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<h1>Source code for pyFTS.models.hofts</h1><div class="highlight"><pre>
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<span></span><span class="sd">"""</span>
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<span class="sd">High Order FTS</span>
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<span class="sd">Severiano, S. A. Jr; Silva, P. C. L.; Sadaei, H. J.; Guimarães, F. G. Very Short-term Solar Forecasting</span>
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<span class="sd">using Fuzzy Time Series. 2017 IEEE International Conference on Fuzzy Systems. DOI10.1109/FUZZ-IEEE.2017.8015732</span>
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<span class="sd">"""</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">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">itertools</span> <span class="k">import</span> <span class="n">product</span>
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<div class="viewcode-block" id="HighOrderFLRG"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFLRG">[docs]</a><span class="k">class</span> <span class="nc">HighOrderFLRG</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">FLRG</span><span class="p">):</span>
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<span class="sd">"""Conventional High Order Fuzzy Logical Relationship Group"""</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="n">order</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">HighOrderFLRG</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="n">order</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">LHS</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">strlhs</span> <span class="o">=</span> <span class="s2">""</span>
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<div class="viewcode-block" id="HighOrderFLRG.append_rhs"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFLRG.append_rhs">[docs]</a> <span class="k">def</span> <span class="nf">append_rhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">c</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">if</span> <span class="n">c</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">[</span><span class="n">c</span><span class="p">]</span> <span class="o">=</span> <span class="n">c</span></div>
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<div class="viewcode-block" id="HighOrderFLRG.append_lhs"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFLRG.append_lhs">[docs]</a> <span class="k">def</span> <span class="nf">append_lhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">c</span><span class="p">):</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">LHS</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">c</span><span class="p">)</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>
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<span class="n">tmp</span> <span class="o">=</span> <span class="s2">""</span>
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<span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="nb">sorted</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">RHS</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">tmp</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">tmp</span> <span class="o">+</span> <span class="s2">","</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">tmp</span> <span class="o">+</span> <span class="n">c</span>
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<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="o">+</span> <span class="s2">" -> "</span> <span class="o">+</span> <span class="n">tmp</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>
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<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">RHS</span><span class="p">)</span></div>
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<div class="viewcode-block" id="WeightedHighOrderFLRG"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFLRG">[docs]</a><span class="k">class</span> <span class="nc">WeightedHighOrderFLRG</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">FLRG</span><span class="p">):</span>
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<span class="sd">"""Weighted High Order Fuzzy Logical Relationship Group"""</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="n">order</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">WeightedHighOrderFLRG</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="n">order</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">LHS</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="o">=</span> <span class="mf">0.0</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">strlhs</span> <span class="o">=</span> <span class="s2">""</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">w</span> <span class="o">=</span> <span class="kc">None</span>
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<div class="viewcode-block" id="WeightedHighOrderFLRG.append_rhs"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFLRG.append_rhs">[docs]</a> <span class="k">def</span> <span class="nf">append_rhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">fset</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">count</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">'count'</span><span class="p">,</span><span class="mf">1.0</span><span class="p">)</span>
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<span class="k">if</span> <span class="n">fset</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">[</span><span class="n">fset</span><span class="p">]</span> <span class="o">=</span> <span class="n">count</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">[</span><span class="n">fset</span><span class="p">]</span> <span class="o">+=</span> <span class="n">count</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="o">+=</span> <span class="n">count</span></div>
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<div class="viewcode-block" id="WeightedHighOrderFLRG.append_lhs"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFLRG.append_lhs">[docs]</a> <span class="k">def</span> <span class="nf">append_lhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">c</span><span class="p">):</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">LHS</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">c</span><span class="p">)</span></div>
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<div class="viewcode-block" id="WeightedHighOrderFLRG.weights"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFLRG.weights">[docs]</a> <span class="k">def</span> <span class="nf">weights</span><span class="p">(</span><span class="bp">self</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">w</span> <span class="ow">is</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">w</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">[</span><span class="n">c</span><span class="p">]</span> <span class="o">/</span> <span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">keys</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">w</span></div>
