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Author SHA1 Message Date
Petrônio Cândido de Lima e Silva
73769ab5a7
Update wmvfts.py 2023-05-26 14:43:44 -03:00
14 changed files with 33 additions and 96 deletions

57
.gitignore vendored
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@ -1,57 +0,0 @@
# Byte-compiled / optimized / DLL files
__pycache__/
*.py[cod]
# C extensions
*.so
# Distribution / packaging
.Python
env/
build/
develop-eggs/
dist/
downloads/
eggs/
.eggs/
lib/
lib64/
parts/
sdist/
var/
*.egg-info/
.installed.cfg
*.egg
# PyInstaller
# Usually these files are written by a python script from a template
# before PyInstaller builds the exe, so as to inject date/other infos into it.
*.manifest
*.spec
# Installer logs
pip-log.txt
pip-delete-this-directory.txt
# Unit test / coverage reports
htmlcov/
.tox/
.coverage
.coverage.*
.cache
nosetests.xml
coverage.xml
*,cover
# Translations
*.mo
*.pot
# Django stuff:
*.log
# Sphinx documentation
docs/_build/
# PyBuilder
target/

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@ -104,7 +104,7 @@ pyFTS/models/seasonal/common.py
pyFTS/models/seasonal/msfts.py
pyFTS/models/seasonal/partitioner.py
pyFTS/models/seasonal/sfts.py
pyFTS/partitioners/KMeans.py
pyFTS/partitioners/CMeans.py
pyFTS/partitioners/Entropy.py
pyFTS/partitioners/FCM.py
pyFTS/partitioners/Grid.py

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@ -38,7 +38,7 @@ Fuzzy Time Series (FTS) are non parametric methods for time series forecasting b
2. **Universe of Discourse Partitioning**: This is the most important step. Here, the range of values of the numerical time series *Y(t)* will be splited in overlapped intervals and for each interval will be created a Fuzzy Set. This step is performed by pyFTS.partition module and its classes (for instance GridPartitioner, EntropyPartitioner, etc). The main parameters are:
- the number of intervals
- which fuzzy membership function (on [pyFTS.common.Membership](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/common/Membership.py))
- partition scheme ([GridPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/Grid.py), [EntropyPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/Entropy.py)[3], [FCMPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/FCM.py), [KMeansPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/KMeans.py), [HuarngPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/Huarng.py)[4])
- partition scheme ([GridPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/Grid.py), [EntropyPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/Entropy.py)[3], [FCMPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/FCM.py), [CMeansPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/CMeans.py), [HuarngPartitioner](https://github.com/PYFTS/pyFTS/blob/master/pyFTS/partitioners/Huarng.py)[4])
Check out the jupyter notebook on [notebooks/Partitioners.ipynb](https://github.com/PYFTS/notebooks/blob/master/Partitioners.ipynb) for sample codes.

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@ -28,10 +28,10 @@ pyFTS.partitioners.Class module
:undoc-members:
:show-inheritance:
pyFTS.partitioners.KMeans module
pyFTS.partitioners.CMeans module
--------------------------------
.. automodule:: pyFTS.partitioners.KMeans
.. automodule:: pyFTS.partitioners.CMeans
:members:
:undoc-members:
:show-inheritance:

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@ -1,5 +1,5 @@
from pyFTS.common.transformations.transformation import Transformation
# from pandas import datetime
from pandas import datetime
from sklearn.linear_model import LinearRegression
import numpy as np
import pandas as pd

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@ -146,7 +146,7 @@ class ClusteredMVFTS(mvfts.MVFTS):
new_data_point[self.target_variable.data_label] = tmp.expected_value()
sample = pd.concat([sample, pd.DataFrame([new_data_point])], ignore_index=True)
sample = sample.append(new_data_point, ignore_index=True)
return ret[-steps:]
@ -199,7 +199,7 @@ class ClusteredMVFTS(mvfts.MVFTS):
for k in np.arange(0, steps):
sample = ret.iloc[k:self.order+k]
tmp = self.forecast_multivariate(sample, **kwargs)
ret = pd.concat([ret, pd.DataFrame([tmp])], ignore_index=True)
ret = ret.append(tmp, ignore_index=True)
return ret

