Compare commits
16 Commits
petronioca
...
master
Author | SHA1 | Date | |
---|---|---|---|
4b348ad818 | |||
eac7a83265 | |||
ccc0196f56 | |||
3ec1b4c5ce | |||
a8fb849bc8 | |||
8be936e383 | |||
e1f72797ea | |||
e55ef29351 | |||
619c6ecd15 | |||
fac2aa5ca8 | |||
0329e7b83f | |||
e9d5f7629f | |||
78e63aaa63 | |||
c24ebe6b81 | |||
47e78bc066 | |||
|
4e0ee7cdd9 |
57
.gitignore
vendored
Normal file
57
.gitignore
vendored
Normal file
@ -0,0 +1,57 @@
|
||||
# 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/
|
2
MANIFEST
2
MANIFEST
@ -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/CMeans.py
|
||||
pyFTS/partitioners/KMeans.py
|
||||
pyFTS/partitioners/Entropy.py
|
||||
pyFTS/partitioners/FCM.py
|
||||
pyFTS/partitioners/Grid.py
|
||||
|
@ -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), [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])
|
||||
- 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])
|
||||
|
||||
Check out the jupyter notebook on [notebooks/Partitioners.ipynb](https://github.com/PYFTS/notebooks/blob/master/Partitioners.ipynb) for sample codes.
|
||||
|
||||
|
@ -28,10 +28,10 @@ pyFTS.partitioners.Class module
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
pyFTS.partitioners.CMeans module
|
||||
pyFTS.partitioners.KMeans module
|
||||
--------------------------------
|
||||
|
||||
.. automodule:: pyFTS.partitioners.CMeans
|
||||
.. automodule:: pyFTS.partitioners.KMeans
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
@ -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
|
||||
|
@ -146,7 +146,7 @@ class ClusteredMVFTS(mvfts.MVFTS):
|
||||
|
||||
new_data_point[self.target_variable.data_label] = tmp.expected_value()
|
||||
|
||||
sample = sample.append(new_data_point, ignore_index=True)
|
||||
sample = pd.concat([sample, pd.DataFrame([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 = ret.append(tmp, ignore_index=True)
|
||||
ret = pd.concat([ret, pd.DataFrame([tmp])], ignore_index=True)
|
||||
|
||||
return ret
|
||||
|
||||
|
@ -211,7 +211,7 @@ class MVFTS(fts.FTS):
|
||||
|
||||
new_data_point[self.target_variable.data_label] = tmp
|
||||
|
||||
ndata = ndata.append(new_data_point, ignore_index=True)
|
||||
ndata = pd.concat([ndata, pd.DataFrame([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 = lo.append(new_data_point_lo, ignore_index=True)
|
||||
up = up.append(new_data_point_up, ignore_index=True)
|
||||
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)
|
||||
|
||||
return ret[-steps:]
|
||||
|
||||
|
@ -69,7 +69,7 @@ class WeightedMVFTS(mvfts.MVFTS):
|
||||
self.shortname = "WeightedMVFTS"
|
||||
self.name = "Weighted Multivariate FTS"
|
||||
self.has_classification = True
|
||||
self.class_weigths : dict = kwargs.get("class_weights", {})
|
||||
self.class_weights : dict = kwargs.get("class_weights", {})
|
||||
|
||||
|
||||
def generate_flrg(self, flrs):
|
||||
@ -102,7 +102,7 @@ class WeightedMVFTS(mvfts.MVFTS):
|
||||
for k,v in _flrg.RHS.items():
|
||||
classification[k] += (v / _flrg.count) * mb
|
||||
|
||||
classification = activation(classification, self.class_weigths)
|
||||
classification = activation(classification, self.class_weights)
|
||||
|
||||
ret.append(classification)
|
||||
|
||||
|
@ -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((k, data_length)) #[[0 for kk in range(0, k)] for xx in range(0, data_length)]
|
||||
membership_table = np.zeros((data_length, k))
|
||||
|
||||
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) #[0 for xx in range(0, k)]
|
||||
dist_groups = np.zeros(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:
|
||||
|
@ -19,13 +19,13 @@ class HuarngPartitioner(partitioner.Partitioner):
|
||||
def build(self, data):
|
||||
diff = Transformations.Differential(1)
|
||||
data2 = diff.apply(data)
|
||||
davg = np.abs( np.mean(data2) / 2 )
|
||||
divs = np.abs( np.mean(data2) / 2 )
|
||||
|
||||
if davg <= 1.0:
|
||||
if divs <= 1.0:
|
||||
base = 0.1
|
||||
elif 1 < davg <= 10:
|
||||
elif 1 < divs <= 10:
|
||||
base = 1.0
|
||||
elif 10 < davg <= 100:
|
||||
elif 10 < divs <= 100:
|
||||
base = 10
|
||||
else:
|
||||
base = 100
|
||||
|
@ -14,15 +14,15 @@ def distance(x, y):
|
||||
return math.sqrt(tmp)
|
||||
|
||||
|
||||
