import numpy as np from pyFTS import * class ExponentialyWeightedFLRG: def __init__(self,LHS,c): self.LHS = LHS self.RHS = [] self.count = 0.0 self.c = c def append(self,c): self.RHS.append(c) self.count = self.count + 1.0 def weights(self): wei = [ self.c**k for k in np.arange(0.0,self.count,1.0)] tot = sum( wei ) return np.array([ k/tot for k in wei ]) def __str__(self): tmp = self.LHS + " -> " tmp2 = "" cc = 0 wei = [ self.c**k for k in np.arange(0.0,self.count,1.0)] tot = sum( wei ) for c in self.RHS: if len(tmp2) > 0: tmp2 = tmp2 + "," tmp2 = tmp2 + c + "(" + str(wei[cc]/tot) + ")" cc = cc + 1 return tmp + tmp2 class ExponentialyWeightedFTS(fts.FTS): def __init__(self,name): super(ExponentialyWeightedFTS, self).__init__(1,name) this.c = 1 def generateFLRG(self, flrs, c): flrgs = {} for flr in flrs: if flr.LHS in flrgs: flrgs[flr.LHS].append(flr.RHS) else: flrgs[flr.LHS] = ExponentialyWeightedFLRG(flr.LHS, c); flrgs[flr.LHS].append(flr.RHS) return (flrgs) def train(self, data, sets, c): this.c = c self.sets = sets tmpdata = common.fuzzySeries(data,sets) flrs = common.generateRecurrentFLRs(tmpdata) self.flrgs = self.generateFLRG(flrs,c) def forecast(self,data): mv = common.fuzzyInstance(data, self.sets) actual = self.sets[ np.argwhere( mv == max(mv) )[0,0] ] if actual.name not in self.flrgs: return actual.centroid flrg = self.flrgs[actual.name] mi = np.array([self.sets[s].centroid for s in flrg.RHS]) return mi.dot( flrg.weights() )