424 lines
26 KiB
HTML
424 lines
26 KiB
HTML
|
||
|
||
<!doctype html>
|
||
|
||
<html xmlns="http://www.w3.org/1999/xhtml">
|
||
<head>
|
||
<meta http-equiv="X-UA-Compatible" content="IE=Edge" />
|
||
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" /><script type="text/javascript">
|
||
|
||
var _gaq = _gaq || [];
|
||
_gaq.push(['_setAccount', 'UA-55120145-3']);
|
||
_gaq.push(['_trackPageview']);
|
||
|
||
(function() {
|
||
var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true;
|
||
ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js';
|
||
var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s);
|
||
})();
|
||
</script>
|
||
<title>pyFTS.models.ensemble package — pyFTS 1.2.3 documentation</title>
|
||
<link rel="stylesheet" href="_static/bizstyle.css" type="text/css" />
|
||
<link rel="stylesheet" href="_static/pygments.css" type="text/css" />
|
||
<script type="text/javascript" src="_static/documentation_options.js"></script>
|
||
<script type="text/javascript" src="_static/jquery.js"></script>
|
||
<script type="text/javascript" src="_static/underscore.js"></script>
|
||
<script type="text/javascript" src="_static/doctools.js"></script>
|
||
<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script>
|
||
<script type="text/javascript" src="_static/bizstyle.js"></script>
|
||
<link rel="index" title="Index" href="genindex.html" />
|
||
<link rel="search" title="Search" href="search.html" />
|
||
<link rel="next" title="pyFTS.models.multivariate package" href="pyFTS.models.multivariate.html" />
|
||
<link rel="prev" title="pyFTS.models package" href="pyFTS.models.html" />
|
||
<meta name="viewport" content="width=device-width,initial-scale=1.0">
|
||
<!--[if lt IE 9]>
|
||
<script type="text/javascript" src="_static/css3-mediaqueries.js"></script>
|
||
<![endif]-->
|
||
</head><body>
|
||
<div class="related" role="navigation" aria-label="related navigation">
|
||
<h3>Navigation</h3>
|
||
<ul>
|
||
<li class="right" style="margin-right: 10px">
|
||
<a href="genindex.html" title="General Index"
|
||
accesskey="I">index</a></li>
|
||
<li class="right" >
|
||
<a href="py-modindex.html" title="Python Module Index"
|
||
>modules</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.models.multivariate.html" title="pyFTS.models.multivariate package"
|
||
accesskey="N">next</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.models.html" title="pyFTS.models package"
|
||
accesskey="P">previous</a> |</li>
|
||
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.2.3 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-3"><a href="pyFTS.models.html" accesskey="U">pyFTS.models package</a> »</li>
|
||
</ul>
|
||
</div>
|
||
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
||
<div class="sphinxsidebarwrapper">
|
||
<p class="logo"><a href="index.html">
|
||
<img class="logo" src="_static/logo_heading2.png" alt="Logo"/>
|
||
</a></p>
|
||
<h3><a href="index.html">Table Of Contents</a></h3>
|
||
<ul>
|
||
<li><a class="reference internal" href="#">pyFTS.models.ensemble package</a><ul>
|
||
<li><a class="reference internal" href="#submodules">Submodules</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.ensemble.ensemble">pyFTS.models.ensemble.ensemble module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.ensemble.multiseasonal">pyFTS.models.ensemble.multiseasonal module</a></li>
|
||
<li><a class="reference internal" href="#module-pyFTS.models.ensemble">Module contents</a></li>
|
||
</ul>
|
||
</li>
|
||
</ul>
|
||
|
||
<h4>Previous topic</h4>
|
||
<p class="topless"><a href="pyFTS.models.html"
|
||
title="previous chapter">pyFTS.models package</a></p>
|
||
<h4>Next topic</h4>
|
||
<p class="topless"><a href="pyFTS.models.multivariate.html"
|
||
title="next chapter">pyFTS.models.multivariate package</a></p>
|
||
<div role="note" aria-label="source link">
|
||
<h3>This Page</h3>
|
||
<ul class="this-page-menu">
|
||
<li><a href="_sources/pyFTS.models.ensemble.rst.txt"
|
||
rel="nofollow">Show Source</a></li>
|
||
</ul>
|
||
</div>
|
||
<div id="searchbox" style="display: none" role="search">
|
||
<h3>Quick search</h3>
|
||
<div class="searchformwrapper">
|
||
<form class="search" action="search.html" method="get">
|
||
<input type="text" name="q" />
|
||
<input type="submit" value="Go" />
|
||
<input type="hidden" name="check_keywords" value="yes" />
|
||
<input type="hidden" name="area" value="default" />
|
||
</form>
|
||
</div>
|
||
</div>
|
||
<script type="text/javascript">$('#searchbox').show(0);</script>
|
||
</div>
|
||
</div>
|
||
|
||
<div class="document">
|
||
<div class="documentwrapper">
|
||
<div class="bodywrapper">
|
||
<div class="body" role="main">
|
||
|
||
<div class="section" id="pyfts-models-ensemble-package">
|
||
<h1>pyFTS.models.ensemble package<a class="headerlink" href="#pyfts-models-ensemble-package" title="Permalink to this headline">¶</a></h1>
|
||
<div class="section" id="submodules">
|
||
<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline">¶</a></h2>
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.ensemble.ensemble">
|
||
<span id="pyfts-models-ensemble-ensemble-module"></span><h2>pyFTS.models.ensemble.ensemble module<a class="headerlink" href="#module-pyFTS.models.ensemble.ensemble" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="class">
|
||
<dt id="pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS">
|
||
<em class="property">class </em><code class="descclassname">pyFTS.models.ensemble.ensemble.</code><code class="descname">AllMethodEnsembleFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#AllMethodEnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="pyFTS.models.ensemble.ensemble.EnsembleFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ensemble.ensemble.EnsembleFTS</span></code></a></p>
