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1723 lines
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<li class="nav-item nav-item-this"><a href="">pyFTS.models.nonstationary package</a></li>
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<div class="section" id="pyfts-models-nonstationary-package">
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<h1>pyFTS.models.nonstationary package<a class="headerlink" href="#pyfts-models-nonstationary-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.nonstationary.common">
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<span id="pyfts-models-nonstationary-common-module"></span><h2>pyFTS.models.nonstationary.common module<a class="headerlink" href="#module-pyFTS.models.nonstationary.common" title="Permalink to this headline">¶</a></h2>
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<p>Non Stationary Fuzzy Sets</p>
|
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<p>GARIBALDI, Jonathan M.; JAROSZEWSKI, Marcin; MUSIKASUWAN, Salang. Nonstationary fuzzy sets.
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IEEE Transactions on Fuzzy Systems, v. 16, n. 4, p. 1072-1086, 2008.</p>
|
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<dl class="py class">
|
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<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.common.</span></span><span class="sig-name descname"><span class="pre">FuzzySet</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">name</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">mf</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">parameters</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.FuzzySet.FuzzySet" title="pyFTS.common.FuzzySet.FuzzySet"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.FuzzySet.FuzzySet</span></code></a></p>
|
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<p>Non Stationary Fuzzy Sets</p>
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<dl class="py attribute">
|
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<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.alpha">
|
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<span class="sig-name descname"><span class="pre">alpha</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.alpha" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>The alpha cut value</p>
|
||
</dd></dl>
|
||
|
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<dl class="py attribute">
|
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<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.centroid">
|
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<span class="sig-name descname"><span class="pre">centroid</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.centroid" title="Permalink to this definition">¶</a></dt>
|
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<dd><p>The fuzzy set center of mass (or midpoint)</p>
|
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</dd></dl>
|
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|
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<dl class="py method">
|
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<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.get_lower">
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<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">t</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.get_lower" title="Permalink to this definition">¶</a></dt>
|
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<dd></dd></dl>
|
||
|
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<dl class="py method">
|
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<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.get_midpoint">
|
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<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">t</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">t</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.location">
|
||
<span class="sig-name descname"><span class="pre">location</span></span><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.location" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Pertubation function that affects the location of the membership function</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.location_params">
|
||
<span class="sig-name descname"><span class="pre">location_params</span></span><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.location_params" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Parameters for location pertubation function</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.membership">
|
||
<span class="sig-name descname"><span class="pre">membership</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">t</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet.membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.membership" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Calculate the membership value of a given input</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>x</strong> – input value</p></li>
|
||
<li><p><strong>t</strong> – time displacement or perturbation parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>membership value of x at this fuzzy set</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The fuzzy set name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.noise">
|
||
<span class="sig-name descname"><span class="pre">noise</span></span><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.noise" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Pertubation function that adds noise on the membership function</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.noise_params">
|
||
<span class="sig-name descname"><span class="pre">noise_params</span></span><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.noise_params" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Parameters for noise pertubation function</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.parameters">
|
||
<span class="sig-name descname"><span class="pre">parameters</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.parameters" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The parameters of the membership function</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.perform_location">
|
||
<span class="sig-name descname"><span class="pre">perform_location</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">t</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">param</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet.perform_location"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.perform_location" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.perform_width">
|
||
<span class="sig-name descname"><span class="pre">perform_width</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">t</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">param</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet.perform_width"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.perform_width" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.perturbate_parameters">
|
||
<span class="sig-name descname"><span class="pre">perturbate_parameters</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">t</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#FuzzySet.perturbate_parameters"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.perturbate_parameters" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.type">
|
||
<span class="sig-name descname"><span class="pre">type</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.type" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The fuzzy set type (common, composite, nonstationary, etc)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.width">
|
||
<span class="sig-name descname"><span class="pre">width</span></span><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.width" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Pertubation function that affects the width of the membership function</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.FuzzySet.width_params">
|
||
