915 lines
54 KiB
HTML
915 lines
54 KiB
HTML
|
||
|
||
<!doctype html>
|
||
|
||
<html xmlns="http://www.w3.org/1999/xhtml">
|
||
<head>
|
||
<meta http-equiv="X-UA-Compatible" content="IE=Edge" />
|
||
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
|
||
<title>pyFTS.data package — pyFTS 1.2.3 documentation</title>
|
||
<link rel="stylesheet" href="_static/bizstyle.css" type="text/css" />
|
||
<link rel="stylesheet" href="_static/pygments.css" type="text/css" />
|
||
<script type="text/javascript" src="_static/documentation_options.js"></script>
|
||
<script type="text/javascript" src="_static/jquery.js"></script>
|
||
<script type="text/javascript" src="_static/underscore.js"></script>
|
||
<script type="text/javascript" src="_static/doctools.js"></script>
|
||
<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script>
|
||
<script type="text/javascript" src="_static/bizstyle.js"></script>
|
||
<link rel="index" title="Index" href="genindex.html" />
|
||
<link rel="search" title="Search" href="search.html" />
|
||
<link rel="next" title="pyFTS.models package" href="pyFTS.models.html" />
|
||
<link rel="prev" title="pyFTS.common package" href="pyFTS.common.html" />
|
||
<meta name="viewport" content="width=device-width,initial-scale=1.0">
|
||
<!--[if lt IE 9]>
|
||
<script type="text/javascript" src="_static/css3-mediaqueries.js"></script>
|
||
<![endif]-->
|
||
</head><body>
|
||
<div class="related" role="navigation" aria-label="related navigation">
|
||
<h3>Navigation</h3>
|
||
<ul>
|
||
<li class="right" style="margin-right: 10px">
|
||
<a href="genindex.html" title="General Index"
|
||
accesskey="I">index</a></li>
|
||
<li class="right" >
|
||
<a href="py-modindex.html" title="Python Module Index"
|
||
>modules</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.models.html" title="pyFTS.models package"
|
||
accesskey="N">next</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.common.html" title="pyFTS.common package"
|
||
accesskey="P">previous</a> |</li>
|
||
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.2.3 documentation</a> »</li>
|
||
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> »</li>
|
||
<li class="nav-item nav-item-2"><a href="pyFTS.html" accesskey="U">pyFTS package</a> »</li>
|
||
</ul>
|
||
</div>
|
||
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
||
<div class="sphinxsidebarwrapper">
|
||
<p class="logo"><a href="index.html">
|
||
<img class="logo" src="_static/logo_heading2.png" alt="Logo"/>
|
||
</a></p>
|
||
<h3><a href="index.html">Table Of Contents</a></h3>
|
||
<ul>
|
||
<li><a class="reference internal" href="#">pyFTS.data package</a><ul>
|
||
<li><a class="reference internal" href="#module-pyFTS.data">Module contents</a></li>
|
||
<li><a class="reference internal" href="#submodules">Submodules</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.common">pyFTS.data.common module</a></li>
|
||
<li><a class="reference internal" href="#datasets">Datasets</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.AirPassengers">AirPassengers dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.Bitcoin">Bitcoin dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.DowJones">DowJones dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.Enrollments">Enrollments dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.Ethereum">Ethereum dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.EURGBP">EUR-GBP dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.EURUSD">EUR-USD dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.GBPUSD">GBP-USD dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.INMET">INMET dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.NASDAQ">NASDAQ module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.SONDA">SONDA dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.SP500">S&P 500 dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.TAIEX">TAIEX dataset</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.artificial">pyFTS.data.artificial module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.henon">Henon chaotic time series</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.logistic_map">Logistic_map chaotic time series</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.lorentz">Lorentz chaotic time series</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.mackey_glass">Mackey-Glass chaotic time series</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.rossler">Rossler chaotic time series</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.data.sunspots">Sunspots dataset</a></li>
|
||
</ul>
|
||
</li>
|
||
</ul>
|
||
|
||
<h4>Previous topic</h4>
|
||
<p class="topless"><a href="pyFTS.common.html"
|
||
title="previous chapter">pyFTS.common package</a></p>
|
||
<h4>Next topic</h4>
|
||
<p class="topless"><a href="pyFTS.models.html"
|
||
title="next chapter">pyFTS.models package</a></p>
|
||
<div role="note" aria-label="source link">
|
||
<h3>This Page</h3>
|
||
<ul class="this-page-menu">
|
||
<li><a href="_sources/pyFTS.data.rst.txt"
|
||
rel="nofollow">Show Source</a></li>
|
||
</ul>
|
||
</div>
|
||
<div id="searchbox" style="display: none" role="search">
|
||
<h3>Quick search</h3>
|
||
<div class="searchformwrapper">
