<!doctype html> <html xmlns="http://www.w3.org/1999/xhtml"> <head> <meta http-equiv="X-UA-Compatible" content="IE=Edge" /> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /><script type="text/javascript"> var _gaq = _gaq || []; _gaq.push(['_setAccount', 'UA-55120145-3']); _gaq.push(['_trackPageview']); (function() { var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true; ga.src = ('https:' == document.location.protocol ? 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1.4 documentation</a> »</li> <li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> »</li> <li class="nav-item nav-item-2"><a href="pyFTS.html" >pyFTS package</a> »</li> <li class="nav-item nav-item-3"><a href="pyFTS.models.html" accesskey="U">pyFTS.models package</a> »</li> </ul> </div> <div class="sphinxsidebar" role="navigation" aria-label="main navigation"> <div class="sphinxsidebarwrapper"> <p class="logo"><a href="index.html"> <img class="logo" src="_static/logo_heading2.png" alt="Logo"/> </a></p> <h3><a href="index.html">Table Of Contents</a></h3> <ul> <li><a class="reference internal" href="#">pyFTS.models.incremental package</a><ul> <li><a class="reference internal" href="#module-pyFTS.models.incremental">Module contents</a></li> <li><a class="reference internal" href="#submodules">Submodules</a></li> <li><a class="reference internal" href="#module-pyFTS.models.incremental.TimeVariant">pyFTS.models.incremental.TimeVariant module</a></li> <li><a class="reference 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<script type="text/javascript">$('#searchbox').show(0);</script> </div> </div> <div class="document"> <div class="documentwrapper"> <div class="bodywrapper"> <div class="body" role="main"> <div class="section" id="pyfts-models-incremental-package"> <h1>pyFTS.models.incremental package<a class="headerlink" href="#pyfts-models-incremental-package" title="Permalink to this headline">¶</a></h1> <div class="section" id="module-pyFTS.models.incremental"> <span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.incremental" title="Permalink to this headline">¶</a></h2> <p>FTS methods with incremental/online learning</p> </div> <div class="section" id="submodules"> <h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline">¶</a></h2> </div> <div class="section" id="module-pyFTS.models.incremental.TimeVariant"> <span id="pyfts-models-incremental-timevariant-module"></span><h2>pyFTS.models.incremental.TimeVariant module<a class="headerlink" href="#module-pyFTS.models.incremental.TimeVariant" title="Permalink to this headline">¶</a></h2> <p>Meta model that wraps another FTS method and continously retrain it using a data window with the most recent data</p> <dl class="class"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer"> <em class="property">class </em><code class="descclassname">pyFTS.models.incremental.TimeVariant.</code><code class="descname">Retrainer</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer" title="Permalink to this definition">¶</a></dt> <dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p> <p>Meta model for incremental/online learning</p> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.auto_update"> <code class="descname">auto_update</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.auto_update" title="Permalink to this definition">¶</a></dt> <dd><p>If true the model is updated at each time and not recreated</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.batch_size"> <code class="descname">batch_size</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.batch_size" title="Permalink to this definition">¶</a></dt> <dd><p>The batch interval between each retraining</p> </dd></dl> <dl class="method"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.forecast"> <code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.forecast" title="Permalink to this definition">¶</a></dt> <dd><p>Point forecast one step ahead</p> <table class="docutils field-list" frame="void" rules="none"> <col class="field-name" /> <col class="field-body" /> <tbody valign="top"> <tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple"> <li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li> <li><strong>kwargs</strong> – model specific parameters</li> </ul> </td> </tr> <tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p> </td> </tr> </tbody> </table> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.fts_method"> <code class="descname">fts_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.fts_method" title="Permalink to this definition">¶</a></dt> <dd><p>The FTS method to be called when a new model is build</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.fts_params"> <code class="descname">fts_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.fts_params" title="Permalink to this definition">¶</a></dt> <dd><p>The FTS method specific parameters</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.model"> <code class="descname">model</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.model" title="Permalink to this definition">¶</a></dt> <dd><p>The most recent trained model</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner"> <code class="descname">partitioner</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner" title="Permalink to this definition">¶</a></dt> <dd><p>The most recent trained partitioner</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_method"> <code class="descname">partitioner_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_method" title="Permalink to this definition">¶</a></dt> <dd><p>The partitioner method to be called when a new model is build</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_params"> <code class="descname">partitioner_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_params" title="Permalink to this definition">¶</a></dt> <dd><p>The