pyFTS/fts.py
Petrônio Cândido de Lima e Silva 8b3aceed58 Cascaded transformations in all fts models
2017-01-27 08:26:47 -02:00

89 lines
2.3 KiB
Python

import numpy as np
from pyFTS import *
class FTS(object):
def __init__(self, order, name):
self.sets = {}
self.flrgs = {}
self.order = order
self.shortname = name
self.name = name
self.detail = name
self.isHighOrder = False
self.minOrder = 1
self.hasSeasonality = False
self.hasPointForecasting = True
self.hasIntervalForecasting = False
self.hasDistributionForecasting = False
self.dump = False
self.transformations = []
self.transformations_param = []
def fuzzy(self, data):
best = {"fuzzyset": "", "membership": 0.0}
for f in self.sets:
fset = self.sets[f]
if best["membership"] <= fset.membership(data):
best["fuzzyset"] = fset.name
best["membership"] = fset.membership(data)
return best
def forecast(self, data):
pass
def forecastInterval(self, data):
pass
def forecastDistribution(self, data):
pass
def forecastAhead(self, data, steps):
pass
def forecastAheadInterval(self, data, steps):
pass
def forecastAheadDistribution(self, data, steps):
pass
def train(self, data, sets,order=1, parameters=None):
pass
def getMidpoints(self, flrg):
ret = np.array([s.centroid for s in flrg.RHS])
return ret
def appendTransformation(self, transformation):
self.transformations.append(transformation)
def doTransformations(self,data,params=None):
ndata = data
if len(self.transformations) > 0:
if params is None:
params = [ None for k in self.transformations]
for c, t in enumerate(self.transformations, start=0):
ndata = t.apply(ndata,params[c])
return ndata
def doInverseTransformations(self, data, params=None):
ndata = data
if len(self.transformations) > 0:
if params is None:
params = [None for k in self.transformations]
for c, t in enumerate(reversed(self.transformations), start=0):
ndata = t.inverse(ndata, params[c])
return ndata
def __str__(self):
tmp = self.name + ":\n"
for r in sorted(self.flrgs):
tmp = tmp + str(self.flrgs[r]) + "\n"
return tmp