From 58bff8c71f0a24f00fa68589c74739bc606d835a Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Wed, 17 Jul 2019 15:27:01 +0200
Subject: [PATCH] [GEV TREND TEST] add gev trend test two parameters (for
Location and scale parameters). IMPORTANT: Now the definition of test sign
correspond to the sign of the strength (i.e. the increase with respect to
some quantile)
---
...main3_non_stationary_strength_evolution.py | 7 +++---
experiment/paper1_steps/utils.py | 9 ++-----
.../abstract_gev_trend_test.py | 11 ++++++--
.../gev_trend_test_one_parameter.py | 16 +++++-------
.../gev_trend_test_two_parameters.py | 25 +++++++++++++++++++
.../temporal_linear_margin_model.py | 15 +++++++++++
6 files changed, 61 insertions(+), 22 deletions(-)
diff --git a/experiment/paper1_steps/hard extreme evolution - annual maxima/main3_non_stationary_strength_evolution.py b/experiment/paper1_steps/hard extreme evolution - annual maxima/main3_non_stationary_strength_evolution.py
index 7801d504..5ec783b1 100644
--- a/experiment/paper1_steps/hard extreme evolution - annual maxima/main3_non_stationary_strength_evolution.py
+++ b/experiment/paper1_steps/hard extreme evolution - annual maxima/main3_non_stationary_strength_evolution.py
@@ -4,6 +4,7 @@ from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visual
Altitude_Hypercube_Year_Visualizer
from experiment.trend_analysis.univariate_test.gev_trend_test_one_parameter import GevScaleTrendTest, \
GevLocationTrendTest
+from experiment.trend_analysis.univariate_test.gev_trend_test_two_parameters import GevLocationAndScaleTrendTest
"""
Visualize the 0.99 quantile initial value and its evolution
@@ -15,14 +16,14 @@ def main_fast_spatial_risk_evolution():
for altitude in FULL_ALTITUDES[-1:]:
vizualiser = get_full_altitude_visualizer(Altitude_Hypercube_Year_Visualizer, altitude=altitude,
exact_starting_year=1958, reduce_strength_array=True,
- trend_test_class=GevScaleTrendTest)
- # vizualiser.save_to_file = False
+ trend_test_class=GevLocationAndScaleTrendTest)
+ vizualiser.save_to_file = False
vizualiser.visualize_massif_trend_test_one_altitude()
def main_full_spatial_risk_evolution():
for altitude in FULL_ALTITUDES[:]:
- for trend_test_class in [GevLocationTrendTest, GevScaleTrendTest][:]:
+ for trend_test_class in [GevLocationTrendTest, GevScaleTrendTest, GevLocationAndScaleTrendTest][-1:]:
vizualiser = get_full_altitude_visualizer(Altitude_Hypercube_Year_Visualizer, altitude=altitude,
exact_starting_year=1958, reduce_strength_array=True,
trend_test_class=trend_test_class)
diff --git a/experiment/paper1_steps/utils.py b/experiment/paper1_steps/utils.py
index 290d2b10..615a4b9a 100644
--- a/experiment/paper1_steps/utils.py
+++ b/experiment/paper1_steps/utils.py
@@ -1,21 +1,16 @@
-import time
-
from experiment.meteo_france_data.scm_models_data.crocus.crocus import CrocusRecentSwe
-from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visualization.altitude_year_hypercube_visualizer import \
- Altitude_Hypercube_Year_Visualizer
from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visualization.main_files.main_full_hypercube import \
get_full_parameters
from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visualization.utils_hypercube import \
load_altitude_visualizer
-from experiment.trend_analysis.univariate_test.abstract_gev_trend_test import GevScaleChangePointTest, \
- GevLocationChangePointTest
+from experiment.trend_analysis.univariate_test.gev_trend_test_one_parameter import GevLocationTrendTest
FULL_ALTITUDES = [900, 1200, 1500, 1800, 2100, 2400, 2700, 3000]
def get_full_altitude_visualizer(altitude_hypercube_class, exact_starting_year=None, altitude=900,
reduce_strength_array=False,
- trend_test_class = GevLocationChangePointTest):
+ trend_test_class = GevLocationTrendTest):
altitudes, first_starting_year, last_starting_year, nb_data_reduced_for_speed, only_first_one, save_to_file, _ = get_full_parameters(
altitude=altitude)
if exact_starting_year is not None:
diff --git a/experiment/trend_analysis/univariate_test/abstract_gev_trend_test.py b/experiment/trend_analysis/univariate_test/abstract_gev_trend_test.py
index 24381cc7..e3584e95 100644
--- a/experiment/trend_analysis/univariate_test/abstract_gev_trend_test.py
+++ b/experiment/trend_analysis/univariate_test/abstract_gev_trend_test.py
@@ -25,9 +25,8 @@ class AbstractGevTrendTest(AbstractUnivariateTest):
quantile_for_strength = 0.98
nb_years_for_quantile_evolution = 10
- def __init__(self, years, maxima, starting_year, non_stationary_model_class, gev_param_name):
+ def __init__(self, years, maxima, starting_year, non_stationary_model_class):
super().__init__(years, maxima, starting_year)
- self.gev_param_name = gev_param_name
