""" First Order Conventional Fuzzy Time Series by Chen (1996) S.-M. Chen, “Forecasting enrollments based on fuzzy time series,” Fuzzy Sets Syst., vol. 81, no. 3, pp. 311–319, 1996. """ import numpy as np from pyFTS.common import FuzzySet, FLR from pyFTS import fts class ConventionalFLRG(object): """First Order Conventional Fuzzy Logical Relationship Group""" def __init__(self, LHS): self.LHS = LHS self.RHS = set() def append(self, c): self.RHS.add(c) def __str__(self): tmp = self.LHS.name + " -> " tmp2 = "" for c in sorted(self.RHS, key=lambda s: s.name): if len(tmp2) > 0: tmp2 = tmp2 + "," tmp2 = tmp2 + c.name return tmp + tmp2 def __len__(self): return len(self.RHS) class ConventionalFTS(fts.FTS): """Conventional Fuzzy Time Series""" def __init__(self, name, **kwargs): super(ConventionalFTS, self).__init__(1, "CFTS " + name) self.name = "Conventional FTS" self.detail = "Chen" self.flrgs = {} 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] = ConventionalFLRG(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.generateNonRecurrentFLRs(tmpdata) self.flrgs = self.generateFLRG(flrs) def forecast(self, data, **kwargs): ndata = np.array(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(sum(mp) / len(mp)) ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]]) return ret