<span class="sig-name descname"><span class="pre">width_params</span></span><a class="headerlink" href="#pyFTS.models.nonstationary.common.FuzzySet.width_params" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Parameters for width pertubation function</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.check_bounds">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.common.</span></span><span class="sig-name descname"><span class="pre">check_bounds</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">partitioner</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">t</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#check_bounds"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.check_bounds" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.check_bounds_index">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.common.</span></span><span class="sig-name descname"><span class="pre">check_bounds_index</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">partitioner</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">t</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#check_bounds_index"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.check_bounds_index" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.fuzzify">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.common.</span></span><span class="sig-name descname"><span class="pre">fuzzify</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">inst</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">t</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">fuzzySets</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#fuzzify"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.fuzzify" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Calculate the membership values for a data point given nonstationary fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>inst</strong> – data points</p></li>
|
||
<li><p><strong>t</strong> – time displacement of the instance</p></li>
|
||
<li><p><strong>fuzzySets</strong> – list of fuzzy sets</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>array of membership values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.fuzzySeries">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.common.</span></span><span class="sig-name descname"><span class="pre">fuzzySeries</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">fuzzySets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">ordered_sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">window_size</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'fuzzy'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">const_t</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#fuzzySeries"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.fuzzySeries" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.common.window_index">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.common.</span></span><span class="sig-name descname"><span class="pre">window_index</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">t</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">window_size</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/common.html#window_index"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.common.window_index" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.nonstationary.cvfts">
|
||
<span id="pyfts-models-nonstationary-cvfts-module"></span><h2>pyFTS.models.nonstationary.cvfts module<a class="headerlink" href="#module-pyFTS.models.nonstationary.cvfts" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.cvfts.</span></span><span class="sig-name descname"><span class="pre">ConditionalVarianceFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#ConditionalVarianceFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.alpha_cut">
|
||
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.alpha_cut" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.auto_update">
|
||
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.auto_update" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating that model is incremental</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.benchmark_only">
|
||
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.detail">
|
||
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.detail" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.dump">
|
||
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.flrgs">
|
||
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.flrgs" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.forecast">
|
||
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#ConditionalVarianceFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.forecast" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast one step ahead</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>kwargs</strong> – model specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the forecasted values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.forecast_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#ConditionalVarianceFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.forecast_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval forecast one step ahead</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>kwargs</strong> – model specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the prediction intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#ConditionalVarianceFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_interval_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_interval_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_point_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_point_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_probability_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_probability_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_seasonality">
|
||
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.has_seasonality" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_clustered">
|
||
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_clustered" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
|
||
a monovariate method, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_high_order">
|
||
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_high_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_multivariate">
|
||
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_time_variant">
|
||
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_time_variant" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if this model is time variant</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_wrapper">
|
||
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.is_wrapper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.lags">
|
||
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of lag indexes for high order models</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.log">
|
||
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.max_lag">
|
||
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.max_lag" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
|
||
needed to forecast a single step ahead</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.min_order">
|
||
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.min_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.order">
|
||
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.original_max">
|
||
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.original_max" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.original_min">
|
||
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.original_min" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.partitioner">
|
||
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.partitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.perturbation_factors">
|
||
<span class="sig-name descname"><span class="pre">perturbation_factors</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#ConditionalVarianceFTS.perturbation_factors"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.perturbation_factors" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.perturbation_factors__old">
|
||
