import math import os import os.path as op from collections import OrderedDict import matplotlib.pyplot as plt import numpy as np import pandas as pd import seaborn as sns from experiment.meteo_france_SCM_study.abstract_study import AbstractStudy from experiment.utils import average_smoothing_with_sliding_window from extreme_estimator.estimator.full_estimator.abstract_full_estimator import \ FullEstimatorInASingleStepWithSmoothMargin from extreme_estimator.estimator.margin_estimator.abstract_margin_estimator import SmoothMarginEstimator from extreme_estimator.extreme_models.margin_model.smooth_margin_model import LinearAllParametersAllDimsMarginModel from extreme_estimator.extreme_models.max_stable_model.abstract_max_stable_model import CovarianceFunction, \ AbstractMaxStableModelWithCovarianceFunction from extreme_estimator.margin_fits.abstract_params import AbstractParams from extreme_estimator.margin_fits.gev.gev_params import GevParams from extreme_estimator.margin_fits.gev.gevmle_fit import GevMleFit from extreme_estimator.margin_fits.gpd.gpd_params import GpdParams from extreme_estimator.margin_fits.gpd.gpdmle_fit import GpdMleFit from extreme_estimator.margin_fits.plot.create_shifted_cmap import get_color_rbga_shifted from spatio_temporal_dataset.dataset.abstract_dataset import AbstractDataset from test.test_utils import load_test_max_stable_models from utils import get_display_name_from_object_type, VERSION_TIME, float_to_str_with_only_some_significant_digits BLOCK_MAXIMA_DISPLAY_NAME = 'block maxima ' class StudyVisualizer(object): def __init__(self, study: AbstractStudy, show=True, save_to_file=False, only_one_graph=False, only_first_row=False, vertical_kde_plot=False, year_for_kde_plot=None, plot_block_maxima_quantiles=False): self.only_first_row = only_first_row self.only_one_graph = only_one_graph self.save_to_file = save_to_file self.study = study self.plot_name = None # KDE PLOT ARGUMENTS self.vertical_kde_plot = vertical_kde_plot self.year_for_kde_plot = year_for_kde_plot self.plot_block_maxima_quantiles = plot_block_maxima_quantiles self.window_size_for_smoothing = 21 # PLOT ARGUMENTS self.show = False if self.save_to_file else show if self.only_one_graph: self.figsize = (6.0, 4.0) elif self.only_first_row: self.figsize = (8.0, 6.0) else: self.figsize = (16.0, 10.0) self.subplot_space = 0.05 self.coef_zoom_map = 0 @property def observations(self): return self.study.observations_annual_maxima @property def coordinates(self): return self.study.massifs_coordinates @property def dataset(self): return AbstractDataset(self.observations, self.coordinates) # Graph for each massif / or groups of massifs def visualize_massif_graphs(self, visualize_function): if self.only_one_graph: fig, ax = plt.subplots(1, 1, figsize=self.figsize) visualize_function(ax, 0) else: nb_columns = 5 nb_rows = 1 if self.only_first_row else math.ceil(len(self.study.safran_massif_names) / nb_columns) fig, axes = plt.subplots(nb_rows, nb_columns, figsize=self.figsize) fig.subplots_adjust(hspace=self.subplot_space, wspace=self.subplot_space) if self.only_first_row: for massif_id, massif_name in enumerate(self.study.safran_massif_names[:nb_columns]): ax = axes[massif_id] visualize_function(ax, massif_id) else: for massif_id, massif_name in enumerate(self.study.safran_massif_names): row_id, column_id = massif_id // nb_columns, massif_id % nb_columns ax = axes[row_id, column_id] visualize_function(ax, massif_id) def visualize_all_experimental_law(self): self.visualize_massif_graphs(self.visualize_experimental_law) self.plot_name = ' Empirical distribution ' self.plot_name += 'with all available data' if self.year_for_kde_plot is None else \ 'for the year {}'.format(self.year_for_kde_plot) self.show_or_save_to_file() def visualize_experimental_law(self, ax, massif_id): # Display the experimental law for a given massif if self.year_for_kde_plot is not None: all_massif_data = self.study.year_to_daily_time_serie[self.year_for_kde_plot][:, massif_id] else: all_massif_data = np.concatenate( [data[:, massif_id] for data in self.study.year_to_daily_time_serie.values()]) all_massif_data = np.sort(all_massif_data) # Display an histogram on the background (with 100 bins, for visibility, and to check 0.9 quantiles) ax2 = ax.twiny() if self.vertical_kde_plot else ax.twinx() color_hist = 'k' orientation = "horizontal" if self.vertical_kde_plot else 'vertical' ax2.hist(all_massif_data, bins=50, density=True, histtype='step', color=color_hist, orientation=orientation) label_function = ax2.set_xlabel if self.vertical_kde_plot else ax2.set_ylabel # Do not display this label in the vertical plot if not self.vertical_kde_plot: label_function('normalized