partitioner method parameters</p> </dd></dl> <dl class="method"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.train"> <code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.train" title="Permalink to this definition">¶</a></dt> <dd><p>Method specific parameter fitting</p> <table class="docutils field-list" frame="void" rules="none"> <col class="field-name" /> <col class="field-body" /> <tbody valign="top"> <tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple"> <li><strong>data</strong> – training time series data</li> <li><strong>kwargs</strong> – Method specific parameters</li> </ul> </td> </tr> </tbody> </table> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.TimeVariant.Retrainer.window_length"> <code class="descname">window_length</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.window_length" title="Permalink to this definition">¶</a></dt> <dd><p>The memory window length</p> </dd></dl> </dd></dl> </div> <div class="section" id="module-pyFTS.models.incremental.IncrementalEnsemble"> <span id="pyfts-models-incremental-incrementalensemble-module"></span><h2>pyFTS.models.incremental.IncrementalEnsemble module<a class="headerlink" href="#module-pyFTS.models.incremental.IncrementalEnsemble" title="Permalink to this headline">¶</a></h2> <p>Time Variant/Incremental Ensemble of FTS methods</p> <dl class="class"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS"> <em class="property">class </em><code class="descclassname">pyFTS.models.incremental.IncrementalEnsemble.</code><code class="descname">IncrementalEnsembleFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS" title="Permalink to this definition">¶</a></dt> <dd><p>Bases: <a class="reference internal" href="pyFTS.models.ensemble.html#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="pyFTS.models.ensemble.ensemble.EnsembleFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ensemble.ensemble.EnsembleFTS</span></code></a></p> <p>Time Variant/Incremental Ensemble of FTS methods</p> <dl class="attribute"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.batch_size"> <code class="descname">batch_size</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.batch_size" title="Permalink to this definition">¶</a></dt> <dd><p>The batch interval between each retraining</p> </dd></dl> <dl class="method"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast"> <code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast" title="Permalink to this definition">¶</a></dt> <dd><p>Point forecast one step ahead</p> <table class="docutils field-list" frame="void" rules="none"> <col class="field-name" /> <col class="field-body" /> <tbody valign="top"> <tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple"> <li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li> <li><strong>kwargs</strong> – model specific parameters</li> </ul> </td> </tr> <tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p> </td> </tr> </tbody> </table> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_method"> <code class="descname">fts_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_method" title="Permalink to this definition">¶</a></dt> <dd><p>The FTS method to be called when a new model is build</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_params"> <code class="descname">fts_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_params" title="Permalink to this definition">¶</a></dt> <dd><p>The FTS method specific parameters</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.num_models"> <code class="descname">num_models</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.num_models" title="Permalink to this definition">¶</a></dt> <dd><p>The number of models to hold in the ensemble</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_method"> <code class="descname">partitioner_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_method" title="Permalink to this definition">¶</a></dt> <dd><p>The partitioner method to be called when a new model is build</p> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_params"> <code class="descname">partitioner_params</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_params" title="Permalink to this definition">¶</a></dt> <dd><p>The partitioner method parameters</p> </dd></dl> <dl class="method"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train"> <code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train" title="Permalink to this definition">¶</a></dt> <dd><p>Method specific parameter fitting</p> <table class="docutils field-list" frame="void" rules="none"> <col class="field-name" /> <col class="field-body" /> <tbody valign="top"> <tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple"> <li><strong>data</strong> – training time series data</li> <li><strong>kwargs</strong> – Method specific parameters</li> </ul> </td> </tr> </tbody> </table> </dd></dl> <dl class="attribute"> <dt id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.window_length"> <code class="descname">window_length</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.window_length" title="Permalink to this definition">¶</a></dt> <dd><p>The memory window length</p> </dd></dl> </dd></dl> </div> </div> </div> </div> </div> <div class="clearer"></div> </div> <div class="related" role="navigation" aria-label="related navigation"> <h3>Navigation</h3> <ul> <li class="right" style="margin-right: 10px"> <a href="genindex.html" title="General Index" >index</a></li> <li class="right" > <a href="py-modindex.html" title="Python Module Index" >modules</a> |</li> <li class="right" > <a href="pyFTS.models.multivariate.html" title="pyFTS.models.multivariate package" >next</a> |</li> <li class="right" > <a href="pyFTS.models.ensemble.html" title="pyFTS.models.ensemble 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