<span class="sig-name descname"><span class="pre">perturbation_factors__old</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#ConditionalVarianceFTS.perturbation_factors__old"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.perturbation_factors__old" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.shortname">
|
||
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.shortname" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with a short name or alias for the model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.standard_horizon">
|
||
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.train">
|
||
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#ConditionalVarianceFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – training time series data</p></li>
|
||
<li><p><strong>kwargs</strong> – Method specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.transformations">
|
||
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.transformations_param">
|
||
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.transformations_param" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the specific parameters for each data transformation</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.uod_clip">
|
||
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.ConditionalVarianceFTS.uod_clip" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.cvfts.</span></span><span class="sig-name descname"><span class="pre">HighOrderNonstationaryFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#HighOrderNonstationaryFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.models.html#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
|
||
<p>Conventional High Order Fuzzy Logical Relationship Group</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.alpha_cut">
|
||
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.alpha_cut" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.append_lhs">
|
||
<span class="sig-name descname"><span class="pre">append_lhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#HighOrderNonstationaryFLRG.append_lhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.append_lhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/cvfts.html#HighOrderNonstationaryFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.auto_update">
|
||
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.auto_update" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating that model is incremental</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.benchmark_only">
|
||
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.detail">
|
||
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.detail" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.dump">
|
||
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.flrgs">
|
||
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.flrgs" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_interval_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_interval_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_point_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_point_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_probability_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_probability_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_seasonality">
|
||
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.has_seasonality" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_clustered">
|
||
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_clustered" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
|
||
a monovariate method, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_high_order">
|
||
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_high_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_multivariate">
|
||
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_time_variant">
|
||
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_time_variant" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if this model is time variant</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_wrapper">
|
||
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.is_wrapper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.lags">
|
||
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of lag indexes for high order models</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.log">
|
||
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.max_lag">
|
||
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.max_lag" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
|
||
needed to forecast a single step ahead</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.min_order">
|
||
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.min_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.order">
|
||
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.original_max">
|
||
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.original_max" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.original_min">
|
||
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.original_min" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.partitioner">
|
||
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.partitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.shortname">
|
||
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.shortname" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with a short name or alias for the model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.standard_horizon">
|
||
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.transformations">
|
||
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.transformations_param">
|
||
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.transformations_param" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the specific parameters for each data transformation</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.uod_clip">
|
||
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.cvfts.HighOrderNonstationaryFLRG.uod_clip" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.nonstationary.flrg">
|
||
<span id="pyfts-models-nonstationary-flrg-module"></span><h2>pyFTS.models.nonstationary.flrg module<a class="headerlink" href="#module-pyFTS.models.nonstationary.flrg" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.flrg.NonStationaryFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.flrg.</span></span><span class="sig-name descname"><span class="pre">NonStationaryFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/flrg.html#NonStationaryFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_key">
|
||
<span class="sig-name descname"><span class="pre">get_key</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/flrg.html#NonStationaryFLRG.get_key"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_key" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns a unique identifier for this FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_lower">
|
||
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">*</span></span><span class="n"><span class="pre">args</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/flrg.html#NonStationaryFLRG.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the lower bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>lower bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_membership">
|
||
<span class="sig-name descname"><span class="pre">get_membership</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">*</span></span><span class="n"><span class="pre">args</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/flrg.html#NonStationaryFLRG.get_membership"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_membership" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the membership value of the FLRG for the input data</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – input data</p></li>
|
||
<li><p><strong>sets</strong> – fuzzy sets</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>the membership value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_midpoint">
|
||
