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<div class="section" id="pyfts-models-incremental-package">
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<h1>pyFTS.models.incremental package<a class="headerlink" href="#pyfts-models-incremental-package" title="Permalink to this headline">¶</a></h1>
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<div class="section" id="module-pyFTS.models.incremental">
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<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.incremental" title="Permalink to this headline">¶</a></h2>
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<p>FTS methods with incremental/online learning</p>
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</div>
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<div class="section" id="submodules">
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<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline">¶</a></h2>
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</div>
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<div class="section" id="module-pyFTS.models.incremental.TimeVariant">
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<span id="pyfts-models-incremental-timevariant-module"></span><h2>pyFTS.models.incremental.TimeVariant module<a class="headerlink" href="#module-pyFTS.models.incremental.TimeVariant" title="Permalink to this headline">¶</a></h2>
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<p>Meta model that wraps another FTS method and continously retrain it using a data window with
|
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the most recent data</p>
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<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer">
|
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<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.incremental.TimeVariant.</span></span><span class="sig-name descname"><span class="pre">Retrainer</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
|
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<p>Meta model for incremental/online learning that retrain its internal model after
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data windows controlled by the parameter ‘batch_size’, using as the training data a
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window of recent lags, whose size is controlled by the parameter ‘window_length’.</p>
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<dl class="py attribute">
|
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<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.alpha_cut">
|
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<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.alpha_cut" title="Permalink to this definition">¶</a></dt>
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<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
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</dd></dl>
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||
|
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<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.auto_update">
|
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<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.auto_update" title="Permalink to this definition">¶</a></dt>
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<dd><p>If true the model is updated at each time and not recreated</p>
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</dd></dl>
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<dl class="py attribute">
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<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.batch_size">
|
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<span class="sig-name descname"><span class="pre">batch_size</span></span><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.batch_size" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>The batch interval between each retraining</p>
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||
</dd></dl>
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||
|
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<dl class="py attribute">
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<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.benchmark_only">
|
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<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
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||
</dd></dl>
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||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.detail">
|
||
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.detail" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.dump">
|
||
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.flrgs">
|
||
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.flrgs" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.forecast">
|
||
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.forecast" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast one step ahead</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>kwargs</strong> – model specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the forecasted values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.forecast_ahead">
|
||
<span class="sig-name descname"><span class="pre">forecast_ahead</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">steps</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.forecast_ahead"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.forecast_ahead" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast from 1 to H steps ahead, where H is given by the steps parameter</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>steps</strong> – the number of steps ahead to forecast (default: 1)</p></li>
|
||
<li><p><strong>start_at</strong> – in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the forecasted values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.fts_method">
|
||
<span class="sig-name descname"><span class="pre">fts_method</span></span><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.fts_method" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The FTS method to be called when a new model is build</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.fts_params">
|
||
<span class="sig-name descname"><span class="pre">fts_params</span></span><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.fts_params" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The FTS method specific parameters</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.has_interval_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.has_interval_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.has_point_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.has_point_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.has_probability_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.has_probability_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.has_seasonality">
|
||
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.has_seasonality" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.is_clustered">
|
||
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.is_clustered" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
|
||
a monovariate method, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.is_high_order">
|
||
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.is_high_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.is_multivariate">
|
||
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.is_time_variant">
|
||
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.is_time_variant" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if this model is time variant</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.is_wrapper">
|
||
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.is_wrapper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.lags">
|
||
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of lag indexes for high order models</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.log">
|
||
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.max_lag">
|
||
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.max_lag" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
|
||
needed to forecast a single step ahead</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.min_order">
|
||
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.min_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.model">
|
||
<span class="sig-name descname"><span class="pre">model</span></span><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.model" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The most recent trained model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.offset">
|
||
<span class="sig-name descname"><span class="pre">offset</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.offset"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.offset" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the number of lags to skip in the input test data in order to synchronize it with
|
||
the forecasted values given by the predict function. This is necessary due to the order of the
|
||
model, among other parameters.</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Returns</dt>
|
||
<dd class="field-odd"><p>An integer with the number of lags to skip</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.order">
|
||
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.original_max">
|
||
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.original_max" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.original_min">
|
||
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.original_min" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner">
|
||
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The most recent trained partitioner</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_method">
|
||
<span class="sig-name descname"><span class="pre">partitioner_method</span></span><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_method" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The partitioner method to be called when a new model is build</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_params">
|
||
<span class="sig-name descname"><span class="pre">partitioner_params</span></span><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.partitioner_params" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The partitioner method parameters</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.shortname">
|
||
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.shortname" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with a short name or alias for the model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.standard_horizon">
