Esempio n. 1
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    def train(self, data, **kwargs):

        if self.method == 'unconditional':
            window_size = kwargs.get('parameters', 1)
            tmpdata = common.fuzzySeries(data,
                                         self.sets,
                                         self.partitioner.ordered_sets,
                                         window_size,
                                         method='fuzzy')
        else:
            tmpdata = common.fuzzySeries(data,
                                         self.sets,
                                         self.partitioner.ordered_sets,
                                         method='fuzzy',
                                         const_t=0)

        flrs = FLR.generate_non_recurrent_flrs(tmpdata)
        self.generate_flrg(flrs)

        if self.method == 'conditional':
            self.forecasts = self.forecast(data, no_update=True)
            self.residuals = np.array(data[1:]) - np.array(self.forecasts[:-1])

            self.variance_residual = np.var(
                self.residuals)  # np.max(self.residuals
            self.mean_residual = np.mean(self.residuals)

            self.residuals = self.residuals[-self.memory_window:].tolist()
            self.forecasts = self.forecasts[-self.memory_window:]
            self.inputs = np.array(data[-self.memory_window:]).tolist()
Esempio n. 2
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    def train(self, data, **kwargs):

        window_size = kwargs.get('parameters', 1)
        tmpdata = common.fuzzySeries(data,
                                     self.sets,
                                     self.partitioner.ordered_sets,
                                     window_size,
                                     method='fuzzy')
        flrs = FLR.generate_recurrent_flrs(tmpdata)
        self.generate_flrg(flrs)
Esempio n. 3
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    def train(self, ndata, **kwargs):
        self.min_tx = min(ndata)
        self.max_tx = max(ndata)

        tmpdata = common.fuzzySeries(ndata,
                                     self.sets,
                                     self.partitioner.ordered_sets,
                                     method='fuzzy',
                                     const_t=0)
        flrs = FLR.generate_non_recurrent_flrs(tmpdata)
        self.generate_flrg(flrs)
Esempio n. 4
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    def train(self, ndata, **kwargs):

        tmpdata = common.fuzzySeries(ndata,
                                     self.sets,
                                     self.partitioner.ordered_sets,
                                     method='fuzzy',
                                     const_t=0)
        flrs = FLR.generate_non_recurrent_flrs(tmpdata)
        self.generate_flrg(flrs)

        self.forecasts = self.forecast(ndata, no_update=True)
        self.residuals = np.array(ndata[1:]) - np.array(self.forecasts[:-1])

        self.variance_residual = np.var(
            self.residuals)  # np.max(self.residuals
        self.mean_residual = np.mean(self.residuals)

        self.residuals = self.residuals[-self.memory_window:].tolist()
        self.forecasts = self.forecasts[-self.memory_window:]
        self.inputs = np.array(ndata[-self.memory_window:]).tolist()