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.set_transformations">
|
||
<code class="descname">set_transformations</code><span class="sig-paren">(</span><em>model</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#AllMethodEnsembleFTS.set_transformations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.set_transformations" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.train">
|
||
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#AllMethodEnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.AllMethodEnsembleFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
|
||
<li><strong>data</strong> – training time series data</li>
|
||
<li><strong>kwargs</strong> – Method specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="class">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS">
|
||
<em class="property">class </em><code class="descclassname">pyFTS.models.ensemble.ensemble.</code><code class="descname">EnsembleFTS</code><span class="sig-paren">(</span><em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="pyFTS.common.html#pyFTS.common.fts.FTS" title="pyFTS.common.fts.FTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.common.fts.FTS</span></code></a></p>
|
||
<p>Ensemble FTS</p>
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.append_model">
|
||
<code class="descname">append_model</code><span class="sig-paren">(</span><em>model</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.append_model"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.append_model" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Append a new model to the ensemble</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>model</strong> – FTS model</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast">
|
||
<code class="descname">forecast</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Point forecast one step ahead</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
|
||
<li><strong>kwargs</strong> – model specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted values</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_distribution">
|
||
<code class="descname">forecast_ahead_distribution</code><span class="sig-paren">(</span><em>data</em>, <em>steps</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_ahead_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_distribution" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Probabilistic forecast n steps ahead</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
|
||
<li><strong>steps</strong> – the number of steps ahead to forecast</li>
|
||
<li><strong>kwargs</strong> – model specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted Probability Distributions</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_interval">
|
||
<code class="descname">forecast_ahead_interval</code><span class="sig-paren">(</span><em>data</em>, <em>steps</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_ahead_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_ahead_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval forecast n steps ahead</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
|
||
<li><strong>steps</strong> – the number of steps ahead to forecast</li>
|
||
<li><strong>kwargs</strong> – model specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the forecasted intervals</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_distribution">
|
||
<code class="descname">forecast_distribution</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_distribution" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Probabilistic forecast one step ahead</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
|
||
<li><strong>kwargs</strong> – model specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_interval">
|
||
<code class="descname">forecast_interval</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.forecast_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.forecast_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Interval forecast one step ahead</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
|
||
<li><strong>kwargs</strong> – model specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with the prediction intervals</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_distribution_interquantile">
|
||
<code class="descname">get_distribution_interquantile</code><span class="sig-paren">(</span><em>forecasts</em>, <em>alpha</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_distribution_interquantile"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_distribution_interquantile" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_interval">
|
||
<code class="descname">get_interval</code><span class="sig-paren">(</span><em>forecasts</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_interval"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_interval" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_models_forecasts">
|
||
<code class="descname">get_models_forecasts</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_models_forecasts"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_models_forecasts" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.get_point">
|
||
<code class="descname">get_point</code><span class="sig-paren">(</span><em>forecasts</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.get_point"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.get_point" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
<dl class="attribute">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.models">
|
||
<code class="descname">models</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.models" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list of FTS models, the ensemble components</p>
|
||
</dd></dl>
|
||
|
||