|
||
<form class="search" action="search.html" method="get">
|
||
<input type="text" name="q" />
|
||
<input type="submit" value="Go" />
|
||
<input type="hidden" name="check_keywords" value="yes" />
|
||
<input type="hidden" name="area" value="default" />
|
||
</form>
|
||
</div>
|
||
</div>
|
||
<script type="text/javascript">$('#searchbox').show(0);</script>
|
||
</div>
|
||
</div>
|
||
|
||
<div class="document">
|
||
<div class="documentwrapper">
|
||
<div class="bodywrapper">
|
||
<div class="body" role="main">
|
||
|
||
<div class="section" id="pyfts-data-package">
|
||
<h1>pyFTS.data package<a class="headerlink" href="#pyfts-data-package" title="Permalink to this headline">¶</a></h1>
|
||
<div class="toctree-wrapper compound">
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data">
|
||
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.data" title="Permalink to this headline">¶</a></h2>
|
||
<p>Module for pyFTS standard datasets facilities</p>
|
||
</div>
|
||
<div class="section" id="submodules">
|
||
<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline">¶</a></h2>
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.common">
|
||
<span id="pyfts-data-common-module"></span><h2>pyFTS.data.common module<a class="headerlink" href="#module-pyFTS.data.common" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.common.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.common.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><em>filename</em>, <em>url</em>, <em>sep=';'</em>, <em>compression='infer'</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/common.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.common.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>This method check if filename already exists, read the file and return its data.
|
||
If the file don’t already exists, it will be downloaded and decompressed.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>filename</strong> – dataset local filename</li>
|
||
<li><strong>url</strong> – dataset internet URL</li>
|
||
<li><strong>sep</strong> – CSV field separator</li>
|
||
<li><strong>compression</strong> – type of compression</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">Pandas dataset</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="datasets">
|
||
<h2>Datasets<a class="headerlink" href="#datasets" title="Permalink to this headline">¶</a></h2>
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.AirPassengers">
|
||
<span id="airpassengers-dataset"></span><h2>AirPassengers dataset<a class="headerlink" href="#module-pyFTS.data.AirPassengers" title="Permalink to this headline">¶</a></h2>
|
||
<p>Monthly totals of a airline passengers from USA, from January 1949 through December 1960.</p>
|
||
<p>Source: Hyndman, R.J., Time Series Data Library, <a class="reference external" href="http://www-personal.buseco.monash.edu.au/~hyndman/TSDL/">http://www-personal.buseco.monash.edu.au/~hyndman/TSDL/</a>.</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.AirPassengers.get_data">
|
||
<code class="descclassname">pyFTS.data.AirPassengers.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/AirPassengers.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.AirPassengers.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.AirPassengers.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.AirPassengers.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/AirPassengers.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.AirPassengers.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.Bitcoin">
|
||
<span id="bitcoin-dataset"></span><h2>Bitcoin dataset<a class="headerlink" href="#module-pyFTS.data.Bitcoin" title="Permalink to this headline">¶</a></h2>
|
||
<p>Bitcoin to USD quotations</p>
|
||
<p>Daily averaged index, by business day, from 2010 to 2018.</p>
|
||
<p>Source: <a class="reference external" href="https://finance.yahoo.com/quote/BTC-USD?p=BTC-USD">https://finance.yahoo.com/quote/BTC-USD?p=BTC-USD</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.Bitcoin.get_data">
|
||
<code class="descclassname">pyFTS.data.Bitcoin.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/Bitcoin.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.Bitcoin.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.Bitcoin.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.Bitcoin.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/Bitcoin.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.Bitcoin.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.DowJones">
|
||
<span id="dowjones-dataset"></span><h2>DowJones dataset<a class="headerlink" href="#module-pyFTS.data.DowJones" title="Permalink to this headline">¶</a></h2>
|
||
<p>DJI - Dow Jones</p>
|
||
<p>Daily averaged index, by business day, from 1985 to 2017.</p>
|
||
<p>Source: <a class="reference external" href="https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC">https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.DowJones.get_data">
|
||
