69 lines
2.1 KiB
Python
69 lines
2.1 KiB
Python
#!/usr/bin/python
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# -*- coding: utf8 -*-
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import os
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import numpy as np
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import pandas as pd
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import matplotlib as plt
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import matplotlib.pyplot as plt
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from mpl_toolkits.mplot3d import Axes3D
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import pandas as pd
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from pyFTS.partitioners import Grid, Entropy, FCM, Huarng
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from pyFTS.common import FLR,FuzzySet,Membership,Transformations
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from pyFTS import fts,hofts,ifts,pwfts,tree, chen, pfts
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from pyFTS.benchmarks import benchmarks as bchmk
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from pyFTS.benchmarks import naive
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from pyFTS.benchmarks import Measures
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from numpy import random
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#print(FCM.FCMPartitionerTrimf.__module__)
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#gauss = random.normal(0,1.0,2000)
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#gauss_teste = random.normal(0,1.0,400)
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os.chdir("/home/petronio/dados/Dropbox/Doutorado/Disciplinas/AdvancedFuzzyTimeSeriesModels/")
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#taiexpd = pd.read_csv("DataSets/TAIEX.csv", sep=",")
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#taiex = np.array(taiexpd["avg"][:5000])
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taiex = pd.read_csv("DataSets/TAIEX.csv", sep=",")
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taiex_treino = np.array(taiex["avg"][2500:3900])
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taiex_teste = np.array(taiex["avg"][3901:4500])
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#print(len(taiex))
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#from pyFTS.common import Util
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#, ,
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diff = Transformations.Differential(1)
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#bchmk.sliding_window(taiex,2000,train=0.8, #transformation=diff, #models=[pwfts.ProbabilisticWeightedFTS],
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# partitioners=[Grid.GridPartitioner, FCM.FCMPartitioner, Entropy.EntropyPartitioner],
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# partitions=[10, 15, 20, 25, 30, 35, 40], dump=True, save=True, file="experiments/points.csv")
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bchmk.allPointForecasters(taiex_treino, taiex_treino, 7, transformation=diff,
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models=[ naive.Naive, pfts.ProbabilisticFTS, pwfts.ProbabilisticWeightedFTS],
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statistics=True, residuals=False, series=False)
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data_train_fs = Grid.GridPartitioner(taiex_treino, 10, transformation=diff).sets
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fts1 = pfts.ProbabilisticFTS("")
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fts1.appendTransformation(diff)
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fts1.train(taiex_treino, data_train_fs, order=1)
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print(fts1.forecast([5000, 5000]))
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fts2 = pwfts.ProbabilisticWeightedFTS("")
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fts2.appendTransformation(diff)
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fts2.train(taiex_treino, data_train_fs, order=1)
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print(fts2.forecast([5000, 5000]))
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#tmp = Grid.GridPartitioner(taiex_treino,7,transformation=diff)
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#for s in tmp.sets: print(s) |