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">*</span></span><span class="n"><span class="pre">args</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/flrg.html#NonStationaryFLRG.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the midpoint value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>the midpoint value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">*</span></span><span class="n"><span class="pre">args</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/flrg.html#NonStationaryFLRG.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the upper bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>upper bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.flrg.NonStationaryFLRG.unpack_args">
|
||
<span class="sig-name descname"><span class="pre">unpack_args</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">*</span></span><span class="n"><span class="pre">args</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/flrg.html#NonStationaryFLRG.unpack_args"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG.unpack_args" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.nonstationary.honsfts">
|
||
<span id="pyfts-models-nonstationary-honsfts-module"></span><h2>pyFTS.models.nonstationary.honsfts module<a class="headerlink" href="#module-pyFTS.models.nonstationary.honsfts" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.honsfts.</span></span><span class="sig-name descname"><span class="pre">HighOrderNonStationaryFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">order</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG" title="pyFTS.models.nonstationary.flrg.NonStationaryFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.nonstationary.flrg.NonStationaryFLRG</span></code></a></p>
|
||
<p>First Order NonStationary Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.append_lhs">
|
||
<span class="sig-name descname"><span class="pre">append_lhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFLRG.append_lhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.append_lhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">fset</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.get_lower">
|
||
<span class="sig-name descname"><span class="pre">get_lower</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">perturb</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFLRG.get_lower"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the lower bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>lower bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.get_midpoint">
|
||
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">perturb</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFLRG.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the midpoint value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>the midpoint value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.get_upper">
|
||
<span class="sig-name descname"><span class="pre">get_upper</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">perturb</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFLRG.get_upper"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the upper bound value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>upper bound value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.weights">
|
||
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.honsfts.</span></span><span class="sig-name descname"><span class="pre">HighOrderNonStationaryFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS" title="pyFTS.models.nonstationary.nsfts.NonStationaryFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.nonstationary.nsfts.NonStationaryFTS</span></code></a></p>
|
||
<p>NonStationaryFTS Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.alpha_cut">
|
||
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.alpha_cut" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.auto_update">
|
||
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.auto_update" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating that model is incremental</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.benchmark_only">
|
||
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.configure_lags">
|
||
<span class="sig-name descname"><span class="pre">configure_lags</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFTS.configure_lags"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.configure_lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.detail">
|
||
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.detail" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.dump">
|
||
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.flrgs">
|
||
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.flrgs" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.forecast">
|
||
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.forecast" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast one step ahead</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>kwargs</strong> – model specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the forecasted values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_interval_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_interval_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_point_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_point_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_probability_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_probability_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_seasonality">
|
||
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.has_seasonality" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_clustered">
|
||
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_clustered" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
|
||
a monovariate method, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_high_order">
|
||
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_high_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_multivariate">
|
||
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_time_variant">
|
||
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_time_variant" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if this model is time variant</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_wrapper">
|
||
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.is_wrapper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.lags">
|
||
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of lag indexes for high order models</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.log">
|
||
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.max_lag">
|
||
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.max_lag" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
|
||
needed to forecast a single step ahead</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.min_order">
|
||
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.min_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.order">
|
||
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.original_max">
|
||
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.original_max" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.original_min">
|
||
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.original_min" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.partitioner">
|
||
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.partitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.shortname">
|
||
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.shortname" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with a short name or alias for the model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.standard_horizon">
|
||
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.train">
|
||
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/honsfts.html#HighOrderNonStationaryFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – training time series data</p></li>
|
||
<li><p><strong>kwargs</strong> – Method specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.transformations">
|
||
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.transformations_param">
|
||
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.transformations_param" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the specific parameters for each data transformation</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.uod_clip">