<code class="descclassname">pyFTS.data.DowJones.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/DowJones.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.DowJones.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.DowJones.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.DowJones.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/DowJones.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.DowJones.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.Enrollments">
|
||
<span id="enrollments-dataset"></span><h2>Enrollments dataset<a class="headerlink" href="#module-pyFTS.data.Enrollments" title="Permalink to this headline">¶</a></h2>
|
||
<p>Yearly University of Alabama enrollments from 1971 to 1992.</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.Enrollments.get_data">
|
||
<code class="descclassname">pyFTS.data.Enrollments.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/Enrollments.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.Enrollments.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.Enrollments.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.Enrollments.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/Enrollments.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.Enrollments.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.Ethereum">
|
||
<span id="ethereum-dataset"></span><h2>Ethereum dataset<a class="headerlink" href="#module-pyFTS.data.Ethereum" title="Permalink to this headline">¶</a></h2>
|
||
<p>Ethereum to USD quotations</p>
|
||
<p>Daily averaged index, by business day, from 2016 to 2018.</p>
|
||
<p>Source: <a class="reference external" href="https://finance.yahoo.com/quote/ETH-USD?p=ETH-USD">https://finance.yahoo.com/quote/ETH-USD?p=ETH-USD</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.Ethereum.get_data">
|
||
<code class="descclassname">pyFTS.data.Ethereum.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/Ethereum.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.Ethereum.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.Ethereum.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.Ethereum.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/Ethereum.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.Ethereum.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.EURGBP">
|
||
<span id="eur-gbp-dataset"></span><h2>EUR-GBP dataset<a class="headerlink" href="#module-pyFTS.data.EURGBP" title="Permalink to this headline">¶</a></h2>
|
||
<p>FOREX market EUR-GBP pair.</p>
|
||
<p>Daily averaged quotations, by business day, from 2016 to 2018.</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.EURGBP.get_data">
|
||
<code class="descclassname">pyFTS.data.EURGBP.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/EURGBP.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.EURGBP.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.EURGBP.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.EURGBP.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/EURGBP.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.EURGBP.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.EURUSD">
|
||
<span id="eur-usd-dataset"></span><h2>EUR-USD dataset<a class="headerlink" href="#module-pyFTS.data.EURUSD" title="Permalink to this headline">¶</a></h2>
|
||
<p>FOREX market EUR-USD pair.</p>
|
||
<p>Daily averaged quotations, by business day, from 2016 to 2018.</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.EURUSD.get_data">
|
||
<code class="descclassname">pyFTS.data.EURUSD.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/EURUSD.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.EURUSD.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.EURUSD.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.EURUSD.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/EURUSD.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.EURUSD.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.GBPUSD">
|
||
<span id="gbp-usd-dataset"></span><h2>GBP-USD dataset<a class="headerlink" href="#module-pyFTS.data.GBPUSD" title="Permalink to this headline">¶</a></h2>
|
||
<p>FOREX market GBP-USD pair.</p>
|
||
<p>Daily averaged quotations, by business day, from 2016 to 2018.</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.GBPUSD.get_data">
|
||
<code class="descclassname">pyFTS.data.GBPUSD.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/GBPUSD.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.GBPUSD.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.GBPUSD.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.GBPUSD.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/GBPUSD.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.GBPUSD.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.INMET">
|
||
<span id="inmet-dataset"></span><h2>INMET dataset<a class="headerlink" href="#module-pyFTS.data.INMET" title="Permalink to this headline">¶</a></h2>
|
||
<p>INMET - Instituto Nacional Meteorologia / Brasil</p>
|
||
<p>Belo Horizonte station, from 2000-01-01 to 31/12/2012</p>
|
||
<p>Source: <a class="reference external" href="http://www.inmet.gov.br">http://www.inmet.gov.br</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.INMET.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.INMET.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/INMET.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.INMET.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.NASDAQ">
