pyFTS/benchmarks/arima.py
2017-05-08 14:49:45 -03:00

64 lines
1.8 KiB
Python

#!/usr/bin/python
# -*- coding: utf8 -*-
import numpy as np
from statsmodels.tsa.arima_model import ARIMA as stats_arima
from pyFTS import fts
class ARIMA(fts.FTS):
"""
Façade for statsmodels.tsa.arima_model
"""
def __init__(self, name, **kwargs):
super(ARIMA, self).__init__(1, "ARIMA")
self.name = "ARIMA"
self.detail = "Auto Regressive Integrated Moving Average"
self.is_high_order = True
self.model = None
self.model_fit = None
self.trained_data = None
self.p = 1
self.d = 0
self.q = 0
self.benchmark_only = True
self.min_order = 1
def train(self, data, sets, order=(2,1,1), parameters=None):
self.p = order[0]
self.d = order[1]
self.q = order[2]
self.order = max([self.p, self.d, self.q])
self.shortname = "ARIMA(" + str(self.p) + "," + str(self.d) + "," + str(self.q) + ")"
old_fit = self.model_fit
self.model = stats_arima(data, order=(self.p, self.d, self.q))
self.model_fit = self.model.fit(disp=0)
def ar(self, data):
return data.dot(self.model_fit.arparams)
def ma(self, data):
return data.dot(self.model_fit.maparams)
def forecast(self, data, **kwargs):
if self.model_fit is None:
return np.nan
ndata = np.array(self.doTransformations(data))
l = len(ndata)
ret = []
ar = np.array([self.ar(ndata[k - self.p: k]) for k in np.arange(self.p, l)])
residuals = np.array([ar[k - self.p] - ndata[k] for k in np.arange(self.p, l)])
ma = np.array([self.ma(residuals[k - self.q: k]) for k in np.arange(self.q, len(ar) + 1)])
ret = ar + ma
ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]])
return ret