pyFTS/hofts.py
Petrônio Cândido de Lima e Silva 728e8414b7 - General refactoring to include **kwargs on methods signatures
- Ensemble FTS
2017-04-14 19:57:39 -03:00

110 lines
2.9 KiB
Python

import numpy as np
from pyFTS.common import FuzzySet,FLR
from pyFTS import fts
class HighOrderFLRG(object):
def __init__(self, order):
self.LHS = []
self.RHS = {}
self.order = order
self.strlhs = ""
def appendRHS(self, c):
if c.name not in self.RHS:
self.RHS[c.name] = c
def strLHS(self):
if len(self.strlhs) == 0:
for c in self.LHS:
if len(self.strlhs) > 0:
self.strlhs += ", "
self.strlhs = self.strlhs + c.name
return self.strlhs
def appendLHS(self, c):
self.LHS.append(c)
def __str__(self):
tmp = ""
for c in sorted(self.RHS):
if len(tmp) > 0:
tmp = tmp + ","
tmp = tmp + c
return self.strLHS() + " -> " + tmp
def __len__(self):
return len(self.RHS)
class HighOrderFTS(fts.FTS):
def __init__(self, order, **kwargs):
super(HighOrderFTS, self).__init__(1, "HOFTS" + name)
self.name = "High Order FTS"
self.shortname = "HOFTS" + name
self.detail = "Chen"
self.order = 1
self.setsDict = {}
self.isHighOrder = True
def generateFLRG(self, flrs):
flrgs = {}
l = len(flrs)
for k in np.arange(self.order + 1, l):
flrg = HighOrderFLRG(self.order)
for kk in np.arange(k - self.order, k):
flrg.appendLHS(flrs[kk].LHS)
if flrg.strLHS() in flrgs:
flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
else:
flrgs[flrg.strLHS()] = flrg;
flrgs[flrg.strLHS()].appendRHS(flrs[k].RHS)
return (flrgs)
def train(self, data, sets, order=1,parameters=None):
data = self.doTransformations(data, updateUoD=True)
self.order = order
self.sets = sets
for s in self.sets: self.setsDict[s.name] = s
tmpdata = FuzzySet.fuzzySeries(data, sets)
flrs = FLR.generateRecurrentFLRs(tmpdata)
self.flrgs = self.generateFLRG(flrs)
def getMidpoints(self, flrg):
ret = np.array([self.setsDict[s].centroid for s in flrg.RHS])
return ret
def forecast(self, data, **kwargs):
ret = []
l = len(data)
if l <= self.order:
return data
ndata = self.doTransformations(data)
for k in np.arange(self.order, l+1):
tmpdata = FuzzySet.fuzzySeries(ndata[k - self.order: k], self.sets)
tmpflrg = HighOrderFLRG(self.order)
for s in tmpdata: tmpflrg.appendLHS(s)
if tmpflrg.strLHS() not in self.flrgs:
ret.append(tmpdata[-1].centroid)
else:
flrg = self.flrgs[tmpflrg.strLHS()]
mp = self.getMidpoints(flrg)
ret.append(sum(mp) / len(mp))
ret = self.doInverseTransformations(ret, params=[data[self.order-1:]])
return ret