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645 lines
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<div class="section" id="pyfts-common-transformations-package">
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<h1>pyFTS.common.transformations package<a class="headerlink" href="#pyfts-common-transformations-package" title="Permalink to this headline">¶</a></h1>
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<div class="section" id="module-pyFTS.common.transformations">
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<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.common.transformations" title="Permalink to this headline">¶</a></h2>
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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="pyfts-common-transformations-adapativeexpectation-module">
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<h2>pyFTS.common.transformations.adapativeexpectation module<a class="headerlink" href="#pyfts-common-transformations-adapativeexpectation-module" title="Permalink to this headline">¶</a></h2>
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</div>
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<div class="section" id="module-pyFTS.common.transformations.boxcox">
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<span id="pyfts-common-transformations-boxcox-module"></span><h2>pyFTS.common.transformations.boxcox module<a class="headerlink" href="#module-pyFTS.common.transformations.boxcox" title="Permalink to this headline">¶</a></h2>
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<dl class="py class">
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<dt id="pyFTS.common.transformations.boxcox.BoxCox">
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<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.boxcox.</code><code class="sig-name descname">BoxCox</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">plambda</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/boxcox.html#BoxCox"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
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<p>Box-Cox power transformation</p>
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<p>y’(t) = log( y(t) )
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y(t) = exp( y’(t) )</p>
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<dl class="py method">
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<dt id="pyFTS.common.transformations.boxcox.BoxCox.apply">
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<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/boxcox.html#BoxCox.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox.apply" title="Permalink to this definition">¶</a></dt>
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<dd><p>Apply the transformation on input data</p>
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<dl class="field-list simple">
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<dt class="field-odd">Parameters</dt>
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<dd class="field-odd"><ul class="simple">
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<li><p><strong>data</strong> – input data</p></li>
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<li><p><strong>param</strong> – </p></li>
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<li><p><strong>kwargs</strong> – </p></li>
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</ul>
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</dd>
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<dt class="field-even">Returns</dt>
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<dd class="field-even"><p>numpy array with transformed data</p>
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</dd>
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</dl>
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</dd></dl>
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<dl class="py method">
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<dt id="pyFTS.common.transformations.boxcox.BoxCox.inverse">
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<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/boxcox.html#BoxCox.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox.inverse" title="Permalink to this definition">¶</a></dt>
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<dd><dl class="field-list simple">
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<dt class="field-odd">Parameters</dt>
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<dd class="field-odd"><ul class="simple">
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<li><p><strong>data</strong> – transformed data</p></li>
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<li><p><strong>param</strong> – </p></li>
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<li><p><strong>kwargs</strong> – </p></li>
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</ul>
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</dd>
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<dt class="field-even">Returns</dt>
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<dd class="field-even"><p>numpy array with inverse transformed data</p>
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</dd>
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</dl>
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</dd></dl>
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<dl class="py method">
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<dt id="pyFTS.common.transformations.boxcox.BoxCox.parameters">
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<em class="property">property </em><code class="sig-name descname">parameters</code><a class="headerlink" href="#pyFTS.common.transformations.boxcox.BoxCox.parameters" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</dd></dl>
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</div>
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<div class="section" id="module-pyFTS.common.transformations.differential">
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<span id="pyfts-common-transformations-differential-module"></span><h2>pyFTS.common.transformations.differential module<a class="headerlink" href="#module-pyFTS.common.transformations.differential" title="Permalink to this headline">¶</a></h2>
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<dl class="py class">
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<dt id="pyFTS.common.transformations.differential.Differential">
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<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.differential.</code><code class="sig-name descname">Differential</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">lag</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/differential.html#Differential"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
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<p>Differentiation data transform</p>
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<p>y’(t) = y(t) - y(t-1)
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y(t) = y(t-1) + y’(t)</p>
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<dl class="py method">
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<dt id="pyFTS.common.transformations.differential.Differential.apply">
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<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/differential.html#Differential.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential.apply" title="Permalink to this definition">¶</a></dt>
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<dd><p>Apply the transformation on input data</p>
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<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
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<dd class="field-odd"><ul class="simple">
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<li><p><strong>data</strong> – input data</p></li>
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<li><p><strong>param</strong> – </p></li>
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<li><p><strong>kwargs</strong> – </p></li>
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</ul>
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</dd>
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<dt class="field-even">Returns</dt>
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<dd class="field-even"><p>numpy array with transformed data</p>
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</dd>
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</dl>
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</dd></dl>
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<dl class="py method">
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<dt id="pyFTS.common.transformations.differential.Differential.inverse">
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<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/differential.html#Differential.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential.inverse" title="Permalink to this definition">¶</a></dt>
