Merge pull request #75 from wilsonrljr/v0.1.9

V0.1.9

.github/workflows/python-package.yml

@@ -15,7 +15,7 @@ jobs:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        python-version: [3.6, 3.7, 3.8]
+        python-version: [3.7, 3.8, 3.9]
 
     steps:
     - uses: actions/checkout@v2

CHANGELOG

@@ -2,6 +2,50 @@
 File for tracking changes in SysIdentPy
 --------------------------------------------------------------------------------------------------------------
 
+Changes in SysIdentPy
+=====================
+
+v0.1.9
+------
+
+CONTRIBUTORS
+~~~~~~~~~~~~
+
+- wilsonrljr
+- samirmartins
+
+CHANGES
+~~~~~~~
+- The update **v0.1.9**  has been released with additional feature, minor API changes and fixes of the new features added in v0.1.7. 
+
+- MAJOR: Entropic Regression Algorithm
+    - Added the new class ER to build NARX models using the Entropic Regression algorithm.
+    - Only the Mutual Information KNN is implemented in this version and it may take too long to run on a high number of regressor, so the user should be careful regarding the number of candidates to put in the model.
+
+- API: save_load
+    - Added a function to save and load models from file.
+
+- API: Added tests for python 3.9
+
+- Fix : Change condition for n_info_values in FROLS. Now the value defined by the user is compared against X matrix shape instead of regressor space shape. This fix the Fourier basis function usage with more the 15 regressors in FROLS.
+
+- DOC: Save and Load models
+    - Added a notebook showing how to use the save_load method.
+
+- DOC: Entropic Regression example 
+    - Added notebook with a simple example of how to use AOLS
+
+- DOC: Fourier Basis Function Example 
+    - Added notebook with a simple example of how to use Fourier Basis Function
+
+- DOC: PV forecasting benchmark
+    - FIX AOLS prediction. The example was using the meta_mss model in prediction, so the results for AOLS were wrong.
+
+- DOC: Fixed minor grammatical and spelling mistakes.
+
+- DOC: Fix issues related to html on Jupyter notebooks examples on documentation.
+
+
 v0.1.8
 ------
 

README.md

@@ -64,11 +64,12 @@ from sysidentpy.residues.residues_correlation import compute_residues_autocorrel
 from sysidentpy.residues.residues_correlation import compute_cross_correlation
 
 basis_function=Polynomial(degree=2)
-model = PolynomialNarmax(
+model = FROLS(
   order_selection=True,
   n_info_values=10,
   extended_least_squares=False,
-  ylag=2, xlag=2,
+  ylag=2,
+  xlag=2,
   info_criteria='aic',
   estimator='least_squares',
   basis_function=basis_function
@@ -117,14 +118,15 @@ class NARX(nn.Module):
         z = self.lin3(z)
         return z
 
-narx_net = NARXNN(net=NARX(),
-                  ylag=2,
-                  xlag=2,
-                  loss_func='mse_loss',
-                  optimizer='Adam',
-                  epochs=200,
-                  verbose=False,
-                  optim_params={'betas': (0.9, 0.999), 'eps': 1e-05} # optional parameters of the optimizer
+narx_net = NARXNN(
+  net=NARX(),
+  ylag=2,
+  xlag=2,
+  loss_func='mse_loss',
+  optimizer='Adam',
+  epochs=200,
+  verbose=False,
+  optim_params={'betas': (0.9, 0.999), 'eps': 1e-05} # optional parameters of the optimizer
 )
 
 train_dl = narx_net.data_transform(x_train, y_train)
@@ -141,12 +143,14 @@ narx_net.plot_result(y_valid, yhat, ee, ex)
 from sysidentpy.general_estimators import NARX
 from catboost import CatBoostRegressor
 