|
||
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.honsfts.HighOrderNonStationaryFTS.uod_clip" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.nonstationary.nsfts">
|
||
<span id="pyfts-models-nonstationary-nsfts-module"></span><h2>pyFTS.models.nonstationary.nsfts module<a class="headerlink" href="#module-pyFTS.models.nonstationary.nsfts" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.ConventionalNonStationaryFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.nsfts.</span></span><span class="sig-name descname"><span class="pre">ConventionalNonStationaryFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#ConventionalNonStationaryFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.ConventionalNonStationaryFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG" title="pyFTS.models.nonstationary.flrg.NonStationaryFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.nonstationary.flrg.NonStationaryFLRG</span></code></a></p>
|
||
<p>First Order NonStationary Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.ConventionalNonStationaryFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#ConventionalNonStationaryFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.ConventionalNonStationaryFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.ConventionalNonStationaryFLRG.get_key">
|
||
<span class="sig-name descname"><span class="pre">get_key</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#ConventionalNonStationaryFLRG.get_key"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.ConventionalNonStationaryFLRG.get_key" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns a unique identifier for this FLRG</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.nsfts.</span></span><span class="sig-name descname"><span class="pre">NonStationaryFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#NonStationaryFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS" title="Permalink to this definition">¶</a></dt>
|
||
<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>
|
||
<p>NonStationaryFTS Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.alpha_cut">
|
||
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.alpha_cut" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.auto_update">
|
||
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.auto_update" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating that model is incremental</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.benchmark_only">
|
||
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.conditional_perturbation_factors">
|
||
<span class="sig-name descname"><span class="pre">conditional_perturbation_factors</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#NonStationaryFTS.conditional_perturbation_factors"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.conditional_perturbation_factors" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.detail">
|
||
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.detail" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.dump">
|
||
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.flrgs">
|
||
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.flrgs" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.forecast">
|
||
<span class="sig-name descname"><span class="pre">forecast</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#NonStationaryFTS.forecast"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.forecast" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast one step ahead</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>kwargs</strong> – model specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the forecasted values</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.forecast_interval">
|
||
<span class="sig-name descname"><span class="pre">forecast_interval</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ndata</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#NonStationaryFTS.forecast_interval"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.forecast_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval forecast one step ahead</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</p></li>
|
||
<li><p><strong>kwargs</strong> – model specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>a list with the prediction intervals</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#NonStationaryFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_interval_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_interval_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_point_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_point_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_probability_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_probability_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_seasonality">
|
||
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.has_seasonality" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_clustered">
|
||
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_clustered" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
|
||
a monovariate method, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_high_order">
|
||
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_high_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_multivariate">
|
||
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_time_variant">
|
||
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_time_variant" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if this model is time variant</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_wrapper">
|
||
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.is_wrapper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.lags">
|
||
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of lag indexes for high order models</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.log">
|
||
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.max_lag">
|
||
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.max_lag" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
|
||
needed to forecast a single step ahead</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.min_order">
|
||
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.min_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.order">
|
||
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.original_max">
|
||
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.original_max" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.original_min">
|
||
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.original_min" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.partitioner">
|
||
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.partitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.shortname">
|
||
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.shortname" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with a short name or alias for the model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.standard_horizon">
|
||
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.train">
|
||
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#NonStationaryFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – training time series data</p></li>
|
||
<li><p><strong>kwargs</strong> – Method specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.transformations">
|
||
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.transformations_param">
|
||
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.transformations_param" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the specific parameters for each data transformation</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.NonStationaryFTS.uod_clip">
|
||
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS.uod_clip" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.nsfts.</span></span><span class="sig-name descname"><span class="pre">WeightedNonStationaryFLRG</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">LHS</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFLRG"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.nonstationary.flrg.NonStationaryFLRG" title="pyFTS.models.nonstationary.flrg.NonStationaryFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.nonstationary.flrg.NonStationaryFLRG</span></code></a></p>
