pyFTS.models.nonstationary package¶
Submodules¶
pyFTS.models.nonstationary.common module¶
Non Stationary Fuzzy Sets
GARIBALDI, Jonathan M.; JAROSZEWSKI, Marcin; MUSIKASUWAN, Salang. Nonstationary fuzzy sets. IEEE Transactions on Fuzzy Systems, v. 16, n. 4, p. 1072-1086, 2008.
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class
pyFTS.models.nonstationary.common.
FuzzySet
(name, mf, parameters, **kwargs)[source]¶ Bases:
pyFTS.common.FuzzySet.FuzzySet
Non Stationary Fuzzy Sets
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location
¶ Pertubation function that affects the location of the membership function
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location_params
¶ Parameters for location pertubation function
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membership
(x, t)[source]¶ Calculate the membership value of a given input
- Parameters
x – input value
t – time displacement or perturbation parameters
- Returns
membership value of x at this fuzzy set
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noise
¶ Pertubation function that adds noise on the membership function
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noise_params
¶ Parameters for noise pertubation function
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width
¶ Pertubation function that affects the width of the membership function
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width_params
¶ Parameters for width pertubation function
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pyFTS.models.nonstationary.common.
fuzzify
(inst, t, fuzzySets)[source]¶ Calculate the membership values for a data point given nonstationary fuzzy sets
- Parameters
inst – data points
t – time displacement of the instance
fuzzySets – list of fuzzy sets
- Returns
array of membership values
pyFTS.models.nonstationary.cvfts module¶
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class
pyFTS.models.nonstationary.cvfts.
ConditionalVarianceFTS
(**kwargs)[source]¶ Bases:
pyFTS.models.hofts.HighOrderFTS
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forecast
(ndata, **kwargs)[source]¶ Point forecast one step ahead
- Parameters
data – time series data with the minimal length equal to the max_lag of the model
kwargs – model specific parameters
- Returns
a list with the forecasted values
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pyFTS.models.nonstationary.flrg module¶
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class
pyFTS.models.nonstationary.flrg.
NonStationaryFLRG
(LHS, **kwargs)[source]¶ Bases:
pyFTS.common.flrg.FLRG
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get_lower
(*args)[source]¶ Returns the lower bound value for the RHS fuzzy sets
- Parameters
sets – fuzzy sets
- Returns
lower bound value
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get_membership
(data, *args)[source]¶ Returns the membership value of the FLRG for the input data
- Parameters
data – input data
sets – fuzzy sets
- Returns
the membership value
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get_midpoint
(*args)[source]¶ Returns the midpoint value for the RHS fuzzy sets
- Parameters
sets – fuzzy sets
- Returns
the midpoint value
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pyFTS.models.nonstationary.honsfts module¶
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class
pyFTS.models.nonstationary.honsfts.
HighOrderNonStationaryFLRG
(order, **kwargs)[source]¶ Bases:
pyFTS.models.nonstationary.flrg.NonStationaryFLRG
First Order NonStationary Fuzzy Logical Relationship Group
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get_lower
(sets, perturb)[source]¶ Returns the lower bound value for the RHS fuzzy sets
- Parameters
sets – fuzzy sets
- Returns
lower bound value
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get_midpoint
(sets, perturb)[source]¶ Returns the midpoint value for the RHS fuzzy sets
- Parameters
sets – fuzzy sets
- Returns
the midpoint value
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class
pyFTS.models.nonstationary.honsfts.
HighOrderNonStationaryFTS
(**kwargs)[source]¶ Bases:
pyFTS.models.nonstationary.nsfts.NonStationaryFTS
NonStationaryFTS Fuzzy Time Series
pyFTS.models.nonstationary.nsfts module¶
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class
pyFTS.models.nonstationary.nsfts.
ConventionalNonStationaryFLRG
(LHS, **kwargs)[source]¶ Bases:
pyFTS.models.nonstationary.flrg.NonStationaryFLRG
First Order NonStationary Fuzzy Logical Relationship Group
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class
pyFTS.models.nonstationary.nsfts.
NonStationaryFTS
(**kwargs)[source]¶ Bases:
pyFTS.common.fts.FTS
NonStationaryFTS Fuzzy Time Series
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forecast
(ndata, **kwargs)[source]¶ Point forecast one step ahead
- Parameters
data – time series data with the minimal length equal to the max_lag of the model
kwargs – model specific parameters
- Returns
a list with the forecasted values
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class
pyFTS.models.nonstationary.nsfts.
WeightedNonStationaryFLRG
(LHS, **kwargs)[source]¶ Bases:
pyFTS.models.nonstationary.flrg.NonStationaryFLRG
First Order NonStationary Fuzzy Logical Relationship Group
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class
pyFTS.models.nonstationary.nsfts.
WeightedNonStationaryFTS
(**kwargs)[source]¶ Bases:
pyFTS.models.nonstationary.nsfts.NonStationaryFTS
Weighted NonStationaryFTS Fuzzy Time Series
pyFTS.models.nonstationary.partitioners module¶
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class
pyFTS.models.nonstationary.partitioners.
PolynomialNonStationaryPartitioner
(data, part, **kwargs)[source]¶ Bases:
pyFTS.partitioners.partitioner.Partitioner
Non Stationary Universe of Discourse Partitioner
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class
pyFTS.models.nonstationary.partitioners.
SimpleNonStationaryPartitioner
(data, part, **kwargs)[source]¶ Bases:
pyFTS.partitioners.partitioner.Partitioner
Non Stationary Universe of Discourse Partitioner
pyFTS.models.nonstationary.perturbation module¶
Pertubation functions for Non Stationary Fuzzy Sets
pyFTS.models.nonstationary.util module¶
Module contents¶
Fuzzy time series with nonstationary fuzzy sets, for heteroskedastic data