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pyFTS/docs/build/html/pyFTS.models.multivariate.html
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<title>pyFTS.models.multivariate package &#8212; pyFTS 1.6 documentation</title>
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<div class="section" id="pyfts-models-multivariate-package">
<h1>pyFTS.models.multivariate package<a class="headerlink" href="#pyfts-models-multivariate-package" title="Permalink to this headline"></a></h1>
<div class="section" id="module-pyFTS.models.multivariate">
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.multivariate" title="Permalink to this headline"></a></h2>
<p>Multivariate Fuzzy Time Series methods</p>
</div>
<div class="section" id="submodules">
<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline"></a></h2>
</div>
<div class="section" id="module-pyFTS.models.multivariate.FLR">
<span id="pyfts-models-multivariate-flr-module"></span><h2>pyFTS.models.multivariate.FLR module<a class="headerlink" href="#module-pyFTS.models.multivariate.FLR" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.FLR.FLR">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.FLR.</code><code class="sig-name descname">FLR</code><a class="reference internal" href="_modules/pyFTS/models/multivariate/FLR.html#FLR"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.FLR.FLR" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
<p>Multivariate Fuzzy Logical Relationship</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.FLR.FLR.set_lhs">
<code class="sig-name descname">set_lhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">var</span></em>, <em class="sig-param"><span class="n">set</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/FLR.html#FLR.set_lhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.FLR.FLR.set_lhs" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.FLR.FLR.set_rhs">
<code class="sig-name descname">set_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">set</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/FLR.html#FLR.set_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.FLR.FLR.set_rhs" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.common">
<span id="pyfts-models-multivariate-common-module"></span><h2>pyFTS.models.multivariate.common module<a class="headerlink" href="#module-pyFTS.models.multivariate.common" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.common.MultivariateFuzzySet">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.common.</code><code class="sig-name descname">MultivariateFuzzySet</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/common.html#MultivariateFuzzySet"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.common.MultivariateFuzzySet" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.Composite.FuzzySet" title="pyFTS.common.Composite.FuzzySet"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.Composite.FuzzySet</span></code></a></p>
<p>Multivariate Composite Fuzzy Set</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.common.MultivariateFuzzySet.append_set">
<code class="sig-name descname">append_set</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">variable</span></em>, <em class="sig-param"><span class="n">set</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/common.html#MultivariateFuzzySet.append_set"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.common.MultivariateFuzzySet.append_set" title="Permalink to this definition"></a></dt>
<dd><p>Appends a new fuzzy set from a new variable</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>variable</strong> – an multivariate.variable instance</p></li>
<li><p><strong>set</strong> – an common.FuzzySet instance</p></li>
</ul>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.common.MultivariateFuzzySet.membership">
<code class="sig-name descname">membership</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">x</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/common.html#MultivariateFuzzySet.membership"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.common.MultivariateFuzzySet.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"><p><strong>x</strong> – input value</p>
</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 method">
<dt id="pyFTS.models.multivariate.common.MultivariateFuzzySet.set_target_variable">
<code class="sig-name descname">set_target_variable</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">variable</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/common.html#MultivariateFuzzySet.set_target_variable"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.common.MultivariateFuzzySet.set_target_variable" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
<dl class="py function">
<dt id="pyFTS.models.multivariate.common.fuzzyfy_instance">
<code class="sig-prename descclassname">pyFTS.models.multivariate.common.</code><code class="sig-name descname">fuzzyfy_instance</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data_point</span></em>, <em class="sig-param"><span class="n">var</span></em>, <em class="sig-param"><span class="n">tuples</span><span class="o">=</span><span class="default_value">True</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/common.html#fuzzyfy_instance"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.common.fuzzyfy_instance" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py function">
<dt id="pyFTS.models.multivariate.common.fuzzyfy_instance_clustered">
<code class="sig-prename descclassname">pyFTS.models.multivariate.common.</code><code class="sig-name descname">fuzzyfy_instance_clustered</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data_point</span></em>, <em class="sig-param"><span class="n">cluster</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/common.html#fuzzyfy_instance_clustered"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.common.fuzzyfy_instance_clustered" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.variable">
<span id="pyfts-models-multivariate-variable-module"></span><h2>pyFTS.models.multivariate.variable module<a class="headerlink" href="#module-pyFTS.models.multivariate.variable" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.variable.Variable">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.variable.</code><code class="sig-name descname">Variable</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">name</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference external" href="https://docs.python.org/3/library/functions.html#object" title="(in Python v3.8)"><code class="xref py py-class docutils literal notranslate"><span class="pre">object</span></code></a></p>
