def ns_kriging_mm(data, stations, bp, x_opt_st, mod_opt_st, targets,
candidate_var=[variogram_fit.spherical_sv,],
candidate_tag=['Spherical',], verbose=False,
ncs=3, krig_type='Ord'):
'''
t1_var : list
Parameters of the tier 1 variogram (variogram of the kriging
parameters) to be interpolated at each interval
the method uses Ordinary Kriging using multi-precipitation model
'''
if krig_type is 'Ord':
ord_krig=True
# Set the intervals
bp = bp[:]
bp.insert(0, np.min(data))
bp.append(np.max(data))
intervals = [[bp[i], bp[i+1]] for i in xrange(len(bp)-1)]
intervals[-1][1] = intervals[-1][1]+0.0001
# Make separation of the regime for each record
cond_map = np.zeros_like(data)
for st_i in xrange(len(stations)):
for n in xrange(len(data)):
for i in xrange(len(intervals)):
if data[n, st_i] >= min(intervals[i]) and \
data[n, st_i] < max(intervals[i]):
cond_map[n, st_i] = i
# Get distance between stations
dist_mat = np.array(dist.between(stations))
#initialisation of lists for each target
zz = np.zeros([len(data), len(targets)])
ssp = np.zeros([len(data), len(targets)])
for tarcoun in xrange(len(targets)):
#Select invidual target for itnerpolation
tar = targets[tarcoun]
##Select the closest NCS elements
#Calculate distance of all stations
das = np.array(dist.target([tar,], stations)).flatten()
#Select index of the closest stations
cs = list(das.argsort()[:ncs])
#Reduction of precipitation and sensor position matrices
red_data = data[:, cs]
red_dist = dist_mat[cs][:,cs]
red_cond_map = cond_map[:, cs]
red_xopt = x_opt_st[cs]
# Pre-cooked all zeros case
if ord_krig:
cov_mat_zeros = np.ones([ncs+1, ncs+1])
cov_mat_zeros[-1, -1] = 0
else:
cov_mat_zeros = np.ones([ncs, ncs])
for ii in xrange(ncs):
for jj in xrange(ncs):
# TODO include different variogram type where 0 is
cov_mat_zeros[ii, jj] = candidate_var[0](red_dist[ii, jj],
red_xopt[ii, 0])
if ord_krig:
cov_tar_zeros = np.ones([ncs+1, 1])
else:
cov_tar_zeros = np.ones([ncs, 1])
for ii in xrange(ncs):
cov_tar_zeros[ii, 0] = candidate_var[0](das[cs[ii]],
red_xopt[ii, 0])
# Inverse of extended covariance matrix
inv_cov_mat_zeros = np.linalg.inv(cov_mat_zeros)
# Kriging weights
w_vec = np.dot(inv_cov_mat_zeros, cov_tar_zeros)
# Interpolation variance and Kriging system solution
if ord_krig:
sp_zeros = (np.max(cov_mat_zeros)
- (np.sum(w_vec * cov_tar_zeros + w_vec[-1][0])))
else:
sp_zeros = (np.max(cov_mat_zeros)
- (np.dot(np.transpose(w_vec), cov_tar_zeros)[0][0]))
for t in xrange(len(data)):
# If there is some precipitation data
if np.max(red_data[t, :]) != 0:
## Here the interpolation is made for each of the time steps at
## each locatiom
#Make covariance matrix between stations in the neighborhoud (K)
if ord_krig:
cov_mat = np.ones([ncs+1, ncs+1])
cov_mat[-1, -1] = 0
else:
cov_mat = np.ones([ncs, ncs])
# Construct Covariance Matrix between stations
# for each precipitation event
for ii in xrange(ncs):
for jj in xrange(ncs):
# TODO include different variogram type where 0 is
cov_mat[ii, jj] = candidate_var[0](red_dist[ii, jj],
red_xopt[ii, int(red_cond_map[t, ii])])
# Fix maximum diagonal element to maximum of the variogram
# To force positive eigenvalues
for ii in xrange(ncs):
cov_mat[ii, ii] = np.max(cov_mat)
# Simmetrise using the average bi-directional covariance matrix
cov_mat = 0.5*(cov_mat + np.transpose(cov_mat))
# Construct covariance towards target
if ord_krig:
cov_tar = np.ones([ncs+1, 1])
else:
cov_tar = np.ones([ncs, 1])
for ii in xrange(ncs):
cov_tar[ii, 0] = candidate_var[0](das[cs[ii]],
red_xopt[ii, int(red_cond_map[t, ii])])
## Solve the Kriging system
# Invert the covariance matrix
inv_cov_mat = np.linalg.inv(cov_mat)
# Kriging weights
w_vec = np.dot(inv_cov_mat, cov_tar)
