Commit Graph

352 Commits

Author SHA1 Message Date
Petrônio Cândido
e10aa1e872 Improvements on benchmarks.sliding_window_benchmarks2 2019-06-01 17:05:29 -03:00
Petrônio Cândido
1957c26105 Improvements on common.Util.plot_intervals2 2019-06-01 15:04:01 -03:00
Petrônio Cândido
f4dec685bc Improvements on benchmarks.knn 2019-06-01 14:58:39 -03:00
Petrônio Cândido
0dc2fabdcc New version of sliding_window_benchmarks; Bugfixes in benchmarks, ifts and ensemble] 2019-05-31 18:32:53 -03:00
Petrônio Cândido
9b90853f6b Gaussian Process Regression benchmark method 2019-05-31 10:13:46 -03:00
Petrônio Cândido
18c0fed021 Gaussian Process Regression benchmark method 2019-05-30 15:28:50 -03:00
Petrônio Cândido
5f667c8680 Bugfixes and improvements on benchmarking methods 2019-05-30 11:36:55 -03:00
Petrônio Cândido
99c36fc5e9 Bugfix in common.Util.plot_interval2 2019-05-30 10:22:59 -03:00
Petrônio Cândido
985e91f2ee Bugfixes and improvements on benchmark methods 2019-05-30 10:07:32 -03:00
Petrônio Cândido
ac71ee34c6 ensemble.SimpleEnsembleFTS 2019-05-30 07:59:12 -03:00
Petrônio Cândido
9b2f286bab Bugfixes and improvements in benchmarks, arima and quantreg 2019-05-30 00:03:01 -03:00
Petrônio Cândido de Lima e Silva
46b719464f
Typo error in Util.py 2019-05-29 13:12:52 -03:00
Petrônio Cândido
6cbe608d05 New probability plot in common.Util 2019-05-29 12:49:10 -03:00
Petrônio Cândido
fc3e51a217 Improvements on EnsembleFTS.forecast_distribution_ahead 2019-05-28 17:35:02 -03:00
Petrônio Cândido
839842d61f Improvements on EnsembleFTS.forecast_distribution_ahead 2019-05-28 17:06:24 -03:00
Petrônio Cândido
60785ac89f Bugfixes in ProbabilityDistribution 2019-05-28 14:32:06 -03:00
Petrônio Cândido
e3f5faee2b Improving ProbabilityDistribution indexes 2019-05-27 16:01:03 -03:00
Petrônio Cândido
8e4b9b4121 Bugfix on partitioner base class: the number of partitions is updated after the set construction 2019-05-21 14:12:34 -03:00
Petrônio Cândido
aa721c912f Split ifts.IntervalFTS(HighOrderFTS) from WeightedIntervalFTS(WeightedHighOrderFTS) 2019-05-20 11:27:59 -03:00
Petrônio Cândido
048bb64927 Improvement on FCM GA including both average and standard deviation on the learning optimization objective 2019-05-07 14:06:12 -03:00
Petrônio Cândido
27b7cf59f8 Fuzzy Cognitive Methods for FTS 2019-04-26 17:28:43 -03:00
Petrônio Cândido
ebdcfe228f Bugfix in deffuzyfication of HOFTS, correcting the membership weighted sum 2019-04-24 19:06:28 -03:00
Petrônio Cândido
7c11b7e5de Documentation update 2019-04-22 10:01:58 -03:00
Petrônio Cândido
c3457a3569 Improvements on multivariate and multivariate ahead forecasting methods for CMVFTS 2019-04-16 13:30:37 -03:00
Petrônio Cândido
d2725a94aa Small bugfix in GranularWMVFTS 2019-04-12 14:06:03 -03:00
Petrônio Cândido
7319bce515 Small bugfix in GranularWMVFTS 2019-04-12 12:18:45 -03:00
Petrônio Cândido
dca52fb9ed Small bugfix in GranularWMVFTS 2019-04-12 11:53:54 -03:00
Petrônio Cândido
f63b582b30 GranularWMVFTS 2019-04-12 11:48:19 -03:00
Petrônio Cândido
4b07599c43 Bugfixes and improvements on multivariate methods 2019-04-12 11:25:13 -03:00
Petrônio Cândido