histogram', color=color_hist) # Kde plot, and retrieve the data forming the line color_kde = 'b' sns.kdeplot(all_massif_data, bw=1, ax=ax, color=color_kde, vertical=self.vertical_kde_plot).set(xlim=0) data_x, data_y = ax.lines[0].get_data() # Plot the mean and median points name_to_xlevel_and_color = OrderedDict() name_to_xlevel_and_color['median'] = (np.median(all_massif_data), 'chartreuse') name_to_xlevel_and_color['mean'] = (np.mean(all_massif_data), 'g') # Plot some specific "extreme" quantiles with their color for p, color, name in zip(AbstractParams.QUANTILE_P_VALUES, AbstractParams.QUANTILE_COLORS, AbstractParams.QUANTILE_NAMES): x_level = all_massif_data[int(p * len(all_massif_data))] name_to_xlevel_and_color[name] = (x_level, color) # Plot some additional quantiles from the correspond Annual Maxima law if self.plot_block_maxima_quantiles: # This formula can only be applied if we have a daily time serie assert len(self.study.year_to_daily_time_serie[1958]) in [365, 366] p = p ** (1 / 365) x_level = all_massif_data[int(p * len(all_massif_data))] name_to_xlevel_and_color[BLOCK_MAXIMA_DISPLAY_NAME + name] = (x_level, color) for name, (xi, color) in name_to_xlevel_and_color.items(): if self.vertical_kde_plot: yi = xi xi = np.interp(yi, data_y, data_x) else: yi = np.interp(xi, data_x, data_y) marker = "x" if BLOCK_MAXIMA_DISPLAY_NAME in name else "o" ax.scatter([xi], [yi], color=color, marker=marker, label=name) label_function = ax.set_xlabel if self.vertical_kde_plot else ax.set_ylabel label_function('Probability Density function f(x)', color=color_kde) xlabel = 'x = {}'.format(self.study.title) if self.only_one_graph else 'x' label_function = ax.set_ylabel if self.vertical_kde_plot else ax.set_xlabel label_function(xlabel) # Take all the ticks # sorted_x_levels = sorted(list([x_level for x_level, _ in name_to_xlevel_and_color.values()])) # extraticks = [float(float_to_str_with_only_some_significant_digits(x, nb_digits=2)) # for x in sorted_x_levels] # Display only some specific ticks extraticks_names = ['mean', AbstractParams.QUANTILE_100] if self.plot_block_maxima_quantiles: extraticks_names += [name for name in name_to_xlevel_and_color.keys() if BLOCK_MAXIMA_DISPLAY_NAME in name] extraticks = [name_to_xlevel_and_color[name][0] for name in extraticks_names] set_ticks_function = ax.set_yticks if self.vertical_kde_plot else ax.set_xticks # Round up the ticks with a given number of significative digits extraticks = [float(float_to_str_with_only_some_significant_digits(t, nb_digits=2)) for t in extraticks] set_ticks_function(extraticks) if not self.only_one_graph: ax.set_title(self.study.safran_massif_names[massif_id]) ax.legend() def visualize_all_mean_and_max_graphs(self): self.visualize_massif_graphs(self.visualize_mean_and_max_graph) self.plot_name = ' mean with sliding window of size {}'.format(self.window_size_for_smoothing) self.show_or_save_to_file() def visualize_mean_and_max_graph(self, ax, massif_id): # Display the graph of the max on top color_maxima = 'r' tuples_x_y = [(year, annual_maxima[massif_id]) for year, annual_maxima in self.study.year_to_annual_maxima.items()] x, y = list(zip(*tuples_x_y)) ax2 = ax.twinx() ax2.plot(x, y, color=color_maxima) ax2.set_ylabel('maxima', color=color_maxima) # Display the mean graph # Counting the sum of 3-consecutive days of snowfall does not have any physical meaning, # as we are counting twice some days color_mean = 'g' tuples_x_y = [(year, np.mean(data[:, massif_id])) for year, data in self.study.year_to_daily_time_serie.items()] x, y = list(zip(*tuples_x_y)) x, y = average_smoothing_with_sliding_window(x, y, window_size_for_smoothing=self.window_size_for_smoothing) ax.plot(x, y, color=color_mean) ax.set_ylabel('mean with sliding window of size {}'.format(self.window_size_for_smoothing), color=color_mean) ax.set_xlabel('year') ax.set_title(self.study.safran_massif_names[massif_id]) def visualize_linear_margin_fit(self, only_first_max_stable=False): default_covariance_function = CovarianceFunction.cauchy plot_name = 'Full Likelihood with Linear marginals and max stable dependency structure' plot_name += '\n(with {} covariance structure when a covariance is needed)'.format(str(default_covariance_function).split('.')