import numpy as np from pyFTS import * class ProbabilisticFLRG(hofts.HighOrderFLRG): def __init__(self,order): super(ProbabilisticFLRG, self).__init__(order) self.RHS = {} self.frequencyCount = 0 def appendRHS(self,c): self.frequencyCount = self.frequencyCount + 1 if c.name in self.RHS: self.RHS[c.name] = self.RHS[c.name] + 1 else: self.RHS[c.name] = 1 def getProbability(self,c): return self.RHS[c] / self.frequencyCount def __str__(self): tmp2 = "" for c in sorted(self.RHS): if len(tmp2) > 0: tmp2 = tmp2 + ", " tmp2 = tmp2 + c + "(" + str(round(self.RHS[c]/self.frequencyCount,3)) + ")" return self.strLHS() + " -> " + tmp2 class ProbabilisticIntervalFTS(ifts.IntervalFTS): def __init__(self,name): super(ProbabilisticIntervalFTS, self).__init__("PIFTS") self.shortname = "PIFTS " + name self.name = "Probabilistic Interval FTS" self.detail = "Silva, P.; GuimarĂ£es, F.; Sadaei, H." self.flrgs = {} self.globalFrequency = 0 self.isInterval = True def generateFLRG(self, flrs): flrgs = {} l = len(flrs) for k in np.arange(self.order +1, l): flrg = ProbabilisticFLRG(self.order) for kk in np.arange(k - self.order, k): flrg.appendLHS( flrs[kk].LHS ) if flrg.strLHS() in flrgs: flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS) else: flrgs[flrg.strLHS()] = flrg; flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS) self.globalFrequency = self.globalFrequency + 1 return (flrgs) def getProbability(self, flrg): if flrg.strLHS() in self.flrgs: return self.flrgs[ flrg.strLHS() ].frequencyCount / self.globalFrequency else: return 1/ self.globalFrequency def getUpper(self,flrg): if flrg.strLHS() in self.flrgs: tmp = self.flrgs[ flrg.strLHS() ] ret = sum(np.array([ tmp.getProbability(s) * self.setsDict[s].upper for s in tmp.RHS])) else: ret = flrg.LHS[-1].upper return ret def getLower(self,flrg): if flrg.strLHS() in self.flrgs: tmp = self.flrgs[ flrg.strLHS() ] ret = sum(np.array([ tmp.getProbability(s) * self.setsDict[s].lower for s in tmp.RHS])) else: ret = flrg.LHS[-1].lower return ret def forecast(self,data): ndata = np.array(data) l = len(ndata) ret = [] for k in np.arange(self.order-1,l): affected_flrgs = [] affected_flrgs_memberships = [] norms = [] up = [] lo = [] # Find the sets which membership > 0 for each lag count = 0 lags = {} if self.order > 1: subset = ndata[k-(self.order-1) : k+1 ] for instance in subset: mb = common.fuzzyInstance(instance, self.sets) tmp = np.argwhere( mb ) idx = np.ravel(tmp) #flatten the array if idx.size == 0: # the element is out of the bounds of the Universe of Discourse if instance <= self.sets[0].lower: idx = [0] if instance >= self.sets[-1].upper: idx = [len(self.sets)-1] lags[count] = idx count = count + 1 # Build the tree with all possible paths root = tree.FLRGTreeNode(None) self.buildTree(root,lags,0) # Trace the possible paths and build the PFLRG's for p in root.paths(): path = list(reversed(list(filter(None.__ne__, p)))) flrg = hofts.HighOrderFLRG(self.order) for kk in path: flrg.appendLHS(self.sets[ kk ]) ## affected_flrgs.append( flrg ) # Find the general membership of FLRG affected_flrgs_memberships.append(min(self.getSequenceMembership(subset, flrg.LHS))) else: mv = common.fuzzyInstance(ndata[k],self.sets) # get all membership values tmp = np.argwhere( mv ) # get the indices of values > 0 idx = np.ravel(tmp) # flatten the array for kk in idx: flrg = hofts.HighOrderFLRG(self.order) flrg.appendLHS(self.sets[ kk ]) affected_flrgs.append( flrg ) affected_flrgs_memberships.append(mv[kk]) count = 0 for flrg in affected_flrgs: # achar o os bounds de cada FLRG, ponderados pela probabilidade e pertinĂªncia norm = self.getProbability(flrg) * affected_flrgs_memberships[count] up.append( norm * self.getUpper(flrg) ) lo.append( norm * self.getLower(flrg) ) norms.append(norm) count = count + 1 # gerar o intervalo norm = sum(norms) if norm == 0: ret.append( [ 0, 0 ] ) else: ret.append( [ sum(lo)/norm, sum(up)/norm ] ) return ret def forecastAhead(self,data,steps): ret = [[data[k],data[k]] for k in np.arange(len(data)-self.order,len(data))] for k in np.arange(self.order,steps): if ret[-1][0] <= self.sets[0].lower and ret[-1][0] >= self.sets[-1].upper: ret.append(ret[-1]) else: lower = self.forecast( [ret[x][0] for x in np.arange(k-self.order,k)] ) upper = self.forecast( [ret[x][1] for x in np.arange(k-self.order,k)] ) ret.append([np.min(lower),np.max(upper)]) return ret def __str__(self): tmp = self.name + ":\n" for r in sorted(self.flrgs): p = round(self.flrgs[r].frequencyCount / self.globalFrequency,3) tmp = tmp + "(" + str(p) + ") " + str(self.flrgs[r]) + "\n" return tmp