<p>A variable of a fuzzy time series multivariate model. Each variable contains its own
transformations and partitioners.</p>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.alias">
<code class="sig-name descname">alias</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.alias" title="Permalink to this definition"></a></dt>
<dd><p>A string with the alias of the variable</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.alpha_cut">
<code class="sig-name descname">alpha_cut</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.alpha_cut" title="Permalink to this definition"></a></dt>
<dd><p>Minimal membership value to be considered on fuzzyfication process</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.variable.Variable.apply_inverse_transformations">
<code class="sig-name descname">apply_inverse_transformations</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable.apply_inverse_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.apply_inverse_transformations" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.variable.Variable.apply_transformations">
<code class="sig-name descname">apply_transformations</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable.apply_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.apply_transformations" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.variable.Variable.build">
<code class="sig-name descname">build</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/variable.html#Variable.build"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.build" title="Permalink to this definition"></a></dt>
<dd><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>kwargs</strong> – </p>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p></p>
</dd>
</dl>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.data_label">
<code class="sig-name descname">data_label</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.data_label" title="Permalink to this definition"></a></dt>
<dd><p>A string with the column name on DataFrame</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.data_type">
<code class="sig-name descname">data_type</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.data_type" title="Permalink to this definition"></a></dt>
<dd><p>The type of the data column on Pandas Dataframe</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.mask">
<code class="sig-name descname">mask</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.mask" title="Permalink to this definition"></a></dt>
<dd><p>The mask for format the data column on Pandas Dataframe</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.name">
<code class="sig-name descname">name</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.name" title="Permalink to this definition"></a></dt>
<dd><p>A string with the name of the variable</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.partitioner">
<code class="sig-name descname">partitioner</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.partitioner" title="Permalink to this definition"></a></dt>
<dd><p>UoD partitioner for the variable data</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.variable.Variable.transformation">
<code class="sig-name descname">transformation</code><a class="headerlink" href="#pyFTS.models.multivariate.variable.Variable.transformation" title="Permalink to this definition"></a></dt>
<dd><p>Pre processing transformation for the variable</p>
</dd></dl>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.flrg">
<span id="pyfts-models-multivariate-flrg-module"></span><h2>pyFTS.models.multivariate.flrg module<a class="headerlink" href="#module-pyFTS.models.multivariate.flrg" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.flrg.FLRG">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.flrg.</code><code class="sig-name descname">FLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG" title="Permalink to this definition"></a></dt>
<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>
<p>Multivariate Fuzzy Logical Rule Group</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.flrg.FLRG.append_rhs">
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">fset</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.append_rhs" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.flrg.FLRG.get_lower">
<code class="sig-name descname">get_lower</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.get_lower"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.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 id="pyFTS.models.multivariate.flrg.FLRG.get_membership">
<code class="sig-name descname">get_membership</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">variables</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.get_membership"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.get_membership" title="Permalink to this definition"></a></dt>
<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 id="pyFTS.models.multivariate.flrg.FLRG.get_upper">
<code class="sig-name descname">get_upper</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.get_upper"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.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 id="pyFTS.models.multivariate.flrg.FLRG.set_lhs">
<code class="sig-name descname">set_lhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">var</span></em>, <em class="sig-param"><span class="n">fset</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/flrg.html#FLRG.set_lhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.flrg.FLRG.set_lhs" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.partitioner">
<span id="pyfts-models-multivariate-partitioner-module"></span><h2>pyFTS.models.multivariate.partitioner module<a class="headerlink" href="#module-pyFTS.models.multivariate.partitioner" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.partitioner.</code><code class="sig-name descname">MultivariatePartitioner</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner" 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>Base class for partitioners which use the MultivariateFuzzySet</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.append">
