194 lines
21 KiB
HTML
194 lines
21 KiB
HTML
|
|
|
|
<!doctype html>
|
|
|
|
<html xmlns="http://www.w3.org/1999/xhtml">
|
|
<head>
|
|
<meta http-equiv="X-UA-Compatible" content="IE=Edge" />
|
|
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" /><script type="text/javascript">
|
|
|
|
var _gaq = _gaq || [];
|
|
_gaq.push(['_setAccount', 'UA-55120145-3']);
|
|
_gaq.push(['_trackPageview']);
|
|
|
|
(function() {
|
|
var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true;
|
|
ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js';
|
|
var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s);
|
|
})();
|
|
</script>
|
|
<title>pyFTS.models.ismailefendi — pyFTS 1.2.3 documentation</title>
|
|
<link rel="stylesheet" href="../../../_static/bizstyle.css" type="text/css" />
|
|
<link rel="stylesheet" href="../../../_static/pygments.css" type="text/css" />
|
|
<script type="text/javascript" src="../../../_static/documentation_options.js"></script>
|
|
<script type="text/javascript" src="../../../_static/jquery.js"></script>
|
|
<script type="text/javascript" src="../../../_static/underscore.js"></script>
|
|
<script type="text/javascript" src="../../../_static/doctools.js"></script>
|
|
<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script>
|
|
<script type="text/javascript" src="../../../_static/bizstyle.js"></script>
|
|
<link rel="index" title="Index" href="../../../genindex.html" />
|
|
<link rel="search" title="Search" href="../../../search.html" />
|
|
<meta name="viewport" content="width=device-width,initial-scale=1.0">
|
|
<!--[if lt IE 9]>
|
|
<script type="text/javascript" src="_static/css3-mediaqueries.js"></script>
|
|
<![endif]-->
|
|
</head><body>
|
|
<div class="related" role="navigation" aria-label="related navigation">
|
|
<h3>Navigation</h3>
|
|
<ul>
|
|
<li class="right" style="margin-right: 10px">
|
|
<a href="../../../genindex.html" title="General Index"
|
|
accesskey="I">index</a></li>
|
|
<li class="right" >
|
|
<a href="../../../py-modindex.html" title="Python Module Index"
|
|
>modules</a> |</li>
|
|
<li class="nav-item nav-item-0"><a href="../../../index.html">pyFTS 1.2.3 documentation</a> »</li>
|
|
<li class="nav-item nav-item-1"><a href="../../index.html" accesskey="U">Module code</a> »</li>
|
|
</ul>
|
|
</div>
|
|
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
|
<div class="sphinxsidebarwrapper">
|
|
<p class="logo"><a href="../../../index.html">
|
|
<img class="logo" src="../../../_static/logo_heading2.png" alt="Logo"/>
|
|
</a></p>
|
|
<div id="searchbox" style="display: none" role="search">
|
|
<h3>Quick search</h3>
|
|
<div class="searchformwrapper">
|
|
<form class="search" action="../../../search.html" method="get">
|
|
<input type="text" name="q" />
|
|
<input type="submit" value="Go" />
|
|
<input type="hidden" name="check_keywords" value="yes" />
|
|
<input type="hidden" name="area" value="default" />
|
|
</form>
|
|
</div>
|
|
</div>
|
|
<script type="text/javascript">$('#searchbox').show(0);</script>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="document">
|
|
<div class="documentwrapper">
|
|
<div class="bodywrapper">
|
|
<div class="body" role="main">
|
|
|
|
<h1>Source code for pyFTS.models.ismailefendi</h1><div class="highlight"><pre>
|
|
<span></span><span class="sd">"""</span>
|
|
<span class="sd">First Order Improved Weighted Fuzzy Time Series by Efendi, Ismail and Deris (2013)</span>
|
|
|
|
<span class="sd">R. Efendi, Z. Ismail, and M. M. Deris, “Improved weight Fuzzy Time Series as used in the exchange rates forecasting of </span>
|
|
<span class="sd">US Dollar to Ringgit Malaysia,” Int. J. Comput. Intell. Appl., vol. 12, no. 1, p. 1350005, 2013.</span>
|
|
<span class="sd">"""</span>
|
|
|
|
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
|
|
<span class="kn">from</span> <span class="nn">pyFTS.common</span> <span class="k">import</span> <span class="n">FuzzySet</span><span class="p">,</span> <span class="n">FLR</span><span class="p">,</span> <span class="n">fts</span><span class="p">,</span> <span class="n">flrg</span>
|
|
|
|
|
|
<div class="viewcode-block" id="ImprovedWeightedFLRG"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFLRG">[docs]</a><span class="k">class</span> <span class="nc">ImprovedWeightedFLRG</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">FLRG</span><span class="p">):</span>
|
|
<span class="sd">"""First Order Improved Weighted Fuzzy Logical Relationship Group"""</span>
|
|
<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">LHS</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
|
<span class="nb">super</span><span class="p">(</span><span class="n">ImprovedWeightedFLRG</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">LHS</span> <span class="o">=</span> <span class="n">LHS</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">rhs_counts</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="o">=</span> <span class="mf">0.0</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">w</span> <span class="o">=</span> <span class="kc">None</span>