|
||
<span id="nasdaq-module"></span><h2>NASDAQ module<a class="headerlink" href="#module-pyFTS.data.NASDAQ" title="Permalink to this headline">¶</a></h2>
|
||
<p>National Association of Securities Dealers Automated Quotations - Composite Index (NASDAQ IXIC)</p>
|
||
<p>Daily averaged index by business day, from 2000 to 2016.</p>
|
||
<p>Source: <a class="reference external" href="http://www.nasdaq.com/aspx/flashquotes.aspx?symbol=IXIC&selected=IXIC">http://www.nasdaq.com/aspx/flashquotes.aspx?symbol=IXIC&selected=IXIC</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.NASDAQ.get_data">
|
||
<code class="descclassname">pyFTS.data.NASDAQ.</code><code class="descname">get_data</code><span class="sig-paren">(</span><em>field='avg'</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/NASDAQ.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.NASDAQ.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>field</strong> – the dataset field name to extract</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.NASDAQ.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.NASDAQ.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/NASDAQ.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.NASDAQ.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.SONDA">
|
||
<span id="sonda-dataset"></span><h2>SONDA dataset<a class="headerlink" href="#module-pyFTS.data.SONDA" title="Permalink to this headline">¶</a></h2>
|
||
<p>SONDA - Sistema de Organização Nacional de Dados Ambientais, from INPE - Instituto Nacional de Pesquisas Espaciais, Brasil.</p>
|
||
<p>Brasilia station</p>
|
||
<p>Source: <a class="reference external" href="http://sonda.ccst.inpe.br/">http://sonda.ccst.inpe.br/</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.SONDA.get_data">
|
||
<code class="descclassname">pyFTS.data.SONDA.</code><code class="descname">get_data</code><span class="sig-paren">(</span><em>field</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/SONDA.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.SONDA.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>field</strong> – the dataset field name to extract</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.SONDA.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.SONDA.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/SONDA.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.SONDA.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.SP500">
|
||
<span id="s-p-500-dataset"></span><h2>S&P 500 dataset<a class="headerlink" href="#module-pyFTS.data.SP500" title="Permalink to this headline">¶</a></h2>
|
||
<p>S&P500 - Standard & Poor’s 500</p>
|
||
<p>Daily averaged index, by business day, from 1950 to 2017.</p>
|
||
<p>Source: <a class="reference external" href="https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC">https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.SP500.get_data">
|
||
<code class="descclassname">pyFTS.data.SP500.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/SP500.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.SP500.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.SP500.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.SP500.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/SP500.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.SP500.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.TAIEX">
|
||
<span id="taiex-dataset"></span><h2>TAIEX dataset<a class="headerlink" href="#module-pyFTS.data.TAIEX" title="Permalink to this headline">¶</a></h2>
|
||
<p>The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX)</p>
|
||
<p>Daily averaged index by business day, from 1995 to 2014.</p>
|
||
<p>Source: <a class="reference external" href="http://www.twse.com.tw/en/products/indices/Index_Series.php">http://www.twse.com.tw/en/products/indices/Index_Series.php</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.TAIEX.get_data">
|
||
<code class="descclassname">pyFTS.data.TAIEX.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/TAIEX.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.TAIEX.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.TAIEX.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.TAIEX.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/TAIEX.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.TAIEX.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.artificial">
|
||
<span id="pyfts-data-artificial-module"></span><h2>pyFTS.data.artificial module<a class="headerlink" href="#module-pyFTS.data.artificial" title="Permalink to this headline">¶</a></h2>
|
||
<p>Facilities to generate synthetic stochastic processes</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.artificial.generate_gaussian_linear">
|
||
<code class="descclassname">pyFTS.data.artificial.</code><code class="descname">generate_gaussian_linear</code><span class="sig-paren">(</span><em>mu_ini</em>, <em>sigma_ini</em>, <em>mu_inc</em>, <em>sigma_inc</em>, <em>it=100</em>, <em>num=10</em>, <em>vmin=None</em>, <em>vmax=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/artificial.html#generate_gaussian_linear"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.artificial.generate_gaussian_linear" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Generate data sampled from Gaussian distribution, with constant or linear changing parameters</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>mu_ini</strong> – Initial mean</li>
