From 61954536c2c0d94654a85ca5dde7958575afc234 Mon Sep 17 00:00:00 2001 From: Wilson Rocha Date: Mon, 8 Mar 2021 14:28:12 -0300 Subject: [PATCH 01/27] added n steps ahead prediction --- sysidentpy/polynomial_basis/narmax.py | 45 +++++++++++++++++++++++++-- 1 file changed, 42 insertions(+), 3 deletions(-) diff --git a/sysidentpy/polynomial_basis/narmax.py b/sysidentpy/polynomial_basis/narmax.py index d63bac48..2dc5ae2a 100644 --- a/sysidentpy/polynomial_basis/narmax.py +++ b/sysidentpy/polynomial_basis/narmax.py @@ -424,7 +424,7 @@ def _unbiased_estimator( return unbiased_theta[0: len(self.final_model), 0].reshape(-1, 1) - def predict(self, X, y): + def predict(self, X, y, steps_ahead=None): """Return the predicted values given an input. The predict function allows a friendly usage by the user. @@ -447,8 +447,12 @@ def predict(self, X, y): The predicted values of the model. """ - yhat = self._model_prediction(self.final_model, X, y, self.theta) - return yhat + if steps_ahead is None: + return self._model_prediction(self.final_model, X, y, self.theta) + elif steps_ahead == 1: + return self.one_step_ahead_prediction(X, y) + else: + return self.n_step_ahead_prediction(X, y, steps_ahead=steps_ahead) def _code2exponents(self, code): """ @@ -484,6 +488,41 @@ def _code2exponents(self, code): return exponents + def one_step_ahead_prediction(self, X, y): + X_base = InformationMatrix().build_information_matrix( + X, y, self.xlag, self.ylag, self.non_degree + ) + piv_final_model = self.pivv[:len(self.final_model)] + X_base = X_base[:, piv_final_model] + yhat = np.dot(X_base, self.theta.flatten()) + yhat = np.concatenate([y[:self.max_lag].flatten(), yhat]) + return yhat.reshape(-1, 1) + + def n_step_ahead_prediction(self, X, y, steps_ahead): + if len(y) < self.max_lag: + raise Exception("Insufficient initial conditions elements!") + + yhat = np.zeros(X.shape[0], dtype=float) + yhat.fill(np.nan) + yhat[: self.max_lag] = y[: self.max_lag, 0] + i = self.max_lag + X = X.reshape(-1, self._n_inputs) + while i < len(y): + k = int(i - self.max_lag) + if i + steps_ahead > len(y): + steps_ahead = len(y) - i + + yhat[i:i+steps_ahead] = self._model_prediction( + self.final_model, + X[k:i+steps_ahead], + y[k:i+steps_ahead], + self.theta)[-steps_ahead:].ravel() + + i += steps_ahead + + yhat = yhat.ravel() + return yhat.reshape(-1, 1) + def _model_prediction(self, model_elements, X, y_initial, theta): """Perform the infinity steps-ahead simulation of a model. From 83f2a048213bf1207f5717c321fdc03effb3f60f Mon Sep 17 00:00:00 2001 From: Wilson Rocha Date: Mon, 8 Mar 2021 22:18:58 -0300 Subject: [PATCH 02/27] updated examples --- docs/.buildinfo | 2 +- docs/_config.yml | 8 +- docs/_images/basic_steps_16_0.svg | 4770 ++++---- docs/_images/basic_steps_18_1.svg | 1416 ++- docs/_images/basic_steps_22_1.svg | 1476 ++- docs/_images/f_16_benchmark_14_0.svg | 10090 ++++++++++++++++ docs/_images/f_16_benchmark_16_1.svg | 805 ++ docs/_images/f_16_benchmark_6_1.svg | 1386 +++ docs/_images/f_16_benchmark_7_1.svg | 1787 +++ docs/_images/multiple_inputs_example_10_1.svg | 1476 ++- docs/_images/multiple_inputs_example_9_1.svg | 4813 ++++---- docs/_modules/index.html | 76 +- docs/_modules/sysidentpy/base.html | 76 +- .../sysidentpy/general_estimators/narx.html | 76 +- .../sysidentpy/metrics/_regression.html | 76 +- .../parameter_estimation/estimators.html | 76 +- .../sysidentpy/polynomial_basis/narmax.html | 170 +- .../residues/residues_correlation.html | 76 +- .../sysidentpy/utils/_check_arrays.html | 76 +- .../sysidentpy/utils/generate_data.html | 76 +- docs/_sources/examples/basic_steps.ipynb.txt | 70 +- .../examples/f_16_benchmark.ipynb.txt | 313 +- .../multiple_inputs_example.ipynb.txt | 32 +- docs/_static/basic.css | 2 +- ...index.f658d18f9b420779cfdf24aa0a7e2d77.css | 6 + docs/_static/doctools.js | 9 +- docs/_static/js/index.d3f166471bb80abb5163.js | 32 + docs/_static/language_data.js | 6 +- docs/_static/mystnb.css | 1 - docs/_static/pygments.css | 6 +- docs/_static/searchtools.js | 28 +- ...theme.37f24b989f4638ff9c27c22dc7559d4f.css | 5 + ...