Commit b4c8c121 authored by Le Roux Erwan's avatar Le Roux Erwan
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[refactor] move quantile regression project

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Showing with 9 additions and 51 deletions
+9 -51
...@@ -6,7 +6,7 @@ from cached_property import cached_property ...@@ -6,7 +6,7 @@ from cached_property import cached_property
from extreme_fit.estimator.quantile_estimator.abstract_quantile_estimator import AbstractQuantileEstimator 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.abstract_margin_model import AbstractMarginModel
from projects.quantile_regression_vs_evt.AbstractSimulation import AbstractSimulation from projects.archive.quantile_regression_vs_evt.AbstractSimulation import AbstractSimulation
from spatio_temporal_dataset.spatio_temporal_observations.abstract_spatio_temporal_observations import \ from spatio_temporal_dataset.spatio_temporal_observations.abstract_spatio_temporal_observations import \
AbstractSpatioTemporalObservations AbstractSpatioTemporalObservations
......
...@@ -8,7 +8,7 @@ from extreme_fit.model.margin_model.utils import \ ...@@ -8,7 +8,7 @@ from extreme_fit.model.margin_model.utils import \
from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_exp_models import \ from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_exp_models import \
NonStationaryRateTemporalModel NonStationaryRateTemporalModel
from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel
from projects.quantile_regression_vs_evt.annual_maxima_simulation.abstract_annual_maxima_simulation import \ from projects.archive.quantile_regression_vs_evt.annual_maxima_simulation.abstract_annual_maxima_simulation import \
AnnualMaximaSimulation AnnualMaximaSimulation
from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation.abstract_transformation import \ from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation.abstract_transformation import \
CenteredScaledNormalization CenteredScaledNormalization
......
from collections import OrderedDict
from typing import List, Dict
import numpy as np
from cached_property import cached_property
from extreme_fit.distribution.gev.gev_params import GevParams 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.utils import \ from extreme_fit.model.margin_model.utils import \
MarginFitMethod MarginFitMethod
from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel, \ from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel, \
NonStationaryLocationTemporalModel NonStationaryLocationTemporalModel
from projects.quantile_regression_vs_evt.AbstractSimulation import AbstractSimulation from projects.archive.quantile_regression_vs_evt.annual_maxima_simulation.abstract_annual_maxima_simulation import \
from projects.quantile_regression_vs_evt.annual_maxima_simulation.abstract_annual_maxima_simulation import \
AnnualMaximaSimulation AnnualMaximaSimulation
from spatio_temporal_dataset.spatio_temporal_observations.abstract_spatio_temporal_observations import \
AbstractSpatioTemporalObservations
from spatio_temporal_dataset.spatio_temporal_observations.annual_maxima_observations import MarginAnnualMaxima from spatio_temporal_dataset.spatio_temporal_observations.annual_maxima_observations import MarginAnnualMaxima
......
...@@ -2,9 +2,9 @@ from extreme_fit.model.daily_data_model import TemporalCoordinatesQuantileRegres ...@@ -2,9 +2,9 @@ from extreme_fit.model.daily_data_model import TemporalCoordinatesQuantileRegres
from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import \ from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import \
NonStationaryLocationTemporalModel, NonStationaryLocationGumbelModel NonStationaryLocationTemporalModel, NonStationaryLocationGumbelModel
from extreme_fit.model.quantile_model.quantile_regression_model import TemporalCoordinatesQuantileRegressionModel from extreme_fit.model.quantile_model.quantile_regression_model import TemporalCoordinatesQuantileRegressionModel
from projects.quantile_regression_vs_evt.annual_maxima_simulation.daily_exp_simulation import \ from projects.archive.quantile_regression_vs_evt.annual_maxima_simulation.daily_exp_simulation import \
NonStationaryExpSimulation, StationaryExpSimulation NonStationaryExpSimulation
from projects.quantile_regression_vs_evt.annual_maxima_simulation.gev_simulation import \ from projects.archive.quantile_regression_vs_evt.annual_maxima_simulation.gev_simulation import \
NonStationaryLocationGumbelSimulation, NonStationaryLocationGevSimulation NonStationaryLocationGumbelSimulation, NonStationaryLocationGevSimulation
from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation.abstract_transformation import \ from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation.abstract_transformation import \
CenteredScaledNormalization, IdentityTransformation CenteredScaledNormalization, IdentityTransformation
......
import unittest import unittest
from extreme_fit.model.daily_data_model import ConstantQuantileRegressionModelOnDailyData, \
TemporalCoordinatesQuantileRegressionModelOnDailyData
from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_exp_models import \
NonStationaryRateTemporalModel
from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel, \ from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel, \
NonStationaryLocationTemporalModel NonStationaryLocationTemporalModel
from extreme_fit.model.quantile_model.quantile_regression_model import ConstantQuantileRegressionModel, \ from extreme_fit.model.quantile_model.quantile_regression_model import ConstantQuantileRegressionModel, \
TemporalCoordinatesQuantileRegressionModel TemporalCoordinatesQuantileRegressionModel
from projects.quantile_regression_vs_evt.annual_maxima_simulation.daily_exp_simulation import StationaryExpSimulation, \ from projects.archive.quantile_regression_vs_evt.annual_maxima_simulation.daily_exp_simulation import \
NonStationaryExpSimulation StationaryExpSimulation, NonStationaryExpSimulation
from projects.quantile_regression_vs_evt.annual_maxima_simulation.gev_simulation import StationarySimulation, \ from projects.archive.quantile_regression_vs_evt.annual_maxima_simulation.gev_simulation import StationarySimulation, \
NonStationaryLocationGumbelSimulation NonStationaryLocationGumbelSimulation
...@@ -44,32 +40,5 @@ class TestExpSimulations(unittest.TestCase): ...@@ -44,32 +40,5 @@ class TestExpSimulations(unittest.TestCase):
simulation.plot_error_for_last_year_quantile(self.DISPLAY) simulation.plot_error_for_last_year_quantile(self.DISPLAY)
class TestExpSimulationsDailyDataModels(unittest.TestCase):
DISPLAY = False
pass
# Warning this method is quite long...
# def test_stationary_run_daily_data_quantile_regression_model(self):
# simulation = StationaryExpSimulation(nb_time_series=1, quantile=0.5, time_series_lengths=[50, 60],
# model_classes=[ConstantQuantileRegressionModelOnDailyData])
# simulation.plot_error_for_last_year_quantile(self.DISPLAY)
# def test_non_stationary_run_daily_data_quantile_regression_model(self):
# simulation = NonStationaryExpSimulation(nb_time_series=1, quantile=0.5, time_series_lengths=[50, 60],
# model_classes=[TemporalCoordinatesQuantileRegressionModelOnDailyData])
# first_estimator = simulation.model_class_to_time_series_length_to_estimators[
# TemporalCoordinatesQuantileRegressionModelOnDailyData][50][0]
# self.assertEqual(len(first_estimator.dataset.df_dataset), 50 * 365)
# simulation.plot_error_for_last_year_quantile(self.DISPLAY)
# WARNING: It does not work yet, read fevd manual to understand how does he expect the parameters
# probably the formula to provide should be w.r.t to the scale parameter
# & there seems to be a need to be a need to provide a threshold parameter...
# def test_stationary_run_daily_data_exponential_model(self):
# simulation = StationaryExpSimulation(nb_time_series=1, quantile=0.5, time_series_lengths=[1, 2],
# model_classes=[NonStationaryRateTemporalModel])
# simulation.plot_error_for_last_year_quantile(self.DISPLAY)
if __name__ == '__main__': if __name__ == '__main__':
unittest.main() unittest.main()
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