|
||
<p>First Order NonStationary Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.append_rhs">
|
||
<span class="sig-name descname"><span class="pre">append_rhs</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">c</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFLRG.append_rhs"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.get_key">
|
||
<span class="sig-name descname"><span class="pre">get_key</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFLRG.get_key"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.get_key" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns a unique identifier for this FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.get_midpoint">
|
||
<span class="sig-name descname"><span class="pre">get_midpoint</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sets</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">perturb</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFLRG.get_midpoint"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns the midpoint value for the RHS fuzzy sets</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>sets</strong> – fuzzy sets</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p>the midpoint value</p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.weights">
|
||
<span class="sig-name descname"><span class="pre">weights</span></span><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFLRG.weights"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.nsfts.</span></span><span class="sig-name descname"><span class="pre">WeightedNonStationaryFTS</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFTS"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.nonstationary.nsfts.NonStationaryFTS" title="pyFTS.models.nonstationary.nsfts.NonStationaryFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.nonstationary.nsfts.NonStationaryFTS</span></code></a></p>
|
||
<p>Weighted NonStationaryFTS Fuzzy Time Series</p>
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.alpha_cut">
|
||
<span class="sig-name descname"><span class="pre">alpha_cut</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.alpha_cut" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the minimal membership to be considered on fuzzyfication process</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.auto_update">
|
||
<span class="sig-name descname"><span class="pre">auto_update</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.auto_update" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating that model is incremental</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.benchmark_only">
|
||
<span class="sig-name descname"><span class="pre">benchmark_only</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.benchmark_only" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating a façade for external (non-FTS) model used on benchmarks or ensembles.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.detail">
|
||
<span class="sig-name descname"><span class="pre">detail</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.detail" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model detailed information</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.dump">
|
||
<span class="sig-name descname"><span class="pre">dump</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.dump" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.flrgs">
|
||
<span class="sig-name descname"><span class="pre">flrgs</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#dict" title="(in Python v3.10)"><span class="pre">dict</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.flrgs" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of Fuzzy Logical Relationship Groups - FLRG</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.generate_flrg">
|
||
<span class="sig-name descname"><span class="pre">generate_flrg</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">flrs</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFTS.generate_flrg"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_interval_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_interval_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_interval_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports interval forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_point_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_point_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_point_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports point forecasting, default: True</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_probability_forecasting">
|
||
<span class="sig-name descname"><span class="pre">has_probability_forecasting</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_probability_forecasting" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support probabilistic forecasting, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_seasonality">
|
||
<span class="sig-name descname"><span class="pre">has_seasonality</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.has_seasonality" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model supports seasonal indexers, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_clustered">
|
||
<span class="sig-name descname"><span class="pre">is_clustered</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_clustered" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), but works like
|
||
a monovariate method, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_high_order">
|
||
<span class="sig-name descname"><span class="pre">is_high_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_high_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support orders greater than 1, default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_multivariate">
|
||
<span class="sig-name descname"><span class="pre">is_multivariate</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_multivariate" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if the model support multivariate time series (Pandas DataFrame), default: False</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_time_variant">
|
||
<span class="sig-name descname"><span class="pre">is_time_variant</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_time_variant" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A boolean value indicating if this model is time variant</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_wrapper">
|
||
<span class="sig-name descname"><span class="pre">is_wrapper</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.is_wrapper" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Indicates that this model is a wrapper for other(s) method(s)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.lags">
|
||
<span class="sig-name descname"><span class="pre">lags</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>The list of lag indexes for high order models</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.log">
|
||
<span class="sig-name descname"><span class="pre">log</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="pre">pd.DataFrame</span></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.log" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.max_lag">
|
||
<span class="sig-name descname"><span class="pre">max_lag</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.max_lag" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer indicating the largest lag used by the model. This value also indicates the minimum number of past lags
|
||
needed to forecast a single step ahead</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.min_order">
|
||
<span class="sig-name descname"><span class="pre">min_order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.min_order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>In high order models, this integer value indicates the minimal order supported for the model, default: 1</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.name">
|
||
