Source code for pyFTS.partitioners.Huarng

"""
K. H. Huarng, “Effective lengths of intervals to improve forecasting in fuzzy time series,”
Fuzzy Sets Syst., vol. 123, no. 3, pp. 387–394, Nov. 2001.
"""

import numpy as np
import math
import random as rnd
import functools, operator
from pyFTS.common import FuzzySet, Membership, Transformations

from pyFTS.partitioners import partitioner

class HuarngPartitioner(partitioner.Partitioner):
    """Huarng Empirical Partitioner"""
    def __init__(self, **kwargs):
        super(HuarngPartitioner, self).__init__(name="Huarng", **kwargs)

    def build(self, data):
        diff = Transformations.Differential(1)
        data2 = diff.apply(data)
        davg = np.abs( np.mean(data2) / 2 )

        if davg <= 1.0:
            base = 0.1
        elif 1 < davg <= 10:
            base = 1.0
        elif 10 < davg <= 100:
            base = 10
        else:
            base = 100

        sets = {}

        dlen = self.max - self.min
        npart = math.ceil(dlen / base)
        partition = math.ceil(self.min)
        for c in range(npart):
            _name = self.get_name(c)
            if self.membership_function == Membership.trimf:
                sets[_name] = FuzzySet.FuzzySet(_name, Membership.trimf,
                                               [partition - base, partition, partition + base], partition)
            elif self.membership_function == Membership.gaussmf:
                sets[_name] = FuzzySet.FuzzySet(_name, Membership.gaussmf,
                                              [partition, base/2], partition)
            elif self.membership_function == Membership.trapmf:
                sets[_name] = FuzzySet.FuzzySet(_name, Membership.trapmf,
                                              [partition - base, partition - (base/2),
                                               partition + (base / 2), partition + base], partition)

            partition += base

        return sets