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<h1>Source code for pyFTS.models.nonstationary.honsfts</h1><div class="highlight"><pre>
<span></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">fts</span><span class="p">,</span> <span class="n">tree</span>
<span class="kn">from</span> <span class="nn">pyFTS.models</span> <span class="k">import</span> <span class="n">hofts</span>
<span class="kn">from</span> <span class="nn">pyFTS.models.nonstationary</span> <span class="k">import</span> <span class="n">common</span><span class="p">,</span> <span class="n">flrg</span>
<div class="viewcode-block" id="HighOrderNonStationaryFLRG"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG">[docs]</a><span class="k">class</span> <span class="nc">HighOrderNonStationaryFLRG</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">NonStationaryFLRG</span><span class="p">):</span>
<span class="sd">"""First Order NonStationary Fuzzy Logical Relationship Group"""</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="n">order</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">HighOrderNonStationaryFLRG</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="n">order</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">LHS</span> <span class="o">=</span> <span class="p">[]</span>
<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span> <span class="o">=</span> <span class="p">{}</span>
<div class="viewcode-block" id="HighOrderNonStationaryFLRG.append_rhs"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.append_rhs">[docs]</a> <span class="k">def</span> <span class="nf">append_rhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">c</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="n">c</span><span class="o">.</span><span class="n">name</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">[</span><span class="n">c</span><span class="o">.</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">c</span></div>
<div class="viewcode-block" id="HighOrderNonStationaryFLRG.append_lhs"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.append_lhs">[docs]</a> <span class="k">def</span> <span class="nf">append_lhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">c</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">LHS</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">c</span><span class="p">)</span></div>
<span class="k">def</span> <span class="nf">__str__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="s2">""</span>
<span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="nb">sorted</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">):</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">tmp</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="n">tmp</span> <span class="o">+</span> <span class="s2">","</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="n">tmp</span> <span class="o">+</span> <span class="n">c</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="o">+</span> <span class="s2">" -> "</span> <span class="o">+</span> <span class="n">tmp</span></div>
<div class="viewcode-block" id="HighOrderNonStationaryFTS"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS">[docs]</a><span class="k">class</span> <span class="nc">HighOrderNonStationaryFTS</span><span class="p">(</span><span class="n">hofts</span><span class="o">.</span><span class="n">HighOrderFTS</span><span class="p">):</span>
<span class="sd">"""NonStationaryFTS Fuzzy Time Series"""</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="n">name</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">HighOrderNonStationaryFTS</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="s2">"HONSFTS "</span> <span class="o">+</span> <span class="n">name</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">name</span> <span class="o">=</span> <span class="s2">"High Order Non Stationary FTS"</span>
<span class="bp">self</span><span class="o">.</span><span class="n">detail</span> <span class="o">=</span> <span class="s2">""</span>
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span> <span class="o">=</span> <span class="p">{}</span>
<div class="viewcode-block" id="HighOrderNonStationaryFTS.generate_flrg"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.generate_flrg">[docs]</a> <span class="k">def</span> <span class="nf">generate_flrg</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="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
<span class="n">window_size</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">"window_size"</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="k">for</span> <span class="n">k</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="p">,</span> <span class="n">l</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">dump</span><span class="p">:</span> <span class="nb">print</span><span class="p">(</span><span class="s2">"FLR: "</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">k</span><span class="p">))</span>
<span class="n">sample</span> <span class="o">=</span> <span class="n">data</span><span class="p">[</span><span class="n">k</span> <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">:</span> <span class="n">k</span><span class="p">]</span>
<span class="n">disp</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">window_index</span><span class="p">(</span><span class="n">k</span><span class="p">,</span> <span class="n">window_size</span><span class="p">)</span>