|
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<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
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</ul>
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</dd>
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<dt class="field-even">Returns</dt>
|
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<dd class="field-even"><p>numpy array with inverse transformed data</p>
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</dd>
|
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</dl>
|
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</dd></dl>
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|
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<dl class="py method">
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<dt id="pyFTS.common.transformations.differential.Differential.parameters">
|
||
<em class="property">property </em><code class="sig-name descname">parameters</code><a class="headerlink" href="#pyFTS.common.transformations.differential.Differential.parameters" title="Permalink to this definition">¶</a></dt>
|
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<dd></dd></dl>
|
||
|
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</dd></dl>
|
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|
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</div>
|
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<div class="section" id="module-pyFTS.common.transformations.normalization">
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<span id="pyfts-common-transformations-normalization-module"></span><h2>pyFTS.common.transformations.normalization module<a class="headerlink" href="#module-pyFTS.common.transformations.normalization" title="Permalink to this headline">¶</a></h2>
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<dl class="py class">
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<dt id="pyFTS.common.transformations.normalization.Normalization">
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<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.normalization.</code><code class="sig-name descname">Normalization</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
|
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<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.normalization.Normalization.apply">
|
||
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization.apply" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Apply the transformation on input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
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<li><p><strong>param</strong> – </p></li>
|
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<li><p><strong>kwargs</strong> – </p></li>
|
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</ul>
|
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</dd>
|
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<dt class="field-even">Returns</dt>
|
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<dd class="field-even"><p>numpy array with transformed data</p>
|
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</dd>
|
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</dl>
|
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</dd></dl>
|
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|
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<dl class="py method">
|
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<dt id="pyFTS.common.transformations.normalization.Normalization.inverse">
|
||
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization.inverse" title="Permalink to this definition">¶</a></dt>
|
||
<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
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<li><p><strong>kwargs</strong> – </p></li>
|
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</ul>
|
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</dd>
|
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<dt class="field-even">Returns</dt>
|
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<dd class="field-even"><p>numpy array with inverse transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.normalization.Normalization.train">
|
||
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/normalization.html#Normalization.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.normalization.Normalization.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.common.transformations.roi">
|
||
<span id="pyfts-common-transformations-roi-module"></span><h2>pyFTS.common.transformations.roi module<a class="headerlink" href="#module-pyFTS.common.transformations.roi" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.common.transformations.roi.ROI">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.roi.</code><code class="sig-name descname">ROI</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/roi.html#ROI"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.roi.ROI" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
|
||
<p>Return of Investment (ROI) transformation. Retrieved from Sadaei and Lee (2014) - Multilayer Stock
|
||
Forecasting Model Using Fuzzy Time Series</p>
|
||
<p>y’(t) = ( y(t) - y(t-1) ) / y(t-1)
|
||
y(t) = ( y(t-1) * y’(t) ) + y(t-1)</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.roi.ROI.apply">
|
||
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/roi.html#ROI.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.roi.ROI.apply" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Apply the transformation on input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.roi.ROI.inverse">
|
||
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/roi.html#ROI.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.roi.ROI.inverse" title="Permalink to this definition">¶</a></dt>
|
||
<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with inverse transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.common.transformations.scale">
|
||
<span id="pyfts-common-transformations-scale-module"></span><h2>pyFTS.common.transformations.scale module<a class="headerlink" href="#module-pyFTS.common.transformations.scale" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.common.transformations.scale.Scale">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.scale.</code><code class="sig-name descname">Scale</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">min</span><span class="o">=</span><span class="default_value">0</span></em>, <em class="sig-param"><span class="n">max</span><span class="o">=</span><span class="default_value">1</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/scale.html#Scale"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
|
||
<p>Scale data inside a interval [min, max]</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.scale.Scale.apply">
|
||
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/scale.html#Scale.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale.apply" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Apply the transformation on input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.scale.Scale.inverse">
|
||
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/scale.html#Scale.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale.inverse" title="Permalink to this definition">¶</a></dt>
|
||
<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with inverse transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.scale.Scale.parameters">
|
||
<em class="property">property </em><code class="sig-name descname">parameters</code><a class="headerlink" href="#pyFTS.common.transformations.scale.Scale.parameters" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.common.transformations.smoothing">
|
||
<span id="pyfts-common-transformations-smoothing-module"></span><h2>pyFTS.common.transformations.smoothing module<a class="headerlink" href="#module-pyFTS.common.transformations.smoothing" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.common.transformations.smoothing.ExponentialSmoothing">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.smoothing.</code><code class="sig-name descname">ExponentialSmoothing</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#ExponentialSmoothing"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.ExponentialSmoothing" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.smoothing.ExponentialSmoothing.apply">
|
||
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#ExponentialSmoothing.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.ExponentialSmoothing.apply" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Apply the transformation on input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.smoothing.ExponentialSmoothing.inverse">
|
||
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#ExponentialSmoothing.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.ExponentialSmoothing.inverse" title="Permalink to this definition">¶</a></dt>
|
||