|
||
<li><strong>sigma_ini</strong> – Initial variance</li>
|
||
<li><strong>mu_inc</strong> – Mean increment after ‘num’ samples</li>
|
||
<li><strong>sigma_inc</strong> – Variance increment after ‘num’ samples</li>
|
||
<li><strong>it</strong> – Number of iterations</li>
|
||
<li><strong>num</strong> – Number of samples generated on each iteration</li>
|
||
<li><strong>vmin</strong> – Lower bound value of generated data</li>
|
||
<li><strong>vmax</strong> – Upper bound value of generated data</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">A list of it*num float values</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.artificial.generate_uniform_linear">
|
||
<code class="descclassname">pyFTS.data.artificial.</code><code class="descname">generate_uniform_linear</code><span class="sig-paren">(</span><em>min_ini</em>, <em>max_ini</em>, <em>min_inc</em>, <em>max_inc</em>, <em>it=100</em>, <em>num=10</em>, <em>vmin=None</em>, <em>vmax=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/artificial.html#generate_uniform_linear"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.artificial.generate_uniform_linear" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Generate data sampled from Uniform distribution, with constant or linear changing bounds</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>mu_ini</strong> – Initial mean</li>
|
||
<li><strong>sigma_ini</strong> – Initial variance</li>
|
||
<li><strong>mu_inc</strong> – Mean increment after ‘num’ samples</li>
|
||
<li><strong>sigma_inc</strong> – Variance increment after ‘num’ samples</li>
|
||
<li><strong>it</strong> – Number of iterations</li>
|
||
<li><strong>num</strong> – Number of samples generated on each iteration</li>
|
||
<li><strong>vmin</strong> – Lower bound value of generated data</li>
|
||
<li><strong>vmax</strong> – Upper bound value of generated data</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">A list of it*num float values</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.artificial.random_walk">
|
||
<code class="descclassname">pyFTS.data.artificial.</code><code class="descname">random_walk</code><span class="sig-paren">(</span><em>n=500</em>, <em>type='gaussian'</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/artificial.html#random_walk"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.artificial.random_walk" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.artificial.white_noise">
|
||
<code class="descclassname">pyFTS.data.artificial.</code><code class="descname">white_noise</code><span class="sig-paren">(</span><em>n=500</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/artificial.html#white_noise"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.artificial.white_noise" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.henon">
|
||
<span id="henon-chaotic-time-series"></span><h2>Henon chaotic time series<a class="headerlink" href="#module-pyFTS.data.henon" title="Permalink to this headline">¶</a></h2>
|
||
<ol class="upperalpha simple" start="13">
|
||
<li>Hénon. “A two-dimensional mapping with a strange attractor”. Commun. Math. Phys. 50, 69-77 (1976)</li>
|
||
</ol>
|
||
<p>dx/dt = a + by(t-1) - x(t-1)^2
|
||
dy/dt = x</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.henon.get_data">
|
||
<code class="descclassname">pyFTS.data.henon.</code><code class="descname">get_data</code><span class="sig-paren">(</span><em>var, a=1.4, b=0.3, initial_values=[1, 1], iterations=1000</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/henon.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.henon.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>var</strong> – the dataset field name to extract</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.henon.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.henon.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><em>a=1.4, b=0.3, initial_values=[1, 1], iterations=1000</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/henon.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.henon.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Return a dataframe with the bivariate Henon Map time series (x, y).</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>a</strong> – Equation coefficient</li>
|
||
<li><strong>b</strong> – Equation coefficient</li>
|
||
<li><strong>initial_values</strong> – numpy array with the initial values of x and y. Default: [1, 1]</li>
|
||
<li><strong>iterations</strong> – number of iterations. Default: 1000</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">Panda dataframe with the x and y values</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.logistic_map">
|
||
<span id="logistic-map-chaotic-time-series"></span><h2>Logistic_map chaotic time series<a class="headerlink" href="#module-pyFTS.data.logistic_map" title="Permalink to this headline">¶</a></h2>
|
||
<p>May, Robert M. (1976). “Simple mathematical models with very complicated dynamics”.
