1223 lines
108 KiB
HTML
1223 lines
108 KiB
HTML
|
||
|
||
<!doctype html>
|
||
|
||
<html>
|
||
<head>
|
||
<meta charset="utf-8" />
|
||
<meta name="viewport" content="width=device-width, initial-scale=1.0"><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 package — 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 id="documentation_options" data-url_root="./" src="_static/documentation_options.js"></script>
|
||
<script src="_static/jquery.js"></script>
|
||
<script src="_static/underscore.js"></script>
|
||
<script src="_static/doctools.js"></script>
|
||
<script src="_static/language_data.js"></script>
|
||
<script 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.ensemble package" href="pyFTS.models.ensemble.html" />
|
||
<link rel="prev" title="pyFTS.hyperparam package" href="pyFTS.hyperparam.html" />
|
||
<meta name="viewport" content="width=device-width,initial-scale=1.0">
|
||
<!--[if lt IE 9]>
|
||
<script 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.ensemble.html" title="pyFTS.models.ensemble package"
|
||
accesskey="N">next</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.hyperparam.html" title="pyFTS.hyperparam package"
|
||
accesskey="P">previous</a> |</li>
|
||
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.6 documentation</a> »</li>
|
||
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> »</li>
|
||
<li class="nav-item nav-item-2"><a href="pyFTS.html" accesskey="U">pyFTS package</a> »</li>
|
||
<li class="nav-item nav-item-this"><a href="">pyFTS.models package</a></li>
|
||
</ul>
|
||
</div>
|
||
|
||
<div class="document">
|
||
<div class="documentwrapper">
|
||
<div class="bodywrapper">
|
||
<div class="body" role="main">
|
||
|
||
<div class="section" id="pyfts-models-package">
|
||
<h1>pyFTS.models package<a class="headerlink" href="#pyfts-models-package" title="Permalink to this headline">¶</a></h1>
|
||
<div class="section" id="module-pyFTS.models">
|
||
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models" title="Permalink to this headline">¶</a></h2>
|
||
<p>Fuzzy Time Series methods</p>
|
||
</div>
|
||
<div class="section" id="subpackages">
|
||
<h2>Subpackages<a class="headerlink" href="#subpackages" title="Permalink to this headline">¶</a></h2>
|
||
<div class="toctree-wrapper compound">
|
||
<ul>
|
||
<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.ensemble.html">pyFTS.models.ensemble package</a><ul>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#submodules">Submodules</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#module-pyFTS.models.ensemble.ensemble">pyFTS.models.ensemble.ensemble module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#module-pyFTS.models.ensemble.multiseasonal">pyFTS.models.ensemble.multiseasonal module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.ensemble.html#module-pyFTS.models.ensemble">Module contents</a></li>
|
||
</ul>
|
||
</li>
|
||
<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.incremental.html">pyFTS.models.incremental package</a><ul>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#module-pyFTS.models.incremental">Module contents</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#submodules">Submodules</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#module-pyFTS.models.incremental.TimeVariant">pyFTS.models.incremental.TimeVariant module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.incremental.html#module-pyFTS.models.incremental.IncrementalEnsemble">pyFTS.models.incremental.IncrementalEnsemble module</a></li>
|
||
</ul>
|
||
</li>
|
||
<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.multivariate.html">pyFTS.models.multivariate package</a><ul>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate">Module contents</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#submodules">Submodules</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.FLR">pyFTS.models.multivariate.FLR module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.common">pyFTS.models.multivariate.common module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.variable">pyFTS.models.multivariate.variable module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.flrg">pyFTS.models.multivariate.flrg module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.partitioner">pyFTS.models.multivariate.partitioner module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.grid">pyFTS.models.multivariate.grid module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.mvfts">pyFTS.models.multivariate.mvfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.wmvfts">pyFTS.models.multivariate.wmvfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.cmvfts">pyFTS.models.multivariate.cmvfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.granular">pyFTS.models.multivariate.granular module</a></li>
|
||
</ul>
|
||
</li>
|
||
<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.nonstationary.html">pyFTS.models.nonstationary package</a><ul>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#submodules">Submodules</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.common">pyFTS.models.nonstationary.common module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.cvfts">pyFTS.models.nonstationary.cvfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.flrg">pyFTS.models.nonstationary.flrg module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.honsfts">pyFTS.models.nonstationary.honsfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.nsfts">pyFTS.models.nonstationary.nsfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.partitioners">pyFTS.models.nonstationary.partitioners module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.perturbation">pyFTS.models.nonstationary.perturbation module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary.util">pyFTS.models.nonstationary.util module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.nonstationary.html#module-pyFTS.models.nonstationary">Module contents</a></li>
|
||
</ul>
|
||
</li>
|
||