<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with inverse transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.common.transformations.smoothing.MovingAverage">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.smoothing.</code><code class="sig-name descname">MovingAverage</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#MovingAverage"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.MovingAverage" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.smoothing.MovingAverage.apply">
|
||
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#MovingAverage.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.MovingAverage.apply" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Apply the transformation on input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.smoothing.MovingAverage.inverse">
|
||
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/smoothing.html#MovingAverage.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.smoothing.MovingAverage.inverse" title="Permalink to this definition">¶</a></dt>
|
||
<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with inverse transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="pyfts-common-transformations-som-module">
|
||
<h2>pyFTS.common.transformations.som module<a class="headerlink" href="#pyfts-common-transformations-som-module" title="Permalink to this headline">¶</a></h2>
|
||
</div>
|
||
<div class="section" id="module-pyFTS.common.transformations.transformation">
|
||
<span id="pyfts-common-transformations-transformation-module"></span><h2>pyFTS.common.transformations.transformation module<a class="headerlink" href="#module-pyFTS.common.transformations.transformation" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.common.transformations.transformation.Transformation">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.transformation.</code><code class="sig-name descname">Transformation</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/transformation.html#Transformation"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.9)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
|
||
<p>Data transformation used on pre and post processing of the FTS</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.transformation.Transformation.apply">
|
||
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/transformation.html#Transformation.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation.apply" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Apply the transformation on input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.transformation.Transformation.inverse">
|
||
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/transformation.html#Transformation.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation.inverse" title="Permalink to this definition">¶</a></dt>
|
||
<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with inverse transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt id="pyFTS.common.transformations.transformation.Transformation.is_multivariate">
|
||
<code class="sig-name descname">is_multivariate</code><a class="headerlink" href="#pyFTS.common.transformations.transformation.Transformation.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>detemine if this transformation can be applied to multivariate data</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.common.transformations.trend">
|
||
<span id="pyfts-common-transformations-trend-module"></span><h2>pyFTS.common.transformations.trend module<a class="headerlink" href="#module-pyFTS.common.transformations.trend" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.common.transformations.trend.</code><code class="sig-name descname">LinearTrend</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.transformations.transformation.Transformation</span></code></a></p>
|
||
<p>Linear Trend. Estimate</p>
|
||
<p>y’(t) = y(t) - (a*t+b)
|
||
y(t) = y’(t) + (a*t+b)</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.apply">
|
||
<code class="sig-name descname">apply</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.apply"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.apply" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Apply the transformation on input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.data_field">
|
||
<code class="sig-name descname">data_field</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.data_field" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The Pandas Dataframe column to use as data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.datetime_mask">
|
||
<code class="sig-name descname">datetime_mask</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.datetime_mask" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The Pandas Dataframe mask for datetime indexes</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.generate_indexes">
|
||
<code class="sig-name descname">generate_indexes</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">value</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.generate_indexes"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.generate_indexes" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.increment">
|
||
<code class="sig-name descname">increment</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">value</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.increment"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.increment" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.index_field">
|
||
<code class="sig-name descname">index_field</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.index_field" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The Pandas Dataframe column to use as index</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.index_type">
|
||
<code class="sig-name descname">index_type</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.index_type" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The type of the time index used to train the regression coefficients. Available types are: field, datetime</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.inverse">
|
||
<code class="sig-name descname">inverse</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">param</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.inverse"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.inverse" title="Permalink to this definition">¶</a></dt>
|
||
<dd><dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – transformed data</p></li>
|
||
<li><p><strong>param</strong> – </p></li>
|
||
<li><p><strong>kwargs</strong> – </p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>numpy array with inverse transformed data</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.model">
|
||
<code class="sig-name descname">model</code><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.model" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Regression model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.train">
|
||
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.common.transformations.trend.LinearTrend.trend">
|
||
<code class="sig-name descname">trend</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/common/transformations/trend.html#LinearTrend.trend"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.common.transformations.trend.LinearTrend.trend" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
</div>
|
||
|
||
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<h3><a href="index.html">Table of Contents</a></h3>
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<ul>
|
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<li><a class="reference internal" href="#">pyFTS.common.transformations package</a><ul>
|
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<li><a class="reference internal" href="#module-pyFTS.common.transformations">Module contents</a></li>
|
||
<li><a class="reference internal" href="#submodules">Submodules</a></li>
|
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<li><a class="reference internal" href="#pyfts-common-transformations-adapativeexpectation-module">pyFTS.common.transformations.adapativeexpectation module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.boxcox">pyFTS.common.transformations.boxcox module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.differential">pyFTS.common.transformations.differential module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.normalization">pyFTS.common.transformations.normalization module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.roi">pyFTS.common.transformations.roi module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.scale">pyFTS.common.transformations.scale module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.smoothing">pyFTS.common.transformations.smoothing module</a></li>
|
||
<li><a class="reference internal" href="#pyfts-common-transformations-som-module">pyFTS.common.transformations.som module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.transformation">pyFTS.common.transformations.transformation module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.common.transformations.trend">pyFTS.common.transformations.trend module</a></li>
|
||
</ul>
|
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