pyFTS.models.multivariate package

Submodules

pyFTS.models.multivariate.FLR module

class pyFTS.models.multivariate.FLR.FLR

Bases: object

Multivariate Fuzzy Logical Relationship

set_lhs(var, set)

set_rhs(set)

pyFTS.models.multivariate.common module

pyFTS.models.multivariate.common.fuzzyfy_instance(data_point, var)

pyFTS.models.multivariate.flrg module

class pyFTS.models.multivariate.flrg.FLRG(**kwargs)

Bases: pyFTS.common.flrg.FLRG

Multivariate Fuzzy Logical Rule Group

append_rhs(fset, **kwargs)

get_membership(data, variables)

Returns the membership value of the FLRG for the input data

Parameters:

• data – input data
• sets – fuzzy sets

Returns:

the membership value

set_lhs(var, fset)

pyFTS.models.multivariate.mvfts module

class pyFTS.models.multivariate.mvfts.MVFTS(**kwargs)

Bases: pyFTS.common.fts.FTS

Multivariate extension of Chen’s ConventionalFTS method

append_variable(var)

Append a new endogenous variable to the model

Parameters:var – variable object Returns:

apply_transformations(data, params=None, updateUoD=False, **kwargs)

Apply the data transformations for data preprocessing

Parameters:

• data – input data
• params – transformation parameters
• updateUoD –
• kwargs –

Returns:

preprocessed data

clone_parameters(model)

Import the parameters values from other model

Parameters:model –

forecast(data, **kwargs)

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

format_data(data)

generate_flrg(flrs)

generate_flrs(data)

generate_lhs_flrs(data)

train(data, **kwargs)

Method specific parameter fitting

Parameters:

• data – training time series data
• kwargs – Method specific parameters

pyFTS.models.multivariate.variable module

class pyFTS.models.multivariate.variable.Variable(name, **kwargs)

Bases: object

A variable of a fuzzy time series multivariate model. Each variable contains its own transformations and partitioners.

alias = None

A string with the alias of the variable

apply_inverse_transformations(data, **kwargs)

apply_transformations(data, **kwargs)

build(**kwargs)

Parameters:kwargs – Returns:

data_label = None

A string with the column name on DataFrame

name = None

A string with the name of the variable

Module contents

Multivariate Fuzzy Time Series methods