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<h1>Source code for pyFTS.models.multivariate.cmvfts</h1><div class="highlight"><pre>
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<span></span>
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<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
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<span class="kn">import</span> <span class="nn">pandas</span> <span class="k">as</span> <span class="nn">pd</span>
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<span class="kn">from</span> <span class="nn">pyFTS.common</span> <span class="k">import</span> <span class="n">FuzzySet</span><span class="p">,</span> <span class="n">FLR</span><span class="p">,</span> <span class="n">fts</span><span class="p">,</span> <span class="n">flrg</span>
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<span class="kn">from</span> <span class="nn">pyFTS.models</span> <span class="k">import</span> <span class="n">hofts</span>
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<span class="kn">from</span> <span class="nn">pyFTS.models.multivariate</span> <span class="k">import</span> <span class="n">mvfts</span><span class="p">,</span> <span class="n">grid</span><span class="p">,</span> <span class="n">common</span>
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<span class="kn">from</span> <span class="nn">types</span> <span class="k">import</span> <span class="n">LambdaType</span>
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<div class="viewcode-block" id="ClusteredMVFTS"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS">[docs]</a><span class="k">class</span> <span class="nc">ClusteredMVFTS</span><span class="p">(</span><span class="n">mvfts</span><span class="o">.</span><span class="n">MVFTS</span><span class="p">):</span>
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<span class="sd">"""</span>
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<span class="sd"> Meta model for high order, clustered multivariate FTS</span>
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<span class="sd"> """</span>
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<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="nb">super</span><span class="p">(</span><span class="n">ClusteredMVFTS</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">fts_method</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'fts_method'</span><span class="p">,</span> <span class="n">hofts</span><span class="o">.</span><span class="n">WeightedHighOrderFTS</span><span class="p">)</span>
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<span class="sd">"""The FTS method to be called when a new model is build"""</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">fts_params</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'fts_params'</span><span class="p">,</span> <span class="p">{})</span>
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<span class="sd">"""The FTS method specific parameters"""</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">model</span> <span class="o">=</span> <span class="kc">None</span>
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<span class="sd">"""The most recent trained model"""</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">knn</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'knn'</span><span class="p">,</span> <span class="mi">2</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">is_high_order</span> <span class="o">=</span> <span class="kc">True</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">is_clustered</span> <span class="o">=</span> <span class="kc">True</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">order</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"order"</span><span class="p">,</span> <span class="mi">2</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">lags</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"lags"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">alpha_cut</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'alpha_cut'</span><span class="p">,</span> <span class="mf">0.0</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">shortname</span> <span class="o">=</span> <span class="s2">"ClusteredMVFTS"</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"Clustered Multivariate FTS"</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">pre_fuzzyfy</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'pre_fuzzyfy'</span><span class="p">,</span> <span class="kc">True</span><span class="p">)</span>
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<div class="viewcode-block" id="ClusteredMVFTS.fuzzyfy"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fuzzyfy">[docs]</a> <span class="k">def</span> <span class="nf">fuzzyfy</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span><span class="n">data</span><span class="p">):</span>
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<span class="n">ndata</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">index</span><span class="p">,</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">data</span><span class="o">.</span><span class="n">iterrows</span><span class="p">():</span>
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<span class="n">data_point</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">format_data</span><span class="p">(</span><span class="n">row</span><span class="p">)</span>
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<span class="n">ndata</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">fuzzyfy</span><span class="p">(</span><span class="n">data_point</span><span class="p">,</span> <span class="n">mode</span><span class="o">=</span><span class="s1">'sets'</span><span class="p">))</span>
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<span class="k">return</span> <span class="n">ndata</span></div>
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<div class="viewcode-block" id="ClusteredMVFTS.train"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.train">[docs]</a> <span class="k">def</span> <span class="nf">train</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">fts_params</span><span class="p">[</span><span class="s1">'order'</span><span class="p">]</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">order</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">model</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">fts_method</span><span class="p">(</span><span class="n">partitioner</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="p">,</span> <span class="o">**</span><span class="bp">self</span><span class="o">.</span><span class="n">fts_params</span><span class="p">)</span>
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<span class="n">ndata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">check_data</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">train</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">fuzzyfied</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">pre_fuzzyfy</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">prune</span><span class="p">()</span></div>
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<div class="viewcode-block" id="ClusteredMVFTS.check_data"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.check_data">[docs]</a> <span class="k">def</span> <span class="nf">check_data</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">data</span><span class="p">):</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">pre_fuzzyfy</span><span class="p">:</span>
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<span class="n">ndata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">fuzzyfy</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">ndata</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">format_data</span><span class="p">(</span><span class="n">k</span><span class="p">)</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">data</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s1">'records'</span><span class="p">)]</span>
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<span class="k">return</span> <span class="n">ndata</span></div>
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<div class="viewcode-block" id="ClusteredMVFTS.forecast"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast">[docs]</a> <span class="k">def</span> <span class="nf">forecast</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="n">ndata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">check_data</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span>
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<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">forecast</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">fuzzyfied</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">pre_fuzzyfy</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span></div>
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<div class="viewcode-block" id="ClusteredMVFTS.forecast_multivariate"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_multivariate">[docs]</a> <span class="k">def</span> <span class="nf">forecast_multivariate</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="n">ndata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">check_data</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
