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<h1>Source code for pyFTS.models.hwang</h1><div class="highlight"><pre>
<span></span><span class="sd">"""</span>
<span class="sd">High Order Fuzzy Time Series by Hwang, Chen and Lee (1998)</span>
<span class="sd">Jeng-Ren Hwang, Shyi-Ming Chen, and Chia-Hoang Lee, “Handling forecasting problems using fuzzy time series,” </span>
<span class="sd">Fuzzy Sets Syst., no. 100, pp. 217–228, 1998.</span>
<span class="sd">"""</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="kn">from</span> <span class="nn">pyFTS.common</span> <span class="k">import</span> <span class="n">FuzzySet</span><span class="p">,</span> <span class="n">FLR</span><span class="p">,</span> <span class="n">Transformations</span><span class="p">,</span> <span class="n">fts</span>
<div class="viewcode-block" id="HighOrderFTS"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hwang.HighOrderFTS">[docs]</a><span class="k">class</span> <span class="nc">HighOrderFTS</span><span class="p">(</span><span class="n">fts</span><span class="o">.</span><span class="n">FTS</span><span class="p">):</span>
<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="nb">super</span><span class="p">(</span><span class="n">HighOrderFTS</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">is_high_order</span> <span class="o">=</span> <span class="kc">True</span>
<span class="bp">self</span><span class="o">.</span><span class="n">min_order</span> <span class="o">=</span> <span class="mi">2</span>
<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"Hwang High Order FTS"</span>
<span class="bp">self</span><span class="o">.</span><span class="n">shortname</span> <span class="o">=</span> <span class="s2">"Hwang"</span>
<span class="bp">self</span><span class="o">.</span><span class="n">detail</span> <span class="o">=</span> <span class="s2">"Hwang"</span>
<span class="bp">self</span><span class="o">.</span><span class="n">configure_lags</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<div class="viewcode-block" id="HighOrderFTS.configure_lags"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hwang.HighOrderFTS.configure_lags">[docs]</a> <span class="k">def</span> <span class="nf">configure_lags</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="k">if</span> <span class="s2">"order"</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">order</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"order"</span><span class="p">,</span> <span class="mi">2</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">max_lag</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">order</span></div>
<div class="viewcode-block" id="HighOrderFTS.forecast"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hwang.HighOrderFTS.forecast">[docs]</a> <span class="k">def</span> <span class="nf">forecast</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="n">cn</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mf">0.0</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">l</span><span class="p">)])</span>
<span class="n">ow</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([[</span><span class="mf">0.0</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">l</span><span class="p">)]</span> <span class="k">for</span> <span class="n">z</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span> <span class="o">-</span> <span class="mi">1</span><span class="p">)])</span>
<span class="n">rn</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([[</span><span class="mf">0.0</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">l</span><span class="p">)]</span> <span class="k">for</span> <span class="n">z</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span> <span class="o">-</span> <span class="mi">1</span><span class="p">)])</span>
<span class="n">ft</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mf">0.0</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">l</span><span class="p">)])</span>
<span class="n">ret</span> <span class="o">=</span> <span class="p">[]</span>
<span class="k">for</span> <span class="n">t</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="nb">len</span><span class="p">(</span><span class="n">ndata</span><span class="p">)):</span>
<span class="k">for</span> <span class="n">ix</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">l</span><span class="p">):</span>
<span class="n">s</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">ordered_sets</span><span class="p">[</span><span class="n">ix</span><span class="p">]</span>
<span class="n">cn</span><span class="p">[</span><span class="n">ix</span><span class="p">]</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">s</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">grant_bounds</span><span class="p">(</span><span class="n">ndata</span><span class="p">[</span><span class="n">t</span><span class="p">],</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">ordered_sets</span><span class="p">))</span>
<span class="k">for</span> <span class="n">w</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="o">-</span><span class="mi">1</span><span class="p">):</span>
<span class="n">ow</span><span class="p">[</span><span class="n">w</span><span class="p">,</span> <span class="n">ix</span><span class="p">]</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">s</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">FuzzySet</span><span class="o">.</span><span class="n">grant_bounds</span><span class="p">(</span><span class="n">ndata</span><span class="p">[</span><span class="n">t</span> <span class="o">-</span> <span class="n">w</span><span class="p">],</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">ordered_sets</span><span class="p">))</span>
<span class="n">rn</span><span class="p">[</span><span class="n">w</span><span class="p">,</span> <span class="n">ix</span><span class="p">]</span> <span class="o">=</span> <span class="n">ow</span><span class="p">[</span><span class="n">w</span><span class="p">,</span> <span class="n">ix</span><span class="p">]</span> <span class="o">*</span> <span class="n">cn</span><span class="p">[</span><span class="n">ix</span><span class="p">]</span>
<span class="n">ft</span><span class="p">[</span><span class="n">ix</span><span class="p">]</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="n">ft</span><span class="p">[</span><span class="n">ix</span><span class="p">],</span> <span class="n">rn</span><span class="p">[</span><span class="n">w</span><span class="p">,</span> <span class="n">ix</span><span class="p">])</span>
<span class="n">mft</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="n">ft</span><span class="p">)</span>
<span class="n">out</span> <span class="o">=</span> <span class="mf">0.0</span>
<span class="n">count</span> <span class="o">=</span> <span class="mf">0.0</span>
<span class="k">for</span> <span class="n">ix</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">l</span><span class="p">):</span>
<span class="n">s</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">ordered_sets</span><span class="p">[</span><span class="n">ix</span><span class="p">]</span>
<span class="k">if</span> <span class="n">ft</span><span class="p">[</span><span class="n">ix</span><span class="p">]</span> <span class="o">==</span> <span class="n">mft</span><span class="p">:</span>
<span class="n">out</span> <span class="o">=</span> <span class="n">out</span> <span class="o">+</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">s</span><span class="p">]</span><span class="o">.</span><span class="n">centroid</span>
<span class="n">count</span> <span class="o">+=</span> <span class="mf">1.0</span>
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">out</span> <span class="o">/</span> <span class="n">count</span><span class="p">)</span>
<span class="k">return</span> <span class="n">ret</span></div>
<div class="viewcode-block" id="HighOrderFTS.train"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hwang.HighOrderFTS.train">[docs]</a> <span class="k">def</span> <span class="nf">train</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span> <span class="o">==</span> <span class="kc">None</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">sets</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span>
<span class="bp">self</span><span class="o">.</span><span class="n">configure_lags</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span></div></div>
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