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3310 lines
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<div class="section" id="pyfts-models-package">
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<h1>pyFTS.models package<a class="headerlink" href="#pyfts-models-package" title="Permalink to this headline">¶</a></h1>
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<div class="section" id="module-pyFTS.models">
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<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models" title="Permalink to this headline">¶</a></h2>
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<p>Fuzzy Time Series methods</p>
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</div>
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<div class="section" id="subpackages">
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<h2>Subpackages<a class="headerlink" href="#subpackages" title="Permalink to this headline">¶</a></h2>
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<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.ensemble.html">pyFTS.models.ensemble package</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#submodules">Submodules</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#module-pyFTS.models.ensemble.ensemble">pyFTS.models.ensemble.ensemble module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#module-pyFTS.models.ensemble.multiseasonal">pyFTS.models.ensemble.multiseasonal module</a></li>
|
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#module-pyFTS.models.ensemble">Module contents</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.incremental.html">pyFTS.models.incremental package</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#module-pyFTS.models.incremental">Module contents</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#submodules">Submodules</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#module-pyFTS.models.incremental.TimeVariant">pyFTS.models.incremental.TimeVariant module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#module-pyFTS.models.incremental.IncrementalEnsemble">pyFTS.models.incremental.IncrementalEnsemble module</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.multivariate.html">pyFTS.models.multivariate package</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate">Module contents</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#submodules">Submodules</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.FLR">pyFTS.models.multivariate.FLR module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.common">pyFTS.models.multivariate.common module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.variable">pyFTS.models.multivariate.variable module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.flrg">pyFTS.models.multivariate.flrg module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.partitioner">pyFTS.models.multivariate.partitioner module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.grid">pyFTS.models.multivariate.grid module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.wmvfts">pyFTS.models.multivariate.wmvfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.cmvfts">pyFTS.models.multivariate.cmvfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.granular">pyFTS.models.multivariate.granular module</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.nonstationary.html">pyFTS.models.nonstationary package</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#submodules">Submodules</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.common">pyFTS.models.nonstationary.common module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.cvfts">pyFTS.models.nonstationary.cvfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.flrg">pyFTS.models.nonstationary.flrg module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.honsfts">pyFTS.models.nonstationary.honsfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.nsfts">pyFTS.models.nonstationary.nsfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.partitioners">pyFTS.models.nonstationary.partitioners module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.perturbation">pyFTS.models.nonstationary.perturbation module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.util">pyFTS.models.nonstationary.util module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary">Module contents</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.seasonal.html">pyFTS.models.seasonal package</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#submodules">Submodules</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.SeasonalIndexer">pyFTS.models.seasonal.SeasonalIndexer module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.cmsfts">pyFTS.models.seasonal.cmsfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.common">pyFTS.models.seasonal.common module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.msfts">pyFTS.models.seasonal.msfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.partitioner">pyFTS.models.seasonal.partitioner module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.sfts">pyFTS.models.seasonal.sfts module</a></li>
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<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal">Module contents</a></li>
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</ul>
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</li>
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</ul>
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</div>
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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.song">
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<span id="pyfts-models-song-module"></span><h2>pyFTS.models.song module<a class="headerlink" href="#module-pyFTS.models.song" title="Permalink to this headline">¶</a></h2>
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<p>First Order Traditional Fuzzy Time Series method by Song & Chissom (1993)</p>
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<ol class="upperalpha simple" start="17">
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<li><p>Song and B. S. Chissom, “Fuzzy time series and its models,” Fuzzy Sets Syst., vol. 54, no. 3, pp. 269–277, 1993.</p></li>
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</ol>
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<dl class="py class">
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<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS">
|
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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.song.</span></span><span class="sig-name descname"><span class="pre">ConventionalFTS</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/song.html#ConventionalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS" 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>Traditional Fuzzy Time Series</p>
|
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<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.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">
|
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<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.auto_update" title="Permalink to this definition">¶</a></dt>