|
|
|
|
<div class="viewcode-block" id="ImprovedWeightedFLRG.append_rhs"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.append_rhs">[docs]</a> <span class="k">def</span> <span class="nf">append_rhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">c</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
|
<span class="k">if</span> <span class="n">c</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">[</span><span class="n">c</span><span class="p">]</span> <span class="o">=</span> <span class="n">c</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">rhs_counts</span><span class="p">[</span><span class="n">c</span><span class="p">]</span> <span class="o">=</span> <span class="mf">1.0</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">rhs_counts</span><span class="p">[</span><span class="n">c</span><span class="p">]</span> <span class="o">+=</span> <span class="mf">1.0</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="o">+=</span> <span class="mf">1.0</span></div>
|
|
|
|
<div class="viewcode-block" id="ImprovedWeightedFLRG.weights"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.weights">[docs]</a> <span class="k">def</span> <span class="nf">weights</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">w</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">w</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="bp">self</span><span class="o">.</span><span class="n">rhs_counts</span><span class="p">[</span><span class="n">c</span><span class="p">]</span> <span class="o">/</span> <span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">keys</span><span class="p">()])</span>
|
|
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">w</span></div>
|
|
|
|
<span class="k">def</span> <span class="nf">__str__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="n">tmp</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">LHS</span> <span class="o">+</span> <span class="s2">" -> "</span>
|
|
<span class="n">tmp2</span> <span class="o">=</span> <span class="s2">""</span>
|
|
<span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="nb">sorted</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">keys</span><span class="p">()):</span>
|
|
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">tmp2</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<span class="n">tmp2</span> <span class="o">=</span> <span class="n">tmp2</span> <span class="o">+</span> <span class="s2">","</span>
|
|
<span class="n">tmp2</span> <span class="o">=</span> <span class="n">tmp2</span> <span class="o">+</span> <span class="n">c</span> <span class="o">+</span> <span class="s2">"("</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="nb">round</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">rhs_counts</span><span class="p">[</span><span class="n">c</span><span class="p">]</span> <span class="o">/</span> <span class="bp">self</span><span class="o">.</span><span class="n">count</span><span class="p">,</span> <span class="mi">3</span><span class="p">))</span> <span class="o">+</span> <span class="s2">")"</span>
|
|
<span class="k">return</span> <span class="n">tmp</span> <span class="o">+</span> <span class="n">tmp2</span>
|
|
|
|
<span class="k">def</span> <span class="nf">__len__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="k">return</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">)</span></div>
|
|
|
|
|
|
<div class="viewcode-block" id="ImprovedWeightedFTS"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFTS">[docs]</a><span class="k">class</span> <span class="nc">ImprovedWeightedFTS</span><span class="p">(</span><span class="n">fts</span><span class="o">.</span><span class="n">FTS</span><span class="p">):</span>
|
|
<span class="sd">"""First Order Improved Weighted Fuzzy Time Series"""</span>
|
|
<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
|
<span class="nb">super</span><span class="p">(</span><span class="n">ImprovedWeightedFTS</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">order</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">name</span><span class="o">=</span><span class="s2">"IWFTS"</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"Improved Weighted FTS"</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">detail</span> <span class="o">=</span> <span class="s2">"Ismail & Efendi"</span>
|
|
|
|
<div class="viewcode-block" id="ImprovedWeightedFTS.generate_flrg"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFTS.generate_flrg">[docs]</a> <span class="k">def</span> <span class="nf">generate_flrg</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">flrs</span><span class="p">):</span>
|
|
<span class="k">for</span> <span class="n">flr</span> <span class="ow">in</span> <span class="n">flrs</span><span class="p">:</span>
|
|
