pyFTS/docs/build/html/pyFTS.models.ensemble.html
2019-05-07 16:24:59 -03:00

449 lines
28 KiB
HTML
Raw Blame History

This file contains ambiguous Unicode characters

This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

<!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.ensemble package &#8212; pyFTS 1.6 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" />
<link rel="next" title="pyFTS.models.incremental package" href="pyFTS.models.incremental.html" />
<link rel="prev" title="pyFTS.models package" href="pyFTS.models.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="right" >
<a href="pyFTS.models.incremental.html" title="pyFTS.models.incremental package"
accesskey="N">next</a> |</li>
<li class="right" >
<a href="pyFTS.models.html" title="pyFTS.models package"
accesskey="P">previous</a> |</li>
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.6 documentation</a> &#187;</li>
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> &#187;</li>
<li class="nav-item nav-item-2"><a href="pyFTS.html" >pyFTS package</a> &#187;</li>
<li class="nav-item nav-item-3"><a href="pyFTS.models.html" accesskey="U">pyFTS.models package</a> &#187;</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>
<h3><a href="index.html">Table Of Contents</a></h3>
<ul>
<li><a class="reference internal" href="#">pyFTS.models.ensemble package</a><ul>
<li><a class="reference internal" href="#submodules">Submodules</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.ensemble.ensemble">pyFTS.models.ensemble.ensemble module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.ensemble.multiseasonal">pyFTS.models.ensemble.multiseasonal module</a></li>
<li><a class="reference internal" href="#module-pyFTS.models.ensemble">Module contents</a></li>
</ul>
</li>
</ul>
<h4>Previous topic</h4>
<p class="topless"><a href="pyFTS.models.html"
title="previous chapter">pyFTS.models package</a></p>
<h4>Next topic</h4>
<p class="topless"><a href="pyFTS.models.incremental.html"
title="next chapter">pyFTS.models.incremental package</a></p>
<div role="note" aria-label="source link">
<h3>This Page</h3>
<ul class="this-page-menu">
<li><a href="_sources/pyFTS.models.ensemble.rst.txt"
rel="nofollow">Show Source</a></li>
</ul>
</div>
<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">
<div class="section" id="pyfts-models-ensemble-package">
<h1>pyFTS.models.ensemble package<a class="headerlink" href="#pyfts-models-ensemble-package" title="Permalink to this headline"></a></h1>
<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.ensemble.ensemble">
<span id="pyfts-models-ensemble-ensemble-module"></span><h2>pyFTS.models.ensemble.ensemble module<a class="headerlink" href="#module-pyFTS.models.ensemble.ensemble" title="Permalink to this headline"></a></h2>
<p>EnsembleFTS wraps several FTS methods to ensemble their forecasts, providing point,
interval and probabilistic forecasting.</p>
<p>Silva, P. C. L et al. Probabilistic Forecasting with Seasonal Ensemble Fuzzy Time-Series
XIII Brazilian Congress on Computational Intelligence, 2017. Rio de Janeiro, Brazil.</p>
<dl class="class">
<dt id="pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS">
<em class="property">class </em><code class="descclassname">pyFTS.models.ensemble.ensemble.</code><code class="descname">AllMethodEnsembleFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#AllMethodEnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="pyFTS.models.ensemble.ensemble.EnsembleFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ensemble.ensemble.EnsembleFTS</span></code></a></p>
<p>Creates an EnsembleFTS with all point forecast methods, sharing the same partitioner</p>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.set_transformations">
<code class="descname">set_transformations</code><span class="sig-paren">(</span><em>model</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#AllMethodEnsembleFTS.set_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.set_transformations" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.train">
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#AllMethodEnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.train" title="Permalink to this definition"></a></dt>
<dd><p>Method specific parameter fitting</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>data</strong> training time series data</li>
<li><strong>kwargs</strong> Method specific parameters</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</dd></dl>
<dl class="class">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS">
<em class="property">class </em><code class="descclassname">pyFTS.models.ensemble.ensemble.</code><code class="descname">EnsembleFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS" 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>Ensemble FTS</p>
<dl class="attribute">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.alpha">
<code class="descname">alpha</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.alpha" title="Permalink to this definition"></a></dt>
<dd><p>The quantiles</p>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.append_model">
<code class="descname">append_model</code><span class="sig-paren">(</span><em>model</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.append_model"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.append_model" title="Permalink to this definition"></a></dt>
<dd><p>Append a new trained model to the ensemble</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>model</strong> FTS model</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast">
<code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast" title="Permalink to this definition"></a></dt>
<dd><p>Point forecast one step ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>kwargs</strong> model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_distribution">
<code class="descname">forecast_ahead_distribution</code><span class="sig-paren">(</span><em>data</em>, <em>steps</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_ahead_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_distribution" title="Permalink to this definition"></a></dt>
<dd><p>Probabilistic forecast n steps ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>steps</strong> the number of steps ahead to forecast</li>
<li><strong>kwargs</strong> model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted Probability Distributions</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_interval">
<code class="descname">forecast_ahead_interval</code><span class="sig-paren">(</span><em>data</em>, <em>steps</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_ahead_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_interval" title="Permalink to this definition"></a></dt>
<dd><p>Interval forecast n steps ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>steps</strong> the number of steps ahead to forecast</li>
<li><strong>kwargs</strong> model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted intervals</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_distribution">
<code class="descname">forecast_distribution</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_distribution" title="Permalink to this definition"></a></dt>
<dd><p>Probabilistic forecast one step ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>kwargs</strong> model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_interval">