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<div class="viewcode-block" id="WeightedHighOrderFLRG.get_midpoint"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFLRG.get_midpoint">[docs]</a> <span class="k">def</span> <span class="nf">get_midpoint</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sets</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">midpoint</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">mp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">sets</span><span class="p">[</span><span class="n">c</span><span class="p">]</span><span class="o">.</span><span class="n">centroid</span> <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">keys</span><span class="p">()])</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">midpoint</span> <span class="o">=</span> <span class="n">mp</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">weights</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">midpoint</span></div>
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<div class="viewcode-block" id="WeightedHighOrderFLRG.get_lower"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFLRG.get_lower">[docs]</a> <span class="k">def</span> <span class="nf">get_lower</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sets</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">lower</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">lw</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">sets</span><span class="p">[</span><span class="n">s</span><span class="p">]</span><span class="o">.</span><span class="n">lower</span> <span class="k">for</span> <span class="n">s</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">keys</span><span class="p">()])</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">lower</span> <span class="o">=</span> <span class="n">lw</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">weights</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">lower</span></div>
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<div class="viewcode-block" id="WeightedHighOrderFLRG.get_upper"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFLRG.get_upper">[docs]</a> <span class="k">def</span> <span class="nf">get_upper</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sets</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">upper</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">up</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">sets</span><span class="p">[</span><span class="n">s</span><span class="p">]</span><span class="o">.</span><span class="n">upper</span> <span class="k">for</span> <span class="n">s</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">keys</span><span class="p">()])</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">upper</span> <span class="o">=</span> <span class="n">up</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">weights</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">upper</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>
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<span class="n">_str</span> <span class="o">=</span> <span class="s2">""</span>
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<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">keys</span><span class="p">():</span>
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<span class="n">_str</span> <span class="o">+=</span> <span class="s2">", "</span> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">_str</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span> <span class="k">else</span> <span class="s2">""</span>
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<span class="n">_str</span> <span class="o">+=</span> <span class="n">k</span> <span class="o">+</span> <span class="s2">" ("</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="nb">round</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">[</span><span class="n">k</span><span class="p">]</span> <span class="o">/</span> <span class="bp">self</span><span class="o">.</span><span class="n">count</span><span class="p">,</span> <span class="mi">3</span><span class="p">))</span> <span class="o">+</span> <span class="s2">")"</span>
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<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="o">+</span> <span class="s2">" -> "</span> <span class="o">+</span> <span class="n">_str</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>
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|
<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">RHS</span><span class="p">)</span></div>
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<div class="viewcode-block" id="HighOrderFTS"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS">[docs]</a><span class="k">class</span> <span class="nc">HighOrderFTS</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="sd">"""Conventional High Order Fuzzy Time Series"""</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">HighOrderFTS</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">name</span> <span class="o">=</span> <span class="s2">"High Order FTS"</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">"HOFTS"</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">detail</span> <span class="o">=</span> <span class="s2">"Severiano, Silva, Sadaei and Guimarães"</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">min_order</span> <span class="o">=</span> <span class="mi">1</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="bp">self</span><span class="o">.</span><span class="n">min_order</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">configure_lags</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
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<div class="viewcode-block" id="HighOrderFTS.configure_lags"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS.configure_lags">[docs]</a> <span class="k">def</span> <span class="nf">configure_lags</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="k">if</span> <span class="s2">"order"</span> <span class="ow">in</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">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="bp">self</span><span class="o">.</span><span class="n">min_order</span><span class="p">)</span>
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<span class="k">if</span> <span class="s2">"lags"</span> <span class="ow">in</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">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="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">lags</span> <span class="ow">is</span> <span class="ow">not</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">max_lag</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">lags</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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|
<span class="bp">self</span><span class="o">.</span><span class="n">max_lag</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">lags</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">1</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="mi">1</span><span class="p">)</span></div>
