import numpy as np from pyFTS.common import FuzzySet,FLR,Transformations from pyFTS import fts class HighOrderFTS(fts.FTS): def __init__(self, name, **kwargs): super(HighOrderFTS, self).__init__(1, name) self.is_high_order = True self.min_order = 2 self.name = "Hwang High Order FTS" self.shortname = "Hwang" + name self.detail = "Hwang" def forecast(self, data, **kwargs): ndata = self.doTransformations(data) cn = np.array([0.0 for k in range(len(self.sets))]) ow = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order - 1)]) rn = np.array([[0.0 for k in range(len(self.sets))] for z in range(self.order - 1)]) ft = np.array([0.0 for k in range(len(self.sets))]) ret = [] for t in np.arange(self.order-1, len(ndata)): for s in range(len(self.sets)): cn[s] = self.sets[s].membership(ndata[t]) for w in range(self.order - 1): ow[w, s] = self.sets[s].membership(ndata[t - w]) rn[w, s] = ow[w, s] * cn[s] ft[s] = max(ft[s], rn[w, s]) mft = max(ft) out = 0.0 count = 0.0 for s in range(len(self.sets)): if ft[s] == mft: out = out + self.sets[s].centroid count += 1.0 ret.append(out / count) ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]]) return ret def train(self, data, sets, order=1, parameters=None): self.sets = sets self.order = order