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<li><a class="reference internal" href="#">pyFTS.models.multivariate package</a><ul>
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<li><a class="reference internal" href="#submodules">Submodules</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.multivariate.FLR">pyFTS.models.multivariate.FLR module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.multivariate.common">pyFTS.models.multivariate.common module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.multivariate.flrg">pyFTS.models.multivariate.flrg module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.multivariate.variable">pyFTS.models.multivariate.variable module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.multivariate">Module contents</a></li>
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<div class="section" id="pyfts-models-multivariate-package">
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<h1>pyFTS.models.multivariate package<a class="headerlink" href="#pyfts-models-multivariate-package" title="Permalink to this headline">¶</a></h1>
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<div class="section" id="submodules">
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<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline">¶</a></h2>
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</div>
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<div class="section" id="module-pyFTS.models.multivariate.FLR">
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<span id="pyfts-models-multivariate-flr-module"></span><h2>pyFTS.models.multivariate.FLR module<a class="headerlink" href="#module-pyFTS.models.multivariate.FLR" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="pyFTS.models.multivariate.FLR.FLR">
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<em class="property">class </em><code class="descclassname">pyFTS.models.multivariate.FLR.</code><code class="descname">FLR</code><a class="reference internal" href="_modules/pyFTS/models/multivariate/FLR.html#FLR"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.FLR.FLR" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
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<p>Multivariate Fuzzy Logical Relationship</p>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.FLR.FLR.set_lhs">
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<code class="descname">set_lhs</code><span class="sig-paren">(</span><em>var</em>, <em>set</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/FLR.html#FLR.set_lhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.FLR.FLR.set_lhs" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.FLR.FLR.set_rhs">
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<code class="descname">set_rhs</code><span class="sig-paren">(</span><em>set</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/FLR.html#FLR.set_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.FLR.FLR.set_rhs" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</dd></dl>
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</div>
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<div class="section" id="module-pyFTS.models.multivariate.common">
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<span id="pyfts-models-multivariate-common-module"></span><h2>pyFTS.models.multivariate.common module<a class="headerlink" href="#module-pyFTS.models.multivariate.common" title="Permalink to this headline">¶</a></h2>
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<dl class="function">
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<dt id="pyFTS.models.multivariate.common.fuzzyfy_instance">
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<code class="descclassname">pyFTS.models.multivariate.common.</code><code class="descname">fuzzyfy_instance</code><span class="sig-paren">(</span><em>data_point</em>, <em>var</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/common.html#fuzzyfy_instance"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.common.fuzzyfy_instance" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</div>
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<div class="section" id="module-pyFTS.models.multivariate.flrg">
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<span id="pyfts-models-multivariate-flrg-module"></span><h2>pyFTS.models.multivariate.flrg module<a class="headerlink" href="#module-pyFTS.models.multivariate.flrg" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="pyFTS.models.multivariate.flrg.FLRG">
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<em class="property">class </em><code class="descclassname">pyFTS.models.multivariate.flrg.</code><code class="descname">FLRG</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.flrg.FLRG" title="pyFTS.common.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.flrg.FLRG</span></code></a></p>
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<p>Multivariate Fuzzy Logical Rule Group</p>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.flrg.FLRG.append_rhs">
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<code class="descname">append_rhs</code><span class="sig-paren">(</span><em>fset</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.flrg.FLRG.get_membership">
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<code class="descname">get_membership</code><span class="sig-paren">(</span><em>data</em>, <em>variables</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.get_membership"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.get_membership" title="Permalink to this definition">¶</a></dt>
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<dd><p>Returns the membership value of the FLRG for the input data</p>
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<table class="docutils field-list" frame="void" rules="none">
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<col class="field-name" />
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<col class="field-body" />
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<tbody valign="top">
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<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
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<li><strong>data</strong> – input data</li>
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<li><strong>sets</strong> – fuzzy sets</li>
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</ul>
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</td>
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</tr>
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<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">the membership value</p>
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||
</td>
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</tr>
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</tbody>
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</table>
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</dd></dl>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.flrg.FLRG.set_lhs">
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<code class="descname">set_lhs</code><span class="sig-paren">(</span><em>var</em>, <em>fset</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.set_lhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.set_lhs" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</dd></dl>
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</div>
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<div class="section" id="module-pyFTS.models.multivariate.mvfts">
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<span id="pyfts-models-multivariate-mvfts-module"></span><h2>pyFTS.models.multivariate.mvfts module<a class="headerlink" href="#module-pyFTS.models.multivariate.mvfts" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="pyFTS.models.multivariate.mvfts.MVFTS">
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<em class="property">class </em><code class="descclassname">pyFTS.models.multivariate.mvfts.</code><code class="descname">MVFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
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<p>Multivariate extension of Chen’s ConventionalFTS method</p>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.mvfts.MVFTS.append_variable">
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<code class="descname">append_variable</code><span class="sig-paren">(</span><em>var</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.append_variable"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.append_variable" title="Permalink to this definition">¶</a></dt>
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<dd><p>Append a new endogenous variable to the model</p>
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||
<table class="docutils field-list" frame="void" rules="none">
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||
<col class="field-name" />
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<col class="field-body" />
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<tbody valign="top">
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<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>var</strong> – variable object</td>