|
||
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.train">
|
||
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/TimeVariant.html#Retrainer.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – training time series data</p></li>
|
||
<li><p><strong>kwargs</strong> – Method specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.transformations">
|
||
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.transformations_param">
|
||
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.transformations_param" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the specific parameters for each data transformation</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.uod_clip">
|
||
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.uod_clip" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.TimeVariant.Retrainer.window_length">
|
||
<span class="sig-name descname"><span class="pre">window_length</span></span><a class="headerlink" href="#pyFTS.models.incremental.TimeVariant.Retrainer.window_length" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The memory window length</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.incremental.IncrementalEnsemble">
|
||
<span id="pyfts-models-incremental-incrementalensemble-module"></span><h2>pyFTS.models.incremental.IncrementalEnsemble module<a class="headerlink" href="#module-pyFTS.models.incremental.IncrementalEnsemble" title="Permalink to this headline">¶</a></h2>
|
||
<p>Time Variant/Incremental Ensemble of FTS methods</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.incremental.IncrementalEnsemble.</span></span><span class="sig-name descname"><span class="pre">IncrementalEnsembleFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.models.ensemble.html#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="pyFTS.models.ensemble.ensemble.EnsembleFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ensemble.ensemble.EnsembleFTS</span></code></a></p>
|
||
<p>Time Variant/Incremental Ensemble of FTS methods</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.alpha_cut">
|
||
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.alpha_cut" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.auto_update">
|
||
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.auto_update" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating that model is incremental</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.batch_size">
|
||
<span class="sig-name descname"><span class="pre">batch_size</span></span><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.batch_size" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The batch interval between each retraining</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.benchmark_only">
|
||
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.detail">
|
||
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.detail" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.dump">
|
||
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.flrgs">
|
||
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.flrgs" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast">
|
||
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast one step ahead</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>kwargs</strong> – model specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the forecasted values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast_ahead">
|
||
<span class="sig-name descname"><span class="pre">forecast_ahead</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">steps</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.forecast_ahead"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.forecast_ahead" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast from 1 to H steps ahead, where H is given by the steps parameter</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>steps</strong> – the number of steps ahead to forecast (default: 1)</p></li>
|
||
<li><p><strong>start_at</strong> – in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the forecasted values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_method">
|
||
<span class="sig-name descname"><span class="pre">fts_method</span></span><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_method" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The FTS method to be called when a new model is build</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_params">
|
||
<span class="sig-name descname"><span class="pre">fts_params</span></span><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.fts_params" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The FTS method specific parameters</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_interval_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_interval_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_point_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_point_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_probability_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_probability_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_seasonality">
|
||
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.has_seasonality" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_clustered">
|
||
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_clustered" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
|
||
a monovariate method, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_high_order">
|
||
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_high_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_multivariate">
|
||
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_time_variant">
|
||
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_time_variant" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if this model is time variant</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_wrapper">
|
||
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.is_wrapper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.lags">
|
||
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of lag indexes for high order models</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.log">
|
||
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.max_lag">
|
||
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.max_lag" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
|
||
needed to forecast a single step ahead</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.min_order">
|
||
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.min_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.num_models">
|
||
<span class="sig-name descname"><span class="pre">num_models</span></span><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.num_models" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The number of models to hold in the ensemble</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.offset">
|
||
<span class="sig-name descname"><span class="pre">offset</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.offset"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.offset" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the number of lags to skip in the input test data in order to synchronize it with
|
||
the forecasted values given by the predict function. This is necessary due to the order of the
|
||
model, among other parameters.</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Returns</dt>
|
||
<dd class="field-odd"><p>An integer with the number of lags to skip</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.order">
|
||
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.original_max">
|
||
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.original_max" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.original_min">
|
||
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.original_min" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner">
|
||
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_method">
|
||
<span class="sig-name descname"><span class="pre">partitioner_method</span></span><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_method" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The partitioner method to be called when a new model is build</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_params">
|
||
<span class="sig-name descname"><span class="pre">partitioner_params</span></span><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.partitioner_params" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The partitioner method parameters</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.shortname">
|
||
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.shortname" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with a short name or alias for the model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.standard_horizon">
|
||
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train">
|
||
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/incremental/IncrementalEnsemble.html#IncrementalEnsembleFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – training time series data</p></li>
|
||
<li><p><strong>kwargs</strong> – Method specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.transformations">
|
||
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.transformations_param">
|
||
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.transformations_param" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the specific parameters for each data transformation</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.uod_clip">
|
||
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.uod_clip" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
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</dd></dl>
|
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<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.window_length">
|
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<span class="sig-name descname"><span class="pre">window_length</span></span><a class="headerlink" href="#pyFTS.models.incremental.IncrementalEnsemble.IncrementalEnsembleFTS.window_length" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The memory window length</p>
|
||
</dd></dl>
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|
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|
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<li><a class="reference internal" href="#module-pyFTS.models.incremental.TimeVariant">pyFTS.models.incremental.TimeVariant module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.incremental.IncrementalEnsemble">pyFTS.models.incremental.IncrementalEnsemble module</a></li>
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