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<div class="viewcode-block" id="HighOrderFTS.generate_lhs_flrg"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg">[docs]</a> <span class="k">def</span> <span class="nf">generate_lhs_flrg</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sample</span><span class="p">,</span> <span class="n">explain</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
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<span class="n">nsample</span> <span class="o">=</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">k</span><span class="p">,</span> <span class="n">mode</span><span class="o">=</span><span class="s2">"sets"</span><span class="p">,</span> <span class="n">alpha_cut</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">alpha_cut</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">sample</span><span class="p">]</span>
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<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
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|
<span class="bp">self</span><span class="o">.</span><span class="n">append_log</span><span class="p">(</span><span class="s2">"Fuzzyfication"</span><span class="p">,</span><span class="s2">"</span><span class="si">{}</span><span class="s2"> -> </span><span class="si">{}</span><span class="s2">"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">sample</span><span class="p">,</span> <span class="n">nsample</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">generate_lhs_flrg_fuzzyfied</span><span class="p">(</span><span class="n">nsample</span><span class="p">,</span> <span class="n">explain</span><span class="p">)</span></div>
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<div class="viewcode-block" id="HighOrderFTS.generate_lhs_flrg_fuzzyfied"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg_fuzzyfied">[docs]</a> <span class="k">def</span> <span class="nf">generate_lhs_flrg_fuzzyfied</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sample</span><span class="p">,</span> <span class="n">explain</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
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|
<span class="n">lags</span> <span class="o">=</span> <span class="p">[]</span>
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|
<span class="n">flrgs</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">ct</span><span class="p">,</span> <span class="n">o</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">lags</span><span class="p">):</span>
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|
<span class="n">lhs</span> <span class="o">=</span> <span class="n">sample</span><span class="p">[</span><span class="n">o</span> <span class="o">-</span> <span class="mi">1</span><span class="p">]</span>
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|
<span class="n">lags</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">lhs</span><span class="p">)</span>
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|
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|
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
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|
<span class="bp">self</span><span class="o">.</span><span class="n">append_log</span><span class="p">(</span><span class="s2">"Ordering Lags"</span><span class="p">,</span> <span class="s2">"Lag </span><span class="si">{}</span><span class="s2"> Value </span><span class="si">{}</span><span class="s2">"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">o</span><span class="p">,</span> <span class="n">lhs</span><span class="p">))</span>
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|
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<span class="c1"># Trace the possible paths</span>
|
|
<span class="k">for</span> <span class="n">path</span> <span class="ow">in</span> <span class="n">product</span><span class="p">(</span><span class="o">*</span><span class="n">lags</span><span class="p">):</span>
|
|
<span class="n">flrg</span> <span class="o">=</span> <span class="n">HighOrderFLRG</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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|
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<span class="k">for</span> <span class="n">lhs</span> <span class="ow">in</span> <span class="n">path</span><span class="p">:</span>
|
|
<span class="n">flrg</span><span class="o">.</span><span class="n">append_lhs</span><span class="p">(</span><span class="n">lhs</span><span class="p">)</span>
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|
<span class="n">flrgs</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">flrg</span><span class="p">)</span>
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|
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|
<span class="k">return</span> <span class="n">flrgs</span></div>
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<div class="viewcode-block" id="HighOrderFTS.generate_flrg"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS.generate_flrg">[docs]</a> <span class="k">def</span> <span class="nf">generate_flrg</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">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">data</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="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">,</span> <span class="n">l</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">dump</span><span class="p">:</span> <span class="nb">print</span><span class="p">(</span><span class="s2">"FLR: "</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">k</span><span class="p">))</span>
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<span class="n">sample</span> <span class="o">=</span> <span class="n">data</span><span class="p">[</span><span class="n">k</span> <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">:</span> <span class="n">k</span><span class="p">]</span>
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<span class="n">rhs</span> <span class="o">=</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</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="n">mode</span><span class="o">=</span><span class="s2">"sets"</span><span class="p">,</span> <span class="n">alpha_cut</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">alpha_cut</span><span class="p">)</span>
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|
<span class="n">flrgs</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">generate_lhs_flrg</span><span class="p">(</span><span class="n">sample</span><span class="p">)</span>
|
|
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<span class="k">for</span> <span class="n">flrg</span> <span class="ow">in</span> <span class="n">flrgs</span><span class="p">:</span>
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|
<span class="k">if</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
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|
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span> <span class="o">=</span> <span class="n">flrg</span><span class="p">;</span>
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<span class="k">for</span> <span class="n">st</span> <span class="ow">in</span> <span class="n">rhs</span><span class="p">:</span>
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|