<li class="toctree-l1"><a class="reference internal" href="pyFTS.models.seasonal.html">pyFTS.models.seasonal package</a><ul>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#submodules">Submodules</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.SeasonalIndexer">pyFTS.models.seasonal.SeasonalIndexer module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.cmsfts">pyFTS.models.seasonal.cmsfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.common">pyFTS.models.seasonal.common module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.msfts">pyFTS.models.seasonal.msfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.partitioner">pyFTS.models.seasonal.partitioner module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal.sfts">pyFTS.models.seasonal.sfts module</a></li>
|
||
<li class="toctree-l2"><a class="reference internal" href="pyFTS.models.seasonal.html#module-pyFTS.models.seasonal">Module contents</a></li>
|
||
</ul>
|
||
</li>
|
||
</ul>
|
||
</div>
|
||
</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.song">
|
||
<span id="pyfts-models-song-module"></span><h2>pyFTS.models.song module<a class="headerlink" href="#module-pyFTS.models.song" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Traditional Fuzzy Time Series method by Song & Chissom (1993)</p>
|
||
<ol class="upperalpha simple" start="17">
|
||
<li><p>Song and B. S. Chissom, “Fuzzy time series and its models,” Fuzzy Sets Syst., vol. 54, no. 3, pp. 269–277, 1993.</p></li>
|
||
</ol>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.song.ConventionalFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.song.</code><code class="sig-name descname">ConventionalFTS</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/song.html#ConventionalFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS" 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>Traditional Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.song.ConventionalFTS.flr_membership_matrix">
|
||
<code class="sig-name descname">flr_membership_matrix</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flr</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/song.html#ConventionalFTS.flr_membership_matrix"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.flr_membership_matrix" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.song.ConventionalFTS.forecast">
|
||
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/song.html#ConventionalFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.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.song.ConventionalFTS.operation_matrix">
|
||
<code class="sig-name descname">operation_matrix</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/song.html#ConventionalFTS.operation_matrix"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.operation_matrix" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.song.ConventionalFTS.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/song.html#ConventionalFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.song.ConventionalFTS.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.chen">
|
||
<span id="pyfts-models-chen-module"></span><h2>pyFTS.models.chen module<a class="headerlink" href="#module-pyFTS.models.chen" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Conventional Fuzzy Time Series by Chen (1996)</p>
|
||
<p>S.-M. Chen, “Forecasting enrollments based on fuzzy time series,” Fuzzy Sets Syst., vol. 81, no. 3, pp. 311–319, 1996.</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.chen.ConventionalFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.chen.</code><code class="sig-name descname">ConventionalFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">LHS</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/chen.html#ConventionalFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG" 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>First Order Conventional Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.chen.ConventionalFLRG.append_rhs">
|
||
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</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/chen.html#ConventionalFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.chen.ConventionalFLRG.get_key">
|
||
<code class="sig-name descname">get_key</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/chen.html#ConventionalFLRG.get_key"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFLRG.get_key" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Returns a unique identifier for this FLRG</p>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.chen.ConventionalFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.chen.</code><code class="sig-name descname">ConventionalFTS</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/chen.html#ConventionalFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS" 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>Conventional Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.chen.ConventionalFTS.forecast">
|
||
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/chen.html#ConventionalFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.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.chen.ConventionalFTS.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/chen.html#ConventionalFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.chen.ConventionalFTS.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/chen.html#ConventionalFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.chen.ConventionalFTS.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.yu">
|
||
<span id="pyfts-models-yu-module"></span><h2>pyFTS.models.yu module<a class="headerlink" href="#module-pyFTS.models.yu" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Weighted Fuzzy Time Series by Yu(2005)</p>
|
||
<p>H.-K. Yu, “Weighted fuzzy time series models for TAIEX forecasting,”
|
||