df = pd.DataFrame({AbstractCoordinates.COORDINATE_T: years})
df_maxima_gev = pd.DataFrame(maxima, index=df.index)
observations = AbstractSpatioTemporalObservations(df_maxima_gev=df_maxima_gev)
@@ -104,6 +103,14 @@ class AbstractGevTrendTest(AbstractUnivariateTest):
# Evolution of the GEV parameters and corresponding quantiles
+ @property
+ def test_sign(self) -> int:
+ return np.sign(self.test_trend_slope_strength)
+
+ def get_non_stationary_linear_coef(self, gev_param_name):
+ return self.non_stationary_estimator.margin_function_fitted.get_coef(gev_param_name,
+ AbstractCoordinates.COORDINATE_T)
+
@property
def non_stationary_constant_gev_params(self) -> GevParams:
return self.non_stationary_estimator.result_from_fit.constant_gev_params
diff --git a/experiment/trend_analysis/univariate_test/gev_trend_test_one_parameter.py b/experiment/trend_analysis/univariate_test/gev_trend_test_one_parameter.py
index 87967e03..3456aac8 100644
--- a/experiment/trend_analysis/univariate_test/gev_trend_test_one_parameter.py
+++ b/experiment/trend_analysis/univariate_test/gev_trend_test_one_parameter.py
@@ -1,26 +1,22 @@
from experiment.trend_analysis.univariate_test.abstract_gev_trend_test import AbstractGevTrendTest
-from extreme_estimator.extreme_models.margin_model.temporal_linear_margin_model import StationaryStationModel, \
+from extreme_estimator.extreme_models.margin_model.temporal_linear_margin_model import \
NonStationaryLocationStationModel, NonStationaryScaleStationModel, NonStationaryShapeStationModel
from extreme_estimator.margin_fits.gev.gev_params import GevParams
-import numpy as np
-
-from spatio_temporal_dataset.coordinates.abstract_coordinates import AbstractCoordinates
class GevTrendTestOneParameter(AbstractGevTrendTest):
+ def __init__(self, years, maxima, starting_year, non_stationary_model_class, gev_param_name):
+ super().__init__(years, maxima, starting_year, non_stationary_model_class)
+ self.gev_param_name = gev_param_name
+
@property
def degree_freedom_chi2(self) -> int:
return 1
- @property
- def test_sign(self) -> int:
- return np.sign(self.non_stationary_linear_coef)
-
@property
def non_stationary_linear_coef(self):
- return self.non_stationary_estimator.margin_function_fitted.get_coef(self.gev_param_name,
- AbstractCoordinates.COORDINATE_T)
+ return self.get_non_stationary_linear_coef(gev_param_name=self.gev_param_name)
class GevLocationTrendTest(GevTrendTestOneParameter):
diff --git a/experiment/trend_analysis/univariate_test/gev_trend_test_two_parameters.py b/experiment/trend_analysis/univariate_test/gev_trend_test_two_parameters.py
index e69de29b..2cae0378 100644
--- a/experiment/trend_analysis/univariate_test/gev_trend_test_two_parameters.py
+++ b/experiment/trend_analysis/univariate_test/gev_trend_test_two_parameters.py
@@ -0,0 +1,25 @@
+from experiment.trend_analysis.univariate_test.abstract_gev_trend_test import AbstractGevTrendTest
+from extreme_estimator.extreme_models.margin_model.temporal_linear_margin_model import \
+ NonStationaryLocationAndScaleModel
+from extreme_estimator.margin_fits.gev.gev_params import GevParams
+
+
+class GevTrendTestTwoParameters(AbstractGevTrendTest):
+
+ @property
+ def degree_freedom_chi2(self) -> int:
+ return 2
+
+
+class GevLocationAndScaleTrendTest(GevTrendTestTwoParameters):
+
+ def __init__(self, years, maxima, starting_year):
+ super().__init__(years, maxima, starting_year,
+ NonStationaryLocationAndScaleModel)
+
+ def _slope_strength(self):
+ mu1 = self.get_non_stationary_linear_coef(gev_param_name=GevParams.LOC)
+ sigma1 = self.get_non_stationary_linear_coef(gev_param_name=GevParams.SCALE)
+ return self.non_stationary_constant_gev_params.quantile_strength_evolution_ratio(p=self.quantile_for_strength,
+ mu1=mu1,
+ sigma1=sigma1)
diff --git a/extreme_estimator/extreme_models/margin_model/temporal_linear_margin_model.py b/extreme_estimator/extreme_models/margin_model/temporal_linear_margin_model.py
index 6c7b064c..90d95ba1 100644
--- a/extreme_estimator/extreme_models/margin_model/temporal_linear_margin_model.py
+++ b/extreme_estimator/extreme_models/margin_model/temporal_linear_margin_model.py
@@ -72,3 +72,18 @@ class NonStationaryShapeStationModel(TemporalLinearMarginModel):
@property
def shl(self):
return 1
+
+
+class NonStationaryLocationAndScaleModel(TemporalLinearMarginModel):
+
+ def load_margin_functions(self, gev_param_name_to_dims=None):
+ super().load_margin_functions({GevParams.LOC: [self.coordinates.idx_temporal_coordinates],
+ GevParams.SCALE: [self.coordinates.idx_temporal_coordinates]})
+
+ @property
+ def mul(self):
+ return 1
+
+ @property
+ def sigl(self):
+ return 1
--
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