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">append_rhs</span><span class="p">(</span><span class="n">st</span><span class="p">)</span></div>
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<div class="viewcode-block" id="HighOrderFTS.generate_flrg_fuzzyfied"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS.generate_flrg_fuzzyfied">[docs]</a> <span class="k">def</span> <span class="nf">generate_flrg_fuzzyfied</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">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">data</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="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
|
|
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">dump</span><span class="p">:</span> <span class="nb">print</span><span class="p">(</span><span class="s2">"FLR: "</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">k</span><span class="p">))</span>
|
|
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|
<span class="n">sample</span> <span class="o">=</span> <span class="n">data</span><span class="p">[</span><span class="n">k</span> <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">:</span> <span class="n">k</span><span class="p">]</span>
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|
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|
<span class="n">rhs</span> <span class="o">=</span> <span class="n">data</span><span class="p">[</span><span class="n">k</span><span class="p">]</span>
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|
<span class="n">flrgs</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">generate_lhs_flrg_fuzzyfied</span><span class="p">(</span><span class="n">sample</span><span class="p">)</span>
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<span class="k">for</span> <span class="n">flrg</span> <span class="ow">in</span> <span class="n">flrgs</span><span class="p">:</span>
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|
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|
<span class="k">if</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span> <span class="o">=</span> <span class="n">flrg</span>
|
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<span class="k">for</span> <span class="n">st</span> <span class="ow">in</span> <span class="n">rhs</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span><span class="o">.</span><span class="n">append_rhs</span><span class="p">(</span><span class="n">st</span><span class="p">)</span></div>
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<div class="viewcode-block" id="HighOrderFTS.train"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS.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>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">configure_lags</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
|
|
<span class="k">if</span> <span class="ow">not</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'fuzzyfied'</span><span class="p">,</span><span class="kc">False</span><span class="p">):</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">generate_flrg</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">generate_flrg_fuzzyfied</span><span class="p">(</span><span class="n">data</span><span class="p">)</span></div>
|
|
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|
<div class="viewcode-block" id="HighOrderFTS.forecast"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS.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">explain</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">'explain'</span><span class="p">,</span> <span class="kc">False</span><span class="p">)</span>
|
|
|
|
<span class="n">fuzzyfied</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">'fuzzyfied'</span><span class="p">,</span> <span class="kc">False</span><span class="p">)</span>
|
|
|
|
<span class="n">mode</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">'mode'</span><span class="p">,</span> <span class="s1">'mean'</span><span class="p">)</span>
|
|
|
|
<span class="n">ret</span> <span class="o">=</span> <span class="p">[]</span>
|
|
|
|
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span> <span class="k">if</span> <span class="ow">not</span> <span class="n">explain</span> <span class="k">else</span> <span class="bp">self</span><span class="o">.</span><span class="n">max_lag</span> <span class="o">+</span> <span class="mi">1</span>
|
|
|
|
<span class="k">if</span> <span class="n">l</span> <span class="o"><</span> <span class="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">:</span>
|
|
<span class="k">return</span> <span class="n">ndata</span>
|
|
<span class="k">elif</span> <span class="n">l</span> <span class="o">==</span> <span class="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">:</span>
|
|
<span class="n">l</span> <span class="o">+=</span> <span class="mi">1</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="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
|
|
|
|
<span class="n">sample</span> <span class="o">=</span> <span class="n">ndata</span><span class="p">[</span><span class="n">k</span> <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">max_lag</span><span class="p">:</span> <span class="n">k</span><span class="p">]</span>
|
|
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<span class="k">if</span> <span class="ow">not</span> <span class="n">fuzzyfied</span><span class="p">:</span>
|
|
<span class="n">flrgs</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">generate_lhs_flrg</span><span class="p">(</span><span class="n">sample</span><span class="p">,</span> <span class="n">explain</span><span class="p">)</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
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<span class="n">flrgs</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">generate_lhs_flrg_fuzzyfied</span><span class="p">(</span><span class="n">sample</span><span class="p">,</span> <span class="n">explain</span><span class="p">)</span>
|
|
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<span class="n">midpoints</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="n">memberships</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">flrg</span> <span class="ow">in</span> <span class="n">flrgs</span><span class="p">:</span>
|
|
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<span class="k">if</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
|
|
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<span class="n">mp</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]]</span><span class="o">.</span><span class="n">centroid</span>
|
|
<span class="n">mv</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]]</span><span class="o">.</span><span class="n">membership</span><span class="p">(</span><span class="n">sample</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">])</span> <span class="k">if</span> <span class="ow">not</span> <span class="n">fuzzyfied</span> <span class="k">else</span> <span class="kc">None</span>
|
|
<span class="n">midpoints</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">mp</span><span class="p">)</span>
|
|
<span class="n">memberships</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">mv</span><span class="p">)</span>
|
|
|
|