|
||
Nature. 261 (5560): 459–467. doi:10.1038/261459a0.</p>
|
||
<p>x(t) = r * x(t-1) * (1 - x(t -1) )</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.logistic_map.get_data">
|
||
<code class="descclassname">pyFTS.data.logistic_map.</code><code class="descname">get_data</code><span class="sig-paren">(</span><em>r=4</em>, <em>initial_value=0.3</em>, <em>iterations=100</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/logistic_map.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.logistic_map.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Return a list with the logistic map chaotic time series.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>r</strong> – Equation coefficient</li>
|
||
<li><strong>initial_value</strong> – Initial value of x. Default: 0.3</li>
|
||
<li><strong>iterations</strong> – number of iterations. Default: 100</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last"></p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.lorentz">
|
||
<span id="lorentz-chaotic-time-series"></span><h2>Lorentz chaotic time series<a class="headerlink" href="#module-pyFTS.data.lorentz" title="Permalink to this headline">¶</a></h2>
|
||
<p>Lorenz, Edward Norton (1963). “Deterministic nonperiodic flow”. Journal of the Atmospheric Sciences. 20 (2): 130–141.
|
||
<a class="reference external" href="https://doi.org/10.1175/1520-0469(1963">https://doi.org/10.1175/1520-0469(1963</a>)020<0130:DNF>2.0.CO;2</p>
|
||
<p>dx/dt = a(y -x)
|
||
dy/dt = x(b - z) - y
|
||
dz/dt = xy - cz</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.lorentz.get_data">
|
||
<code class="descclassname">pyFTS.data.lorentz.</code><code class="descname">get_data</code><span class="sig-paren">(</span><em>var, a=10.0, b=28.0, c=2.6666666666666665, dt=0.01, initial_values=[0.1, 0, 0], iterations=1000</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/lorentz.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.lorentz.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>var</strong> – the dataset field name to extract</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.lorentz.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.lorentz.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><em>a=10.0, b=28.0, c=2.6666666666666665, dt=0.01, initial_values=[0.1, 0, 0], iterations=1000</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/lorentz.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.lorentz.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Return a dataframe with the multivariate Lorenz Map time series (x, y, z).</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>a</strong> – Equation coefficient. Default value: 10</li>
|
||
<li><strong>b</strong> – Equation coefficient. Default value: 28</li>
|
||
<li><strong>c</strong> – Equation coefficient. Default value: 8.0/3.0</li>
|
||
<li><strong>dt</strong> – Time differential for continuous time integration. Default value: 0.01</li>
|
||
<li><strong>initial_values</strong> – numpy array with the initial values of x,y and z. Default: [0.1, 0, 0]</li>
|
||
<li><strong>iterations</strong> – number of iterations. Default: 1000</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">Panda dataframe with the x, y and z values</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.mackey_glass">
|
||
<span id="mackey-glass-chaotic-time-series"></span><h2>Mackey-Glass chaotic time series<a class="headerlink" href="#module-pyFTS.data.mackey_glass" title="Permalink to this headline">¶</a></h2>
|
||
<p>Mackey, M. C. and Glass, L. (1977). Oscillation and chaos in physiological control systems.
|
||
Science, 197(4300):287-289.</p>
|
||
<p>dy/dt = -by(t)+ cy(t - tau) / 1+y(t-tau)^10</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.mackey_glass.get_data">
|
||
<code class="descclassname">pyFTS.data.mackey_glass.</code><code class="descname">get_data</code><span class="sig-paren">(</span><em>b=0.1</em>, <em>c=0.2</em>, <em>tau=17</em>, <em>initial_values=array([0.5</em>, <em>0.55882353</em>, <em>0.61764706</em>, <em>0.67647059</em>, <em>0.73529412</em>, <em>0.79411765</em>, <em>0.85294118</em>, <em>0.91176471</em>, <em>0.97058824</em>, <em>1.02941176</em>, <em>1.08823529</em>, <em>1.14705882</em>, <em>1.20588235</em>, <em>1.26470588</em>, <em>1.32352941</em>, <em>1.38235294</em>, <em>1.44117647</em>, <em>1.5 ])</em>, <em>iterations=1000</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/mackey_glass.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.mackey_glass.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Return a list with the Mackey-Glass chaotic time series.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>b</strong> – Equation coefficient</li>
|
||
<li><strong>c</strong> – Equation coefficient</li>
|
||
<li><strong>tau</strong> – Lag parameter, default: 17</li>
|
||
<li><strong>initial_values</strong> – numpy array with the initial values of y. Default: np.linspace(0.5,1.5,18)</li>
|
||
