edrft 0.1.6

RFT and edRFT models for significant wave-height time-series forecasting.

A rich documentation is available in the GitHub repository.

edRFT: Deep Random Vector Functional Link Transformer Network

edRFT is a Python package for significant wave height forecasting using shallow and ensemble deep Random Vector Functional Link Transformer Network models with multiple output layers.

The package is developed for nonlinear time-series forecasting, ocean wave prediction, and regression problems where fast training, strong representation learning, and reliable forecast generation are important.

edRFT combines randomized neural feature mapping, transformer-inspired feature extraction, and efficient regularized output-layer learning.

This package provides two primary implementations:

• RFTRegressor: A randomized transformer-based forecasting model that converts input variables into nonlinear hidden representations and learns the output layer efficiently using regularized regression.
• EDRFTRegressor: A deeper ensemble model that stacks randomized transformer layers and uses multiple output layers. Different layers can capture different levels of information, and their predictions are combined to improve forecasting stability.

Key Features

• RFT and edRFT Models: Provides both a shallow randomized transformer model and a deeper ensemble version.
• Multiple Output Layers: edRFT learns layer-wise output readouts.
• Transformer-Inspired Feature Interaction: Helps capture nonlinear relationships among input variables.
• Efficient Training: Uses randomized hidden representations with regularized output-layer learning.
• Wave Forecasting: Designed for buoy-based significant wave height forecasting.
• Forecasting Utilities: Includes lag-window creation, scaling, chronological splitting, evaluation, and experiment helpers.
• Hyperparameter Tuning: Supports Hyperopt/TPE-based search.

Installation

Downloading locally and installing:

git clone https://github.com/statsdl/edRFT.git
cd edRFT

Install dependencies:

pip install -r requirements.txt

Install the package:

pip install -e .

Using pip install from GitHub:

pip install git+https://github.com/statsdl/edRFT.git

Using pip install from PyPI:

pip install edrft

Development installation:

pip install -e ".[dev]"

Usage

1. RFTRegressor

import numpy as np
from edrft import RFTRegressor

rng = np.random.default_rng(0)
X_train = rng.normal(size=(150, 6))
y_train = X_train[:, 0] - 0.3 * X_train[:, 1] + np.sin(X_train[:, 2])

model = RFTRegressor(n_hidden=64, random_state=0)
model.fit(X_train, y_train)

X_test = rng.normal(size=(20, 6))
y_pred = model.predict(X_test)
print("Predictions:", y_pred)

2. EDRFTRegressor

import numpy as np
from edrft import EDRFTRegressor, make_forecasting_frame

series = np.sin(np.linspace(0, 16, 240))
X, y = make_forecasting_frame(series, order=4, horizon=1)

X_train, y_train = X[:180], y[:180]
X_test = X[180:]

model = EDRFTRegressor(
    n_layers=3,
    n_hidden=32,
    regularization=1e-3,
    random_state=0,
)
model.fit(X_train, y_train)

y_pred = model.predict(X_test)
print("Forecasts:", y_pred[:5])

Wave Forecasting Example

python examples/run_wave_forecasting.py \
    --data-dir wave \
    --stations 46001h \
    --years 2017 \
    --look-back 48 \
    --horizon 4 \
    --layers 10 \
    --max-evals 100

The workflow reports RMSE, MAPE, MASE, timing information, and selected hyperparameters.

API Reference

RFTRegressor

A randomized transformer-based regressor for regression and forecasting tasks.

Parameters

• n_hidden (int): Number of hidden randomized features.
• regularization (float): Ridge regularization parameter.
• random_state (int): Random seed for reproducibility.

Methods

• fit(X, y): Fits the model.
• predict(X): Predicts output values.

EDRFTRegressor

A deep ensemble randomized transformer model with multiple output layers.

Parameters

• n_layers (int): Number of stacked randomized transformer layers.
• n_hidden (int): Number of hidden features per layer.
• regularization (float): Ridge regularization parameter.
• aggregation (str): Strategy for combining layer-wise predictions.
• random_state (int): Random seed for reproducibility.

Methods

• fit(X, y): Fits the ensemble model.
• predict(X): Generates final forecasts.

Dataset Details

Variable	Description
WDIR	Wind direction
WSPD	Wind speed
GST	Gust speed
APD	Average wave period
WVHT	Significant wave height

License

This project is licensed under the MIT License. See the LICENSE file for details.

Citation

If you use this package in your research, please cite:

@article{bhambu2025deep,
  title={Deep random vector functional link transformer network with multiple output layers for significant wave height forecasting},
  author={Bhambu, Aryan and Gao, Ruobin and Suganthan, Ponnuthurai Nagaratnam and Selvaraju, Natarajan},
  journal={Applied Soft Computing},
  pages={114136},
  year={2025},
  publisher={Elsevier}
}