<span class="n">rhs</span> <span class="o">=</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">key</span><span class="p">]</span> <span class="k">for</span> <span class="n">key</span> <span class="ow">in</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="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">key</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">data</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="n">disp</span><span class="p">)</span> <span class="o">></span> <span class="mf">0.0</span><span class="p">]</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">rhs</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
<span class="n">rhs</span> <span class="o">=</span> <span class="p">[</span><span class="n">common</span><span class="o">.</span><span class="n">check_bounds</span><span class="p">(</span><span class="n">data</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="p">,</span> <span class="n">disp</span><span class="p">)]</span>
<span class="n">lags</span> <span class="o">=</span> <span class="p">{}</span>
<span class="k">for</span> <span class="n">o</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="mi">0</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">):</span>
<span class="n">tdisp</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">window_index</span><span class="p">(</span><span class="n">k</span> <span class="o">-</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">o</span><span class="p">),</span> <span class="n">window_size</span><span class="p">)</span>
<span class="n">lhs</span> <span class="o">=</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">key</span><span class="p">]</span> <span class="k">for</span> <span class="n">key</span> <span class="ow">in</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="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">key</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">sample</span><span class="p">[</span><span class="n">o</span><span class="p">],</span> <span class="n">tdisp</span><span class="p">)</span> <span class="o">></span> <span class="mf">0.0</span><span class="p">]</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">lhs</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
<span class="n">lhs</span> <span class="o">=</span> <span class="p">[</span><span class="n">common</span><span class="o">.</span><span class="n">check_bounds</span><span class="p">(</span><span class="n">sample</span><span class="p">[</span><span class="n">o</span><span class="p">],</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="p">,</span> <span class="n">tdisp</span><span class="p">)]</span>
<span class="n">lags</span><span class="p">[</span><span class="n">o</span><span class="p">]</span> <span class="o">=</span> <span class="n">lhs</span>
<span class="n">root</span> <span class="o">=</span> <span class="n">tree</span><span class="o">.</span><span class="n">FLRGTreeNode</span><span class="p">(</span><span class="kc">None</span><span class="p">)</span>
<span class="n">tree</span><span class="o">.</span><span class="n">build_tree_without_order</span><span class="p">(</span><span class="n">root</span><span class="p">,</span> <span class="n">lags</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span>
<span class="c1"># Trace the possible paths</span>
<span class="k">for</span> <span class="n">p</span> <span class="ow">in</span> <span class="n">root</span><span class="o">.</span><span class="n">paths</span><span class="p">():</span>
<span class="n">flrg</span> <span class="o">=</span> <span class="n">HighOrderNonStationaryFLRG</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">)</span>
<span class="n">path</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="nb">reversed</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="kc">None</span><span class="o">.</span><span class="fm">__ne__</span><span class="p">,</span> <span class="n">p</span><span class="p">))))</span>
<span class="k">for</span> <span class="n">c</span><span class="p">,</span> <span class="n">e</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">path</span><span class="p">,</span> <span class="n">start</span><span class="o">=</span><span class="mi">0</span><span class="p">):</span>
<span class="n">flrg</span><span class="o">.</span><span class="n">append_lhs</span><span class="p">(</span><span class="n">e</span><span class="p">)</span>
<span class="k">if</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span> <span class="o">=</span> <span class="n">flrg</span><span class="p">;</span>
<span class="k">for</span> <span class="n">st</span> <span class="ow">in</span> <span class="n">rhs</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">append_rhs</span><span class="p">(</span><span class="n">st</span><span class="p">)</span></div>
<span class="c1"># flrgs = sorted(flrgs, key=lambda flrg: flrg.get_midpoint(0, window_size=1))</span>
<div class="viewcode-block" id="HighOrderNonStationaryFTS.train"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.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="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'order'</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</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="s1">'order'</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'sets'</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">is</span> <span class="ow">not</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="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'sets'</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
<span class="n">window_size</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="s1">'parameters'</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">generate_flrg</span><span class="p">(</span><span class="n">data</span><span class="p">,</span> <span class="n">window_size</span><span class="o">=</span><span class="n">window_size</span><span class="p">)</span></div>