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</tr>
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<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"></td>
|
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</tr>
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</tbody>
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</table>
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</dd></dl>
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<dl class="method">
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<dt id="pyFTS.models.multivariate.mvfts.MVFTS.apply_transformations">
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<code class="descname">apply_transformations</code><span class="sig-paren">(</span><em>data</em>, <em>params=None</em>, <em>updateUoD=False</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.apply_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.apply_transformations" title="Permalink to this definition">¶</a></dt>
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<dd><p>Apply the data transformations for data preprocessing</p>
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||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
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<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>data</strong> – input data</li>
|
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<li><strong>params</strong> – transformation parameters</li>
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<li><strong>updateUoD</strong> – </li>
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<li><strong>kwargs</strong> – </li>
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</ul>
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</td>
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</tr>
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<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">preprocessed data</p>
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||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
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</dd></dl>
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|
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<dl class="method">
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<dt id="pyFTS.models.multivariate.mvfts.MVFTS.clone_parameters">
|
||
<code class="descname">clone_parameters</code><span class="sig-paren">(</span><em>model</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.clone_parameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.clone_parameters" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>Import the parameters values from other model</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
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<col class="field-body" />
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||
<tbody valign="top">
|
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<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>model</strong> – </td>
|
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</tr>
|
||
</tbody>
|
||
</table>
|
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</dd></dl>
|
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|
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<dl class="method">
|
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<dt id="pyFTS.models.multivariate.mvfts.MVFTS.forecast">
|
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<code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.forecast" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>Point forecast one step ahead</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
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<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
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<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
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<li><strong>kwargs</strong> – model specific parameters</li>
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</ul>
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</td>
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</tr>
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<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p>
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</td>
|
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</tr>
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</tbody>
|
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</table>
|
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</dd></dl>
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|
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<dl class="method">
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<dt id="pyFTS.models.multivariate.mvfts.MVFTS.format_data">
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||
<code class="descname">format_data</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.format_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.format_data" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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|
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<dl class="method">
|
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<dt id="pyFTS.models.multivariate.mvfts.MVFTS.generate_flrg">
|
||
<code class="descname">generate_flrg</code><span class="sig-paren">(</span><em>flrs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.generate_flrs">
|
||
<code class="descname">generate_flrs</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_flrs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.generate_lhs_flrs">
|
||
<code class="descname">generate_lhs_flrs</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_lhs_flrs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.generate_lhs_flrs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.train">
|
||
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
|
||
<li><strong>data</strong> – training time series data</li>
|
||
<li><strong>kwargs</strong> – Method specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.multivariate.variable">
|
||
<span id="pyfts-models-multivariate-variable-module"></span><h2>pyFTS.models.multivariate.variable module<a class="headerlink" href="#module-pyFTS.models.multivariate.variable" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="class">
|
||
<dt id="pyFTS.models.multivariate.variable.Variable">
|
||
<em class="property">class </em><code class="descclassname">pyFTS.models.multivariate.variable.</code><code class="descname">Variable</code><span class="sig-paren">(</span><em>name</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.7)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
|
||
<p>A variable of a fuzzy time series multivariate model. Each variable contains its own
|
||
transformations and partitioners.</p>
|
||
<dl class="attribute">
|
||
<dt id="pyFTS.models.multivariate.variable.Variable.alias">
|
||
<code class="descname">alias</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.alias" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the alias of the variable</p>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.multivariate.variable.Variable.apply_inverse_transformations">
|
||
<code class="descname">apply_inverse_transformations</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable.apply_inverse_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.apply_inverse_transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.multivariate.variable.Variable.apply_transformations">
|
||
<code class="descname">apply_transformations</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable.apply_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.apply_transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.multivariate.variable.Variable.build">
|
||
<code class="descname">build</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable.build"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.build" title="Permalink to this definition">¶</a></dt>
|
||
<dd><table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>kwargs</strong> – </td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"></td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="attribute">
|
||
<dt id="pyFTS.models.multivariate.variable.Variable.data_label">
|
||
<code class="descname">data_label</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.data_label" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the column name on DataFrame</p>
|
||
</dd></dl>
|
||
|
||
<dl class="attribute">
|
||
<dt id="pyFTS.models.multivariate.variable.Variable.name">
|
||
<code class="descname">name</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the name of the variable</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.multivariate">
|
||
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.multivariate" title="Permalink to this headline">¶</a></h2>
|
||
<p>Multivariate Fuzzy Time Series methods</p>
|
||
</div>
|
||
</div>
|
||
|
||
|
||
</div>
|
||
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|
||
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|
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