def c_means(k, dados, tam):
|
||||
# Inicializa as centróides escolhendo elementos aleatórios dos conjuntos
|
||||
def k_means(k, dados, tam):
|
||||
# Инициализирует центроиды, выбирая случайные элементы из множества
|
||||
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
|
||||
|
||||
# para cada instância
|
||||
# для каждого экземпляра
|
||||
iteracoes = 0
|
||||
while iteracoes < 1000 and it_semmodificacao < 10:
|
||||
inst_count = 0
|
||||
@ -31,7 +31,7 @@ def c_means(k, dados, tam):
|
||||
|
||||
for instancia in dados:
|
||||
|
||||
# verifica a distância para cada centroide
|
||||
# проверяет расстояние до каждого центроида
|
||||
grupo_count = 0
|
||||
dist = 10000
|
||||
|
||||
@ -41,7 +41,7 @@ def c_means(k, dados, tam):
|
||||
tmp = distance(instancia, grupo)
|
||||
if tmp < dist:
|
||||
dist = tmp
|
||||
# associa a a centroide de menor distância à instância
|
||||
# ассоциирует центроид с наименьшим расстоянием до экземпляра
|
||||
grupos[inst_count] = grupo_count
|
||||
grupo_count = grupo_count + 1
|
||||
|
||||
@ -55,7 +55,7 @@ def c_means(k, dados, tam):
|
||||
else:
|
||||
it_semmodificacao = 0
|
||||
|
||||
# atualiza cada centroide com base nos valores médios de todas as instâncias à ela associadas
|
||||
# обновляет каждый центроид на основе средних значений всех связанных с ним экземпляров
|
||||
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 c_means(k, dados, tam):
|
||||
return centroides
|
||||
|
||||
|
||||
class CMeansPartitioner(partitioner.Partitioner):
|
||||
class KMeansPartitioner(partitioner.Partitioner):
|
||||
def __init__(self, **kwargs):
|
||||
super(CMeansPartitioner, self).__init__(name="CMeans", **kwargs)
|
||||
super(KMeansPartitioner, self).__init__(name="KMeans", **kwargs)
|
||||
|
||||
def build(self, data):
|
||||
sets = {}
|
||||
|
||||
kwargs = {'type': self.type, 'variable': self.variable}
|
||||
|
||||
centroides = c_means(self.partitions, data, 1)
|
||||
centroides = k_means(self.partitions, data, 1)
|
||||
centroides.append(self.max)
|
||||
centroides.append(self.min)
|
||||
centroides = list(set(centroides))
|
||||
centroides.sort()
|
||||
for c in np.arange(1, len(centroides) - 1):
|
||||
for c in range(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)],
|
@ -18,19 +18,20 @@ all_methods = [Grid.GridPartitioner, Entropy.EntropyPartitioner, FCM.FCMPartitio
|
||||
mfs = [Membership.trimf, Membership.gaussmf, Membership.trapmf]
|
||||
|
||||
|
||||
def plot_sets(data, sets: dict, titles : list, size=[12, 10], save=False, file=None, axis=None):
|
||||
def plot_sets(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=1,figsize=size)
|
||||
for k in np.arange(0,num):
|
||||
fig, axes = plt.subplots(nrows=num, ncols=num_cols_plot, figsize=size, squeeze=False)
|
||||
for k in range(num):
|
||||
ticks = []
|
||||
x = []
|
||||
ax = axes[k] if axis is None else axis
|
||||
ax = axes[k, num_cols_plot-1] if axis is None else axis
|
||||
ax.set_title(titles[k])
|
||||
ax.set_ylim([0, 1.1])
|
||||
for key in sets[k].keys():
|
||||
@ -54,7 +55,7 @@ def plot_sets(data, sets: dict, titles : list, size=[12, 10], save=False, file=N
|
||||
Util.show_and_save_image(fig, file, save)
|
||||
|
||||
|
||||
def plot_partitioners(data, objs, tam=[12, 10], save=False, file=None, axis=None):
|
||||
def plot_partitioners(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)
|
||||
|
@ -1,6 +1,7 @@
|
||||
from pyFTS.common import FuzzySet, Membership
|
||||
import numpy as np
|
||||
from scipy.spatial import KDTree
|
||||
import warnings
|
||||
|
||||
|
||||
class Partitioner(object):
|
||||
@ -46,6 +47,9 @@ 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:
|
||||
|
@ -11,7 +11,7 @@ from mpl_toolkits.mplot3d import Axes3D
|
||||
import datetime
|
||||
|
||||
import pandas as pd
|
||||
from pyFTS.partitioners import Grid, CMeans, FCM, Entropy
|
||||
from pyFTS.partitioners import Grid, KMeans, FCM, Entropy
|
||||
from pyFTS.common import FLR, FuzzySet, Membership, Transformations, Util, fts
|
||||
from pyFTS import sfts
|
||||
from pyFTS.models import msfts
|
||||
|
1
setup.py
1
setup.py
@ -26,6 +26,7 @@ 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',
|
||||
|
Loading…
Reference in New Issue
Block a user