""" Trend Weighted Fuzzy Time Series by Cheng, Chen and Wu (2009) C.-H. Cheng, Y.-S. Chen, and Y.-L. Wu, “Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model,” Expert Syst. Appl., vol. 36, no. 2, pp. 1826–1832, 2009. """ import numpy as np from pyFTS.common import FuzzySet,FLR from pyFTS import fts, yu class TrendWeightedFLRG(yu.WeightedFLRG): """ First Order Trend Weighted Fuzzy Logical Relationship Group """ def __init__(self, LHS, **kwargs): super(TrendWeightedFLRG, self).__init__(LHS) def weights(self): count_nochange = 0.0 count_up = 0.0 count_down = 0.0 weights = [] for c in self.RHS: tmp = 0 if self.LHS.centroid == c.centroid: count_nochange += 1.0 tmp = count_nochange elif self.LHS.centroid > c.centroid: count_down += 1.0 tmp = count_down else: count_up += 1.0 tmp = count_up weights.append(tmp) tot = sum(weights) return np.array([k / tot for k in weights]) class TrendWeightedFTS(yu.WeightedFTS): """First Order Trend Weighted Fuzzy Time Series""" def __init__(self, name, **kwargs): super(TrendWeightedFTS, self).__init__("") self.shortname = "TWFTS " + name self.name = "Trend Weighted FTS" self.detail = "Cheng" self.is_high_order = False def generateFLRG(self, flrs): flrgs = {} for flr in flrs: if flr.LHS.name in flrgs: flrgs[flr.LHS.name].append(flr.RHS) else: flrgs[flr.LHS.name] = TrendWeightedFLRG(flr.LHS) flrgs[flr.LHS.name].append(flr.RHS) return (flrgs)