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@ -211,7 +211,7 @@ class MVFTS(fts.FTS):
new_data_point[self.target_variable.data_label] = tmp
ndata = pd.concat([ndata, pd.DataFrame([new_data_point])], ignore_index=True)
ndata = ndata.append(new_data_point, ignore_index=True)
return ret[-steps:]
@ -307,8 +307,8 @@ class MVFTS(fts.FTS):
new_data_point_lo[self.target_variable.data_label] = min(tmp_lo)
new_data_point_up[self.target_variable.data_label] = max(tmp_up)
lo = pd.concat([lo, pd.DataFrame([new_data_point_lo])], ignore_index=True)
up = pd.concat([up, pd.DataFrame([new_data_point_up])], ignore_index=True)
lo = lo.append(new_data_point_lo, ignore_index=True)
up = up.append(new_data_point_up, ignore_index=True)
return ret[-steps:]

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@ -14,15 +14,15 @@ def distance(x, y):
return math.sqrt(tmp)
def k_means(k, dados, tam):
# Инициализирует центроиды, выбирая случайные элементы из множества
def c_means(k, dados, tam):
# Inicializa as centróides escolhendo elementos aleatórios dos conjuntos
centroides = [dados[rnd.randint(0, len(dados)-1)] for kk in range(0, k)]
grupos = [-1 for x in range(0, len(dados))]
it_semmodificacao = 0
# для каждого экземпляра
# para cada instância
iteracoes = 0
while iteracoes < 1000 and it_semmodificacao < 10:
inst_count = 0
@ -31,7 +31,7 @@ def k_means(k, dados, tam):
for instancia in dados:
# проверяет расстояние до каждого центроида
# verifica a distância para cada centroide
grupo_count = 0
dist = 10000
@ -41,7 +41,7 @@ def k_means(k, dados, tam):
tmp = distance(instancia, grupo)
if tmp < dist:
dist = tmp
# ассоциирует центроид с наименьшим расстоянием до экземпляра
# associa a a centroide de menor distância à instância
grupos[inst_count] = grupo_count
grupo_count = grupo_count + 1
@ -55,7 +55,7 @@ def k_means(k, dados, tam):
else:
it_semmodificacao = 0
# обновляет каждый центроид на основе средних значений всех связанных с ним экземпляров
# atualiza cada centroide com base nos valores médios de todas as instâncias à ela associadas
grupo_count = 0
for grupo in centroides:
total_inst = functools.reduce(operator.add, [1 for xx in grupos if xx == grupo_count], 0)
@ -77,21 +77,21 @@ def k_means(k, dados, tam):
return centroides
class KMeansPartitioner(partitioner.Partitioner):
class CMeansPartitioner(partitioner.Partitioner):
def __init__(self, **kwargs):
super(KMeansPartitioner, self).__init__(name="KMeans", **kwargs)
super(CMeansPartitioner, self).__init__(name="CMeans", **kwargs)
def build(self, data):
sets = {}
kwargs = {'type': self.type, 'variable': self.variable}
centroides = k_means(self.partitions, data, 1)
centroides = c_means(self.partitions, data, 1)
centroides.append(self.max)
centroides.append(self.min)
centroides = list(set(centroides))
centroides.sort()
for c in range(1, len(centroides) - 1):
for c in np.arange(1, len(centroides) - 1):
_name = self.get_name(c)
sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf,
[round(centroides[c - 1], 3), round(centroides[c], 3), round(centroides[c + 1], 3)],

