Source code for pyFTS.models.seasonal.msfts

import numpy as np
from pyFTS.common import FLR
from pyFTS.models.seasonal import sfts


[docs]class MultiSeasonalFTS(sfts.SeasonalFTS):
    """
    Multi-Seasonal Fuzzy Time Series
    """
    def __init__(self, name, indexer, **kwargs):
        super(MultiSeasonalFTS, self).__init__("MSFTS")
        self.name = "Multi Seasonal FTS"
        self.shortname = "MSFTS " + name
        self.detail = ""
        self.seasonality = 1
        self.has_seasonality = True
        self.has_point_forecasting = True
        self.is_high_order = False
        self.is_multivariate = True
        self.indexer = indexer
        self.flrgs = {}

[docs]    def generate_flrg(self, flrs):
        for flr in flrs:

            if str(flr.index) not in self.flrgs:
                self.flrgs[str(flr.index)] = sfts.SeasonalFLRG(flr.index)

            self.flrgs[str(flr.index)].append_rhs(flr.RHS)

[docs]    def train(self, data,  **kwargs):
        if kwargs.get('sets', None) is not None:
            self.sets = kwargs.get('sets', None)
        if kwargs.get('parameters', None) is not None:
            self.seasonality = kwargs.get('parameters', None)
        #ndata = self.indexer.set_data(data,self.doTransformations(self.indexer.get_data(data)))
        flrs = FLR.generate_indexed_flrs(self.sets, self.indexer, data)
        self.generate_flrg(flrs)

[docs]    def forecast(self, data, **kwargs):

        ret = []

        index = self.indexer.get_season_of_data(data)
        ndata = self.indexer.get_data(data)

        for k in np.arange(0, len(index)):

            flrg = self.flrgs[str(index[k])]

            mp = self.getMidpoints(flrg)

            ret.append(sum(mp) / len(mp))

        return ret

[docs]    def forecast_ahead(self, data, steps, **kwargs):
        ret = []
        for i in steps:
            flrg = self.flrgs[str(i)]

            mp = self.getMidpoints(flrg)

            ret.append(sum(mp) / len(mp))

        return ret