<span class="sig-name descname"><span class="pre">name</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.name" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with the model name</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.order">
|
||
<span class="sig-name descname"><span class="pre">order</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.order" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A integer with the model order (number of past lags are used on forecasting)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.original_max">
|
||
<span class="sig-name descname"><span class="pre">original_max</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.original_max" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the upper limit of the Universe of Discourse, the maximal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.original_min">
|
||
<span class="sig-name descname"><span class="pre">original_min</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#float" title="(in Python v3.10)"><span class="pre">float</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.original_min" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A float with the lower limit of the Universe of Discourse, the minimal value found on training data</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.partitioner">
|
||
<span class="sig-name descname"><span class="pre">partitioner</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><span class="pre">partitioner.Partitioner</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.partitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A pyFTS.partitioners.Partitioner object with the Universe of Discourse partitioner used on the model. This is a mandatory dependecy.</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.shortname">
|
||
<span class="sig-name descname"><span class="pre">shortname</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#str" title="(in Python v3.10)"><span class="pre">str</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.shortname" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A string with a short name or alias for the model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.standard_horizon">
|
||
<span class="sig-name descname"><span class="pre">standard_horizon</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#int" title="(in Python v3.10)"><span class="pre">int</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.standard_horizon" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Standard forecasting horizon (Default: 1)</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.train">
|
||
<span class="sig-name descname"><span class="pre">train</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/nsfts.html#WeightedNonStationaryFTS.train"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – training time series data</p></li>
|
||
<li><p><strong>kwargs</strong> – Method specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.transformations">
|
||
<span class="sig-name descname"><span class="pre">transformations</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a><span class="p"><span class="pre">[</span></span><a class="reference internal" href="pyFTS.common.transformations.html#pyFTS.common.transformations.transformation.Transformation" title="pyFTS.common.transformations.transformation.Transformation"><span class="pre">transformation.Transformation</span></a><span class="p"><span class="pre">]</span></span></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the data transformations (common.Transformations) applied on model pre and post processing, default: []</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.transformations_param">
|
||
<span class="sig-name descname"><span class="pre">transformations_param</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/stdtypes.html#list" title="(in Python v3.10)"><span class="pre">list</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.transformations_param" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the specific parameters for each data transformation</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py attribute">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.uod_clip">
|
||
<span class="sig-name descname"><span class="pre">uod_clip</span></span><em class="property"><span class="p"><span class="pre">:</span></span><span class="w"> </span><a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.10)"><span class="pre">bool</span></a></em><a class="headerlink" href="#pyFTS.models.nonstationary.nsfts.WeightedNonStationaryFTS.uod_clip" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Flag indicating if the test data will be clipped inside the training Universe of Discourse</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.nonstationary.partitioners">
|
||
<span id="pyfts-models-nonstationary-partitioners-module"></span><h2>pyFTS.models.nonstationary.partitioners module<a class="headerlink" href="#module-pyFTS.models.nonstationary.partitioners" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.partitioners.</span></span><span class="sig-name descname"><span class="pre">PolynomialNonStationaryPartitioner</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">part</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#PolynomialNonStationaryPartitioner"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.partitioners.partitioner.Partitioner</span></code></a></p>
|
||
<p>Non Stationary Universe of Discourse Partitioner</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.build">
|
||
<span class="sig-name descname"><span class="pre">build</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#PolynomialNonStationaryPartitioner.build"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.build" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Perform the partitioning of the Universe of Discourse</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>data</strong> – training data</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p></p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.get_polynomial_perturbations">
|
||
<span class="sig-name descname"><span class="pre">get_polynomial_perturbations</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#PolynomialNonStationaryPartitioner.get_polynomial_perturbations"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.get_polynomial_perturbations" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.poly_width">
|
||
<span class="sig-name descname"><span class="pre">poly_width</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">par1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">par2</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">rng</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">deg</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#PolynomialNonStationaryPartitioner.poly_width"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.poly_width" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.scale_down">
|
||
<span class="sig-name descname"><span class="pre">scale_down</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">pct</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#PolynomialNonStationaryPartitioner.scale_down"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.scale_down" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.scale_up">
|
||
<span class="sig-name descname"><span class="pre">scale_up</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">pct</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#PolynomialNonStationaryPartitioner.scale_up"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.PolynomialNonStationaryPartitioner.scale_up" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.SimpleNonStationaryPartitioner">
|
||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.partitioners.</span></span><span class="sig-name descname"><span class="pre">SimpleNonStationaryPartitioner</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">part</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#SimpleNonStationaryPartitioner"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.SimpleNonStationaryPartitioner" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.partitioners.html#pyFTS.partitioners.partitioner.Partitioner" title="pyFTS.partitioners.partitioner.Partitioner"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.partitioners.partitioner.Partitioner</span></code></a></p>