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@ -36,7 +36,7 @@ def fuzzy_cmeans(k, data, size, m, deltadist=0.001):
centroids = [data[rnd.randint(0, data_length - 1)] for kk in range(0, k)]
# Membership table
membership_table = np.zeros((data_length, k))
membership_table = np.zeros((k, data_length)) #[[0 for kk in range(0, k)] for xx in range(0, data_length)]
mean_change = 1000
@ -50,12 +50,12 @@ def fuzzy_cmeans(k, data, size, m, deltadist=0.001):
inst_count = 0
for instance in data:
dist_groups = np.zeros(k)
dist_groups = np.zeros(k) #[0 for xx in range(0, k)]
for group_count, group in enumerate(centroids):
dist_groups[group_count] = fuzzy_distance(group, instance)
# dist_groups_total = functools.reduce(operator.add, [xk for xk in dist_groups])
dist_groups_total = functools.reduce(operator.add, [xk for xk in dist_groups])
for grp in range(0, k):
if dist_groups[grp] == 0:

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@ -19,13 +19,13 @@ class HuarngPartitioner(partitioner.Partitioner):
def build(self, data):
diff = Transformations.Differential(1)
data2 = diff.apply(data)
divs = np.abs( np.mean(data2) / 2 )
davg = np.abs( np.mean(data2) / 2 )
if divs <= 1.0:
if davg <= 1.0:
base = 0.1
elif 1 < divs <= 10:
elif 1 < davg <= 10:
base = 1.0
elif 10 < divs <= 100:
elif 10 < davg <= 100:
base = 10
else:
base = 100

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@ -18,20 +18,19 @@ all_methods = [Grid.GridPartitioner, Entropy.EntropyPartitioner, FCM.FCMPartitio
mfs = [Membership.trimf, Membership.gaussmf, Membership.trapmf]
def plot_sets(sets: dict, titles : list, size=[12, 10], save=False, file=None, axis=None):
def plot_sets(data, sets: dict, titles : list, size=[12, 10], save=False, file=None, axis=None):
"""
Plot all fuzzy sets in a Partitioner
"""
num = len(sets)
num_cols_plot = 1
if axis is None:
fig, axes = plt.subplots(nrows=num, ncols=num_cols_plot, figsize=size, squeeze=False)
for k in range(num):
fig, axes = plt.subplots(nrows=num, ncols=1,figsize=size)
for k in np.arange(0,num):
ticks = []
x = []
ax = axes[k, num_cols_plot-1] if axis is None else axis
ax = axes[k] if axis is None else axis
ax.set_title(titles[k])
ax.set_ylim([0, 1.1])
for key in sets[k].keys():
@ -55,7 +54,7 @@ def plot_sets(sets: dict, titles : list, size=[12, 10], save=False, file=None, a
Util.show_and_save_image(fig, file, save)
def plot_partitioners(objs, tam=[12, 10], save=False, file=None, axis=None):
def plot_partitioners(data, objs, tam=[12, 10], save=False, file=None, axis=None):
sets = [k.sets for k in objs]
titles = [k.name for k in objs]
plot_sets(sets, titles, tam, save, file, axis)

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@ -1,7 +1,6 @@
from pyFTS.common import FuzzySet, Membership
import numpy as np
from scipy.spatial import KDTree
import warnings
class Partitioner(object):
@ -47,9 +46,6 @@ class Partitioner(object):
data = kwargs.get('data',[None])
if isinstance(data, np.ndarray) and len(data.shape) > 1:
warnings.warn(f"An ndarray of dimension greater than 1 is used. shape.len(): {len(data.shape)}")
if self.indexer is not None:
ndata = self.indexer.get_data(data)
else:

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@ -11,7 +11,7 @@ from mpl_toolkits.mplot3d import Axes3D
import datetime
import pandas as pd
from pyFTS.partitioners import Grid, KMeans, FCM, Entropy
from pyFTS.partitioners import Grid, CMeans, FCM, Entropy
from pyFTS.common import FLR, FuzzySet, Membership, Transformations, Util, fts
from pyFTS import sfts
from pyFTS.models import msfts

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@ -26,7 +26,6 @@ setuptools.setup(
'Programming Language :: Python :: 3.6',
'Programming Language :: Python :: 3.8',
'Programming Language :: Python :: 3.10',
'Programming Language :: Python :: 3.11',
'Intended Audience :: Science/Research',
'Intended Audience :: Developers',
'Intended Audience :: Education',