Source code for pyFTS.models.ifts

#!/usr/bin/python
# -*- coding: utf8 -*-

"""
High Order Interval Fuzzy Time Series

SILVA, Petrônio CL; SADAEI, Hossein Javedani; GUIMARÃES, Frederico Gadelha. Interval Forecasting with Fuzzy Time Series.
In: Computational Intelligence (SSCI), 2016 IEEE Symposium Series on. IEEE, 2016. p. 1-8.
"""

import numpy as np
from pyFTS.common import FuzzySet, FLR, fts, tree
from pyFTS.models import hofts


class IntervalFTS(hofts.HighOrderFTS):
    """
    High Order Interval Fuzzy Time Series
    """
    def __init__(self, **kwargs):
        super(IntervalFTS, self).__init__(**kwargs)
        self.shortname = "IFTS"
        self.name = "Interval FTS"
        self.detail = "Silva, P.; Guimarães, F.; Sadaei, H. (2016)"
        self.flrgs = {}
        self.has_point_forecasting = False
        self.has_interval_forecasting = True
        self.is_high_order = True
        self.min_order = 1

    def get_upper(self, flrg):
        ret = np.nan
        if len(flrg.LHS) > 0:
            if flrg.get_key() in self.flrgs:
                tmp = self.flrgs[flrg.get_key()]
                ret = tmp.get_upper(self.sets)
            else:
                ret = self.sets[flrg.LHS[-1]].upper
        return ret

    def get_lower(self, flrg):
        ret = np.nan
        if len(flrg.LHS) > 0:
            if flrg.get_key() in self.flrgs:
                tmp = self.flrgs[flrg.get_key()]
                ret = tmp.get_lower(self.sets)
            else:
                ret = self.sets[flrg.LHS[-1]].lower
        return ret

    def get_sequence_membership(self, data, fuzzySets):
        mb = [fuzzySets[k].membership(data[k]) for k in np.arange(0, len(data))]
        return mb


    def forecast_interval(self, ndata, **kwargs):

        ret = []

        l = len(ndata)

        if l <= self.order:
            return ndata

        for k in np.arange(self.max_lag, l+1):

            sample = ndata[k - self.max_lag: k]

            flrgs = self.generate_lhs_flrg(sample)

            up = []
            lo = []
            affected_flrgs_memberships = []

            for flrg in flrgs:
                if len(flrg.LHS) > 0:

                    mv = flrg.get_membership(sample, self.sets)
                    up.append(mv * self.get_upper(flrg))
                    lo.append(mv * self.get_lower(flrg))
                    affected_flrgs_memberships.append(mv)

            # gerar o intervalo
            norm = sum(affected_flrgs_memberships)
            lo_ = sum(lo) / norm
            up_ = sum(up) / norm
            ret.append([lo_, up_])

        return ret