Comments (2)
I write a multivariate high order model by myself.
from pyfts.
There is only one multivariate high order method on pyFTS, the cmvfts.ClusteredFTS (https://pyfts.github.io/pyFTS/build/html/pyFTS.models.multivariate.html#module-pyFTS.models.multivariate.cmvfts) and a subclass granular.GranularWMVFTS which is easier to use.
There is a small demonstration of this method on the following link:
A simple guide to use the above methods:
- Load the Pandas Dataframe of the multivariate dataset
- Create the individual variables with their partitionings
- Create the model informing the explanatory and target variables
- Fit the model with the training data
- Forecast
An example code can be found here: https://colab.research.google.com/drive/1bTaMcxLP0I_maqJdZukaYeaP8sqfoZA2
For this model there is a new forecasting type, the 'multivariate'. When you inform type='mulivariate' in the predict method the return will be a pandas dataframe with the forecasts of all variables, not only the target variable. This makes this method a MIMO (multiple input multiple output) instead of the usual MISO (multiple input single output) model of the others multivariate methods on pyFTS.
WARNING! If in the variables there is a deterministic one (for example date parts, etc) use generators!
The above method is under publishing, as soon as the paper become available I will share it here.
If you want to, you can include your model on pyFTS library!
from pyfts.
Related Issues (20)
- Question about the predict in test set. HOT 4
- Question about the get point statistics function in measurement HOT 4
- Question on generators parameter HOT 1
- Bug in binary search HOT 1
- How the predict function works? HOT 8
- Performance of HOFTS on erratic dataset.
- forecasting algorithms HOT 1
- Look ahead bias in performance measure? HOT 1
- Partitioner.fuzzyfy cannot handle parameters mode='vector' and method='maximum' HOT 3
- One step forecasting HOT 2
- Defining the membership function HOT 2
- how to use hyperparams HOT 6
- Unable to get data
- Can we predict the data out of the sample?
- will it work for multivariate time series prediction both regression and classification HOT 1
- how to use mvts for prediction
- Fuzzyfication with Huarng Partitioner not woking (with fix for this)
- How to calculate rmse and mape
- Plot of Forecasted vs Actual misrepresenting the fit by not inserting None at right index?
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from pyfts.