-catboost_narx = NARX(base_estimator=CatBoostRegressor(iterations=300,
-                                                      learning_rate=0.1,
-                                                      depth=6),
-                     xlag=2,
-                     ylag=2,
-                     fit_params={'verbose': False}
+catboost_narx = NARX(
+  base_estimator=CatBoostRegressor(
+    iterations=300,
+    learning_rate=0.1,
+    depth=6),
+  xlag=2,
+  ylag=2,
+  fit_params={'verbose': False}
 )
 
 catboost_narx.fit(x_train, y_train)
@@ -173,9 +177,11 @@ def plot_results(yvalid, yhat):
     ax.legend(fontsize=18)
     plt.show()
 
-catboost = CatBoostRegressor(iterations=300,
-                            learning_rate=0.1,
-                            depth=6)
+catboost = CatBoostRegressor(
+  iterations=300,
+  learning_rate=0.1,
+  depth=6
+)
 catboost.fit(x_train, y_train, verbose=False)
 plot_results(y_valid, catboost.predict(x_valid))
 ```

docs/_modules/index.html

@@ -7,8 +7,8 @@
     <meta name="viewport" content="width=device-width, initial-scale=1.0" />
     <title>Overview: module code &#8212; NARMAX models</title>
 
-  <link href="../_static/css/theme.css" rel="stylesheet" />
-  <link href="../_static/css/index.c5995385ac14fb8791e8eb36b4908be2.css" rel="stylesheet" />
+  <link href="../_static/css/theme.css" rel="stylesheet">
+  <link href="../_static/css/index.ff1ffe594081f20da1ef19478df9384b.css" rel="stylesheet">
 
 
   <link rel="stylesheet"
@@ -23,12 +23,12 @@
 
 
     <link rel="stylesheet" type="text/css" href="../_static/pygments.css" />
-    <link rel="stylesheet" type="text/css" href="../_static/sphinx-book-theme.css?digest=c3fdc42140077d1ad13ad2f1588a4309" />
+    <link rel="stylesheet" type="text/css" href="../_static/sphinx-book-theme.css?digest=84ace793992934648b4de8eed757e5a2" />
     <link rel="stylesheet" type="text/css" href="../_static/togglebutton.css" />
     <link rel="stylesheet" type="text/css" href="../_static/mystnb.css" />
     <link rel="stylesheet" type="text/css" href="../_static/copybutton.css" />
 
-  <link rel="preload" as="script" href="../_static/js/index.1c5a1a01449ed65a7b51.js">
+  <link rel="preload" as="script" href="../_static/js/index.be7d3bbb2ef33a8344ce.js">
 
     <script data-url_root="../" id="documentation_options" src="../_static/documentation_options.js"></script>
     <script src="../_static/jquery.js"></script>
@@ -38,12 +38,15 @@
     <script src="../_static/clipboard.min.js"></script>
     <script src="../_static/copybutton.js"></script>
     <script>var togglebuttonSelector = '.toggle, .admonition.dropdown, .tag_hide_input div.cell_input, .tag_hide-input div.cell_input, .tag_hide_output div.cell_output, .tag_hide-output div.cell_output, .tag_hide_cell.cell, .tag_hide-cell.cell';</script>
-    <script src="../_static/sphinx-book-theme.12a9622fbb08dcb3a2a40b2c02b83a57.js"></script>
+    <script src="../_static/sphinx-book-theme.9d8b4a8b9bb19db25eeaddc40d639ba2.js"></script>
     <link rel="canonical" href="http://sysidentpy.org/_modules/index.html" />
     <link rel="index" title="Index" href="../genindex.html" />
     <link rel="search" title="Search" href="../search.html" />
     <meta name="viewport" content="width=device-width, initial-scale=1" />
-    <meta name="docsearch:language" content="en" />
+    <meta name="docsearch:language" content="None">
+
+
+    <!-- Google Analytics -->
 
   </head>
   <body data-spy="scroll" data-target="#bd-toc-nav" data-offset="80">
@@ -55,7 +58,12 @@
     <div class="container-xl">
       <div class="row">
 
-<div class="col-12 col-md-3 bd-sidebar site-navigation show" id="site-navigation">
+<!-- Checkboxes to toggle the left sidebar -->
+<input type="checkbox" class="sidebar-toggle" name="__navigation" id="__navigation" aria-label="Toggle navigation sidebar">