<code class="sig-name descname">append</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">fset</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.append"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.append" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.build">
<code class="sig-name descname">build</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.build"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.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 id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.build_index">
<code class="sig-name descname">build_index</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.build_index"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.build_index" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.change_target_variable">
<code class="sig-name descname">change_target_variable</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">variable</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.change_target_variable"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.change_target_variable" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.format_data">
<code class="sig-name descname">format_data</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.format_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.format_data" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.fuzzyfy">
<code class="sig-name descname">fuzzyfy</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.fuzzyfy"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.fuzzyfy" title="Permalink to this definition"></a></dt>
<dd><p>Fuzzyfy the input data according to this partitioner fuzzy sets.</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 value to be fuzzyfied</p></li>
<li><p><strong>alpha_cut</strong> – the minimal membership value to be considered on fuzzyfication (only for mode=’sets’)</p></li>
<li><p><strong>method</strong> – the fuzzyfication method (fuzzy: all fuzzy memberships, maximum: only the maximum membership)</p></li>
<li><p><strong>mode</strong> – the fuzzyfication mode (sets: return the fuzzy sets names, vector: return a vector with the membership</p></li>
</ul>
</dd>
</dl>
<p>values for all fuzzy sets, both: return a list with tuples (fuzzy set, membership value) )</p>
<p>:returns a list with the fuzzyfied values, depending on the mode</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.prune">
<code class="sig-name descname">prune</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.prune"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.prune" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.partitioner.MultivariatePartitioner.search">
<code class="sig-name descname">search</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/partitioner.html#MultivariatePartitioner.search"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner.search" title="Permalink to this definition"></a></dt>
<dd><p>Perform a search for the nearest fuzzy sets of the point ‘data’. This function were designed to work with several
overlapped fuzzy sets.</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>data</strong> – the value to search for the nearest fuzzy sets</p></li>
<li><p><strong>type</strong> – the return type: ‘index’ for the fuzzy set indexes or ‘name’ for fuzzy set names.</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the nearest fuzzy sets</p>
</dd>
</dl>
</dd></dl>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.grid">
<span id="pyfts-models-multivariate-grid-module"></span><h2>pyFTS.models.multivariate.grid module<a class="headerlink" href="#module-pyFTS.models.multivariate.grid" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.grid.GridCluster">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.grid.</code><code class="sig-name descname">GridCluster</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/grid.html#GridCluster"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.grid.GridCluster" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner" title="pyFTS.models.multivariate.partitioner.MultivariatePartitioner"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.multivariate.partitioner.MultivariatePartitioner</span></code></a></p>
<p>A cartesian product of all fuzzy sets of all variables</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.grid.GridCluster.build">
<code class="sig-name descname">build</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/grid.html#GridCluster.build"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.grid.GridCluster.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 id="pyFTS.models.multivariate.grid.GridCluster.defuzzyfy">
<code class="sig-name descname">defuzzyfy</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">values</span></em>, <em class="sig-param"><span class="n">mode</span><span class="o">=</span><span class="default_value">'both'</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/grid.html#GridCluster.defuzzyfy"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.grid.GridCluster.defuzzyfy" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
<dl class="py class">
<dt id="pyFTS.models.multivariate.grid.IncrementalGridCluster">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.grid.</code><code class="sig-name descname">IncrementalGridCluster</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/grid.html#IncrementalGridCluster"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.grid.IncrementalGridCluster" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.multivariate.partitioner.MultivariatePartitioner" title="pyFTS.models.multivariate.partitioner.MultivariatePartitioner"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.multivariate.partitioner.MultivariatePartitioner</span></code></a></p>
<p>Create combinations of fuzzy sets of the variables on demand, incrementally increasing the
multivariate fuzzy set base.</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.grid.IncrementalGridCluster.fuzzyfy">
<code class="sig-name descname">fuzzyfy</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/grid.html#IncrementalGridCluster.fuzzyfy"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.grid.IncrementalGridCluster.fuzzyfy" title="Permalink to this definition"></a></dt>
