S = np.zeros(shape = (20, 50), dtype = np.int32)
    S[10:18, 25:45] = 1
    S[0:3, 6:12] = 2
    S[8:15, 2:12] = 3
    v, Sr = constructVAR(S, [0.0, 0.4, 0.8, 0.7], [-0.5, 0.5], [0.0, 0.0])
#    v, Sr = constructVAR(S, [0.0, 0.001, 0.01], [-0.1, 0.1], [0.00, 0.00], [0.01, 0.01])
    ts = v.simulate(200)
    gf = make_model_geofield(S, ts)
    
    # initialize a parallel pool
    pool = Pool(POOL_SIZE)

    # replace field with surrogate field
    sgf = SurrGeoFieldAR()
    sgf.copy_field(gf)
    sgf.prepare_surrogates(pool)
    sgf.construct_surrogate_with_noise()
    gf = sgf
    gf.d = gf.surr_data().copy()
    
#    # construct "components" from the structural matrix
    Uopt = np.zeros((len(Sr), np.amax(Sr)))   
    for i in range(Uopt.shape[1]):
        Uopt[:,i] = np.where(Sr == (i+1), 1.0, 0.0)
        # remove the first element (it's the driver which is not included in the optimal component)
        Uopt[np.nonzero(Uopt[:,i])[0][0],i] = 0.0
        Uopt[:,i] /= np.sum(Uopt[:,i]**2) ** 0.5

    print("Analyzing data ...")
    
    # compute the eigenvalues and eigenvectors of the (spatial) covariance matrix 
Esempio n. 2
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from datetime import datetime, date
from surr_geo_field_ar import SurrGeoFieldAR
from geo_field import GeoField
from multiprocessing import Pool

# load netCDF SLP field
d = GeoField()
d.load("/home/martin/Work/Geo/data/netcdf/pres.mon.mean.nc", 'pres')
d.slice_date_range(date(1948, 1, 1), date(2012, 1, 1))
#d.slice_months([12, 1, 2])
d.slice_spatial(None, [-89, 89])

# copy into surrogate field
sd = SurrGeoFieldAR()
sd.copy_field(d)

# create the Pool
pool = Pool(4)

t1 = datetime.now()
sd.prepare_surrogates(pool)
print("Prep: elapsed time %s" % str(datetime.now() - t1))

t1 = datetime.now()
sd.construct_surrogate()
print("Gen: elapsed time %s" % str(datetime.now() - t1))

t1 = datetime.now()
sd.construct_surrogate()
print("Gen: elapsed time %s" % str(datetime.now() - t1))
Esempio n. 3
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S = np.zeros(shape=(20, 50), dtype=np.int32)
S[10:18, 25:45] = 1
S[0:3, 6:12] = 2
v, Sr = constructVAR(S, [0.0, 0.8, 0.8], [-0.1, 0.1], [0.0, 0.0])

#v, Sr = constructVAR2(S, [-0.2, 0.2], [0.0, 0.9, 0.9], 0.8)

#S = np.zeros(shape = (5, 10), dtype = np.int32)
#S[1:4, 0:2] = 1
#S[0:3, 6:9] = 2v, Sr = constructVAR(S, [0.0, 0.191, 0.120], [-0.1, 0.1], [0.00, 0.00], [0.01, 0.01])
ts = v.simulate(768)

gf = make_model_geofield(S, ts)
sgf = SurrGeoFieldAR()
sgf.copy_field(gf)
sgf.prepare_surrogates()
sgf.construct_surrogate_with_noise()
ts2 = sgf.surr_data()

plt.figure(figsize=(8, 8))
plt.imshow(S, interpolation='nearest')
plt.title('Structural matrix')

plt.figure()
plt.imshow(v.A, interpolation='nearest')
plt.colorbar()
plt.title('AR structural')

plt.figure()
plt.plot(ts)
plt.title('Simulated time series')
# <codecell>

print gf.d.shape
print gf.lons[0], gf.lons[-1]
print gf.lats[0], gf.lats[-1]
print gf.d.shape[1] * gf.d.shape[2]

# <codecell>

if USE_SURROGATE_MODEL:
    pool = Pool(POOL_SIZE)
    sgf = SurrGeoFieldAR([0, MAX_AR_ORDER], 'sbc')
    print("Running preparation of surrogates ...")
    sgf.copy_field(gf)
    sgf.prepare_surrogates(pool)
    sgf.construct_surrogate_with_noise()
    sgf.d = sgf.sd  # hack to replace original data with surrogate
    print("Max AR order is %d ..." % sgf.max_ord)
    gf = sgf
    print("Replaced field with surrogate field.")
    pool.close()
    del pool

print("Analyzing data ...")
d = gf.data()
if COSINE_REWEIGHTING:
    d *= gf.qea_latitude_weights()
Ud, sd, Vtd = pca_components_gf(d)
Ud = Ud[:, :NUM_COMPONENTS]
if not ROTATE_NORMALIZED:
Esempio n. 5
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from datetime import datetime, date
from surr_geo_field_ar import SurrGeoFieldAR
from geo_field import GeoField
from multiprocessing import Pool


# load netCDF SLP field
d = GeoField()
d.load("/home/martin/Work/Geo/data/netcdf/pres.mon.mean.nc", 'pres')
d.slice_date_range(date(1948, 1, 1), date(2012, 1, 1))
#d.slice_months([12, 1, 2])
d.slice_spatial(None, [-89, 89])

# copy into surrogate field
sd = SurrGeoFieldAR()
sd.copy_field(d)

# create the Pool
pool = Pool(4)

t1 = datetime.now()
sd.prepare_surrogates(pool)
print("Prep: elapsed time %s" % str(datetime.now() - t1))

t1 = datetime.now()
sd.construct_surrogate()
print("Gen: elapsed time %s" % str(datetime.now() - t1))

t1 = datetime.now()
sd.construct_surrogate()
print("Gen: elapsed time %s" % str(datetime.now() - t1))
Esempio n. 6
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S = np.zeros(shape = (20, 50), dtype = np.int32)
S[10:18, 25:45] = 1
S[0:3, 6:12] = 2
v, Sr = constructVAR(S, [0.0, 0.8, 0.8], [-0.1, 0.1], [0.0, 0.0])

#v, Sr = constructVAR2(S, [-0.2, 0.2], [0.0, 0.9, 0.9], 0.8)

#S = np.zeros(shape = (5, 10), dtype = np.int32)
#S[1:4, 0:2] = 1
#S[0:3, 6:9] = 2v, Sr = constructVAR(S, [0.0, 0.191, 0.120], [-0.1, 0.1], [0.00, 0.00], [0.01, 0.01])
ts = v.simulate(768)

gf = make_model_geofield(S, ts)
sgf = SurrGeoFieldAR()
sgf.copy_field(gf)
sgf.prepare_surrogates()
sgf.construct_surrogate_with_noise()
ts2 = sgf.surr_data() 

plt.figure(figsize = (8, 8))
plt.imshow(S, interpolation = 'nearest')
plt.title('Structural matrix')

plt.figure()
plt.imshow(v.A, interpolation = 'nearest')
plt.colorbar()
plt.title('AR structural')

plt.figure()
plt.plot(ts)
plt.title('Simulated time series')