<span class="k">def</span> <span class="nf">_affected_flrgs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sample</span><span class="p">,</span> <span class="n">k</span><span class="p">,</span> <span class="n">time_displacement</span><span class="p">,</span> <span class="n">window_size</span><span class="p">):</span>
<span class="c1"># print("input: " + str(ndata[k]))</span>
<span class="n">affected_flrgs</span> <span class="o">=</span> <span class="p">[]</span>
<span class="n">affected_flrgs_memberships</span> <span class="o">=</span> <span class="p">[]</span>
<span class="n">lags</span> <span class="o">=</span> <span class="p">{}</span>
<span class="k">for</span> <span class="n">ct</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">sample</span><span class="p">):</span>
<span class="n">tdisp</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">window_index</span><span class="p">((</span><span class="n">k</span> <span class="o">+</span> <span class="n">time_displacement</span><span class="p">)</span> <span class="o">-</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">ct</span><span class="p">),</span> <span class="n">window_size</span><span class="p">)</span>
<span class="n">sel</span> <span class="o">=</span> <span class="p">[</span><span class="n">ct</span> <span class="k">for</span> <span class="n">ct</span><span class="p">,</span> <span class="n">key</span> <span class="ow">in</span> <span class="nb">enumerate</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">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">key</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">dat</span><span class="p">,</span> <span class="n">tdisp</span><span class="p">)</span> <span class="o">></span> <span class="mf">0.0</span><span class="p">]</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">sel</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
<span class="n">sel</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">common</span><span class="o">.</span><span class="n">check_bounds_index</span><span class="p">(</span><span class="n">dat</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="p">,</span> <span class="n">tdisp</span><span class="p">))</span>
<span class="n">lags</span><span class="p">[</span><span class="n">ct</span><span class="p">]</span> <span class="o">=</span> <span class="n">sel</span>
<span class="c1"># Build the tree with all possible paths</span>
<span class="n">root</span> <span class="o">=</span> <span class="n">tree</span><span class="o">.</span><span class="n">FLRGTreeNode</span><span class="p">(</span><span class="kc">None</span><span class="p">)</span>
<span class="n">tree</span><span class="o">.</span><span class="n">build_tree_without_order</span><span class="p">(</span><span class="n">root</span><span class="p">,</span> <span class="n">lags</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span>
<span class="c1"># Trace the possible paths and build the PFLRG's</span>
<span class="k">for</span> <span class="n">p</span> <span class="ow">in</span> <span class="n">root</span><span class="o">.</span><span class="n">paths</span><span class="p">():</span>
<span class="n">path</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="nb">reversed</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="kc">None</span><span class="o">.</span><span class="fm">__ne__</span><span class="p">,</span> <span class="n">p</span><span class="p">))))</span>
<span class="n">flrg</span> <span class="o">=</span> <span class="n">HighOrderNonStationaryFLRG</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">)</span>
<span class="k">for</span> <span class="n">kk</span> <span class="ow">in</span> <span class="n">path</span><span class="p">:</span>
<span class="n">flrg</span><span class="o">.</span><span class="n">append_lhs</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">kk</span><span class="p">]])</span>
<span class="n">affected_flrgs</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">flrg</span><span class="p">)</span>
<span class="c1"># affected_flrgs_memberships.append_rhs(flrg.get_membership(sample, disp))</span>
<span class="c1"># print(flrg.get_key())</span>
<span class="c1"># the FLRG is here because of the bounds verification</span>
<span class="n">mv</span> <span class="o">=</span> <span class="p">[]</span>
<span class="k">for</span> <span class="n">ct</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">sample</span><span class="p">):</span>
<span class="n">td</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">window_index</span><span class="p">((</span><span class="n">k</span> <span class="o">+</span> <span class="n">time_displacement</span><span class="p">)</span> <span class="o">-</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">ct</span><span class="p">),</span> <span class="n">window_size</span><span class="p">)</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="n">flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="n">ct</span><span class="p">]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">dat</span><span class="p">,</span> <span class="n">td</span><span class="p">)</span>
<span class="n">mv</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">tmp</span><span class="p">)</span>
<span class="c1"># print(mv)</span>
<span class="n">affected_flrgs_memberships</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">mv</span><span class="p">))</span>
