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PYFTS / pyFTS

An open source library for Fuzzy Time Series in Python
http://pyfts.github.io/pyFTS/
GNU General Public License v3.0
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FCMpatitioner #14

Open lcyuanjiang opened 5 years ago

lcyuanjiang commented 5 years ago

thanks for u sharing,i'd like to use FCMpatitioner for multi-var time series , but i don't know how to begin with u code as i'm not teh preogrammer ,could u give me a short example?^^

petroniocandido commented 5 years ago

Hi!

Unfortunately the FCMpartitioner is not yet adapted to work with multivariate data. I will research an alternative solution for this problem and give you a feedback as soon as possible.

Just for curiosity, which dataset and models are you planning to use?

Best regards

lcyuanjiang commented 5 years ago

hi! some of the data is related with the climate , the data will include a lot of variables, i want predict the data and find something about effect between the variables , see the effect how much different with the manual constructed. when i use those data directly, the prediction performace not very well,so i wanna use fuzzy time series theroy ,fuzzy those time series and reconstruct to improve the predict result。 maybe the fuzzy time method i didn't use right or it didn't suit for the non-stationary and non-linear time series.i still trying.

petroniocandido commented 5 years ago

Can you share the data and code you already tried?

lcyuanjiang commented 5 years ago

When I use Fuzzy C Means to deal with the combination of original sequence and difference sequence, this will be converted into a 2-dimensional multi-variable time series. it from this papper 'Fuzzy Cognitive Map design for time series modeling '

petroniocandido commented 5 years ago

We started to develop Fuzzy Cognitive Maps for FTS. Do you want to contribute to us?