|
||
<p>Non Stationary Universe of Discourse Partitioner</p>
|
||
<dl class="py method">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.SimpleNonStationaryPartitioner.build">
|
||
<span class="sig-name descname"><span class="pre">build</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#SimpleNonStationaryPartitioner.build"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.SimpleNonStationaryPartitioner.build" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Perform the partitioning of the Universe of Discourse</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><p><strong>data</strong> – training data</p>
|
||
</dd>
|
||
<dt class="field-even">Returns</dt>
|
||
<dd class="field-even"><p></p>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.partitioners.simplenonstationary_gridpartitioner_builder">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.partitioners.</span></span><span class="sig-name descname"><span class="pre">simplenonstationary_gridpartitioner_builder</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">npart</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">transformation</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/partitioners.html#simplenonstationary_gridpartitioner_builder"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.partitioners.simplenonstationary_gridpartitioner_builder" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.nonstationary.perturbation">
|
||
<span id="pyfts-models-nonstationary-perturbation-module"></span><h2>pyFTS.models.nonstationary.perturbation module<a class="headerlink" href="#module-pyFTS.models.nonstationary.perturbation" title="Permalink to this headline">¶</a></h2>
|
||
<p>Pertubation functions for Non Stationary Fuzzy Sets</p>
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.perturbation.exponential">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.perturbation.</span></span><span class="sig-name descname"><span class="pre">exponential</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">parameters</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/perturbation.html#exponential"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.perturbation.exponential" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.perturbation.linear">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.perturbation.</span></span><span class="sig-name descname"><span class="pre">linear</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">parameters</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/perturbation.html#linear"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.perturbation.linear" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.perturbation.periodic">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.perturbation.</span></span><span class="sig-name descname"><span class="pre">periodic</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">parameters</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/perturbation.html#periodic"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.perturbation.periodic" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.perturbation.polynomial">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.perturbation.</span></span><span class="sig-name descname"><span class="pre">polynomial</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">x</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">parameters</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/perturbation.html#polynomial"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.perturbation.polynomial" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.nonstationary.util">
|
||
<span id="pyfts-models-nonstationary-util-module"></span><h2>pyFTS.models.nonstationary.util module<a class="headerlink" href="#module-pyFTS.models.nonstationary.util" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.util.plot_sets">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.util.</span></span><span class="sig-name descname"><span class="pre">plot_sets</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">partitioner</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">start</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">0</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">end</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">10</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">step</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">tam</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">[5,</span> <span class="pre">5]</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">colors</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">save</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">file</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">axes</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">data</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">window_size</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">only_lines</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">legend</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">True</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/util.html#plot_sets"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.util.plot_sets" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt class="sig sig-object py" id="pyFTS.models.nonstationary.util.plot_sets_conditional">
|
||
<span class="sig-prename descclassname"><span class="pre">pyFTS.models.nonstationary.util.</span></span><span class="sig-name descname"><span class="pre">plot_sets_conditional</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">model</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">data</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">step</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">size</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">[5,</span> <span class="pre">5]</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">colors</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">save</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">file</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">axes</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">fig</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/nonstationary/util.html#plot_sets_conditional"><span class="viewcode-link"><span class="pre">[source]</span></span></a><a class="headerlink" href="#pyFTS.models.nonstationary.util.plot_sets_conditional" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<div class="section" id="module-pyFTS.models.nonstationary">
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<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.nonstationary" title="Permalink to this headline">¶</a></h2>
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<p>Fuzzy time series with nonstationary fuzzy sets, for heteroskedastic data</p>
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<li><a class="reference internal" href="#">pyFTS.models.nonstationary 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.nonstationary.common">pyFTS.models.nonstationary.common module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary.cvfts">pyFTS.models.nonstationary.cvfts module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary.flrg">pyFTS.models.nonstationary.flrg module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary.honsfts">pyFTS.models.nonstationary.honsfts module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary.nsfts">pyFTS.models.nonstationary.nsfts module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary.partitioners">pyFTS.models.nonstationary.partitioners module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary.perturbation">pyFTS.models.nonstationary.perturbation module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary.util">pyFTS.models.nonstationary.util module</a></li>
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<li><a class="reference internal" href="#module-pyFTS.models.nonstationary">Module contents</a></li>
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