio Cândido
b783f7bb15 - Bugfix at Measures.crps 2017-09-27 15:33:32 -03:00
Petrônio Cândido
cda8ba80d4 - Non Stationary Fuzzy Sets 2017-09-27 14:54:41 -03:00
Petrônio Cândido
9fb79ea080 PWFTS new m-step-ahead probabilistic forecasting method 2017-09-22 21:08:26 -03:00
Petrônio Cândido
1ec03d34de PWFTS new one-step-ahead probabilistic and quantile-interval forecasts 2017-09-20 14:31:45 -03:00
Petrônio Cândido
61b5d89009 PWFTS: improved probabilistic forecasting method 2017-09-14 11:37:50 -03:00
Petrônio Cândido
0764d249ea Several bugfixes and refactorings 2017-09-08 14:18:02 -03:00
Petrônio Cândido
b672cdf08a - Partition function on FuzzySet 2017-08-17 15:40:35 -03:00
Petrônio Cândido
862382aa50 Several Bugfixes on benchmarks; ProbabilityDistribution on arima and quantreg; Including models.seasonal on setup.py 2017-07-11 21:43:13 -03:00
Petrônio Cândido
8fea727560 Bugfix at fts.forecastAhead; forecastDistribution with ProbabilityDistribution on benchmarks.arima 2017-07-10 23:37:09 -03:00
Petrônio Cândido
5265b2d234 Bugfix: setup.py did not imported the subpackages 2017-07-10 13:11:36 -03:00
Petrônio Cândido de Lima e Silva
0249297e3e Global refactoring for python packaging system 2017-07-07 10:54:28 -03:00