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<dd><p>A boolean value indicating that model is incremental</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.song.ConventionalFTS.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.song.ConventionalFTS.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
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<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.song.ConventionalFTS.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.song.ConventionalFTS.detail" title="Permalink to this definition">¶</a></dt>
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<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
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||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.flr_membership_matrix">
|
||
<span class="sig-name descname"><span class="pre">flr_membership_matrix</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flr</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS.flr_membership_matrix"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.flr_membership_matrix" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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">ndata</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/song.html#ConventionalFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.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 attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.operation_matrix">
|
||
<span class="sig-name descname"><span class="pre">operation_matrix</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS.operation_matrix"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.operation_matrix" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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/song.html#ConventionalFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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.song.ConventionalFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.chen">
|
||
<span id="pyfts-models-chen-module"></span><h2>pyFTS.models.chen module<a class="headerlink" href="#module-pyFTS.models.chen" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Conventional Fuzzy Time Series by Chen (1996)</p>
|
||
<p>S.-M. Chen, “Forecasting enrollments based on fuzzy time series,” Fuzzy Sets Syst., vol. 81, no. 3, pp. 311–319, 1996.</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.chen.</span></span><span class="sig-name descname"><span class="pre">ConventionalFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</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/chen.html#ConventionalFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
|
||
<p>First Order Conventional Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</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/chen.html#ConventionalFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFLRG.get_key">
|
||
<span class="sig-name descname"><span class="pre">get_key</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFLRG.get_key"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG.get_key" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns a unique identifier for this FLRG</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.chen.</span></span><span class="sig-name descname"><span class="pre">ConventionalFTS</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/chen.html#ConventionalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<p>Conventional Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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">ndata</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/chen.html#ConventionalFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.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.chen.ConventionalFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/chen.html#ConventionalFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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/chen.html#ConventionalFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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.chen.ConventionalFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.yu">
|
||
<span id="pyfts-models-yu-module"></span><h2>pyFTS.models.yu module<a class="headerlink" href="#module-pyFTS.models.yu" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Weighted Fuzzy Time Series by Yu(2005)</p>
|
||
<p>H.-K. Yu, “Weighted fuzzy time series models for TAIEX forecasting,”
|
||
Phys. A Stat. Mech. its Appl., vol. 349, no. 3, pp. 609–624, 2005.</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.yu.</span></span><span class="sig-name descname"><span class="pre">WeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</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/yu.html#WeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
|
||
<p>First Order Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</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/yu.html#WeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFLRG.weights">
|
||
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.yu.</span></span><span class="sig-name descname"><span class="pre">WeightedFTS</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/yu.html#WeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<p>First Order Weighted Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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">ndata</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/yu.html#WeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.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.yu.WeightedFTS.generate_FLRG">
|
||
<span class="sig-name descname"><span class="pre">generate_FLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/yu.html#WeightedFTS.generate_FLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.generate_FLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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">ndata</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/yu.html#WeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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.yu.WeightedFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.cheng">
|
||
<span id="pyfts-models-cheng-module"></span><h2>pyFTS.models.cheng module<a class="headerlink" href="#module-pyFTS.models.cheng" title="Permalink to this headline">¶</a></h2>
|
||
<p>Trend Weighted Fuzzy Time Series by Cheng, Chen and Wu (2009)</p>
|
||
<p>C.-H. Cheng, Y.-S. Chen, and Y.-L. Wu, “Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model,”
|
||
Expert Syst. Appl., vol. 36, no. 2, pp. 1826–1832, 2009.</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.cheng.</span></span><span class="sig-name descname"><span class="pre">TrendWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</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/cheng.html#TrendWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.yu.WeightedFLRG" title="pyFTS.models.yu.WeightedFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.yu.WeightedFLRG</span></code></a></p>
|
||
<p>First Order Trend Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFLRG.weights">