Phys. A Stat. Mech. its Appl., vol. 349, no. 3, pp. 609–624, 2005.</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.yu.WeightedFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.yu.</code><code class="sig-name descname">WeightedFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">LHS</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/yu.html#WeightedFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG" 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>First Order Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.yu.WeightedFLRG.append_rhs">
|
||
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</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/yu.html#WeightedFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.yu.WeightedFLRG.weights">
|
||
<code class="sig-name descname">weights</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/yu.html#WeightedFLRG.weights"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.yu.WeightedFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.yu.</code><code class="sig-name descname">WeightedFTS</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/yu.html#WeightedFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS" 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>First Order Weighted Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.yu.WeightedFTS.forecast">
|
||
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/yu.html#WeightedFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.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.yu.WeightedFTS.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/yu.html#WeightedFTS.generate_FLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.generate_FLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.yu.WeightedFTS.train">
|
||
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/yu.html#WeightedFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.yu.WeightedFTS.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.cheng">
|
||
<span id="pyfts-models-cheng-module"></span><h2>pyFTS.models.cheng module<a class="headerlink" href="#module-pyFTS.models.cheng" title="Permalink to this headline">¶</a></h2>
|
||
<p>Trend Weighted Fuzzy Time Series by Cheng, Chen and Wu (2009)</p>
|
||
<p>C.-H. Cheng, Y.-S. Chen, and Y.-L. Wu, “Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model,”
|
||
Expert Syst. Appl., vol. 36, no. 2, pp. 1826–1832, 2009.</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.cheng.TrendWeightedFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.cheng.</code><code class="sig-name descname">TrendWeightedFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">LHS</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/cheng.html#TrendWeightedFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.yu.WeightedFLRG" title="pyFTS.models.yu.WeightedFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.yu.WeightedFLRG</span></code></a></p>
|
||
<p>First Order Trend Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.cheng.TrendWeightedFLRG.weights">
|
||
<code class="sig-name descname">weights</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/cheng.html#TrendWeightedFLRG.weights"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.cheng.TrendWeightedFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.cheng.</code><code class="sig-name descname">TrendWeightedFTS</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/cheng.html#TrendWeightedFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.yu.WeightedFTS" title="pyFTS.models.yu.WeightedFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.yu.WeightedFTS</span></code></a></p>
|
||
<p>First Order Trend Weighted Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.cheng.TrendWeightedFTS.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/cheng.html#TrendWeightedFTS.generate_FLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.cheng.TrendWeightedFTS.generate_FLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.hofts">
|
||
<span id="pyfts-models-hofts-module"></span><h2>pyFTS.models.hofts module<a class="headerlink" href="#module-pyFTS.models.hofts" title="Permalink to this headline">¶</a></h2>
|
||
<p>High Order FTS</p>
|
||
<p>Severiano, S. A. Jr; Silva, P. C. L.; Sadaei, H. J.; Guimarães, F. G. Very Short-term Solar Forecasting
|
||
using Fuzzy Time Series. 2017 IEEE International Conference on Fuzzy Systems. DOI10.1109/FUZZ-IEEE.2017.8015732</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.hofts.HighOrderFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.hofts.</code><code class="sig-name descname">HighOrderFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">order</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/hofts.html#HighOrderFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG" 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>Conventional High Order Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFLRG.append_lhs">
|
||
<code class="sig-name descname">append_lhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFLRG.append_lhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG.append_lhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFLRG.append_rhs">
|
||
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</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/hofts.html#HighOrderFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.hofts.HighOrderFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.hofts.</code><code class="sig-name descname">HighOrderFTS</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/hofts.html#HighOrderFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS" 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>Conventional High Order Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFTS.configure_lags">
|
||
<code class="sig-name descname">configure_lags</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/hofts.html#HighOrderFTS.configure_lags"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.configure_lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFTS.forecast">
|
||
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/hofts.html#HighOrderFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.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.hofts.HighOrderFTS.generate_flrg">