<span class="k">return</span> <span class="p">[</span><span class="n">affected_flrgs</span><span class="p">,</span> <span class="n">affected_flrgs_memberships</span><span class="p">]</span>
<div class="viewcode-block" id="HighOrderNonStationaryFTS.forecast"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.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">time_displacement</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">"time_displacement"</span><span class="p">,</span><span class="mi">0</span><span class="p">)</span>
<span class="n">window_size</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">"window_size"</span><span class="p">,</span> <span class="mi">1</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="n">ndata</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">k</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="p">,</span> <span class="n">l</span><span class="o">+</span><span class="mi">1</span><span class="p">):</span>
<span class="n">sample</span> <span class="o">=</span> <span class="n">ndata</span><span class="p">[</span><span class="n">k</span> <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">:</span> <span class="n">k</span><span class="p">]</span>
<span class="n">affected_flrgs</span><span class="p">,</span> <span class="n">affected_flrgs_memberships</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_affected_flrgs</span><span class="p">(</span><span class="n">sample</span><span class="p">,</span> <span class="n">k</span><span class="p">,</span>
<span class="n">time_displacement</span><span class="p">,</span> <span class="n">window_size</span><span class="p">)</span>
<span class="c1">#print([str(k) for k in affected_flrgs])</span>
<span class="c1">#print(affected_flrgs_memberships)</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="p">[]</span>
<span class="n">tdisp</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">window_index</span><span class="p">(</span><span class="n">k</span> <span class="o">+</span> <span class="n">time_displacement</span><span class="p">,</span> <span class="n">window_size</span><span class="p">)</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">affected_flrgs</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
<span class="n">tmp</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">common</span><span class="o">.</span><span class="n">check_bounds</span><span class="p">(</span><span class="n">sample</span><span class="p">[</span><span class="o">-</span><span class="mi">1</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">tdisp</span><span class="p">))</span>
<span class="k">elif</span> <span class="nb">len</span><span class="p">(</span><span class="n">affected_flrgs</span><span class="p">)</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
<span class="n">flrg</span> <span class="o">=</span> <span class="n">affected_flrgs</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
<span class="k">if</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="n">tmp</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">get_midpoint</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">tmp</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">get_midpoint</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="k">else</span><span class="p">:</span>
<span class="k">for</span> <span class="n">ct</span><span class="p">,</span> <span class="n">aset</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">affected_flrgs</span><span class="p">):</span>
<span class="k">if</span> <span class="n">aset</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="n">tmp</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">aset</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">get_midpoint</span><span class="p">(</span><span class="n">tdisp</span><span class="p">)</span> <span class="o">*</span>
<span class="n">affected_flrgs_memberships</span><span class="p">[</span><span class="n">ct</span><span class="p">])</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">tmp</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">aset</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">get_midpoint</span><span class="p">(</span><span class="n">tdisp</span><span class="p">)</span><span class="o">*</span>
<span class="n">affected_flrgs_memberships</span><span class="p">[</span><span class="n">ct</span><span class="p">])</span>
<span class="n">pto</span> <span class="o">=</span> <span class="nb">sum</span><span class="p">(</span><span class="n">tmp</span><span class="p">)</span>
<span class="c1">#print(pto)</span>
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">pto</span><span class="p">)</span>
<span class="k">return</span> <span class="n">ret</span></div>
<div class="viewcode-block" id="HighOrderNonStationaryFTS.forecast_interval"><a class="viewcode-back" href="../../../../pyFTS.models.nonstationary.html#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.forecast_interval">[docs]</a> <span class="k">def</span> <span class="nf">forecast_interval</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">time_displacement</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">"time_displacement"</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span>
<span class="n">window_size</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">"window_size"</span><span class="p">,</span> <span class="mi">1</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="n">ndata</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">k</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="p">,</span> <span class="n">l</span> <span class="o">+</span> <span class="mi">1</span><span class="p">):</span>