<dd><p>Fuzzyfy the input data according to this partitioner fuzzy sets.</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 value to be fuzzyfied</p></li>
<li><p><strong>alpha_cut</strong> – the minimal membership value to be considered on fuzzyfication (only for mode=’sets’)</p></li>
<li><p><strong>method</strong> – the fuzzyfication method (fuzzy: all fuzzy memberships, maximum: only the maximum membership)</p></li>
<li><p><strong>mode</strong> – the fuzzyfication mode (sets: return the fuzzy sets names, vector: return a vector with the membership</p></li>
</ul>
</dd>
</dl>
<p>values for all fuzzy sets, both: return a list with tuples (fuzzy set, membership value) )</p>
<p>:returns a list with the fuzzyfied values, depending on the mode</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.grid.IncrementalGridCluster.incremental_search">
<code class="sig-name descname">incremental_search</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/grid.html#IncrementalGridCluster.incremental_search"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.grid.IncrementalGridCluster.incremental_search" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.grid.IncrementalGridCluster.prune">
<code class="sig-name descname">prune</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/grid.html#IncrementalGridCluster.prune"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.grid.IncrementalGridCluster.prune" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.mvfts">
<span id="pyfts-models-multivariate-mvfts-module"></span><h2>pyFTS.models.multivariate.mvfts module<a class="headerlink" href="#module-pyFTS.models.multivariate.mvfts" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.mvfts.</code><code class="sig-name descname">MVFTS</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS" title="Permalink to this definition"></a></dt>
<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>Multivariate extension of Chen’s ConventionalFTS method</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.append_variable">
<code class="sig-name descname">append_variable</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">var</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.append_variable"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.append_variable" title="Permalink to this definition"></a></dt>
<dd><p>Append a new endogenous variable to the model</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>var</strong> – variable object</p>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p></p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.apply_transformations">
<code class="sig-name descname">apply_transformations</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">params</span><span class="o">=</span><span class="default_value">None</span></em>, <em class="sig-param"><span class="n">updateUoD</span><span class="o">=</span><span class="default_value">False</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.apply_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.apply_transformations" title="Permalink to this definition"></a></dt>
<dd><p>Apply the data transformations for data preprocessing</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>params</strong> – transformation parameters</p></li>
<li><p><strong>updateUoD</strong> – </p></li>
<li><p><strong>kwargs</strong> – </p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>preprocessed data</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.clone_parameters">
<code class="sig-name descname">clone_parameters</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">model</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.clone_parameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.clone_parameters" title="Permalink to this definition"></a></dt>
<dd><p>Import the parameters values from other model</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><p><strong>model</strong> – a model to clone the parameters</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.forecast">
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.forecast" title="Permalink to this definition"></a></dt>
<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 id="pyFTS.models.multivariate.mvfts.MVFTS.forecast_ahead">
<code class="sig-name descname">forecast_ahead</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">steps</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.forecast_ahead"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.forecast_ahead" title="Permalink to this definition"></a></dt>
<dd><p>Point forecast n steps 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>steps</strong> – the number of steps ahead to forecast (default: 1)</p></li>
<li><p><strong>start_at</strong> – in the multi step forecasting, the index of the data where to start forecasting (default: 0)</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 id="pyFTS.models.multivariate.mvfts.MVFTS.forecast_ahead_interval">
<code class="sig-name descname">forecast_ahead_interval</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">steps</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.forecast_ahead_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.forecast_ahead_interval" title="Permalink to this definition"></a></dt>
<dd><p>Interval forecast n steps 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>steps</strong> – the number of steps ahead to forecast</p></li>
<li><p><strong>start_at</strong> – in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted intervals</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.forecast_interval">
<code class="sig-name descname">forecast_interval</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.forecast_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.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 id="pyFTS.models.multivariate.mvfts.MVFTS.format_data">
<code class="sig-name descname">format_data</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.format_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.format_data" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.generate_flrg">
<code class="sig-name descname">generate_flrg</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrg" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.generate_flrs">