|
||
<code class="sig-name descname">generate_flrg</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/hofts.html#HighOrderFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFTS.generate_flrg_fuzzyfied">
|
||
<code class="sig-name descname">generate_flrg_fuzzyfied</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/hofts.html#HighOrderFTS.generate_flrg_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg">
|
||
<code class="sig-name descname">generate_lhs_flrg</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</span></em>, <em class="sig-param"><span class="n">explain</span><span class="o">=</span><span class="default_value">False</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_lhs_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg_fuzzyfied">
|
||
<code class="sig-name descname">generate_lhs_flrg_fuzzyfied</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</span></em>, <em class="sig-param"><span class="n">explain</span><span class="o">=</span><span class="default_value">False</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#HighOrderFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.HighOrderFTS.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/hofts.html#HighOrderFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.HighOrderFTS.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 class">
|
||
<dt id="pyFTS.models.hofts.WeightedHighOrderFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.hofts.</code><code class="sig-name descname">WeightedHighOrderFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">order</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/hofts.html#WeightedHighOrderFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG" 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>Weighted High Order Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.WeightedHighOrderFLRG.append_lhs">
|
||
<code class="sig-name descname">append_lhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFLRG.append_lhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.append_lhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.WeightedHighOrderFLRG.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/hofts.html#WeightedHighOrderFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.WeightedHighOrderFLRG.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/hofts.html#WeightedHighOrderFLRG.get_lower"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.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.hofts.WeightedHighOrderFLRG.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/hofts.html#WeightedHighOrderFLRG.get_midpoint"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.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.hofts.WeightedHighOrderFLRG.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/hofts.html#WeightedHighOrderFLRG.get_upper"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.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.hofts.WeightedHighOrderFLRG.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/hofts.html#WeightedHighOrderFLRG.weights"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.hofts.WeightedHighOrderFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.hofts.</code><code class="sig-name descname">WeightedHighOrderFTS</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/hofts.html#WeightedHighOrderFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
|
||
<p>Weighted High Order Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hofts.WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied">
|
||
<code class="sig-name descname">generate_lhs_flrg_fuzzyfied</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</span></em>, <em class="sig-param"><span class="n">explain</span><span class="o">=</span><span class="default_value">False</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/hofts.html#WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hofts.WeightedHighOrderFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.hwang">
|
||
<span id="pyfts-models-hwang-module"></span><h2>pyFTS.models.hwang module<a class="headerlink" href="#module-pyFTS.models.hwang" title="Permalink to this headline">¶</a></h2>
|
||
<p>High Order Fuzzy Time Series by Hwang, Chen and Lee (1998)</p>
|
||
<p>Jeng-Ren Hwang, Shyi-Ming Chen, and Chia-Hoang Lee, “Handling forecasting problems using fuzzy time series,”
|
||
Fuzzy Sets Syst., no. 100, pp. 217–228, 1998.</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.hwang.HighOrderFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.hwang.</code><code class="sig-name descname">HighOrderFTS</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/hwang.html#HighOrderFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS" 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>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hwang.HighOrderFTS.configure_lags">
|
||
<code class="sig-name descname">configure_lags</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/hwang.html#HighOrderFTS.configure_lags"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.configure_lags" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.hwang.HighOrderFTS.forecast">
|
||
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/hwang.html#HighOrderFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.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.hwang.HighOrderFTS.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/hwang.html#HighOrderFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.hwang.HighOrderFTS.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.ifts">
|
||
<span id="pyfts-models-ifts-module"></span><h2>pyFTS.models.ifts module<a class="headerlink" href="#module-pyFTS.models.ifts" title="Permalink to this headline">¶</a></h2>
|
||
<p>High Order Interval Fuzzy Time Series</p>
|
||
<p>SILVA, Petrônio CL; SADAEI, Hossein Javedani; GUIMARÃES, Frederico Gadelha. Interval Forecasting with Fuzzy Time Series.