|
||
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/cheng.html#TrendWeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.cheng.</span></span><span class="sig-name descname"><span class="pre">TrendWeightedFTS</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/cheng.html#TrendWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.yu.WeightedFTS" title="pyFTS.models.yu.WeightedFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.yu.WeightedFTS</span></code></a></p>
|
||
<p>First Order Trend Weighted Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.generate_FLRG">
|
||
<span class="sig-name descname"><span class="pre">generate_FLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/cheng.html#TrendWeightedFTS.generate_FLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.generate_FLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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.cheng.TrendWeightedFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.hofts">
|
||
<span id="pyfts-models-hofts-module"></span><h2>pyFTS.models.hofts module<a class="headerlink" href="#module-pyFTS.models.hofts" title="Permalink to this headline">¶</a></h2>
|
||
<p>High Order FTS</p>
|
||
<p>Severiano, S. A. Jr; Silva, P. C. L.; Sadaei, H. J.; Guimarães, F. G. Very Short-term Solar Forecasting
|
||
using Fuzzy Time Series. 2017 IEEE International Conference on Fuzzy Systems. DOI10.1109/FUZZ-IEEE.2017.8015732</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">HighOrderFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</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/hofts.html#HighOrderFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
|
||
<p>Conventional High Order Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFLRG.append_lhs">
|
||
<span class="sig-name descname"><span class="pre">append_lhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFLRG.append_lhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG.append_lhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</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/hofts.html#HighOrderFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">HighOrderFTS</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/hofts.html#HighOrderFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<p>Conventional High Order Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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 method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.configure_lags">
|
||
<span class="sig-name descname"><span class="pre">configure_lags</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/hofts.html#HighOrderFTS.configure_lags"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.configure_lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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">ndata</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/hofts.html#HighOrderFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.generate_flrg_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_lhs_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_lhs_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">generate_lhs_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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/hofts.html#HighOrderFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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.hofts.HighOrderFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">WeightedHighOrderFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</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/hofts.html#WeightedHighOrderFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
|
||
<p>Weighted High Order Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.append_lhs">
|
||
<span class="sig-name descname"><span class="pre">append_lhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.append_lhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.append_lhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">fset</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/hofts.html#WeightedHighOrderFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.get_lower">
|
||
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the lower bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>lower bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.get_midpoint">
|
||
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the midpoint value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>the midpoint value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the upper bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>upper bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFLRG.weights">
|
||
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hofts.</span></span><span class="sig-name descname"><span class="pre">WeightedHighOrderFTS</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/hofts.html#WeightedHighOrderFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
|
||
<p>Weighted High Order Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">generate_lhs_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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.hofts.WeightedHighOrderFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.hwang">
|
||
<span id="pyfts-models-hwang-module"></span><h2>pyFTS.models.hwang module<a class="headerlink" href="#module-pyFTS.models.hwang" title="Permalink to this headline">¶</a></h2>
|
||
<p>High Order Fuzzy Time Series by Hwang, Chen and Lee (1998)</p>
|
||
<p>Jeng-Ren Hwang, Shyi-Ming Chen, and Chia-Hoang Lee, “Handling forecasting problems using fuzzy time series,”
|
||
Fuzzy Sets Syst., no. 100, pp. 217–228, 1998.</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.hwang.</span></span><span class="sig-name descname"><span class="pre">HighOrderFTS</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/hwang.html#HighOrderFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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 method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.configure_lags">
|
||
<span class="sig-name descname"><span class="pre">configure_lags</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/hwang.html#HighOrderFTS.configure_lags"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.configure_lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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">ndata</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/hwang.html#HighOrderFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.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 attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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/hwang.html#HighOrderFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.ifts">
|
||
<span id="pyfts-models-ifts-module"></span><h2>pyFTS.models.ifts module<a class="headerlink" href="#module-pyFTS.models.ifts" title="Permalink to this headline">¶</a></h2>
|
||
<p>High Order Interval Fuzzy Time Series</p>
|
||
<p>SILVA, Petrônio CL; SADAEI, Hossein Javedani; GUIMARÃES, Frederico Gadelha. Interval Forecasting with Fuzzy Time Series.
