From 1114b27bd2f65f37800a70b6cf77a62d76956250 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Fri, 20 Mar 2020 16:42:36 +0100
Subject: [PATCH] [quantile regression project] add test_non_stationary_run for
simulations
---
.../quantile_estimator_from_margin.py | 5 +++--
.../linear_margin_model.py | 4 ++--
.../GevSimulation.py | 20 +++++++++++++++++--
.../test_gev_simulations.py | 15 +++++++++++---
4 files changed, 35 insertions(+), 9 deletions(-)
diff --git a/extreme_fit/estimator/quantile_estimator/quantile_estimator_from_margin.py b/extreme_fit/estimator/quantile_estimator/quantile_estimator_from_margin.py
index 83763c91..6a65903a 100644
--- a/extreme_fit/estimator/quantile_estimator/quantile_estimator_from_margin.py
+++ b/extreme_fit/estimator/quantile_estimator/quantile_estimator_from_margin.py
@@ -12,7 +12,7 @@ from extreme_fit.function.margin_function.abstract_margin_function import Abstra
from extreme_fit.function.param_function.linear_coef import LinearCoef
from extreme_fit.function.param_function.param_function import LinearParamFunction
from extreme_fit.model.margin_model.linear_margin_model.abstract_temporal_linear_margin_model import \
- AbstractTemporalLinearMarginModel
+ AbstractTemporalLinearMarginModel, TemporalMarginFitMethod
from extreme_fit.model.margin_model.linear_margin_model.linear_margin_model import LinearMarginModel
from extreme_fit.model.quantile_model.quantile_regression_model import AbstractQuantileRegressionModel
from extreme_fit.model.result_from_model_fit.abstract_result_from_model_fit import AbstractResultFromModelFit
@@ -23,7 +23,8 @@ from spatio_temporal_dataset.dataset.abstract_dataset import AbstractDataset
class QuantileEstimatorFromMargin(LinearMarginEstimator, AbstractQuantileEstimator):
def __init__(self, dataset: AbstractDataset, quantile, margin_model_class: type):
- super().__init__(dataset=dataset, quantile=quantile, margin_model=margin_model_class(dataset.coordinates))
+ margin_model = margin_model_class(dataset.coordinates, fit_method=TemporalMarginFitMethod.extremes_fevd_mle)
+ super().__init__(dataset=dataset, quantile=quantile, margin_model=margin_model)
@cached_property
def function_from_fit(self) -> AbstractQuantileFunction:
diff --git a/extreme_fit/model/margin_model/linear_margin_model/linear_margin_model.py b/extreme_fit/model/margin_model/linear_margin_model/linear_margin_model.py
index 82b6afbd..11fcb150 100644
--- a/extreme_fit/model/margin_model/linear_margin_model/linear_margin_model.py
+++ b/extreme_fit/model/margin_model/linear_margin_model/linear_margin_model.py
@@ -7,12 +7,12 @@ from extreme_fit.distribution.gev.gev_params import GevParams
class LinearMarginModel(ParametricMarginModel):
@classmethod
- def from_coef_list(cls, coordinates, gev_param_name_to_coef_list):
+ def from_coef_list(cls, coordinates, gev_param_name_to_coef_list, **kwargs):
params = {}
for gev_param_name in GevParams.PARAM_NAMES:
for idx, coef in enumerate(gev_param_name_to_coef_list[gev_param_name], -1):
params[(gev_param_name, idx)] = coef
- return cls(coordinates, params_sample=params, params_start_fit=params)
+ return cls(coordinates, params_sample=params, params_start_fit=params, **kwargs)
def load_margin_functions(self, gev_param_name_to_dims=None):
assert gev_param_name_to_dims is not None, 'LinearMarginModel cannot be used for sampling/fitting \n' \
diff --git a/projects/quantile_regression_vs_evt/GevSimulation.py b/projects/quantile_regression_vs_evt/GevSimulation.py
index 9ce61302..e6d66047 100644
--- a/projects/quantile_regression_vs_evt/GevSimulation.py
+++ b/projects/quantile_regression_vs_evt/GevSimulation.py
@@ -7,7 +7,10 @@ from cached_property import cached_property
from extreme_fit.distribution.gev.gev_params import GevParams
from extreme_fit.estimator.quantile_estimator.abstract_quantile_estimator import AbstractQuantileEstimator
from extreme_fit.model.margin_model.abstract_margin_model import AbstractMarginModel
-from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel
+from extreme_fit.model.margin_model.linear_margin_model.abstract_temporal_linear_margin_model import \
+ TemporalMarginFitMethod
+from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel, \
+ NonStationaryLocationTemporalModel
from projects.quantile_regression_vs_evt.AbstractSimulation import AbstractSimulation
from spatio_temporal_dataset.spatio_temporal_observations.abstract_spatio_temporal_observations import \
AbstractSpatioTemporalObservations
@@ -52,4 +55,17 @@ class StationarySimulation(GevSimulation):
GevParams.SHAPE: [0],
GevParams.SCALE: [1],
}
- return StationaryTemporalModel.from_coef_list(coordinates, gev_param_name_to_coef_list)
+ return StationaryTemporalModel.from_coef_list(coordinates, gev_param_name_to_coef_list,
+ fit_method=TemporalMarginFitMethod.extremes_fevd_mle)
+
+
+class NonStationaryLocationSimulation(GevSimulation):
+
+ def create_model(self, coordinates):
+ gev_param_name_to_coef_list = {
+ GevParams.LOC: [0, 1],
+ GevParams.SHAPE: [0],
+ GevParams.SCALE: [1],
+ }
+ return NonStationaryLocationTemporalModel.from_coef_list(coordinates, gev_param_name_to_coef_list,
+ fit_method=TemporalMarginFitMethod.extremes_fevd_mle)
diff --git a/test/test_projects/test_quantile_regression/test_gev_simulations.py b/test/test_projects/test_quantile_regression/test_gev_simulations.py
index 455bd518..c2657ac6 100644
--- a/test/test_projects/test_quantile_regression/test_gev_simulations.py
+++ b/test/test_projects/test_quantile_regression/test_gev_simulations.py
@@ -1,8 +1,11 @@
import unittest
-from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel
-from extreme_fit.model.quantile_model.quantile_regression_model import ConstantQuantileRegressionModel
-from projects.quantile_regression_vs_evt.GevSimulation import GevSimulation, StationarySimulation
+from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel, \
+ NonStationaryLocationTemporalModel
+from extreme_fit.model.quantile_model.quantile_regression_model import ConstantQuantileRegressionModel, \
+ TemporalCoordinatesQuantileRegressionModel
+from projects.quantile_regression_vs_evt.GevSimulation import GevSimulation, StationarySimulation, \
+ NonStationaryLocationSimulation
class TestGevSimulations(unittest.TestCase):
@@ -13,6 +16,12 @@ class TestGevSimulations(unittest.TestCase):
model_classes=[StationaryTemporalModel, ConstantQuantileRegressionModel])
simulation.plot_error_for_last_year_quantile(self.DISPLAY)
+ def test_non_stationary_run(self):
+ simulation = NonStationaryLocationSimulation(nb_time_series=1, quantile=0.5, time_series_lengths=[50, 60],
+ model_classes=[NonStationaryLocationTemporalModel,
+ TemporalCoordinatesQuantileRegressionModel])
+ simulation.plot_error_for_last_year_quantile(self.DISPLAY)
+
if __name__ == '__main__':
unittest.main()
--
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