|
||
In: Computational Intelligence (SSCI), 2016 IEEE Symposium Series on. IEEE, 2016. p. 1-8.</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.ifts.IntervalFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.ifts.</code><code class="sig-name descname">IntervalFTS</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/ifts.html#IntervalFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFTS" title="pyFTS.models.hofts.HighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFTS</span></code></a></p>
|
||
<p>High Order Interval Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ifts.IntervalFTS.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/ifts.html#IntervalFTS.forecast_ahead_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.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.ifts.IntervalFTS.forecast_interval">
|
||
<code class="sig-name descname">forecast_interval</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/ifts.html#IntervalFTS.forecast_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.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.ifts.IntervalFTS.get_lower">
|
||
<code class="sig-name descname">get_lower</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_lower"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ifts.IntervalFTS.get_sequence_membership">
|
||
<code class="sig-name descname">get_sequence_membership</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">fuzzySets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_sequence_membership"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_sequence_membership" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ifts.IntervalFTS.get_upper">
|
||
<code class="sig-name descname">get_upper</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#IntervalFTS.get_upper"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.IntervalFTS.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.ifts.WeightedIntervalFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.ifts.</code><code class="sig-name descname">WeightedIntervalFTS</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/ifts.html#WeightedIntervalFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.WeightedHighOrderFTS" title="pyFTS.models.hofts.WeightedHighOrderFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.WeightedHighOrderFTS</span></code></a></p>
|
||
<p>Weighted High Order Interval Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ifts.WeightedIntervalFTS.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/ifts.html#WeightedIntervalFTS.forecast_ahead_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.forecast_interval">
|
||
<code class="sig-name descname">forecast_interval</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/ifts.html#WeightedIntervalFTS.forecast_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.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.ifts.WeightedIntervalFTS.get_lower">
|
||
<code class="sig-name descname">get_lower</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_lower"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ifts.WeightedIntervalFTS.get_sequence_membership">
|
||
<code class="sig-name descname">get_sequence_membership</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">data</span></em>, <em class="sig-param"><span class="n">fuzzySets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_sequence_membership"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_sequence_membership" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ifts.WeightedIntervalFTS.get_upper">
|
||
<code class="sig-name descname">get_upper</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ifts.html#WeightedIntervalFTS.get_upper"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ifts.WeightedIntervalFTS.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.ismailefendi">
|
||
<span id="pyfts-models-ismailefendi-module"></span><h2>pyFTS.models.ismailefendi module<a class="headerlink" href="#module-pyFTS.models.ismailefendi" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Improved Weighted Fuzzy Time Series by Efendi, Ismail and Deris (2013)</p>
|
||
<p>R. Efendi, Z. Ismail, and M. M. Deris, “Improved weight Fuzzy Time Series as used in the exchange rates forecasting of
|
||
US Dollar to Ringgit Malaysia,” Int. J. Comput. Intell. Appl., vol. 12, no. 1, p. 1350005, 2013.</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.ismailefendi.</code><code class="sig-name descname">ImprovedWeightedFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">LHS</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/ismailefendi.html#ImprovedWeightedFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG" 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>First Order Improved Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG.append_rhs">
|
||
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</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/ismailefendi.html#ImprovedWeightedFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ismailefendi.ImprovedWeightedFLRG.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/ismailefendi.html#ImprovedWeightedFLRG.weights"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.ismailefendi.ImprovedWeightedFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.ismailefendi.</code><code class="sig-name descname">ImprovedWeightedFTS</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/ismailefendi.html#ImprovedWeightedFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS" 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>First Order Improved Weighted Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.forecast">
|
||
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/ismailefendi.html#ImprovedWeightedFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.ismailefendi.ImprovedWeightedFTS.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/ismailefendi.html#ImprovedWeightedFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.ismailefendi.ImprovedWeightedFTS.train">
|
||
<code class="sig-name descname">train</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/ismailefendi.html#ImprovedWeightedFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ismailefendi.ImprovedWeightedFTS.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.pwfts">
|
||
