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<h1>Source code for pyFTS.models.yu</h1><div class="highlight"><pre>
<span></span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd">First Order Weighted Fuzzy Time Series by Yu(2005)</span>
<span class="sd">H.-K. Yu, “Weighted fuzzy time series models for TAIEX forecasting,” </span>
<span class="sd">Phys. A Stat. Mech. its Appl., vol. 349, no. 3, pp. 609–624, 2005.</span>
<span class="sd">&quot;&quot;&quot;</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="kn">from</span> <span class="nn">pyFTS.common</span> <span class="k">import</span> <span class="n">FuzzySet</span><span class="p">,</span> <span class="n">FLR</span><span class="p">,</span> <span class="n">fts</span><span class="p">,</span> <span class="n">flrg</span>
<span class="kn">from</span> <span class="nn">pyFTS.models</span> <span class="k">import</span> <span class="n">chen</span>
<div class="viewcode-block" id="WeightedFLRG"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.yu.WeightedFLRG">[docs]</a><span class="k">class</span> <span class="nc">WeightedFLRG</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">FLRG</span><span class="p">):</span>
<span class="sd">&quot;&quot;&quot;First Order Weighted Fuzzy Logical Relationship Group&quot;&quot;&quot;</span>
<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">LHS</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="nb">super</span><span class="p">(</span><span class="n">WeightedFLRG</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">LHS</span> <span class="o">=</span> <span class="n">LHS</span>
<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span> <span class="o">=</span> <span class="p">[]</span>
<span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="o">=</span> <span class="mf">1.0</span>
<span class="bp">self</span><span class="o">.</span><span class="n">w</span> <span class="o">=</span> <span class="kc">None</span>
<div class="viewcode-block" id="WeightedFLRG.append_rhs"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.yu.WeightedFLRG.append_rhs">[docs]</a> <span class="k">def</span> <span class="nf">append_rhs</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">c</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">count</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">&#39;count&#39;</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">c</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">count</span> <span class="o">+=</span> <span class="n">count</span></div>
<div class="viewcode-block" id="WeightedFLRG.weights"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.yu.WeightedFLRG.weights">[docs]</a> <span class="k">def</span> <span class="nf">weights</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">sets</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">w</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">tot</span> <span class="o">=</span> <span class="nb">sum</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mf">1.0</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">count</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">))</span>
<span class="bp">self</span><span class="o">.</span><span class="n">w</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">k</span> <span class="o">/</span> <span class="n">tot</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mf">1.0</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">count</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">)])</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">w</span></div>
<span class="k">def</span> <span class="nf">__str__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
<span class="n">tmp</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">LHS</span> <span class="o">+</span> <span class="s2">&quot; -&gt; &quot;</span>
<span class="n">tmp2</span> <span class="o">=</span> <span class="s2">&quot;&quot;</span>
<span class="n">cc</span> <span class="o">=</span> <span class="mf">1.0</span>
<span class="n">tot</span> <span class="o">=</span> <span class="nb">sum</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mf">1.0</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">count</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">))</span>
<span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="nb">sorted</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">RHS</span><span class="p">):</span>
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">tmp2</span><span class="p">)</span> <span class="o">&gt;</span> <span class="mi">0</span><span class="p">:</span>
<span class="n">tmp2</span> <span class="o">=</span> <span class="n">tmp2</span> <span class="o">+</span> <span class="s2">&quot;,&quot;</span>
<span class="n">tmp2</span> <span class="o">=</span> <span class="n">tmp2</span> <span class="o">+</span> <span class="n">c</span> <span class="o">+</span> <span class="s2">&quot;(&quot;</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="nb">round</span><span class="p">(</span><span class="n">cc</span> <span class="o">/</span> <span class="n">tot</span><span class="p">,</span> <span class="mi">3</span><span class="p">))</span> <span class="o">+</span> <span class="s2">&quot;)&quot;</span>
<span class="n">cc</span> <span class="o">=</span> <span class="n">cc</span> <span class="o">+</span> <span class="mf">1.0</span>
<span class="k">return</span> <span class="n">tmp</span> <span class="o">+</span> <span class="n">tmp2</span></div>
<div class="viewcode-block" id="WeightedFTS"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.yu.WeightedFTS">[docs]</a><span class="k">class</span> <span class="nc">WeightedFTS</span><span class="p">(</span><span class="n">fts</span><span class="o">.</span><span class="n">FTS</span><span class="p">):</span>
<span class="sd">&quot;&quot;&quot;First Order Weighted Fuzzy Time Series&quot;&quot;&quot;</span>
<span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="nb">super</span><span class="p">(</span><span class="n">WeightedFTS</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">order</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">name</span><span class="o">=</span><span class="s2">&quot;WFTS&quot;</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">&quot;Weighted FTS&quot;</span>
<span class="bp">self</span><span class="o">.</span><span class="n">detail</span> <span class="o">=</span> <span class="s2">&quot;Yu&quot;</span>
<div class="viewcode-block" id="WeightedFTS.generate_FLRG"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.yu.WeightedFTS.generate_FLRG">[docs]</a> <span class="k">def</span> <span class="nf">generate_FLRG</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">flrs</span><span class="p">):</span>
<span class="k">for</span> <span class="n">flr</span> <span class="ow">in</span> <span class="n">flrs</span><span class="p">:</span>
<span class="k">if</span> <span class="n">flr</span><span class="o">.</span><span class="n">LHS</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">]</span><span class="o">.</span><span class="n">append_rhs</span><span class="p">(</span><span class="n">flr</span><span class="o">.</span><span class="n">RHS</span><span class="p">)</span>
