import numpy as np from pyFTS.common import FuzzySet, FLR from pyFTS import fts class ConventionalFTS(fts.FTS): """Conventional Fuzzy Time Series""" def __init__(self, name, **kwargs): super(ConventionalFTS, self).__init__(1, "CFTS " + name) self.name = "Conventional FTS" self.detail = "Song & Chissom" self.R = None def flr_membership_matrix(self, flr): lm = [flr.LHS.membership(k.centroid) for k in self.sets] rm = [flr.RHS.membership(k.centroid) for k in self.sets] r = np.zeros((len(self.sets), len(self.sets))) for k in range(0,len(self.sets)): for l in range(0, len(self.sets)): r[k][l] = min(lm[k],rm[l]) return r def operation_matrix(self, flrs): r = np.zeros((len(self.sets),len(self.sets))) for k in flrs: mm = self.flr_membership_matrix(k) for k in range(0, len(self.sets)): for l in range(0, len(self.sets)): r[k][l] = max(r[k][l], mm[k][l]) return r def train(self, data, sets,order=1,parameters=None): self.sets = sets ndata = self.doTransformations(data) tmpdata = FuzzySet.fuzzySeries(ndata, sets) flrs = FLR.generateNonRecurrentFLRs(tmpdata) self.R = self.operation_matrix(flrs) def forecast(self, data, **kwargs): ndata = np.array(self.doTransformations(data)) l = len(ndata) npart = len(self.sets) ret = [] for k in np.arange(0, l): mv = FuzzySet.fuzzyInstance(ndata[k], self.sets) r = [max([ min(self.R[i][j], mv[j]) for j in np.arange(0,npart) ]) for i in np.arange(0,npart)] fs = np.ravel(np.argwhere(r == max(r))) if len(fs) == 1: ret.append(self.sets[fs[0]].centroid) else: mp = [self.sets[s].centroid for s in fs] ret.append( sum(mp)/len(mp)) ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]]) return ret