+<label class="overlay" for="__navigation">
+    <div class="visually-hidden">Toggle navigation sidebar</div>
+</label>
+<div class="col-12 col-md-3 bd-sidebar site-navigation " id="site-navigation">
 
         <div class="navbar-brand-box">
     <a class="navbar-brand text-wrap" href="../index.html">
@@ -72,7 +80,7 @@ <h1 class="site-logo" id="site-title">NARMAX models</h1>
     </a>
 </div><form class="bd-search d-flex align-items-center" action="../search.html" method="get">
   <i class="icon fas fa-search"></i>
-  <input type="search" class="form-control" name="q" id="search-input" placeholder="Search the docs ..." aria-label="Search the docs ..." autocomplete="off" >
+  <input type="search" class="form-control" name="q" id="search-input" placeholder="Pesquise os documentos ..." aria-label="Pesquise os documentos ..." autocomplete="off" >
 </form><nav class="bd-links" id="bd-docs-nav" aria-label="Main">
     <div class="bd-toc-item active">
         <ul class="nav bd-sidenav">
@@ -131,6 +139,11 @@ <h1 class="site-logo" id="site-title">NARMAX models</h1>
      Multiple Inputs usage
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="../examples/fourier_basis_function.html">
+     Fourier Basis Function
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="../examples/information_criteria_examples.html">
      Information Criteria - Examples
@@ -161,6 +174,11 @@ <h1 class="site-logo" id="site-title">NARMAX models</h1>
      Using the Accelerated Orthogonal Least-Squares algorithm for building Polynomial NARX models
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="../examples/entropic_regression.html">
+     Identification of an electromechanical system using Entropic Regression
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="../examples/f_16_benchmark.html">
      Example: F-16 Ground Vibration Test benchmark
@@ -281,7 +299,7 @@ <h1 class="site-logo" id="site-title">NARMAX models</h1>
   </ul>
  </li>
  <li class="toctree-l1">
-  <a class="reference internal" href="../changelog/v0.1.8.html">
+  <a class="reference internal" href="../changelog/v0.1.9.html">
    Changes in SysIdentPy
   </a>
  </li>
@@ -313,22 +331,22 @@ <h1 class="site-logo" id="site-title">NARMAX models</h1>
 
 
 
+<!-- This is an invisible pixel that we watch to see if we've scrolled. -->
+<div class="sbt-scroll-pixel-helper"></div>
 <main class="col py-md-3 pl-md-4 bd-content overflow-auto" role="main">
 
     <div class="topbar container-xl fixed-top">
     <div class="topbar-contents row">
         <div class="col-12 col-md-3 bd-topbar-whitespace site-navigation show"></div>
         <div class="col pl-md-4 topbar-main">
-
-            <button id="navbar-toggler" class="navbar-toggler ml-0" type="button" data-toggle="collapse"
-                data-toggle="tooltip" data-placement="bottom" data-target=".site-navigation" aria-controls="navbar-menu"
-                aria-expanded="true" aria-label="Toggle navigation" aria-controls="site-navigation"
-                title="Toggle navigation" data-toggle="tooltip" data-placement="left">
-                <i class="fas fa-bars"></i>
-                <i class="fas fa-arrow-left"></i>
-                <i class="fas fa-arrow-up"></i>
-            </button>
-
+            <div class="topbar-left">
+
+                <label class="nav-toggle-button" for="__navigation">
+                    <div class="visually-hidden">Alternar de navegação</div>
+                    <i class="fas fa-bars"></i>
+                </label>
+
+            </div>
 
             <!-- Source interaction buttons -->
 
@@ -338,36 +356,46 @@ <h1 class="site-logo" id="site-title">NARMAX models</h1>
     <div class="dropdown-buttons sourcebuttons">
         <a class="repository-button"