[-1]) self.plot_name = plot_name max_stable_models = load_test_max_stable_models(default_covariance_function=default_covariance_function) if only_first_max_stable: max_stable_models = max_stable_models[:1] fig, axes = plt.subplots(len(max_stable_models) + 1, len(GevParams.SUMMARY_NAMES), figsize=self.figsize) fig.subplots_adjust(hspace=self.subplot_space, wspace=self.subplot_space) margin_class = LinearAllParametersAllDimsMarginModel # Plot the smooth margin only margin_model = margin_class(coordinates=self.coordinates) estimator = SmoothMarginEstimator(dataset=self.dataset, margin_model=margin_model) self.fit_and_visualize_estimator(estimator, axes[0], title='without max stable') # Plot the smooth margin fitted with a max stable for i, max_stable_model in enumerate(max_stable_models, 1): margin_model = margin_class(coordinates=self.coordinates) estimator = FullEstimatorInASingleStepWithSmoothMargin(self.dataset, margin_model, max_stable_model) title = get_display_name_from_object_type(type(max_stable_model)) # if isinstance(max_stable_model, AbstractMaxStableModelWithCovarianceFunction): # title += ' ' + str(default_covariance_function).split('.')[-1] self.fit_and_visualize_estimator(estimator, axes[i], title=title) # Add the label self.show_or_save_to_file() def fit_and_visualize_estimator(self, estimator, axes=None, title=None): estimator.fit() margin_fct = estimator.margin_function_fitted axes = margin_fct.visualize_function(show=False, axes=axes, title='') def get_lim_array(ax): return np.array([np.array(ax.get_xlim()), np.array(ax.get_ylim())]) for ax in axes: old_lim = get_lim_array(ax) self.study.visualize(ax, fill=False, show=False) new_lim = get_lim_array(ax) assert 0 <= self.coef_zoom_map <= 1 updated_lim = new_lim * self.coef_zoom_map + (1 - self.coef_zoom_map) * old_lim for i, method in enumerate([ax.set_xlim, ax.set_ylim]): method(updated_lim[i, 0], updated_lim[i, 1]) ax.tick_params(axis=u'both', which=u'both', length=0) ax.spines['top'].set_visible(False) ax.spines['right'].set_visible(False) ax.spines['bottom'].set_visible(False) ax.spines['left'].set_visible(False) ax.get_xaxis().set_visible(False) ax.get_yaxis().set_visible(False) ax.set_aspect('equal') ax0 = axes[0] ax0.get_yaxis().set_visible(True) # todo: manage to remove ticks on ylabel # finally it's good because it differntiate it from the other labels # maybe i could put it in bold ax0.set_ylabel(title) ax0.tick_params(axis=u'both', which=u'both', length=0) def show_or_save_to_file(self): assert self.plot_name is not None title = self.study.title title += '\n' + self.plot_name if self.only_one_graph: plt.suptitle(self.plot_name) else: plt.suptitle(title) if self.show: plt.show() if self.save_to_file: filename = "{}/{}".format(VERSION_TIME, '_'.join(self.study.title.split())) if not self.only_one_graph: filename += "/{}".format('_'.join(self.plot_name.split())) filepath = op.join(self.study.result_full_path, filename + '.png') dir = op.dirname(filepath) if not op.exists(dir): os.makedirs(dir, exist_ok=True) plt.savefig(filepath) def visualize_independent_margin_fits(self, threshold=None, axes=None): if threshold is None: params_names = GevParams.SUMMARY_NAMES df = self.df_gev_mle_each_massif # todo: understand how Maurienne could be negative # print(df.head()) else: params_names = GpdParams.SUMMARY_NAMES df = self.df_gpd_mle_each_massif(threshold) if axes is None: fig, axes = plt.subplots(1, len(params_names)) fig.subplots_adjust(hspace=self.subplot_space, wspace=self.subplot_space) for i, gev_param_name in enumerate(params_names): ax = axes[i] massif_name_to_value = df.loc[gev_param_name, :].to_dict() # Compute the middle point of the values for the color map values = list(massif_name_to_value.values()) colors = get_color_rbga_shifted(ax, gev_param_name, values) massif_name_to_fill_kwargs = {massif_name: {'color': color} for massif_name, color in zip(self.study.safran_massif_names, colors)} self.study.visualize(ax=ax, massif_name_to_fill_kwargs=massif_name_to_fill_kwargs, show=False) if self.show: plt.show() def visualize_cmap(self, massif_name_to_value): orig_cmap = plt.cm.coolwarm # shifted_cmap = shiftedColorMap(orig_cmap, midpoint=0.75, name='shifted') massif_name_to_fill_kwargs = {massif_name: {'color': orig_cmap(value)} for massif_name, value in massif_name_to_value.items()} self.study.visualize(massif_name_to_fill_kwargs=massif_name_to_fill_kwargs) """ Statistics methods """ @property def df_gev_mle_each_massif(self): # Fit a margin_fits on each massif massif_to_gev_mle = { massif_name: GevMleFit(self.study.observations_annual_maxima.loc[massif_name]).gev_params.summary_serie for massif_name in self.study.safran_massif_names} return pd.DataFrame(massif_to_gev_mle, columns=self.study.safran_massif_names) def df_gpd_mle_each_massif(self, threshold): # Fit a margin fit on each massif massif_to_gev_mle = {massif_name: GpdMleFit(self.study.df_all_snowfall_concatenated[massif_name], threshold=threshold).gpd_params.summary_serie for massif_name in self.study.safran_massif_names} return pd.DataFrame(massif_to_gev_mle, columns=self.study.safran_massif_names)