import numpy as np from pyFTS.common import FuzzySet,FLR from pyFTS import fts class WeightedFLRG(fts.FTS): def __init__(self, LHS): self.LHS = LHS self.RHS = [] self.count = 1.0 def append(self, c): self.RHS.append(c) self.count = self.count + 1.0 def weights(self): tot = sum(np.arange(1.0, self.count, 1.0)) return np.array([k / tot for k in np.arange(1.0, self.count, 1.0)]) def __str__(self): tmp = self.LHS.name + " -> " tmp2 = "" cc = 1.0 tot = sum(np.arange(1.0, self.count, 1.0)) for c in sorted(self.RHS, key=lambda s: s.name): if len(tmp2) > 0: tmp2 = tmp2 + "," tmp2 = tmp2 + c.name + "(" + str(round(cc / tot, 3)) + ")" cc = cc + 1.0 return tmp + tmp2 class WeightedFTS(fts.FTS): def __init__(self, name): super(WeightedFTS, self).__init__(1, "WFTS " + name) self.name = "Weighted FTS" self.detail = "Yu" def generateFLRG(self, flrs): flrgs = {} for flr in flrs: if flr.LHS.name in flrgs: flrgs[flr.LHS.name].append(flr.RHS) else: flrgs[flr.LHS.name] = WeightedFLRG(flr.LHS); flrgs[flr.LHS.name].append(flr.RHS) return (flrgs) def train(self, data, sets,order=1,parameters=None): self.sets = sets ndata = self.doTransformations(data) tmpdata = FuzzySet.fuzzySeries(ndata, sets) flrs = FLR.generateRecurrentFLRs(tmpdata) self.flrgs = self.generateFLRG(flrs) def forecast(self, data): l = 1 data = np.array(data) ndata = self.doTransformations(data) l = len(ndata) ret = [] for k in np.arange(0, l): mv = FuzzySet.fuzzyInstance(ndata[k], self.sets) actual = self.sets[np.argwhere(mv == max(mv))[0, 0]] if actual.name not in self.flrgs: ret.append(actual.centroid) else: flrg = self.flrgs[actual.name] mp = self.getMidpoints(flrg) ret.append(mp.dot(flrg.weights())) ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]]) return ret