|
||
In: Computational Intelligence (SSCI), 2016 IEEE Symposium Series on. IEEE, 2016. p. 1-8.</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ifts.</span></span><span class="sig-name descname"><span class="pre">IntervalFTS</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/ifts.html#IntervalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
|
||
<p>High Order Interval Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.forecast_ahead_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_ahead_interval</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/ifts.html#IntervalFTS.forecast_ahead_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.forecast_ahead_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval 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</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 intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.forecast_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</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/ifts.html#IntervalFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.forecast_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval 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 prediction intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.get_lower">
|
||
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.get_sequence_membership">
|
||
<span class="sig-name descname"><span class="pre">get_sequence_membership</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">fuzzySets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_sequence_membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_sequence_membership" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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.ifts.IntervalFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ifts.</span></span><span class="sig-name descname"><span class="pre">WeightedIntervalFTS</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/ifts.html#WeightedIntervalFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.WeightedHighOrderFTS" title="pyFTS.models.hofts.WeightedHighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.WeightedHighOrderFTS</span></code></a></p>
|
||
<p>Weighted High Order Interval Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.forecast_ahead_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_ahead_interval</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/ifts.html#WeightedIntervalFTS.forecast_ahead_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.forecast_ahead_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval 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</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 intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.forecast_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</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/ifts.html#WeightedIntervalFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.forecast_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval 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 prediction intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.get_lower">
|
||
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.get_sequence_membership">
|
||
<span class="sig-name descname"><span class="pre">get_sequence_membership</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">fuzzySets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_sequence_membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_sequence_membership" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.ismailefendi">
|
||
<span id="pyfts-models-ismailefendi-module"></span><h2>pyFTS.models.ismailefendi module<a class="headerlink" href="#module-pyFTS.models.ismailefendi" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Improved Weighted Fuzzy Time Series by Efendi, Ismail and Deris (2013)</p>
|
||
<p>R. Efendi, Z. Ismail, and M. M. Deris, “Improved weight Fuzzy Time Series as used in the exchange rates forecasting of
|
||
US Dollar to Ringgit Malaysia,” Int. J. Comput. Intell. Appl., vol. 12, no. 1, p. 1350005, 2013.</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ismailefendi.</span></span><span class="sig-name descname"><span class="pre">ImprovedWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</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/ismailefendi.html#ImprovedWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
|
||
<p>First Order Improved Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</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/ismailefendi.html#ImprovedWeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG.weights">
|
||
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.ismailefendi.</span></span><span class="sig-name descname"><span class="pre">ImprovedWeightedFTS</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/ismailefendi.html#ImprovedWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<p>First Order Improved Weighted Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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">ndata</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/ismailefendi.html#ImprovedWeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ismailefendi.html#ImprovedWeightedFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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">ndata</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/ismailefendi.html#ImprovedWeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.pwfts">
|
||
<span id="pyfts-models-pwfts-module"></span><h2>pyFTS.models.pwfts module<a class="headerlink" href="#module-pyFTS.models.pwfts" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">ProbabilisticWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFLRG" title="pyFTS.models.hofts.HighOrderFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFLRG</span></code></a></p>
|
||
<p>High Order Probabilistic Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</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/pwfts.html#ProbabilisticWeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_lower">
|
||
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the lower bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>lower bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_membership">
|
||
<span class="sig-name descname"><span class="pre">get_membership</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">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_membership" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the membership value of the FLRG for the 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>sets</strong> – fuzzy sets</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>the membership value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_midpoint">
|
||
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Return the expectation of the PWFLRG, the weighted sum</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the upper bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>upper bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability">
|
||
<span class="sig-name descname"><span class="pre">lhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">norm</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.lhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">lhs_conditional_probability_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">lhs_mv</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">norm</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.partition_function">
|
||
<span class="sig-name descname"><span class="pre">partition_function</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">100</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.partition_function"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.partition_function" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_conditional_probability">
|
||
<span class="sig-name descname"><span class="pre">rhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">nbins</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.rhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_unconditional_probability">
|
||
<span class="sig-name descname"><span class="pre">rhs_unconditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.rhs_unconditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_unconditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">ProbabilisticWeightedFTS</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/pwfts.html#ProbabilisticWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.ifts.IntervalFTS" title="pyFTS.models.ifts.IntervalFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ifts.IntervalFTS</span></code></a></p>
|
||
<p>High Order Probabilistic Weighted Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.add_new_PWFLGR">
|
||
<span class="sig-name descname"><span class="pre">add_new_PWFLGR</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.add_new_PWFLGR"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.add_new_PWFLGR" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability">
|
||
<span class="sig-name descname"><span class="pre">flrg_lhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">flrg_lhs_conditional_probability_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability">
|
||
<span class="sig-name descname"><span class="pre">flrg_lhs_unconditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_rhs_conditional_probability">
|
||
<span class="sig-name descname"><span class="pre">flrg_rhs_conditional_probability</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_rhs_conditional_probability"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_rhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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/pwfts.html#ProbabilisticWeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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 method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_distribution">
|
||
