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hugoabreu1002 · Apr 12, 2021 · d1d93c6 · d1d93c6
1 parent 62c5b85
commit d1d93c6
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Showing 2 changed files with 9 additions and 2 deletions.
diff --git a/LSTM_Residual.py b/LSTM_Residual.py
@@ -64,7 +64,7 @@ def gen_population(self):
 
         return population
 
-    def fit(self, lag_error, searchSpace, options_ACO): 
+    def fit(self, lag_error, searchSpace, options_ACO, saturate=True, saturation=[0,1]): 
 
         erro_train_entrada, erro_train_saida, erro_test_entrada, erro_test_saida = self.train_test_split(
             self._erro, lag_error)
@@ -81,6 +81,10 @@ def fit(self, lag_error, searchSpace, options_ACO):
         print(error_hat_test.shape)
 
         y_hat_test = self._data_test_arima[:] + error_hat_test[:,0]
+        if saturate:
+            y_hat_test[y_hat_test < saturation[0]] = saturation[0]
+            y_hat_test[y_hat_test > saturation[1]] = saturation[1]
+
         print("shape y_hat_test")
         print(y_hat_test.shape)
 

diff --git a/TimeSeriesUtils.py b/TimeSeriesUtils.py
@@ -18,7 +18,10 @@
 rotatingHandler.setLevel(logging.INFO)
 logging.getLogger('').addHandler(rotatingHandler)
 
-def MAPE(y_pred, y_true): 
+def MAPE(y_pred, y_true):
+    """
+        (y_pred, y_true)
+    """
     mask = y_true != 0
     return (np.fabs(y_true - y_pred)/y_true)[mask].mean()