<dl class="attribute">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.parameters">
|
||
<code class="descname">parameters</code><em class="property"> = None</em><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.parameters" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>A list with the parameters for each component model</p>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.ensemble.EnsembleFTS.train">
|
||
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#EnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
|
||
<li><strong>data</strong> – training time series data</li>
|
||
<li><strong>kwargs</strong> – Method specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.models.ensemble.ensemble.sampler">
|
||
<code class="descclassname">pyFTS.models.ensemble.ensemble.</code><code class="descname">sampler</code><span class="sig-paren">(</span><em>data</em>, <em>quantiles</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/ensemble.html#sampler"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.ensemble.sampler" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.ensemble.multiseasonal">
|
||
<span id="pyfts-models-ensemble-multiseasonal-module"></span><h2>pyFTS.models.ensemble.multiseasonal module<a class="headerlink" href="#module-pyFTS.models.ensemble.multiseasonal" title="Permalink to this headline">¶</a></h2>
|
||
<dl class="class">
|
||
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS">
|
||
<em class="property">class </em><code class="descclassname">pyFTS.models.ensemble.multiseasonal.</code><code class="descname">SeasonalEnsembleFTS</code><span class="sig-paren">(</span><em>name</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Bases: <a class="reference internal" href="#pyFTS.models.ensemble.ensemble.EnsembleFTS" title="pyFTS.models.ensemble.ensemble.EnsembleFTS"><code class="xref py py-class docutils literal notranslate"><span class="pre">pyFTS.models.ensemble.ensemble.EnsembleFTS</span></code></a></p>
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.forecast_distribution">
|
||
<code class="descname">forecast_distribution</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS.forecast_distribution"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.forecast_distribution" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Probabilistic forecast one step ahead</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
<li><strong>data</strong> – time series data with the minimal length equal to the max_lag of the model</li>
|
||
<li><strong>kwargs</strong> – model specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">a list with probabilistic.ProbabilityDistribution objects representing the forecasted Probability Distributions</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.train">
|
||
<code class="descname">train</code><span class="sig-paren">(</span><em>data</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS.train"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.train" title="Permalink to this definition">¶</a></dt>
|
||
<dd><p>Method specific parameter fitting</p>
|
||
<table class="docutils field-list" frame="void" rules="none">
|
||
<col class="field-name" />
|
||
<col class="field-body" />
|
||
<tbody valign="top">
|
||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
|
||
<li><strong>data</strong> – training time series data</li>
|
||
<li><strong>kwargs</strong> – Method specific parameters</li>
|
||
</ul>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
</dd></dl>
|
||
|
||
<dl class="method">
|
||
<dt id="pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.update_uod">
|
||
<code class="descname">update_uod</code><span class="sig-paren">(</span><em>data</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#SeasonalEnsembleFTS.update_uod"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.SeasonalEnsembleFTS.update_uod" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</dd></dl>
|
||
|
||
<dl class="function">
|
||
<dt id="pyFTS.models.ensemble.multiseasonal.train_individual_model">
|
||
<code class="descclassname">pyFTS.models.ensemble.multiseasonal.</code><code class="descname">train_individual_model</code><span class="sig-paren">(</span><em>partitioner</em>, <em>train_data</em>, <em>indexer</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/pyFTS/models/ensemble/multiseasonal.html#train_individual_model"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#pyFTS.models.ensemble.multiseasonal.train_individual_model" title="Permalink to this definition">¶</a></dt>
|
||
<dd></dd></dl>
|
||
|
||
</div>
|
||
<div class="section" id="module-pyFTS.models.ensemble">
|
||
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-pyFTS.models.ensemble" title="Permalink to this headline">¶</a></h2>
|
||
<p>Meta FTS that aggregates other FTS methods</p>
|
||
</div>
|
||
</div>
|
||
|
||
|
||
</div>
|
||
</div>
|
||
</div>
|
||
<div class="clearer"></div>
|
||
</div>
|
||
<div class="related" role="navigation" aria-label="related navigation">
|
||
<h3>Navigation</h3>
|
||
<ul>
|
||
<li class="right" style="margin-right: 10px">
|
||
<a href="genindex.html" title="General Index"
|
||
>index</a></li>
|
||
<li class="right" >
|
||
<a href="py-modindex.html" title="Python Module Index"
|
||
>modules</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.models.multivariate.html" title="pyFTS.models.multivariate package"
|
||
>next</a> |</li>
|
||
<li class="right" >
|
||
<a href="pyFTS.models.html" title="pyFTS.models package"
|
||
>previous</a> |</li>
|
||
<li class="nav-item nav-item-0"><a href="index.html">pyFTS 1.2.3 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-3"><a href="pyFTS.models.html" >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="http://sphinx-doc.org/">Sphinx</a> 1.7.2.
|
||
</div>
|
||
</body>
|
||
</html> |