from copy import deepcopy from joblib import Parallel, delayed import multiprocessing import numpy as np import pandas as pd import time import datetime from pyFTS.partitioners import partitioner, Grid, Huarng, Entropy, FCM from pyFTS.benchmarks import Measures, naive, arima, ResidualAnalysis, ProbabilityDistribution from pyFTS.common import Membership, FuzzySet, FLR, Transformations, Util from pyFTS import fts, chen, yu, ismailefendi, sadaei, hofts, hwang, pwfts, ifts from pyFTS.benchmarks import benchmarks def run_point(mfts, partitioner, train_data, test_data, transformation=None, indexer=None): pttr = str(partitioner.__module__).split('.')[-1] _key = mfts.shortname + " n = " + str(mfts.order) + " " + pttr + " q = " + str(partitioner.partitions) mfts.partitioner = partitioner if transformation is not None: mfts.appendTransformation(transformation) try: _start = time.time() mfts.train(train_data, partitioner.sets, order=mfts.order) _end = time.time() times = _end - _start _start = time.time() _rmse, _smape, _u = benchmarks.get_point_statistics(test_data, mfts, indexer) _end = time.time() times += _end - _start except Exception as e: print(e) _rmse = np.nan _smape = np.nan _u = np.nan times = np.nan ret = {'key': _key, 'obj': mfts, 'rmse': _rmse, 'smape': _smape, 'u': _u, 'time': times} print(ret) return ret def point_sliding_window(data, windowsize, train=0.8, models=None, partitioners=[Grid.GridPartitioner], partitions=[10], max_order=3, transformation=None, indexer=None, dump=False, save=False, file=None, sintetic=False): _process_start = time.time() print("Process Start: {0: %H:%M:%S}".format(datetime.datetime.now())) num_cores = multiprocessing.cpu_count() pool = [] objs = {} rmse = {} smape = {} u = {} times = {} for model in benchmarks.get_point_methods(): mfts = model("") if mfts.isHighOrder: for order in np.arange(1, max_order + 1): if order >= mfts.minOrder: mfts = model("") mfts.order = order pool.append(mfts) else: pool.append(mfts) experiments = 0 for ct, train, test in Util.sliding_window(data, windowsize, train): experiments += 1 if dump: print('\nWindow: {0}\n'.format(ct)) for partition in partitions: for partitioner in partitioners: data_train_fs = partitioner(train, partition, transformation=transformation) results = Parallel(n_jobs=num_cores)( delayed(run_point)(deepcopy(m), deepcopy(data_train_fs), deepcopy(train), deepcopy(test), transformation) for m in pool) for tmp in results: if tmp['key'] not in objs: objs[tmp['key']] = tmp['obj'] rmse[tmp['key']] = [] smape[tmp['key']] = [] u[tmp['key']] = [] times[tmp['key']] = [] rmse[tmp['key']].append(tmp['rmse']) smape[tmp['key']].append(tmp['smape']) u[tmp['key']].append(tmp['u']) times[tmp['key']].append(tmp['time']) _process_end = time.time() print("Process End: {0: %H:%M:%S}".format(datetime.datetime.now())) print("Process Duration: {0}".format(_process_end - _process_start)) return benchmarks.save_dataframe_point(experiments, file, objs, rmse, save, sintetic, smape, times, u) def run_interval(mfts, partitioner, train_data, test_data, transformation=None, indexer=None): pttr = str(partitioner.__module__).split('.')[-1] _key = mfts.shortname + " n = " + str(mfts.order) + " " + pttr + " q = " + str(partitioner.partitions) mfts.partitioner = partitioner if transformation is not None: mfts.appendTransformation(transformation) try: _start = time.time() mfts.train(train_data, partitioner.sets, order=mfts.order) _end = time.time() times = _end - _start _start = time.time() _sharp, _res, _cov = benchmarks.get_interval_statistics(test_data, mfts) _end = time.time() times += _end - _start except Exception as e: print(e) _sharp = np.nan _res = np.nan _cov = np.nan times = np.nan ret = {'key': _key, 'obj': mfts, 'sharpness': _sharp, 'resolution': _res, 'coverage': _cov, 'time': times} print(ret) return ret def interval_sliding_window(data, windowsize, train=0.8, models=None, partitioners=[Grid.GridPartitioner], partitions=[10], max_order=3, transformation=None, indexer=None, dump=False, save=False, file=None, sintetic=False): _process_start = time.time() print("Process Start: {0: %H:%M:%S}".format(datetime.datetime.now())) num_cores = multiprocessing.cpu_count() pool = [] objs = {} sharpness = {} resolution = {} coverage = {} times = {} for model in benchmarks.get_interval_methods(): mfts = model("") if mfts.isHighOrder: for order in np.arange(1, max_order + 1): if order >= mfts.minOrder: mfts = model("") mfts.order = order pool.append(mfts) else: pool.append(mfts) experiments = 0 for ct, train, test in Util.sliding_window(data, windowsize, train): experiments += 1 if dump: print('\nWindow: {0}\n'.format(ct)) for partition in partitions: for partitioner in partitioners: data_train_fs = partitioner(train, partition, transformation=transformation) results = Parallel(n_jobs=num_cores)( delayed(run_interval)(deepcopy(m), deepcopy(data_train_fs), deepcopy(train), deepcopy(test), transformation) for m in pool) for tmp in results: if tmp['key'] not in objs: objs[tmp['key']] = tmp['obj'] sharpness[tmp['key']] = [] resolution[tmp['key']] = [] coverage[tmp['key']] = [] times[tmp['key']] = [] sharpness[tmp['key']].append(tmp['sharpness']) resolution[tmp['key']].append(tmp['resolution']) coverage[tmp['key']].append(tmp['coverage']) times[tmp['key']].append(tmp['time']) _process_end = time.time() print("Process End: {0: %H:%M:%S}".format(datetime.datetime.now())) print("Process Duration: {0}".format(_process_end - _process_start)) return benchmarks.save_dataframe_interval(coverage, experiments, file, objs, resolution, save, sharpness, sintetic, times) def run_ahead(mfts, partitioner, train_data, test_data, steps, resolution, transformation=None, indexer=None): pttr = str(partitioner.__module__).split('.')[-1] _key = mfts.shortname + " n = " + str(mfts.order) + " " + pttr + " q = " + str(partitioner.partitions) mfts.partitioner = partitioner if transformation is not None: mfts.appendTransformation(transformation) try: _start = time.time() mfts.train(train_data, partitioner.sets, order=mfts.order) _end = time.time() times = _end - _start _crps1, _crps2, _t1, _t2 = benchmarks.get_distribution_statistics(test_data, mfts, steps=steps, resolution=resolution) _t1 += times _t2 += times except Exception as e: print(e) _crps1 = np.nan _crps2 = np.nan _t1 = np.nan _t2 = np.nan ret = {'key': _key, 'obj': mfts, 'CRPS_Interval': _crps1, 'CRPS_Distribution': _crps2, 'TIME_Interval': _t1, 'TIME_Distribution': _t2} print(ret) return ret def ahead_sliding_window(data, windowsize, train, steps,resolution, models=None, partitioners=[Grid.GridPartitioner], partitions=[10], max_order=3, transformation=None, indexer=None, dump=False, save=False, file=None, sintetic=False): _process_start = time.time() print("Process Start: {0: %H:%M:%S}".format(datetime.datetime.now())) num_cores = multiprocessing.cpu_count() pool = [] objs = {} crps_interval = {} crps_distr = {} times1 = {} times2 = {} for model in benchmarks.get_interval_methods(): mfts = model("") if mfts.isHighOrder: for order in np.arange(1, max_order + 1): if order >= mfts.minOrder: mfts = model("") mfts.order = order pool.append(mfts) else: pool.append(mfts) experiments = 0 for ct, train, test in Util.sliding_window(data, windowsize, train): experiments += 1 if dump: print('\nWindow: {0}\n'.format(ct)) for partition in partitions: for partitioner in partitioners: data_train_fs = partitioner(train, partition, transformation=transformation) results = Parallel(n_jobs=num_cores)( delayed(run_ahead)(deepcopy(m), deepcopy(data_train_fs), deepcopy(train), deepcopy(test), steps, resolution, transformation) for m in pool) for tmp in results: if tmp['key'] not in objs: objs[tmp['key']] = tmp['obj'] crps_interval[tmp['key']] = [] crps_distr[tmp['key']] = [] times1[tmp['key']] = [] times2[tmp['key']] = [] crps_interval[tmp['key']].append(tmp['CRPS_Interval']) crps_distr[tmp['key']].append(tmp['CRPS_Distribution']) times1[tmp['key']].append(tmp['TIME_Interval']) times2[tmp['key']].append(tmp['TIME_Distribution']) _process_end = time.time() print("Process End: {0: %H:%M:%S}".format(datetime.datetime.now())) print("Process Duration: {0}".format(_process_end - _process_start)) return benchmarks.save_dataframe_ahead(experiments, file, objs, crps_interval, crps_distr, times1, times2, save, sintetic)