<span id="pyfts-models-pwfts-module"></span><h2>pyFTS.models.pwfts module<a class="headerlink" href="#module-pyFTS.models.pwfts" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.pwfts.</code><code class="sig-name descname">ProbabilisticWeightedFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">order</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.hofts.HighOrderFLRG" title="pyFTS.models.hofts.HighOrderFLRG"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.hofts.HighOrderFLRG</span></code></a></p>
|
||
<p>High Order Probabilistic Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.append_rhs">
|
||
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</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/pwfts.html#ProbabilisticWeightedFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.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/pwfts.html#ProbabilisticWeightedFLRG.get_lower"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.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.pwfts.ProbabilisticWeightedFLRG.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">sets</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.get_membership"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.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.pwfts.ProbabilisticWeightedFLRG.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/pwfts.html#ProbabilisticWeightedFLRG.get_midpoint"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Return the expectation of the PWFLRG, the weighted sum</p>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.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/pwfts.html#ProbabilisticWeightedFLRG.get_upper"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.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.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability">
|
||
<code class="sig-name descname">lhs_conditional_probability</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">x</span></em>, <em class="sig-param"><span class="n">sets</span></em>, <em class="sig-param"><span class="n">norm</span></em>, <em class="sig-param"><span class="n">uod</span></em>, <em class="sig-param"><span class="n">nbins</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.lhs_conditional_probability"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied">
|
||
<code class="sig-name descname">lhs_conditional_probability_fuzzyfied</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">lhs_mv</span></em>, <em class="sig-param"><span class="n">sets</span></em>, <em class="sig-param"><span class="n">norm</span></em>, <em class="sig-param"><span class="n">uod</span></em>, <em class="sig-param"><span class="n">nbins</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.lhs_conditional_probability_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.partition_function">
|
||
<code class="sig-name descname">partition_function</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sets</span></em>, <em class="sig-param"><span class="n">uod</span></em>, <em class="sig-param"><span class="n">nbins</span><span class="o">=</span><span class="default_value">100</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.partition_function"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.partition_function" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_conditional_probability">
|
||
<code class="sig-name descname">rhs_conditional_probability</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">x</span></em>, <em class="sig-param"><span class="n">sets</span></em>, <em class="sig-param"><span class="n">uod</span></em>, <em class="sig-param"><span class="n">nbins</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.rhs_conditional_probability"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_unconditional_probability">
|
||
<code class="sig-name descname">rhs_unconditional_probability</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFLRG.rhs_unconditional_probability"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFLRG.rhs_unconditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.pwfts.</code><code class="sig-name descname">ProbabilisticWeightedFTS</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/pwfts.html#ProbabilisticWeightedFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.ifts.IntervalFTS" title="pyFTS.models.ifts.IntervalFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ifts.IntervalFTS</span></code></a></p>
|
||
<p>High Order Probabilistic Weighted Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.add_new_PWFLGR">
|
||
<code class="sig-name descname">add_new_PWFLGR</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.add_new_PWFLGR"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.add_new_PWFLGR" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability">
|
||
<code class="sig-name descname">flrg_lhs_conditional_probability</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">x</span></em>, <em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_conditional_probability"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied">
|
||
<code class="sig-name descname">flrg_lhs_conditional_probability_fuzzyfied</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">x</span></em>, <em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_conditional_probability_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability">
|
||
<code class="sig-name descname">flrg_lhs_unconditional_probability</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_lhs_unconditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_rhs_conditional_probability">
|
||
<code class="sig-name descname">flrg_rhs_conditional_probability</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">x</span></em>, <em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.flrg_rhs_conditional_probability"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.flrg_rhs_conditional_probability" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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/pwfts.html#ProbabilisticWeightedFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.forecast_ahead_distribution">
|
||
<code class="sig-name descname">forecast_ahead_distribution</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.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/pwfts.html#ProbabilisticWeightedFTS.forecast_ahead_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.forecast_distribution">
|
||
<code class="sig-name descname">forecast_distribution</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/pwfts.html#ProbabilisticWeightedFTS.forecast_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.forecast_distribution_from_distribution">