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">append_log</span><span class="p">(</span><span class="s2">"Rule Matching"</span><span class="p">,</span> <span class="s2">"</span><span class="si">{}</span><span class="s2"> -> </span><span class="si">{}</span><span class="s2"> (Naïve) Midpoint: </span><span class="si">{}</span><span class="s2">"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">),</span> <span class="n">flrg</span><span class="o">.</span><span class="n">LHS</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">],</span>
|
|
<span class="n">mp</span><span class="p">))</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
|
<span class="n">flrg</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">()]</span>
|
|
<span class="n">mp</span> <span class="o">=</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_midpoint</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">sets</span><span class="p">)</span>
|
|
<span class="n">mv</span> <span class="o">=</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_membership</span><span class="p">(</span><span class="n">sample</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">sets</span><span class="p">)</span> <span class="k">if</span> <span class="ow">not</span> <span class="n">fuzzyfied</span> <span class="k">else</span> <span class="kc">None</span>
|
|
<span class="n">midpoints</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">mp</span><span class="p">)</span>
|
|
<span class="n">memberships</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">mv</span><span class="p">)</span>
|
|
|
|
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">append_log</span><span class="p">(</span><span class="s2">"Rule Matching"</span><span class="p">,</span> <span class="s2">"</span><span class="si">{}</span><span class="s2">, Midpoint: </span><span class="si">{}</span><span class="s2"> Membership: </span><span class="si">{}</span><span class="s2">"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">get_key</span><span class="p">(),</span> <span class="n">mp</span><span class="p">,</span> <span class="n">mv</span><span class="p">))</span>
|
|
|
|
<span class="k">if</span> <span class="n">mode</span> <span class="o">==</span> <span class="s2">"mean"</span> <span class="ow">or</span> <span class="n">fuzzyfied</span><span class="p">:</span>
|
|
<span class="n">final</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">nanmean</span><span class="p">(</span><span class="n">midpoints</span><span class="p">)</span>
|
|
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span> <span class="bp">self</span><span class="o">.</span><span class="n">append_log</span><span class="p">(</span><span class="s2">"Deffuzyfication"</span><span class="p">,</span> <span class="s2">"By Mean: </span><span class="si">{}</span><span class="s2">"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">final</span><span class="p">))</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
|
<span class="n">final</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">midpoints</span><span class="p">,</span> <span class="n">memberships</span><span class="p">)</span>
|
|
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span> <span class="bp">self</span><span class="o">.</span><span class="n">append_log</span><span class="p">(</span><span class="s2">"Deffuzyfication"</span><span class="p">,</span> <span class="s2">"By Memberships: </span><span class="si">{}</span><span class="s2">"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">final</span><span class="p">))</span>
|
|
|
|
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">final</span><span class="p">)</span>
|
|
|
|
<span class="k">return</span> <span class="n">ret</span></div></div>
|
|
|
|
|
|
<div class="viewcode-block" id="WeightedHighOrderFTS"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFTS">[docs]</a><span class="k">class</span> <span class="nc">WeightedHighOrderFTS</span><span class="p">(</span><span class="n">HighOrderFTS</span><span class="p">):</span>
|
|
<span class="sd">"""Weighted High Order Fuzzy Time Series"""</span>
|
|
<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>
|
|
<span class="nb">super</span><span class="p">(</span><span class="n">WeightedHighOrderFTS</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>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"Weighted High Order FTS"</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">shortname</span> <span class="o">=</span> <span class="s2">"WHOFTS"</span>
|
|
|
|
<div class="viewcode-block" id="WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.hofts.WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied">[docs]</a> <span class="k">def</span> <span class="nf">generate_lhs_flrg_fuzzyfied</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sample</span><span class="p">,</span> <span class="n">explain</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
|
|
<span class="n">lags</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<span class="n">flrgs</span> <span class="o">=</span> <span class="p">[]</span>
|
|
|
|
<span class="k">for</span> <span class="n">ct</span><span class="p">,</span> <span class="n">o</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">lags</span><span class="p">):</span>
|
|
<span class="n">lags</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">sample</span><span class="p">[</span><span class="n">o</span><span class="o">-</span><span class="mi">1</span><span class="p">])</span>
|
|
|
|
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
|
|
<span class="nb">print</span><span class="p">(</span><span class="s2">"</span><span class="se">\t</span><span class="s2"> (Lag </span><span class="si">{}</span><span class="s2">) </span><span class="si">{}</span><span class="s2"> </span><span class="se">\n</span><span class="s2">"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">o</span><span class="p">,</span> <span class="n">sample</span><span class="p">[</span><span class="n">o</span><span class="o">-</span><span class="mi">1</span><span class="p">]))</span>
|
|
|
|
<span class="c1"># Trace the possible paths</span>
|
|
<span class="k">for</span> <span class="n">path</span> <span class="ow">in</span> <span class="n">product</span><span class="p">(</span><span class="o">*</span><span class="n">lags</span><span class="p">):</span>
|
|
<span class="n">flrg</span> <span class="o">=</span> <span class="n">WeightedHighOrderFLRG</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">order</span><span class="p">)</span>
|
|
|
|
<span class="k">for</span> <span class="n">lhs</span> <span class="ow">in</span> <span class="n">path</span><span class="p">:</span>
|
|
<span class="n">flrg</span><span class="o">.</span><span class="n">append_lhs</span><span class="p">(</span><span class="n">lhs</span><span class="p">)</span>
|
|
|
|
<span class="n">flrgs</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">flrg</span><span class="p">)</span>
|
|
|
|
<span class="k">return</span> <span class="n">flrgs</span></div></div>
|
|
</pre></div>
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</div>
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</div>
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