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<span class="n">generators</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'generators'</span><span class="p">,</span> <span class="p">{})</span>
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<span class="n">already_processed_cols</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="n">ret</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="n">ret</span><span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">target_variable</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">forecast</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">fuzzyfied</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">pre_fuzzyfy</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
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<span class="k">for</span> <span class="n">var</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">explanatory_variables</span><span class="p">:</span>
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<span class="k">if</span> <span class="n">var</span><span class="o">.</span><span class="n">data_label</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">already_processed_cols</span><span class="p">:</span>
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<span class="k">if</span> <span class="n">var</span><span class="o">.</span><span class="n">data_label</span> <span class="ow">in</span> <span class="n">generators</span><span class="p">:</span>
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<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">generators</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">],</span> <span class="n">LambdaType</span><span class="p">):</span>
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<span class="n">fx</span> <span class="o">=</span> <span class="n">generators</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span>
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<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">data</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span><span class="o">.</span><span class="n">values</span><span class="p">)</span> <span class="o">></span> <span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">:</span>
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<span class="n">ret</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span> <span class="o">=</span> <span class="p">[</span><span class="n">fx</span><span class="p">(</span><span class="n">k</span><span class="p">)</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">data</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span><span class="o">.</span><span class="n">values</span><span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">:]]</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">ret</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span> <span class="o">=</span> <span class="p">[</span><span class="n">fx</span><span class="p">(</span><span class="n">data</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span><span class="o">.</span><span class="n">values</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">])]</span>
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<span class="k">elif</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">generators</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">],</span> <span class="n">fts</span><span class="o">.</span><span class="n">FTS</span><span class="p">):</span>
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<span class="n">model</span> <span class="o">=</span> <span class="n">generators</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span>
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<span class="k">if</span> <span class="ow">not</span> <span class="n">model</span><span class="o">.</span><span class="n">is_multivariate</span><span class="p">:</span>
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<span class="n">ret</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span> <span class="o">=</span> <span class="n">model</span><span class="o">.</span><span class="n">forecast</span><span class="p">(</span><span class="n">data</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span><span class="o">.</span><span class="n">values</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">ret</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span> <span class="o">=</span> <span class="n">model</span><span class="o">.</span><span class="n">forecast</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">target_variable</span><span class="o">.</span><span class="n">name</span> <span class="o">!=</span> <span class="n">var</span><span class="o">.</span><span class="n">name</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">target_variable</span> <span class="o">=</span> <span class="n">var</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">change_target_variable</span><span class="p">(</span><span class="n">var</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">partitioner</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">reset_calculated_values</span><span class="p">()</span>
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<span class="n">ret</span><span class="p">[</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">]</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="o">.</span><span class="n">forecast</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">fuzzyfied</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">pre_fuzzyfy</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
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<span class="n">already_processed_cols</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">var</span><span class="o">.</span><span class="n">data_label</span><span class="p">)</span>
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<span class="k">return</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">(</span><span class="n">ret</span><span class="p">,</span> <span class="n">columns</span><span class="o">=</span><span class="n">ret</span><span class="o">.</span><span class="n">keys</span><span class="p">())</span></div>
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<div class="viewcode-block" id="ClusteredMVFTS.forecast_ahead_multivariate"><a class="viewcode-back" href="../../../../pyFTS.models.multivariate.html#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_ahead_multivariate">[docs]</a> <span class="k">def</span> <span class="nf">forecast_ahead_multivariate</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="n">steps</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="n">ndata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">apply_transformations</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
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<span class="n">ret</span> <span class="o">=</span> <span class="n">ndata</span><span class="o">.</span><span class="n">iloc</span><span class="p">[:</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">]</span>
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<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">steps</span><span class="p">):</span>
|
|
<span class="n">sample</span> <span class="o">=</span> <span class="n">ret</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="n">k</span><span class="p">:</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="o">+</span><span class="n">k</span><span class="p">]</span>
|
|
<span class="n">tmp</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">forecast_multivariate</span><span class="p">(</span><span class="n">sample</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
|
|
<span class="n">ret</span> <span class="o">=</span> <span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">tmp</span><span class="p">,</span> <span class="n">ignore_index</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
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|
<span class="k">return</span> <span class="n">ret</span></div>
|
|
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<span class="k">def</span> <span class="nf">__str__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="sd">"""String representation of the model"""</span>
|
|
<span class="k">return</span> <span class="nb">str</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="p">)</span>
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<span class="k">def</span> <span class="nf">__len__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="sd">"""</span>
|
|
<span class="sd"> The length (number of rules) of the model</span>
|
|
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|
<span class="sd"> :return: number of rules</span>
|
|
<span class="sd"> """</span>
|
|
<span class="k">return</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">model</span><span class="p">)</span></div>
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</pre></div>
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</div>
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