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<h1>Source code for pyFTS.models.multivariate.cmvfts</h1><div class="highlight"><pre>
<span></span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="kn">from</span> <span class="nn">pyFTS.common</span> <span class="k">import</span> <span class="n">FuzzySet</span><span class="p">,</span> <span class="n">FLR</span><span class="p">,</span> <span class="n">fts</span><span class="p">,</span> <span class="n">flrg</span>
<span class="kn">from</span> <span class="nn">pyFTS.models</span> <span class="k">import</span> <span class="n">hofts</span>
<span class="kn">from</span> <span class="nn">pyFTS.models.multivariate</span> <span class="k">import</span> <span class="n">mvfts</span><span class="p">,</span> <span class="n">grid</span><span class="p">,</span> <span class="n">common</span>
<div class="viewcode-block" id="ClusteredMVFTS"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS">[docs]</a><span class="k">class</span> <span class="nc">ClusteredMVFTS</span><span class="p">(</span><span class="n">mvfts</span><span class="o">.</span><span class="n">MVFTS</span><span class="p">):</span>
<span class="sd">"""</span>
<span class="sd"> Meta model for multivariate, high order, clustered multivariate FTS</span>
<span class="sd"> """</span>
<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="nb">super</span><span class="p">(</span><span class="n">ClusteredMVFTS</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">cluster_method</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'cluster_method'</span><span class="p">,</span> <span class="n">grid</span><span class="o">.</span><span class="n">GridCluster</span><span class="p">)</span>
<span class="sd">"""The cluster method to be called when a new model is build"""</span>
<span class="bp">self</span><span class="o">.</span><span class="n">cluster_params</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'cluster_params'</span><span class="p">,</span> <span class="p">{})</span>
<span class="sd">"""The cluster method parameters"""</span>
<span class="bp">self</span><span class="o">.</span><span class="n">cluster</span> <span class="o">=</span> <span class="kc">None</span>
<span class="sd">"""The most recent trained clusterer"""</span>
<span class="bp">self</span><span class="o">.</span><span class="n">fts_method</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'fts_method'</span><span class="p">,</span> <span class="n">hofts</span><span class="o">.</span><span class="n">WeightedHighOrderFTS</span><span class="p">)</span>
<span class="sd">"""The FTS method to be called when a new model is build"""</span>
<span class="bp">self</span><span class="o">.</span><span class="n">fts_params</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'fts_params'</span><span class="p">,</span> <span class="p">{})</span>
<span class="sd">"""The FTS method specific parameters"""</span>
<span class="bp">self</span><span class="o">.</span><span class="n">model</span> <span class="o">=</span> <span class="kc">None</span>
<span class="sd">"""The most recent trained model"""</span>
<span class="bp">self</span><span class="o">.</span><span class="n">knn</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'knn'</span><span class="p">,</span> <span class="mi">2</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">is_high_order</span> <span class="o">=</span> <span class="kc">True</span>
<span class="bp">self</span><span class="o">.</span><span class="n">order</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"order"</span><span class="p">,</span> <span class="mi">2</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">lags</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"lags"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">alpha_cut</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'alpha_cut'</span><span class="p">,</span> <span class="mf">0.25</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">shortname</span> <span class="o">=</span> <span class="s2">"ClusteredMVFTS"</span>
<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"Clustered Multivariate FTS"</span>
<div class="viewcode-block" id="ClusteredMVFTS.fuzzyfy"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fuzzyfy">[docs]</a> <span class="k">def</span> <span class="nf">fuzzyfy</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span><span class="n">data</span><span class="p">):</span>
<span class="n">ndata</span> <span class="o">=</span> <span class="p">[]</span>
<span class="k">for</span> <span class="n">ct</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="nb">len</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">index</span><span class="p">)</span><span class="o">+</span><span class="mi">1</span><span class="p">):</span>
<span class="n">ix</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">index</span><span class="p">[</span><span class="n">ct</span> <span class="o">-</span> <span class="mi">1</span><span class="p">]</span>
<span class="n">data_point</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">format_data</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">ix</span><span class="p">])</span>
<span class="n">ndata</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">common</span><span class="o">.</span><span class="n">fuzzyfy_instance_clustered</span><span class="p">(</span><span class="n">data_point</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">cluster</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">alpha_cut</span><span class="p">))</span>
<span class="k">return</span> <span class="n">ndata</span></div>
<div class="viewcode-block" id="ClusteredMVFTS.train"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.train">[docs]</a> <span class="k">def</span> <span class="nf">train</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">cluster</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">cluster_method</span><span class="p">(</span><span class="n">data</span><span class="o">=</span><span class="n">data</span><span class="p">,</span> <span class="n">mvfts</span><span class="o">=</span><span class="bp">self</span><span class="p">,</span> <span class="n">neighbors</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">knn</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">model</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">fts_method</span><span class="p">(</span><span class="n">partitioner</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">cluster</span><span class="p">,</span> <span class="o">**</span><span class="bp">self</span><span class="o">.</span><span class="n">fts_params</span><span class="p">)</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">is_high_order</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">order</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">fts_method</span><span class="p">(</span><span class="n">partitioner</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">cluster</span><span class="p">,</span>
<span class="n">order</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">,</span> <span class="o">**</span><span class="bp">self</span><span class="o">.</span><span class="n">fts_params</span><span class="p">)</span>
<span class="n">ndata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">fuzzyfy</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">train</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">fuzzyfied</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span></div>
<div class="viewcode-block" id="ClusteredMVFTS.forecast"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast">[docs]</a> <span class="k">def</span> <span class="nf">forecast</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">ndata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">fuzzyfy</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">forecast</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">fuzzyfied</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span></div>
<span class="k">def</span> <span class="nf">__str__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
<span class="sd">"""String representation of the model"""</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">shortname</span> <span class="o">+</span> <span class="s2">":</span><span class="se">\n</span><span class="s2">"</span>
<span class="k">for</span> <span class="n">r</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="n">tmp</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">r</span><span class="p">])</span> <span class="o">+</span> <span class="s2">"</span><span class="se">\n</span><span class="s2">"</span>
<span class="k">return</span> <span class="n">tmp</span>
<span class="k">def</span> <span class="nf">__len__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
<span class="sd">"""</span>
<span class="sd"> The length (number of rules) of the model</span>
<span class="sd"> :return: number of rules</span>
<span class="sd"> """</span>
<span class="k">return</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="p">)</span></div>
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