             href="https://github.com/wilsonrljr/sysidentpy/"><button type="button" class="btn btn-secondary topbarbtn"
-                data-toggle="tooltip" data-placement="left" title="Source repository"><i
-                    class="fab fa-github"></i>repository</button></a>
+                data-toggle="tooltip" data-placement="left" title="Repositório fonte"><i
+                    class="fab fa-github"></i>repositório</button></a>
         <a class="issues-button"
             href="https://github.com/wilsonrljr/sysidentpy//issues/new?title=Issue%20on%20page%20%2F_modules/index.html&body=Your%20issue%20content%20here."><button
                 type="button" class="btn btn-secondary topbarbtn" data-toggle="tooltip" data-placement="left"
-                title="Open an issue"><i class="fas fa-lightbulb"></i>open issue</button></a>
+                title="Abra um problema"><i class="fas fa-lightbulb"></i>questão aberta</button></a>
 
     </div>
 </div>
 
             <!-- Full screen (wrap in <a> to have style consistency -->
 
 <a class="full-screen-button"><button type="button" class="btn btn-secondary topbarbtn" data-toggle="tooltip"
-        data-placement="bottom" onclick="toggleFullScreen()" aria-label="Fullscreen mode"
-        title="Fullscreen mode"><i
+        data-placement="bottom" onclick="toggleFullScreen()" aria-label="Modo tela cheia"
+        title="Modo tela cheia"><i
             class="fas fa-expand"></i></button></a>
 
             <!-- Launch buttons -->
 
         </div>
 
         <!-- Table of contents -->
-        <div class="d-none d-md-block col-md-2 bd-toc show">
+        <div class="d-none d-md-block col-md-2 bd-toc show noprint">
 
         </div>
     </div>
 </div>
     <div id="main-content" class="row">
         <div class="col-12 col-md-9 pl-md-3 pr-md-0">
-
+            <!-- Table of contents that is only displayed when printing the page -->
+            <div id="jb-print-docs-body" class="onlyprint">
+                <h1></h1>
+                <!-- Table of contents -->
+                <div id="print-main-content">
+                    <div id="jb-print-toc">
+
+                    </div>
+                </div>
+            </div>
+
               <div>
 
   <h1>All modules for which code is available</h1>
@@ -382,40 +410,33 @@ <h1>All modules for which code is available</h1>
 <li><a href="sysidentpy/utils/_check_arrays.html">sysidentpy.utils._check_arrays</a></li>
 <li><a href="sysidentpy/utils/display_results.html">sysidentpy.utils.display_results</a></li>
 <li><a href="sysidentpy/utils/generate_data.html">sysidentpy.utils.generate_data</a></li>
+<li><a href="sysidentpy/utils/save_load.html">sysidentpy.utils.save_load</a></li>
 </ul>
 
               </div>
 
-
 
-
-
-
-<div class='prev-next-bottom'>
-
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+                <!-- Previous / next buttons -->
+<div class='prev-next-area'>
 </div>
-
+            
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     </div>
     <footer class="footer">
-    <div class="container">
-      <p>
-
-          By Wilson Rocha, Luan Pascoal, Samuel Oliveira, Samir Martins<br/>
-
-            &copy; Copyright 2020, Wilson Rocha, Luan Pascoal, Samuel Oliveira, Samir Martins.<br/>
-      </p>
-    </div>
-  </footer>
+  <p>
+
+      De Wilson Rocha, Luan Pascoal, Samuel Oliveira, Samir Martins<br/>
+
+        &copy; direito autoral 2020, Wilson Rocha, Luan Pascoal, Samuel Oliveira, Samir Martins.<br/>
+  </p>
+</footer>
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-  <script src="../_static/js/index.1c5a1a01449ed65a7b51.js"></script>
+  <script src="../_static/js/index.be7d3bbb2ef33a8344ce.js"></script>
 
-
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 </html>