75 lines
2.2 KiB
Python
75 lines
2.2 KiB
Python
"""
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First Order Traditional Fuzzy Time Series method by Song & Chissom (1993)
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Q. Song and B. S. Chissom, “Fuzzy time series and its models,” Fuzzy Sets Syst., vol. 54, no. 3, pp. 269–277, 1993.
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"""
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import numpy as np
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from pyFTS.common import FuzzySet, FLR
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from pyFTS import fts
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class ConventionalFTS(fts.FTS):
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"""Traditional Fuzzy Time Series"""
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def __init__(self, name, **kwargs):
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super(ConventionalFTS, self).__init__(1, "FTS " + name)
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self.name = "Traditional FTS"
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self.detail = "Song & Chissom"
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self.R = None
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def flr_membership_matrix(self, flr):
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lm = [flr.LHS.membership(k.centroid) for k in self.sets]
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rm = [flr.RHS.membership(k.centroid) for k in self.sets]
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r = np.zeros((len(self.sets), len(self.sets)))
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for k in range(0,len(self.sets)):
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for l in range(0, len(self.sets)):
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r[k][l] = min(lm[k],rm[l])
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return r
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def operation_matrix(self, flrs):
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r = np.zeros((len(self.sets),len(self.sets)))
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for k in flrs:
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mm = self.flr_membership_matrix(k)
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for k in range(0, len(self.sets)):
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for l in range(0, len(self.sets)):
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r[k][l] = max(r[k][l], mm[k][l])
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return r
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def train(self, data, sets,order=1,parameters=None):
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self.sets = sets
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ndata = self.doTransformations(data)
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tmpdata = FuzzySet.fuzzySeries(ndata, sets)
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flrs = FLR.generateNonRecurrentFLRs(tmpdata)
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self.R = self.operation_matrix(flrs)
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def forecast(self, data, **kwargs):
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ndata = np.array(self.doTransformations(data))
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l = len(ndata)
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npart = len(self.sets)
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ret = []
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for k in np.arange(0, l):
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mv = FuzzySet.fuzzyInstance(ndata[k], self.sets)
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r = [max([ min(self.R[i][j], mv[j]) for j in np.arange(0,npart) ]) for i in np.arange(0,npart)]
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fs = np.ravel(np.argwhere(r == max(r)))
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if len(fs) == 1:
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ret.append(self.sets[fs[0]].centroid)
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else:
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mp = [self.sets[s].centroid for s in fs]
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ret.append( sum(mp)/len(mp))
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ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]])
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return ret
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