<span class="sig-name descname"><span class="pre">forecast_ahead_distribution</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</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/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead_distribution"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_distribution" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Probabilistic 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</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 Probability Distributions</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_ahead_interval</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/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_ahead_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval 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</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 intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution">
|
||
<span class="sig-name descname"><span class="pre">forecast_distribution</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</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/pwfts.html#ProbabilisticWeightedFTS.forecast_distribution"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Probabilistic 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 probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution_from_distribution">
|
||
<span class="sig-name descname"><span class="pre">forecast_distribution_from_distribution</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">previous_dist</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">smooth</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">uod</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">bins</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/pwfts.html#ProbabilisticWeightedFTS.forecast_distribution_from_distribution"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution_from_distribution" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</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/pwfts.html#ProbabilisticWeightedFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval 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 prediction intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg2">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg2</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_flrg2"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg2" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_lhs_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_lhs_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">generate_lhs_flrg_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explain</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_lower">
|
||
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_midpoint">
|
||
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication">
|
||
<span class="sig-name descname"><span class="pre">get_sets_from_both_fuzzyfication</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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 method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_heuristic">
|
||
<span class="sig-name descname"><span class="pre">interval_heuristic</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</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/pwfts.html#ProbabilisticWeightedFTS.interval_heuristic"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_heuristic" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_quantile">
|
||
<span class="sig-name descname"><span class="pre">interval_quantile</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">alpha</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/pwfts.html#ProbabilisticWeightedFTS.interval_quantile"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_quantile" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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 method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_expected_value">
|
||
<span class="sig-name descname"><span class="pre">point_expected_value</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</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/pwfts.html#ProbabilisticWeightedFTS.point_expected_value"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_expected_value" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_heuristic">
|
||
<span class="sig-name descname"><span class="pre">point_heuristic</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sample</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/pwfts.html#ProbabilisticWeightedFTS.point_heuristic"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_heuristic" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied">
|
||
<span class="sig-name descname"><span class="pre">pwflrg_lhs_memberhip_fuzzyfied</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrg</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sample</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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/pwfts.html#ProbabilisticWeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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 method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.update_model">
|
||
<span class="sig-name descname"><span class="pre">update_model</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.update_model"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.update_model" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.highorder_fuzzy_markov_chain">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">highorder_fuzzy_markov_chain</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">model</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#highorder_fuzzy_markov_chain"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.highorder_fuzzy_markov_chain" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.pwfts.visualize_distributions">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.pwfts.</span></span><span class="sig-name descname"><span class="pre">visualize_distributions</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">model</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/pwfts.html#visualize_distributions"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.pwfts.visualize_distributions" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.sadaei">
|
||
<span id="pyfts-models-sadaei-module"></span><h2>pyFTS.models.sadaei module<a class="headerlink" href="#module-pyFTS.models.sadaei" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Exponentialy Weighted Fuzzy Time Series by Sadaei et al. (2013)</p>
|
||
<p>H. J. Sadaei, R. Enayatifar, A. H. Abdullah, and A. Gani, “Short-term load forecasting using a hybrid model with a
|
||
refined exponentially weighted fuzzy time series and an improved harmony search,” Int. J. Electr. Power Energy Syst., vol. 62, no. from 2005, pp. 118–129, 2014.</p>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.sadaei.</span></span><span class="sig-name descname"><span class="pre">ExponentialyWeightedFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</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/sadaei.html#ExponentialyWeightedFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
|
||
<p>First Order Exponentialy Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</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/sadaei.html#ExponentialyWeightedFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFLRG.weights">
|
||
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.sadaei.</span></span><span class="sig-name descname"><span class="pre">ExponentialyWeightedFTS</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/sadaei.html#ExponentialyWeightedFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<p>First Order Exponentialy Weighted Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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">ndata</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/sadaei.html#ExponentialyWeightedFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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/sadaei.html#ExponentialyWeightedFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
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|
||
|
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|
||
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<h3><a href="index.html">Table of Contents</a></h3>
|
||
<ul>
|
||
<li><a class="reference internal" href="#">pyFTS.models package</a><ul>
|
||
<li><a class="reference internal" href="#module-pyFTS.models">Module contents</a></li>
|
||
<li><a class="reference internal" href="#subpackages">Subpackages</a></li>
|
||
<li><a class="reference internal" href="#submodules">Submodules</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.song">pyFTS.models.song module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.chen">pyFTS.models.chen module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.yu">pyFTS.models.yu module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.cheng">pyFTS.models.cheng module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.hofts">pyFTS.models.hofts module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.hwang">pyFTS.models.hwang module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.ifts">pyFTS.models.ifts module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.ismailefendi">pyFTS.models.ismailefendi module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.pwfts">pyFTS.models.pwfts module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.sadaei">pyFTS.models.sadaei module</a></li>
|
||
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|
||
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|
||
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|
||
|
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|
||
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|
||
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|
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|
||
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