|
||
<code class="sig-name descname">forecast_distribution_from_distribution</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">previous_dist</span></em>, <em class="sig-param"><span class="n">smooth</span></em>, <em class="sig-param"><span class="n">uod</span></em>, <em class="sig-param"><span class="n">bins</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/pwfts.html#ProbabilisticWeightedFTS.forecast_distribution_from_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_distribution_from_distribution" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.forecast_interval">
|
||
<code class="sig-name descname">forecast_interval</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/pwfts.html#ProbabilisticWeightedFTS.forecast_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.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.pwfts.ProbabilisticWeightedFTS.generate_flrg">
|
||
<code class="sig-name descname">generate_flrg</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/pwfts.html#ProbabilisticWeightedFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg2">
|
||
<code class="sig-name descname">generate_flrg2</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/pwfts.html#ProbabilisticWeightedFTS.generate_flrg2"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg2" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg_fuzzyfied">
|
||
<code class="sig-name descname">generate_flrg_fuzzyfied</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/pwfts.html#ProbabilisticWeightedFTS.generate_flrg_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg">
|
||
<code class="sig-name descname">generate_lhs_flrg</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</span></em>, <em class="sig-param"><span class="n">explain</span><span class="o">=</span><span class="default_value">False</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_lhs_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied">
|
||
<code class="sig-name descname">generate_lhs_flrg_fuzzyfied</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</span></em>, <em class="sig-param"><span class="n">explain</span><span class="o">=</span><span class="default_value">False</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.generate_lhs_flrg_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_lower">
|
||
<code class="sig-name descname">get_lower</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_lower"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_lower" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_midpoint">
|
||
<code class="sig-name descname">get_midpoint</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_midpoint"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_midpoint" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication">
|
||
<code class="sig-name descname">get_sets_from_both_fuzzyfication</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_sets_from_both_fuzzyfication" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_upper">
|
||
<code class="sig-name descname">get_upper</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.get_upper"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.get_upper" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_heuristic">
|
||
<code class="sig-name descname">interval_heuristic</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</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/pwfts.html#ProbabilisticWeightedFTS.interval_heuristic"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_heuristic" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_quantile">
|
||
<code class="sig-name descname">interval_quantile</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</span></em>, <em class="sig-param"><span class="n">alpha</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/pwfts.html#ProbabilisticWeightedFTS.interval_quantile"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.interval_quantile" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_expected_value">
|
||
<code class="sig-name descname">point_expected_value</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</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/pwfts.html#ProbabilisticWeightedFTS.point_expected_value"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_expected_value" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_heuristic">
|
||
<code class="sig-name descname">point_heuristic</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">sample</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/pwfts.html#ProbabilisticWeightedFTS.point_heuristic"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.point_heuristic" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied">
|
||
<code class="sig-name descname">pwflrg_lhs_memberhip_fuzzyfied</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">flrg</span></em>, <em class="sig-param"><span class="n">sample</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/pwfts.html#ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.pwflrg_lhs_memberhip_fuzzyfied" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.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/pwfts.html#ProbabilisticWeightedFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<dl class="field-list simple">
|
||
<dt class="field-odd">Parameters</dt>
|
||
<dd class="field-odd"><ul class="simple">
|
||
<li><p><strong>data</strong> – training time series data</p></li>
|
||
<li><p><strong>kwargs</strong> – Method specific parameters</p></li>
|
||
</ul>
|
||
</dd>
|
||
</dl>
|
||
</dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.pwfts.ProbabilisticWeightedFTS.update_model">
|
||
<code class="sig-name descname">update_model</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/pwfts.html#ProbabilisticWeightedFTS.update_model"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.ProbabilisticWeightedFTS.update_model" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py function">
|
||
<dt id="pyFTS.models.pwfts.visualize_distributions">
|
||
<code class="sig-prename descclassname">pyFTS.models.pwfts.</code><code class="sig-name descname">visualize_distributions</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">model</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/pwfts.html#visualize_distributions"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.pwfts.visualize_distributions" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.sadaei">