-theme.7d483ff0a819d6edff12ce0b1ead3928.js | 36 + docs/_static/underscore-1.12.0.js | 2027 ++++ docs/_static/underscore.js | 37 +- docs/_static/webpack-macros.html | 6 +- docs/changelog/v0.1.3.html | 76 +- docs/changelog/v0.1.4.html | 76 +- docs/code.html | 196 +- docs/dev_guide.html | 76 +- docs/examples/basic_steps.html | 105 +- docs/examples/basic_steps.ipynb | 4212 +------ docs/examples/defining_lags.html | 74 +- docs/examples/defining_lags.ipynb | 35 +- docs/examples/extended_least_squares.html | 74 +- docs/examples/extended_least_squares.ipynb | 1166 +- docs/examples/f_16_benchmark.html | 100 +- docs/examples/f_16_benchmark.ipynb | 308 +- docs/examples/general_estimators.html | 76 +- .../information_criteria_examples.html | 74 +- .../information_criteria_examples.ipynb | 3403 +----- docs/examples/multiple_inputs_example.html | 86 +- docs/examples/multiple_inputs_example.ipynb | 3455 +----- docs/examples/narx_neural_network.html | 74 +- docs/examples/parameter_estimation.html | 74 +- docs/examples/parameter_estimation.ipynb | 53 +- docs/genindex.html | 76 +- docs/index.html | 76 +- docs/installation.html | 76 +- docs/introduction_to_narmax.html | 74 +- docs/notebooks.html | 76 +- docs/py-modindex.html | 76 +- docs/search.html | 77 +- docs/searchindex.js | 2 +- docs/source/conf.py | 4 +- docs/source/examples/basic_steps.ipynb | 70 +- docs/source/examples/f_16_benchmark.ipynb | 313 +- .../examples/multiple_inputs_example.ipynb | 32 +- docs/user_guide.html | 74 +- 69 files changed, 24457 insertions(+), 21785 deletions(-) create mode 100644 docs/_images/f_16_benchmark_14_0.svg create mode 100644 docs/_images/f_16_benchmark_16_1.svg create mode 100644 docs/_images/f_16_benchmark_6_1.svg create mode 100644 docs/_images/f_16_benchmark_7_1.svg create mode 100644 docs/_static/css/index.f658d18f9b420779cfdf24aa0a7e2d77.css create mode 100644 docs/_static/js/index.d3f166471bb80abb5163.js create mode 100644 docs/_static/sphinx-book-theme.37f24b989f4638ff9c27c22dc7559d4f.css create mode 100644 docs/_static/sphinx-book-theme.7d483ff0a819d6edff12ce0b1ead3928.js create mode 100644 docs/_static/underscore-1.12.0.js diff --git a/docs/.buildinfo b/docs/.buildinfo index c867b395..8b28a3fe 100644 --- a/docs/.buildinfo +++ b/docs/.buildinfo @@ -1,4 +1,4 @@ # Sphinx build info version 1 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done. -config: 9b48c8eab5647bb95497138fdc22eec8 +config: 27f8835bea0e2daee3a03c91e8d98724 tags: 645f666f9bcd5a90fca523b33c5a78b7 diff --git a/docs/_config.yml b/docs/_config.yml index c4192631..84bbafb5 100644 --- a/docs/_config.yml +++ b/docs/_config.yml @@ -1 +1,7 @@ -theme: jekyll-theme-cayman \ No newline at end of file +theme: jekyll-theme-cayman +repository: + url : https://github.com/wilsonrljr/sysidentpy # Online location of your book + path_to_book : /docs # Optional path to your book, relative to the repository root + branch : step_ahead # Which branch of the repository should be used when creating links (optional) +launch_buttons: + colab_url: "https://colab.research.google.com" \ No newline at end of file diff --git a/docs/_images/basic_steps_16_0.svg b/docs/_images/basic_steps_16_0.svg index 827a7797..1842c7cc 100644 --- a/docs/_images/basic_steps_16_0.svg +++ b/docs/_images/basic_steps_16_0.svg @@ -1,2621 +1,2149 @@ - - - - - - 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