<li><strong>iterations</strong> – number of iterations. Default: 1000</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last"></p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.rossler">
|
||
<span id="rossler-chaotic-time-series"></span><h2>Rossler chaotic time series<a class="headerlink" href="#module-pyFTS.data.rossler" title="Permalink to this headline">¶</a></h2>
|
||
<ol class="upperalpha simple" start="15">
|
||
<li><ol class="first upperalpha" start="5">
|
||
<li>Rössler, Phys. Lett. 57A, 397 (1976).</li>
|
||
</ol>
|
||
</li>
|
||
</ol>
|
||
<p>dx/dt = -z - y
|
||
dy/dt = x + ay
|
||
dz/dt = b + z( x - c )</p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.rossler.get_data">
|
||
<code class="descclassname">pyFTS.data.rossler.</code><code class="descname">get_data</code><span class="sig-paren">(</span><em>var, a=0.2, b=0.2, c=5.7, dt=0.01, initial_values=[0.001, 0.001, 0.001], iterations=5000</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/rossler.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.rossler.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>var</strong> – the dataset field name to extract</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.rossler.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.rossler.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><em>a=0.2, b=0.2, c=5.7, dt=0.01, initial_values=[0.001, 0.001, 0.001], iterations=5000</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/rossler.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.rossler.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Return a dataframe with the multivariate Rössler Map time series (x, y, z).</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>a</strong> – Equation coefficient. Default value: 0.2</li>
|
||
<li><strong>b</strong> – Equation coefficient. Default value: 0.2</li>
|
||
<li><strong>c</strong> – Equation coefficient. Default value: 5.7</li>
|
||
<li><strong>dt</strong> – Time differential for continuous time integration. Default value: 0.01</li>
|
||
<li><strong>initial_values</strong> – numpy array with the initial values of x,y and z. Default: [0.001, 0.001, 0.001]</li>
|
||
<li><strong>iterations</strong> – number of iterations. Default: 5000</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">Panda dataframe with the x, y and z values</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.data.sunspots">
|
||
<span id="sunspots-dataset"></span><h2>Sunspots dataset<a class="headerlink" href="#module-pyFTS.data.sunspots" title="Permalink to this headline">¶</a></h2>
|
||
<p>Monthly sunspot numbers from 1749 to May 2016</p>
|
||
<p>Source: <a class="reference external" href="https://www.esrl.noaa.gov/psd/gcos_wgsp/Timeseries/SUNSPOT/">https://www.esrl.noaa.gov/psd/gcos_wgsp/Timeseries/SUNSPOT/</a></p>
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.sunspots.get_data">
|
||
<code class="descclassname">pyFTS.data.sunspots.</code><code class="descname">get_data</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/sunspots.html#get_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.sunspots.get_data" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get a simple univariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">numpy array</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.data.sunspots.get_dataframe">
|
||
<code class="descclassname">pyFTS.data.sunspots.</code><code class="descname">get_dataframe</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/data/sunspots.html#get_dataframe"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.data.sunspots.get_dataframe" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Get the complete multivariate time series data.</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">Pandas DataFrame</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</div>
|
||
</div>
|
||
|
||
|
||
</div>
|
||
</div>
|
||
</div>
|
||
<div class="clearer"></div>
|
||
</div>
|
||
<div class="related" role="navigation" aria-label="related navigation">
|
||
<h3>Navigation</h3>
|
||
<ul>
|
||
<li class="right" style="margin-right: 10px">
|
||
<a href="genindex.html" title="General Index"
|
||
>index</a></li>
|
||
<li class="right" >
|
||
<a href="py-modindex.html" title="Python Module Index"
|
||
>modules</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.models.html" title="pyFTS.models package"
|
||
>next</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.common.html" title="pyFTS.common package"
|
||
>previous</a> |</li>
|
||
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.2.3 documentation</a> »</li>
|
||
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> »</li>
|
||
<li class="nav-item nav-item-2"><a href="pyFTS.html" >pyFTS package</a> »</li>
|
||
</ul>
|
||
</div>
|
||
<div class="footer" role="contentinfo">
|
||
© Copyright 2018, Machine Intelligence and Data Science Laboratory - UFMG - Brazil.
|
||
Created using <a href="http://sphinx-doc.org/">Sphinx</a> 1.7.2.
|
||
</div>
|
||
</body>
|
||
</html> |