<code class="sig-name descname">generate_flrs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_flrs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.generate_flrs" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.generate_lhs_flrs">
<code class="sig-name descname">generate_lhs_flrs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.generate_lhs_flrs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.generate_lhs_flrs" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.mvfts.MVFTS.train">
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#MVFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.MVFTS.train" title="Permalink to this definition"></a></dt>
<dd><p>Method specific parameter fitting</p>
<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>
</dd></dl>
<dl class="py function">
<dt id="pyFTS.models.multivariate.mvfts.product_dict">
<code class="sig-prename descclassname">pyFTS.models.multivariate.mvfts.</code><code class="sig-name descname">product_dict</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/mvfts.html#product_dict"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.mvfts.product_dict" title="Permalink to this definition"></a></dt>
<dd><p>Code by Seth Johnson
:param kwargs:
:return:</p>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.wmvfts">
<span id="pyfts-models-multivariate-wmvfts-module"></span><h2>pyFTS.models.multivariate.wmvfts module<a class="headerlink" href="#module-pyFTS.models.multivariate.wmvfts" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.wmvfts.WeightedFLRG">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.wmvfts.</code><code class="sig-name descname">WeightedFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedFLRG" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.multivariate.flrg.FLRG" title="pyFTS.models.multivariate.flrg.FLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.multivariate.flrg.FLRG</span></code></a></p>
<p>Weighted Multivariate Fuzzy Logical Rule Group</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.wmvfts.WeightedFLRG.append_rhs">
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">fset</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedFLRG.append_rhs" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.wmvfts.WeightedFLRG.get_lower">
<code class="sig-name descname">get_lower</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedFLRG.get_lower"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedFLRG.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 id="pyFTS.models.multivariate.wmvfts.WeightedFLRG.get_midpoint">
<code class="sig-name descname">get_midpoint</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedFLRG.get_midpoint"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedFLRG.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 id="pyFTS.models.multivariate.wmvfts.WeightedFLRG.get_upper">
<code class="sig-name descname">get_upper</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedFLRG.get_upper"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedFLRG.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 id="pyFTS.models.multivariate.wmvfts.WeightedFLRG.weights">
<code class="sig-name descname">weights</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedFLRG.weights"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedFLRG.weights" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
<dl class="py class">
<dt id="pyFTS.models.multivariate.wmvfts.WeightedMVFTS">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.wmvfts.</code><code class="sig-name descname">WeightedMVFTS</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedMVFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedMVFTS" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.multivariate.mvfts.MVFTS" title="pyFTS.models.multivariate.mvfts.MVFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.multivariate.mvfts.MVFTS</span></code></a></p>
<p>Weighted Multivariate FTS</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.wmvfts.WeightedMVFTS.generate_flrg">
<code class="sig-name descname">generate_flrg</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/wmvfts.html#WeightedMVFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.wmvfts.WeightedMVFTS.generate_flrg" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.cmvfts">
<span id="pyfts-models-multivariate-cmvfts-module"></span><h2>pyFTS.models.multivariate.cmvfts module<a class="headerlink" href="#module-pyFTS.models.multivariate.cmvfts" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.cmvfts.</code><code class="sig-name descname">ClusteredMVFTS</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.multivariate.mvfts.MVFTS" title="pyFTS.models.multivariate.mvfts.MVFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.multivariate.mvfts.MVFTS</span></code></a></p>
<p>Meta model for high order, clustered multivariate FTS</p>
<dl class="py method">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.check_data">
<code class="sig-name descname">check_data</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.check_data"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.check_data" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast">
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.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 id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_ahead_distribution">
<code class="sig-name descname">forecast_ahead_distribution</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">steps</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.forecast_ahead_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_ahead_distribution" title="Permalink to this definition"></a></dt>
<dd><p>Probabilistic forecast n steps 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>steps</strong> – the number of steps ahead to forecast</p></li>
<li><p><strong>start_at</strong> – in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a list with the forecasted Probability Distributions</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_ahead_multivariate">
