import numpy as np from pyFTS.common import FuzzySet,FLR from pyFTS import fts, sfts, chen class ContextualSeasonalFLRG(object): def __init__(self, seasonality): self.season = seasonality self.flrgs = {} def append(self, flr): if flr.LHS.name in self.flrgs: self.flrgs[flr.LHS.name].append(flr.RHS) else: self.flrgs[flr.LHS.name] = chen.ConventionalFLRG(flr.LHS) self.flrgs[flr.LHS.name].append(flr.RHS) def __str__(self): tmp = str(self.season) + ": \n " tmp2 = "\t" for r in sorted(self.flrgs): tmp2 += str(self.flrgs[r]) + "\n\t" return tmp + tmp2 + "\n" class ContextualMultiSeasonalFTS(sfts.SeasonalFTS): def __init__(self, name, indexer): super(ContextualMultiSeasonalFTS, self).__init__("CMSFTS") self.name = "Contextual Multi Seasonal FTS" self.shortname = "CMSFTS " + name self.detail = "" self.seasonality = 1 self.hasSeasonality = True self.hasPointForecasting = True self.isHighOrder = True self.isMultivariate = True self.indexer = indexer self.flrgs = {} def generateFLRG(self, flrs): flrgs = {} for flr in flrs: if str(flr.index) not in flrgs: flrgs[str(flr.index)] = ContextualSeasonalFLRG(flr.index) flrgs[str(flr.index)].append(flr) return (flrgs) def train(self, data, sets, order=1, parameters=None): self.sets = sets self.seasonality = parameters flrs = FLR.generateIndexedFLRs(self.sets, self.indexer, data) self.flrgs = self.generateFLRG(flrs) def getMidpoints(self, flrg, data): if data.name in flrg.flrgs: ret = np.array([s.centroid for s in flrg.flrgs[data.name].RHS]) return ret else: return np.array([data.centroid]) def forecast(self, data): ret = [] index = self.indexer.get_season_of_data(data) ndata = self.indexer.get_data(data) for k in np.arange(1, len(data)): flrg = self.flrgs[str(index[k])] d = FuzzySet.getMaxMembershipFuzzySet(ndata[k], self.sets) mp = self.getMidpoints(flrg, d) ret.append(sum(mp) / len(mp)) ret = self.doInverseTransformations(ret, params=[ndata[self.order - 1:]]) return ret def forecastAhead(self, data, steps): ret = [] for i in steps: flrg = self.flrgs[str(i)] mp = self.getMidpoints(flrg) ret.append(sum(mp) / len(mp)) ret = self.doInverseTransformations(ret, params=data) return ret