#!/usr/bin/python # -*- coding: utf8 -*- import numpy as np from statsmodels.regression.quantile_regression import QuantReg from pyFTS import fts class QuantileRegression(fts.FTS): def __init__(self, name): super(QuantileRegression, self).__init__(1, "QR") self.name = "QR" self.detail = "Quantile Regression" self.isHighOrder = True self.hasIntervalForecasting = True self.benchmark_only = True self.minOrder = 1 self.alpha = 0.5 def train(self, data, sets, order=1, parameters=None): pass def forecast(self, data): pass