<code class="sig-name descname">forecast_ahead_multivariate</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">steps</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.forecast_ahead_multivariate"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_ahead_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>Multivariate forecast n 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> – Pandas dataframe with one column for each variable and with the minimal length equal to the max_lag of the model</p></li>
<li><p><strong>steps</strong> – the number of steps ahead to forecast</p></li>
<li><p><strong>start_at</strong> – in the multi step forecasting, the index of the data where to start forecasting (default: 0)</p></li>
</ul>
</dd>
<dt class="field-even">Returns</dt>
<dd class="field-even"><p>a Pandas Dataframe object representing the forecasted values for each variable</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_distribution">
<code class="sig-name descname">forecast_distribution</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.forecast_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_distribution" title="Permalink to this definition"></a></dt>
<dd><p>Probabilistic 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 probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions</p>
</dd>
</dl>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_interval">
<code class="sig-name descname">forecast_interval</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.forecast_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.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 id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_multivariate">
<code class="sig-name descname">forecast_multivariate</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.forecast_multivariate"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.forecast_multivariate" title="Permalink to this definition"></a></dt>
<dd><p>Multivariate 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> – Pandas dataframe with one column for each variable and 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 Pandas Dataframe object representing the forecasted values for each variable</p>
</dd>
</dl>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fts_method">
<code class="sig-name descname">fts_method</code><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fts_method" title="Permalink to this definition"></a></dt>
<dd><p>The FTS method to be called when a new model is build</p>
</dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fts_params">
<code class="sig-name descname">fts_params</code><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fts_params" title="Permalink to this definition"></a></dt>
<dd><p>The FTS method specific parameters</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fuzzyfy">
<code class="sig-name descname">fuzzyfy</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.fuzzyfy"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.fuzzyfy" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.model">
<code class="sig-name descname">model</code><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.model" title="Permalink to this definition"></a></dt>
<dd><p>The most recent trained model</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.train">
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/cmvfts.html#ClusteredMVFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS.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>
</dd></dl>
</div>
<div class="section" id="module-pyFTS.models.multivariate.granular">
<span id="pyfts-models-multivariate-granular-module"></span><h2>pyFTS.models.multivariate.granular module<a class="headerlink" href="#module-pyFTS.models.multivariate.granular" title="Permalink to this headline"></a></h2>
<dl class="py class">
<dt id="pyFTS.models.multivariate.granular.GranularWMVFTS">
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.multivariate.granular.</code><code class="sig-name descname">GranularWMVFTS</code><span class="sig-paren">(</span><em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/granular.html#GranularWMVFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.granular.GranularWMVFTS" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.multivariate.cmvfts.ClusteredMVFTS" title="pyFTS.models.multivariate.cmvfts.ClusteredMVFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.multivariate.cmvfts.ClusteredMVFTS</span></code></a></p>
<p>Granular multivariate weighted high order FTS</p>
<dl class="py attribute">
<dt id="pyFTS.models.multivariate.granular.GranularWMVFTS.model">
<code class="sig-name descname">model</code><a class="headerlink" href="#pyFTS.models.multivariate.granular.GranularWMVFTS.model" title="Permalink to this definition"></a></dt>
<dd><p>The most recent trained model</p>
</dd></dl>
<dl class="py method">
<dt id="pyFTS.models.multivariate.granular.GranularWMVFTS.train">
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="o">**</span><span class="n">kwargs</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/multivariate/granular.html#GranularWMVFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.multivariate.granular.GranularWMVFTS.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>
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<li><a class="reference internal" href="#">pyFTS.models.multivariate package</a><ul>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate">Module contents</a></li>
<li><a class="reference internal" href="#submodules">Submodules</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.FLR">pyFTS.models.multivariate.FLR module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.common">pyFTS.models.multivariate.common module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.variable">pyFTS.models.multivariate.variable module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.flrg">pyFTS.models.multivariate.flrg module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.partitioner">pyFTS.models.multivariate.partitioner module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.grid">pyFTS.models.multivariate.grid module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.wmvfts">pyFTS.models.multivariate.wmvfts module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.cmvfts">pyFTS.models.multivariate.cmvfts module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.multivariate.granular">pyFTS.models.multivariate.granular module</a></li>
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