0e4f3c536b Multivariate grid.IncrementalGridCluster and improvements on CMVFTS 2019-04-10 22:27:37 -03:00
Petrônio Cândido
eac996b894 Bugfix in models.multivariate.grid 2019-04-09 22:39:17 -03:00
Petrônio Cândido
df047661b9 Documentation update 2019-04-09 17:14:51 -03:00
Petrônio Cândido
59f68801a3 Replacing references to FuzzySet.fuzzyfy to Partitioner.fuzzyfy 2019-04-09 16:24:04 -03:00
Petrônio Cândido
0e67b7bc61 Replacing references to FuzzySet.fuzzyfy to Partitioner.fuzzyfy 2019-04-09 16:06:04 -03:00
Petrônio Cândido
d3fa1ea534 Replacing the binary_search for a KDTree on fuzzyfication and other minor improvements on partitioner 2019-04-09 15:17:36 -03:00
Petrônio Cândido
6b8607cf3c Updating documentiation 2019-04-02 15:30:51 -03:00
Petrônio Cândido
7ee6c444b1 Moving plot_interval and plot_density functions from benchmarks to common.Util 2019-03-25 16:06:26 -03:00
Petrônio Cândido
2e0e86b747 Interval forecasting on MVFTS and WMVFTS 2019-03-22 19:46:42 -03:00
Petrônio Cândido
3868bb1c48 Interval forecasting on MVFTS and WMVFTS 2019-03-22 15:07:44 -03:00
Petrônio Cândido
838140d0f2 IFTS now heritages from WHOFTS 2019-03-22 14:36:10 -03:00
Petrônio Cândido
4b8b0243d7 Bugfix in ensemble.Ensemble 2019-03-21 17:08:59 -03:00
Petrônio Cândido
99b0203389 Improvements on hyperparam.Evolutive 2019-03-20 13:25:54 -03:00
Petrônio Cândido
6fd161468b Mixture Distributions; Bugfixes on distributed.dispy and benchmarks; Improvements on hyperparam 2019-03-18 18:22:03 -03:00
Petrônio Cândido
8a01256185 Refactorings on IncrementalEnsemble 2019-02-27 15:11:51 -03:00
Petrônio Cândido
10c1ca5437 Refactorings on IncrementalEnsemble 2019-02-27 14:57:36 -03:00
Petrônio Cândido de Lima e Silva
d05ed762fe
Update IncrementalEnsemble.py 2019-02-27 14:44:58 -03:00
Petrônio Cândido de Lima e Silva
3e88c94823
Update IncrementalEnsemble.py 2019-02-27 14:33:15 -03:00
Petrônio Cândido de Lima e Silva
ec37b6bf9f
Update IncrementalEnsemble.py 2019-02-27 14:28:37 -03:00
Petrônio Cândido de Lima e Silva
912cb07b6f
Update TimeVariant.py 2019-02-27 14:28:01 -03:00
Petrônio Cândido de Lima e Silva
c2c8a892f8
Update ensemble.py 2019-02-27 14:16:18 -03:00
Petrônio Cândido
c559c1050d Bugfix on IncrementalEnsembleFTS 2019-02-27 11:00:41 -03:00
Petrônio Cândido
05c1f9f9da Bugfix on IncrementalEnsembleFTS 2019-02-27 10:44:10 -03:00
Petrônio Cândido
f7c1b4443e Improvements on EnsembleFTS and IncrementalEnsembleFTS 2019-02-27 10:32:58 -03:00
Petrônio Cândido
934c744139 Updating the documentation 2019-02-21 12:00:09 -03:00
Petrônio Cândido
1211aa2be7 Updating the documentation 2019-02-21 11:10:11 -03:00
Petrônio Cândido
be84e6d430 Tests and improvements on data.artificial.SignalEmulator 2019-02-21 10:01:35 -03:00
Petrônio Cândido
6e4dcf3d90 Bugfixes in data.artificial.SignalEmulator 2019-02-20 20:29:34 -03:00
Petrônio Cândido
88bf591dc1 Bugfixes in data.artificial.SignalEmulator 2019-02-20 16:23:18 -03:00
Petrônio Cândido
9125582c9c Added the data.artificial.SignalEmulator 2019-02-20 16:02:07 -03:00
Petrônio Cândido
fc1f295150 Bugfix on forecast_ahead 2019-02-19 14:21:42 -03:00
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