<span class="k">if</span> <span class="n">flr</span><span class="o">.</span><span class="n">LHS</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">]</span><span class="o">.</span><span class="n">append_rhs</span><span class="p">(</span><span class="n">flr</span><span class="o">.</span><span class="n">RHS</span><span class="p">)</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">]</span> <span class="o">=</span> <span class="n">ImprovedWeightedFLRG</span><span class="p">(</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">);</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">]</span><span class="o">.</span><span class="n">append_rhs</span><span class="p">(</span><span class="n">flr</span><span class="o">.</span><span class="n">RHS</span><span class="p">)</span></div>
|
|
|
|
<div class="viewcode-block" id="ImprovedWeightedFTS.train"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFTS.train">[docs]</a> <span class="k">def</span> <span class="nf">train</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
|
|
|
<span class="n">tmpdata</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">fuzzyfy</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">partitioner</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="p">,</span> <span class="n">method</span><span class="o">=</span><span class="s1">'maximum'</span><span class="p">,</span> <span class="n">mode</span><span class="o">=</span><span class="s1">'sets'</span><span class="p">)</span>
|
|
<span class="n">flrs</span> <span class="o">=</span> <span class="n">FLR</span><span class="o">.</span><span class="n">generate_recurrent_flrs</span><span class="p">(</span><span class="n">tmpdata</span><span class="p">)</span>
|
|
<span class="bp">self</span><span class="o">.</span><span class="n">generate_flrg</span><span class="p">(</span><span class="n">flrs</span><span class="p">)</span></div>
|
|
|
|
<div class="viewcode-block" id="ImprovedWeightedFTS.forecast"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.ismailefendi.ImprovedWeightedFTS.forecast">[docs]</a> <span class="k">def</span> <span class="nf">forecast</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
|
<span class="n">l</span> <span class="o">=</span> <span class="mi">1</span>
|
|
|
|
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<span class="n">ordered_sets</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">ordered_sets</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
|
<span class="n">ordered_sets</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">set_ordered</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
|
|
|
|
<span class="n">ndata</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span>
|
|
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span>
|
|
|
|
<span class="n">ret</span> <span class="o">=</span> <span class="p">[]</span>
|
|
|
|
<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
|
|
|
|
<span class="n">actual</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">get_maximum_membership_fuzzyset</span><span class="p">(</span><span class="n">ndata</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">,</span> <span class="n">ordered_sets</span><span class="p">)</span>
|
|
|
|
<span class="k">if</span> <span class="n">actual</span><span class="o">.</span><span class="n">name</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
|
|
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">actual</span><span class="o">.</span><span class="n">centroid</span><span class="p">)</span>
|
|
<span class="k">else</span><span class="p">:</span>
|
|
<span class="n">flrg</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">actual</span><span class="o">.</span><span class="n">name</span><span class="p">]</span>
|
|
<span class="n">mp</span> <span class="o">=</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_midpoints</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
|
|
|
|
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">mp</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">weights</span><span class="p">()))</span>
|
|
|
|
<span class="k">return</span> <span class="n">ret</span></div></div>
|
|
</pre></div>
|
|
|
|
</div>
|
|
</div>
|
|
</div>
|
|
<div class="clearer"></div>
|
|
</div>
|
|
<div class="related" role="navigation" aria-label="related navigation">
|
|
<h3>Navigation</h3>
|
|
<ul>
|
|
<li class="right" style="margin-right: 10px">
|
|
<a href="../../../genindex.html" title="General Index"
|
|
>index</a></li>
|
|
<li class="right" >
|
|
<a href="../../../py-modindex.html" title="Python Module Index"
|
|
>modules</a> |</li>
|
|
<li class="nav-item nav-item-0"><a href="../../../index.html">pyFTS 1.2.3 documentation</a> »</li>
|
|
<li class="nav-item nav-item-1"><a href="../../index.html" >Module code</a> »</li>
|
|
</ul>
|
|
</div>
|
|
<div class="footer" role="contentinfo">
|
|
© Copyright 2018, Machine Intelligence and Data Science Laboratory - UFMG - Brazil.
|
|
Created using <a href="http://sphinx-doc.org/">Sphinx</a> 1.7.2.
|
|
</div>
|
|
</body>
|
|
</html> |