<span class="n">sample</span> <span class="o">=</span> <span class="n">ndata</span><span class="p">[</span><span class="n">k</span> <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">:</span> <span class="n">k</span><span class="p">]</span>
<span class="n">affected_flrgs</span><span class="p">,</span> <span class="n">affected_flrgs_memberships</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_affected_flrgs</span><span class="p">(</span><span class="n">sample</span><span class="p">,</span> <span class="n">k</span><span class="p">,</span>
<span class="n">time_displacement</span><span class="p">,</span> <span class="n">window_size</span><span class="p">)</span>
<span class="c1"># print([str(k) for k in affected_flrgs])</span>
<span class="c1"># print(affected_flrgs_memberships)</span>
<span class="n">upper</span> <span class="o">=</span> <span class="p">[]</span>
<span class="n">lower</span> <span class="o">=</span> <span class="p">[]</span>
<span class="n">tdisp</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">window_index</span><span class="p">(</span><span class="n">k</span> <span class="o">+</span> <span class="n">time_displacement</span><span class="p">,</span> <span class="n">window_size</span><span class="p">)</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">affected_flrgs</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
<span class="n">aset</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">check_bounds</span><span class="p">(</span><span class="n">sample</span><span class="p">[</span><span class="o">-</span><span class="mi">1</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">tdisp</span><span class="p">)</span>
<span class="n">lower</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">aset</span><span class="o">.</span><span class="n">get_lower</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="n">upper</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">aset</span><span class="o">.</span><span class="n">get_upper</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="k">elif</span> <span class="nb">len</span><span class="p">(</span><span class="n">affected_flrgs</span><span class="p">)</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
<span class="n">_flrg</span> <span class="o">=</span> <span class="n">affected_flrgs</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
<span class="k">if</span> <span class="n">_flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="n">lower</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">_flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">get_lower</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="n">upper</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">_flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">get_upper</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">lower</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">_flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">get_lower</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="n">upper</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">_flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">get_upper</span><span class="p">(</span><span class="n">tdisp</span><span class="p">))</span>
<span class="k">else</span><span class="p">:</span>
<span class="k">for</span> <span class="n">ct</span><span class="p">,</span> <span class="n">aset</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">affected_flrgs</span><span class="p">):</span>
<span class="k">if</span> <span class="n">aset</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="n">lower</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">aset</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">get_lower</span><span class="p">(</span><span class="n">tdisp</span><span class="p">)</span> <span class="o">*</span>
<span class="n">affected_flrgs_memberships</span><span class="p">[</span><span class="n">ct</span><span class="p">])</span>
<span class="n">upper</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">aset</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">get_upper</span><span class="p">(</span><span class="n">tdisp</span><span class="p">)</span> <span class="o">*</span>
<span class="n">affected_flrgs_memberships</span><span class="p">[</span><span class="n">ct</span><span class="p">])</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">lower</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">aset</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">get_lower</span><span class="p">(</span><span class="n">tdisp</span><span class="p">)</span> <span class="o">*</span>
<span class="n">affected_flrgs_memberships</span><span class="p">[</span><span class="n">ct</span><span class="p">])</span>
<span class="n">upper</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">aset</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">get_upper</span><span class="p">(</span><span class="n">tdisp</span><span class="p">)</span> <span class="o">*</span>
<span class="n">affected_flrgs_memberships</span><span class="p">[</span><span class="n">ct</span><span class="p">])</span>
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">([</span><span class="nb">sum</span><span class="p">(</span><span class="n">lower</span><span class="p">),</span> <span class="nb">sum</span><span class="p">(</span><span class="n">upper</span><span class="p">)])</span>
<span class="k">return</span> <span class="n">ret</span></div></div>
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