|
||
<span id="pyfts-models-sadaei-module"></span><h2>pyFTS.models.sadaei module<a class="headerlink" href="#module-pyFTS.models.sadaei" title="Permalink to this headline">¶</a></h2>
|
||
<p>First Order Exponentialy Weighted Fuzzy Time Series by Sadaei et al. (2013)</p>
|
||
<p>H. J. Sadaei, R. Enayatifar, A. H. Abdullah, and A. Gani, “Short-term load forecasting using a hybrid model with a
|
||
refined exponentially weighted fuzzy time series and an improved harmony search,” Int. J. Electr. Power Energy Syst., vol. 62, no. from 2005, pp. 118–129, 2014.</p>
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.sadaei.ExponentialyWeightedFLRG">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.sadaei.</code><code class="sig-name descname">ExponentialyWeightedFLRG</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">LHS</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/sadaei.html#ExponentialyWeightedFLRG"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG" 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>First Order Exponentialy Weighted Fuzzy Logical Relationship Group</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.sadaei.ExponentialyWeightedFLRG.append_rhs">
|
||
<code class="sig-name descname">append_rhs</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">c</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/sadaei.html#ExponentialyWeightedFLRG.append_rhs"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG.append_rhs" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.sadaei.ExponentialyWeightedFLRG.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/sadaei.html#ExponentialyWeightedFLRG.weights"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFLRG.weights" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="py class">
|
||
<dt id="pyFTS.models.sadaei.ExponentialyWeightedFTS">
|
||
<em class="property">class </em><code class="sig-prename descclassname">pyFTS.models.sadaei.</code><code class="sig-name descname">ExponentialyWeightedFTS</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/sadaei.html#ExponentialyWeightedFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS" 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>First Order Exponentialy Weighted Fuzzy Time Series</p>
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.sadaei.ExponentialyWeightedFTS.forecast">
|
||
<code class="sig-name descname">forecast</code><span class="sig-paren">(</span><em class="sig-param"><span class="n">ndata</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/sadaei.html#ExponentialyWeightedFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.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.sadaei.ExponentialyWeightedFTS.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>, <em class="sig-param"><span class="n">c</span></em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/sadaei.html#ExponentialyWeightedFTS.generate_flrg"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.generate_flrg" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="py method">
|
||
<dt id="pyFTS.models.sadaei.ExponentialyWeightedFTS.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/sadaei.html#ExponentialyWeightedFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.sadaei.ExponentialyWeightedFTS.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>
|
||
|
||
|
||
<div class="clearer"></div>
|
||
</div>
|
||
</div>
|
||
</div>
|
||
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
||
<div class="sphinxsidebarwrapper">
|
||
<h3><a href="index.html">Table of Contents</a></h3>
|
||
<ul>
|
||
<li><a class="reference internal" href="#">pyFTS.models package</a><ul>
|
||
<li><a class="reference internal" href="#module-pyFTS.models">Module contents</a></li>
|
||
<li><a class="reference internal" href="#subpackages">Subpackages</a></li>
|
||
<li><a class="reference internal" href="#submodules">Submodules</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.song">pyFTS.models.song module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.chen">pyFTS.models.chen module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.yu">pyFTS.models.yu module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.cheng">pyFTS.models.cheng module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.hofts">pyFTS.models.hofts module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.hwang">pyFTS.models.hwang module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.ifts">pyFTS.models.ifts module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.ismailefendi">pyFTS.models.ismailefendi module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.pwfts">pyFTS.models.pwfts module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.sadaei">pyFTS.models.sadaei module</a></li>
|
||
</ul>
|
||
</li>
|
||
</ul>
|
||
|
||
<h4>Previous topic</h4>
|
||
<p class="topless"><a href="pyFTS.hyperparam.html"
|
||
title="previous chapter">pyFTS.hyperparam package</a></p>
|
||
<h4>Next topic</h4>
|
||
<p class="topless"><a href="pyFTS.models.ensemble.html"
|
||
title="next chapter">pyFTS.models.ensemble 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.rst.txt"
|
||
rel="nofollow">Show Source</a></li>
|
||
</ul>
|
||
</div>
|
||
<div id="searchbox" style="display: none" role="search">
|
||
<h3 id="searchlabel">Quick search</h3>
|
||
<div class="searchformwrapper">
|
||
<form class="search" action="search.html" method="get">
|
||
<input type="text" name="q" aria-labelledby="searchlabel" />
|
||
<input type="submit" value="Go" />
|
||
</form>
|
||
</div>
|
||
</div>
|
||
<script>$('#searchbox').show(0);</script>
|
||
</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.ensemble.html" title="pyFTS.models.ensemble package"
|
||
>next</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.hyperparam.html" title="pyFTS.hyperparam package"
|
||
>previous</a> |</li>
|
||
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.6 documentation</a> »</li>
|
||
<li class="nav-item nav-item-1"><a href="modules.html" >pyFTS</a> »</li>
|
||
<li class="nav-item nav-item-2"><a href="pyFTS.html" >pyFTS package</a> »</li>
|
||
<li class="nav-item nav-item-this"><a href="">pyFTS.models package</a></li>
|
||
</ul>
|
||
</div>
|
||
<div class="footer" role="contentinfo">
|
||
© Copyright 2018, Machine Intelligence and Data Science Laboratory - UFMG - Brazil.
|
||
Created using <a href="https://www.sphinx-doc.org/">Sphinx</a> 3.1.2.
|
||
</div>
|
||
</body>
|
||
</html> |