<span class="k">else</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">]</span> <span class="o">=</span> <span class="n">WeightedFLRG</span><span class="p">(</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">);</span>
<span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">flr</span><span class="o">.</span><span class="n">LHS</span><span class="p">]</span><span class="o">.</span><span class="n">append_rhs</span><span class="p">(</span><span class="n">flr</span><span class="o">.</span><span class="n">RHS</span><span class="p">)</span></div>
<div class="viewcode-block" id="WeightedFTS.train"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.yu.WeightedFTS.train">[docs]</a> <span class="k">def</span> <span class="nf">train</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">tmpdata</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">fuzzyfy</span><span class="p">(</span><span class="n">ndata</span><span class="p">,</span> <span class="n">method</span><span class="o">=</span><span class="s1">&#39;maximum&#39;</span><span class="p">,</span> <span class="n">mode</span><span class="o">=</span><span class="s1">&#39;sets&#39;</span><span class="p">)</span>
<span class="n">flrs</span> <span class="o">=</span> <span class="n">FLR</span><span class="o">.</span><span class="n">generate_recurrent_flrs</span><span class="p">(</span><span class="n">tmpdata</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">generate_FLRG</span><span class="p">(</span><span class="n">flrs</span><span class="p">)</span></div>
<div class="viewcode-block" id="WeightedFTS.forecast"><a class="viewcode-back" href="../../../pyFTS.models.html#pyFTS.models.yu.WeightedFTS.forecast">[docs]</a> <span class="k">def</span> <span class="nf">forecast</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">ndata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">explain</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">&#39;explain&#39;</span><span class="p">,</span> <span class="kc">False</span><span class="p">)</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">ordered_sets</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">ordered_sets</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">ordered_sets</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">set_ordered</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="n">ndata</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span>
<span class="n">l</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">ndata</span><span class="p">)</span> <span class="k">if</span> <span class="ow">not</span> <span class="n">explain</span> <span class="k">else</span> <span class="mi">1</span>
<span class="n">ret</span> <span class="o">=</span> <span class="p">[]</span>
<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">l</span><span class="p">):</span>
<span class="n">actual</span> <span class="o">=</span> <span class="n">FuzzySet</span><span class="o">.</span><span class="n">get_maximum_membership_fuzzyset</span><span class="p">(</span><span class="n">ndata</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span><span class="p">,</span> <span class="n">ordered_sets</span><span class="p">)</span>
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
<span class="nb">print</span><span class="p">(</span><span class="s2">&quot;Fuzzyfication:</span><span class="se">\n\n</span><span class="s2"> </span><span class="si">{}</span><span class="s2"> -&gt; </span><span class="si">{}</span><span class="s2"> </span><span class="se">\n\n</span><span class="s2">&quot;</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">ndata</span><span class="p">[</span><span class="n">k</span><span class="p">],</span> <span class="n">actual</span><span class="o">.</span><span class="n">name</span><span class="p">))</span>
<span class="k">if</span> <span class="n">actual</span><span class="o">.</span><span class="n">name</span> <span class="ow">not</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">:</span>
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">actual</span><span class="o">.</span><span class="n">centroid</span><span class="p">)</span>
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
<span class="nb">print</span><span class="p">(</span><span class="s2">&quot;Rules:</span><span class="se">\n\n</span><span class="s2"> </span><span class="si">{}</span><span class="s2"> -&gt; </span><span class="si">{}</span><span class="s2"> (Naïve)</span><span class="se">\t</span><span class="s2"> Midpoint: </span><span class="si">{}</span><span class="s2"> </span><span class="se">\n\n</span><span class="s2">&quot;</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">actual</span><span class="o">.</span><span class="n">name</span><span class="p">,</span> <span class="n">actual</span><span class="o">.</span><span class="n">name</span><span class="p">,</span><span class="n">actual</span><span class="o">.</span><span class="n">centroid</span><span class="p">))</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">flrg</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">flrgs</span><span class="p">[</span><span class="n">actual</span><span class="o">.</span><span class="n">name</span><span class="p">]</span>
<span class="n">mp</span> <span class="o">=</span> <span class="n">flrg</span><span class="o">.</span><span class="n">get_midpoints</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span><span class="p">)</span>
<span class="n">final</span> <span class="o">=</span> <span class="n">mp</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">flrg</span><span class="o">.</span><span class="n">weights</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">partitioner</span><span class="o">.</span><span class="n">sets</span><span class="p">))</span>
<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">final</span><span class="p">)</span>
<span class="k">if</span> <span class="n">explain</span><span class="p">:</span>
<span class="nb">print</span><span class="p">(</span><span class="s2">&quot;Rules:</span><span class="se">\n\n</span><span class="s2"> </span><span class="si">{}</span><span class="s2"> </span><span class="se">\n\n</span><span class="s2"> &quot;</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">flrg</span><span class="p">)))</span>
<span class="nb">print</span><span class="p">(</span><span class="s2">&quot;Midpoints: </span><span class="se">\n\n</span><span class="s2"> </span><span class="si">{}</span><span class="se">\n\n</span><span class="s2">&quot;</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">mp</span><span class="p">))</span>
<span class="nb">print</span><span class="p">(</span><span class="s2">&quot;Deffuzyfied value: </span><span class="si">{}</span><span class="s2"> </span><span class="se">\n</span><span class="s2">&quot;</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="n">final</span><span class="p">))</span>
<span class="k">return</span> <span class="n">ret</span></div></div>
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