|
| 1 | +from __future__ import division |
| 2 | +import numpy as np |
| 3 | +import lmoments |
| 4 | + |
| 5 | + |
| 6 | +def dim_spi_n(values, scale_months, lower_limit=-3.09, upper_limit=3.09): |
| 7 | + ''' |
| 8 | + :param values: |
| 9 | + :param scale_months: |
| 10 | + :param lower_limit: |
| 11 | + :param upper_limit: |
| 12 | + :return: |
| 13 | + ''' |
| 14 | + |
| 15 | + # replace the values array with sliding sums at the specified month scale |
| 16 | + values = get_sliding_sums(values, scale_months) |
| 17 | + |
| 18 | + # compute gamma parameters using the specified month scale |
| 19 | + gamma_values = gamma_parameters(values, scale_months) |
| 20 | + |
| 21 | + # replace the sums stored in the values array with fitted values |
| 22 | + probability = 0.0 |
| 23 | + for month_index in range(scale_months - 1, len(values)): |
| 24 | + |
| 25 | + calendarMonth = month_index % 12 |
| 26 | + if values[month_index] != np.nan: |
| 27 | + |
| 28 | + # compute the probability |
| 29 | + probability = lmoments.cdfgam(values[month_index], gamma_values[calendarMonth, :]) |
| 30 | + |
| 31 | + # convert the probability to a fitted value |
| 32 | + values[month_index] = lmoments.quanor(probability, (0.0, 1.0)) |
| 33 | + |
| 34 | + # return the fitted values clipped to the specified upper and lower limits |
| 35 | + return np.clip(values, lower_limit, upper_limit) |
| 36 | + |
| 37 | + |
| 38 | +def gamma_parameters(summed_monthly_values, scale_months): |
| 39 | + ''' |
| 40 | + :param monthly_values: |
| 41 | + :param scale_months: |
| 42 | + :return: |
| 43 | + ''' |
| 44 | + |
| 45 | + # allocate the array of gamma parameters we'll return |
| 46 | + gamma_parameters = np.full((12, 2), np.nan, dtype=np.float64) |
| 47 | + |
| 48 | + # process each calendar month's values separately |
| 49 | + for i in range(12): |
| 50 | + |
| 51 | + # get the values for the calendar month |
| 52 | + calendar_month_sums = summed_monthly_values[i::12] |
| 53 | + |
| 54 | + # strip out all the NaN values |
| 55 | + calendar_month_sums = calendar_month_sums[np.logical_not(np.isnan(calendar_month_sums))] |
| 56 | + |
| 57 | + # get the non-zero values only (resulting array will still contain NaNs if present) |
| 58 | + nonzero_calendar_month_values = calendar_month_sums[np.nonzero(calendar_month_sums)] |
| 59 | + |
| 60 | + # determine how many zeros there were |
| 61 | + number_of_sums = calendar_month_sums.shape[0] |
| 62 | + number_of_nonzeros = nonzero_calendar_month_values.shape[0] |
| 63 | + number_of_zeros = number_of_sums - number_of_nonzeros |
| 64 | + |
| 65 | + # calculate the probability of zero, the first gamma parameter |
| 66 | + probability_of_zero = number_of_zeros / number_of_sums |
| 67 | + |
| 68 | + if probability_of_zero>0.1: |
| 69 | + gamma_parameters[i, :] = 0.0 |
| 70 | + else: |
| 71 | + # Fit gamma distribution |
| 72 | + try: |
| 73 | + LMU = lmoments.samlmu(nonzero_calendar_month_values) |
| 74 | + gamfit = lmoments.pelgam(LMU) |
| 75 | + gamma_parameters[i, :] = gamfit |
| 76 | + except: |
| 77 | + gamma_parameters[i, :] = 0.0 |
| 78 | + |
| 79 | + return gamma_parameters |
| 80 | + |
| 81 | + |
| 82 | +def get_sliding_sums(values, number_of_values_to_sum): |
| 83 | + ''' |
| 84 | + Get the valid sliding summations using 1-D convolution. The initial (number_of_values_to_sum - 1) elements |
| 85 | + of the result array will be padded with np.NaN values. |
| 86 | +
|
| 87 | + :param values: the array of values over which we'll compute sliding sums |
| 88 | + :param number_of_values_to_sum: the number of values for which each sliding summation will encompass, for example if |
| 89 | + this value is 3 then the first two elements of the output array will contain the pad value and the third |
| 90 | + element of the output array will contain the sum of the first three elements, and so on |
| 91 | + :return: an array of sliding sums, equal in length to the input values array, left padded with NaN values |
| 92 | + ''' |
| 93 | + # get the valid sliding summations with 1D convolution |
| 94 | + sliding_sums = np.convolve(values, np.ones(number_of_values_to_sum), mode='valid') |
| 95 | + |
| 96 | + # pad the first (n - 1) elements of the array with NaN values |
| 97 | + return np.hstack(([np.nan]*(number_of_values_to_sum - 1), sliding_sums)) |
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