<code class="descname">forecast_interval</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_interval" title="Permalink to this definition"></a></dt>
<dd><p>Interval forecast one step ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>kwargs</strong> model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the prediction intervals</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_distribution_interquantile">
<code class="descname">get_distribution_interquantile</code><span class="sig-paren">(</span><em>forecasts</em>, <em>alpha</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_distribution_interquantile"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_distribution_interquantile" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_interval">
<code class="descname">get_interval</code><span class="sig-paren">(</span><em>forecasts</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_interval" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_models_forecasts">
<code class="descname">get_models_forecasts</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_models_forecasts"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_models_forecasts" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_point">
<code class="descname">get_point</code><span class="sig-paren">(</span><em>forecasts</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_point"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_point" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.interval_method">
<code class="descname">interval_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.interval_method" title="Permalink to this definition"></a></dt>
<dd><p>The method used to mix the several models forecasts into a interval forecast. Options: quantile, extremum, normal</p>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.models">
<code class="descname">models</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.models" title="Permalink to this definition"></a></dt>
<dd><p>A list of FTS models, the ensemble components</p>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.parameters">
<code class="descname">parameters</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.parameters" title="Permalink to this definition"></a></dt>
<dd><p>A list with the parameters for each component model</p>
</dd></dl>
<dl class="attribute">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.point_method">
<code class="descname">point_method</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.point_method" title="Permalink to this definition"></a></dt>
<dd><p>The method used to mix the several models forecasts into a unique point forecast. Options: mean, median, quantile, exponential</p>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.train">
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.train" title="Permalink to this definition"></a></dt>
<dd><p>Method specific parameter fitting</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>data</strong> training time series data</li>
<li><strong>kwargs</strong> Method specific parameters</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</dd></dl>
<dl class="function">
<dt id="pyFTS.models.ensemble.ensemble.sampler">
<code class="descclassname">pyFTS.models.ensemble.ensemble.</code><code class="descname">sampler</code><span class="sig-paren">(</span><em>data</em>, <em>quantiles</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#sampler"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.sampler" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</div>
<div class="section" id="module-pyFTS.models.ensemble.multiseasonal">
<span id="pyfts-models-ensemble-multiseasonal-module"></span><h2>pyFTS.models.ensemble.multiseasonal module<a class="headerlink" href="#module-pyFTS.models.ensemble.multiseasonal" title="Permalink to this headline"></a></h2>
<p>Silva, P. C. L et al. Probabilistic Forecasting with Seasonal Ensemble Fuzzy Time-Series
XIII Brazilian Congress on Computational Intelligence, 2017. Rio de Janeiro, Brazil.</p>
<dl class="class">
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS">
<em class="property">class </em><code class="descclassname">pyFTS.models.ensemble.multiseasonal.</code><code class="descname">SeasonalEnsembleFTS</code><span class="sig-paren">(</span><em>name</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS" title="Permalink to this definition"></a></dt>
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="pyFTS.models.ensemble.ensemble.EnsembleFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ensemble.ensemble.EnsembleFTS</span></code></a></p>
<dl class="method">
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.forecast_distribution">
<code class="descname">forecast_distribution</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS.forecast_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.forecast_distribution" title="Permalink to this definition"></a></dt>
<dd><p>Probabilistic forecast one step ahead</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>data</strong> time series data with the minimal length equal to the max_lag of the model</li>
<li><strong>kwargs</strong> model specific parameters</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.train">
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.train" title="Permalink to this definition"></a></dt>
<dd><p>Method specific parameter fitting</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>data</strong> training time series data</li>
<li><strong>kwargs</strong> Method specific parameters</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.update_uod">
<code class="descname">update_uod</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS.update_uod"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.update_uod" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
<dl class="function">
<dt id="pyFTS.models.ensemble.multiseasonal.train_individual_model">
<code class="descclassname">pyFTS.models.ensemble.multiseasonal.</code><code class="descname">train_individual_model</code><span class="sig-paren">(</span><em>partitioner</em>, <em>train_data</em>, <em>indexer</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#train_individual_model"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.train_individual_model" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</div>
<div class="section" id="module-pyFTS.models.ensemble">
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.ensemble" title="Permalink to this headline"></a></h2>
<p>Meta FTS that aggregates other FTS methods</p>
</div>
</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="right" >
<a href="pyFTS.models.incremental.html" title="pyFTS.models.incremental package"
>next</a> |</li>
<li class="right" >
<a href="pyFTS.models.html" title="pyFTS.models package"
>previous</a> |</li>
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.6 documentation</a> &#187;</li>
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> &#187;</li>
<li class="nav-item nav-item-2"><a href="pyFTS.html" >pyFTS package</a> &#187;</li>
<li class="nav-item nav-item-3"><a href="pyFTS.models.html" >pyFTS.models package</a> &#187;</li>
</ul>
</div>
<div class="footer" role="contentinfo">
&#169; 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>