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<h1>Source code for pyFTS.models.song</h1><div class="highlight"><pre>
<span></span><span class="sd">"""</span>
<span class="sd">First Order Traditional Fuzzy Time Series method by Song & Chissom (1993)</span>
<span class="sd">Q. Song and B. S. Chissom, “Fuzzy time series and its models,” Fuzzy Sets Syst., vol. 54, no. 3, pp. 269–277, 1993.</span>
<span class="sd">"""</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="kn">from</span> <span class="nn">pyFTS.common</span> <span class="k">import</span> <span class="n">FuzzySet</span><span class="p">,</span> <span class="n">FLR</span><span class="p">,</span> <span class="n">fts</span>
<div class="viewcode-block" id="ConventionalFTS"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.song.ConventionalFTS">[docs]</a><span class="k">class</span> <span class="nc">ConventionalFTS</span><span class="p">(</span><span class="n">fts</span><span class="o">.</span><span class="n">FTS</span><span class="p">):</span>
<span class="sd">"""Traditional Fuzzy Time Series"""</span>
<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="nb">super</span><span class="p">(</span><span class="n">ConventionalFTS</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">order</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">name</span><span class="o">=</span><span class="s2">"FTS"</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"Traditional FTS"</span>
<span class="bp">self</span><span class="o">.</span><span class="n">detail</span> <span class="o">=</span> <span class="s2">"Song & Chissom"</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="ow">and</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">sets</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span>
<span class="bp">self</span><span class="o">.</span><span class="n">R</span> <span class="o">=</span> <span class="kc">None</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">R</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">l</span><span class="p">,</span><span class="n">l</span><span class="p">))</span>
<div class="viewcode-block" id="ConventionalFTS.flr_membership_matrix"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.song.ConventionalFTS.flr_membership_matrix">[docs]</a> <span class="k">def</span> <span class="nf">flr_membership_matrix</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">flr</span><span class="p">):</span>
<span class="n">ordered_set</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">set_ordered</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="n">centroids</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">k</span><span class="p">]</span><span class="o">.</span><span class="n">centroid</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">ordered_set</span><span class="p">]</span>
<span class="n">lm</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">k</span><span class="p">)</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">centroids</span><span class="p">]</span>
<span class="n">rm</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">RHS</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">k</span><span class="p">)</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">centroids</span><span class="p">]</span>
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">ordered_set</span><span class="p">)</span>
<span class="n">r</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">l</span><span class="p">,</span> <span class="n">l</span><span class="p">))</span>
<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span><span class="n">l</span><span class="p">):</span>
<span class="k">for</span> <span class="n">l</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
<span class="n">r</span><span class="p">[</span><span class="n">k</span><span class="p">][</span><span class="n">l</span><span class="p">]</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span><span class="n">lm</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="n">rm</span><span class="p">[</span><span class="n">l</span><span class="p">])</span>
<span class="k">return</span> <span class="n">r</span></div>
<div class="viewcode-block" id="ConventionalFTS.operation_matrix"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.song.ConventionalFTS.operation_matrix">[docs]</a> <span class="k">def</span> <span class="nf">operation_matrix</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">flrs</span><span class="p">):</span>
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">R</span> <span class="ow">is</span> <span class="kc">None</span> <span class="ow">or</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">R</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span> <span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">R</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">l</span><span class="p">,</span> <span class="n">l</span><span class="p">))</span>
<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">flrs</span><span class="p">:</span>
<span class="n">mm</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">flr_membership_matrix</span><span class="p">(</span><span class="n">k</span><span class="p">)</span>
<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
<span class="k">for</span> <span class="n">l</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">R</span><span class="p">[</span><span class="n">k</span><span class="p">][</span><span class="n">l</span><span class="p">]</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">R</span><span class="p">[</span><span class="n">k</span><span class="p">][</span><span class="n">l</span><span class="p">],</span> <span class="n">mm</span><span class="p">[</span><span class="n">k</span><span class="p">][</span><span class="n">l</span><span class="p">])</span></div>
<div class="viewcode-block" id="ConventionalFTS.train"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.song.ConventionalFTS.train">[docs]</a> <span class="k">def</span> <span class="nf">train</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">tmpdata</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">fuzzyfy</span><span class="p">(</span><span class="n">data</span><span class="p">,</span> <span class="n">partitioner</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="p">,</span> <span class="n">method</span><span class="o">=</span><span class="s1">'maximum'</span><span class="p">,</span> <span class="n">mode</span><span class="o">=</span><span class="s1">'sets'</span><span class="p">)</span>
<span class="n">flrs</span> <span class="o">=</span> <span class="n">FLR</span><span class="o">.</span><span class="n">generate_non_recurrent_flrs</span><span class="p">(</span><span class="n">tmpdata</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">operation_matrix</span><span class="p">(</span><span class="n">flrs</span><span class="p">)</span></div>
<div class="viewcode-block" id="ConventionalFTS.forecast"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.song.ConventionalFTS.forecast">[docs]</a> <span class="k">def</span> <span class="nf">forecast</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">ordered_sets</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">ordered_sets</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">ordered_sets</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">set_ordered</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span>
<span class="n">npart</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="n">ret</span> <span class="o">=</span> <span class="p">[]</span>
<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
<span class="n">mv</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">fuzzyfy_instance</span><span class="p">(</span><span class="n">ndata</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="n">r</span> <span class="o">=</span> <span class="p">[</span><span class="nb">max</span><span class="p">([</span> <span class="nb">min</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">R</span><span class="p">[</span><span class="n">i</span><span class="p">][</span><span class="n">j</span><span class="p">],</span> <span class="n">mv</span><span class="p">[</span><span class="n">j</span><span class="p">])</span> <span class="k">for</span> <span class="n">j</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span><span class="n">npart</span><span class="p">)</span> <span class="p">])</span> <span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span><span class="n">npart</span><span class="p">)]</span>
<span class="n">fs</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">ravel</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">argwhere</span><span class="p">(</span><span class="n">r</span> <span class="o">==</span> <span class="nb">max</span><span class="p">(</span><span class="n">r</span><span class="p">)))</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">fs</span><span class="p">)</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">ordered_sets</span><span class="p">[</span><span class="n">fs</span><span class="p">[</span><span class="mi">0</span><span class="p">]]]</span><span class="o">.</span><span class="n">centroid</span><span class="p">)</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">mp</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">ordered_sets</span><span class="p">[</span><span class="n">s</span><span class="p">]]</span><span class="o">.</span><span class="n">centroid</span> <span class="k">for</span> <span class="n">s</span> <span class="ow">in</span> <span class="n">fs</span><span class="p">]</span>
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span> <span class="nb">sum</span><span class="p">(</span><span class="n">mp</span><span class="p">)</span><span class="o">/</span><span class="nb">len</span><span class="p">(</span><span class="n">mp</span><span class="p">))</span>
<span class="k">return</span> <span class="n">ret</span></div>
<span class="k">def</span> <span class="nf">__str__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">+</span> <span class="s2">":</span><span class="se">\n</span><span class="s2">"</span>
<span class="k">return</span> <span class="n">tmp</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">R</span><span class="p">)</span></div>
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