# Interpolation variance and Kriging system solution
if ord_krig:
z_temp = np.dot(np.transpose(w_vec[:-1]),
np.reshape(red_data[t, :], [-1,1]))[0][0]
#sp_temp = (np.max(cov_mat)
# - (np.sum(w_vec * cov_tar + w_vec[-1][0])))
sp_temp = (np.max(cov_mat)
- (np.sum(w_vec * cov_tar) + w_vec[-1][0]))
else:
z_temp = np.dot(np.transpose(w_vec),
np.reshape(red_data[t, :], [-1,1]))[0][0]
sp_temp = np.max(cov_mat) - (np.sum(w_vec * cov_tar))
# Appending of solutions
ssp[t, tarcoun] = sp_temp
zz[t, tarcoun] = z_temp
else:
ssp[t, tarcoun] = sp_zeros
zz[t, tarcoun] = 0
if verbose:
print ('Finished step {0}/{1} at {2}'.format(n, len(data),
ctime()))
return zz, ssp
def krig(MaxDist, targets, stations, records, record_covariance_matrix, ModOpt,
xopt, candidate_sv, tmin=0, tmax='def', MinNumSt='def',
krig_type='Sim', normalisation=False, m_error=None):
'''
Parsing of data for Kriging interpolation. This function contains\
execution of interpolation as well. \n
Parameters
----------
**MaxDist** -- Initial search radius for nearby stations \n
**targets** -- Points of interest to interpolate (targets) ``[t,2]`` \n
**stations** -- Gauge location for interpolation ``[x,2]`` \n
**records** -- Precipitation register for gauges ``[n,x]`` \n
**record_covariance_matrix** -- Gauge records covariance matrix ``[x,x]`` \n
**ModOpt** -- pointer to optimal semivariogram model \n
**xopt** -- vector with optimal semivariogram parameters ``[5]`` \n
**candidate_sv** -- Array with pointer to functions in variogram_fit module
\n
**tmin** -- Initial time step to be interpolated \n
**tmax** -- Final time step to be interpolated \n
**MinNumSt** -- Minimum number of stations within the search radius \n
**krig_type** -- Type of Kriging to be used. 'Sim' for Simple and 'Ord'\
for Ordinary Kriging
**normalisation** -- Boolean. If true, then the variable is normalised\
in the neighbourhood of the variable
**m_error -- cotains the variance in the measurement error
Returns
-------
**Z** -- Interpolation for each target and time step ``[n,t]`` \n
**SP** -- Interpolation variance field ``[t,1]``\n
**ZAvg** -- Average of interpolated field ``[n,1]``
'''
#print (MinNumSt)
if MinNumSt is 'def':
MinNumSt = len(stations)
if MinNumSt >= len(stations):
print('Number of stations should be larger than number of \
minimum stations. Set to all stations')
MinNumSt = len(stations)
if tmax == 'def':
tmax = len(records)
tmin = int(tmin)
tmax = int(tmax)
PrecSec = records[tmin:tmax]
if m_error is None:
m_error = np.zeros([len(PrecSec), len(stations)])
else:
m_error = m_error[tmin:tmax]
# Reduce measurements to relevant locations for the targets
Z = []
SP = []
for kk in xrange(len(targets)):
# Check if there are enough stations for interpolation, otherwise,
# increase search radius
#targets_dt = dist.target(stations, [targets[kk]])[0]
#TNS = 0
#MaxDist2 = MaxDist
das = np.array(dist.target([targets[kk],], stations)).flatten()
#Select index of the closest stations
cs = list(das.argsort()[:MinNumSt])
fs = list(das.argsort()[MinNumSt:])
selected_stations = stations[cs]
# Reduction of relevant stations (reduced data and cov matrices)
RedLoc = np.delete(stations, fs, 0)
reduced_records = np.delete(PrecSec, fs, 1)
# reduction of the measurement error matrix
meas_var = m_error[:, cs]
if normalisation:
# detrending at all steps, one location
local_average = np.average(reduced_records, 1).reshape(
[len(reduced_records), 1])
reduced_records = reduced_records - local_average
reduced_cov_matrix = record_covariance_matrix[:]
reduced_cov_matrix = np.delete(reduced_cov_matrix,
fs, 0)
reduced_cov_matrix = np.delete(reduced_cov_matrix,
fs, 1)
# Kriging interpolation
TempRes = _kriging_core(ModOpt, targets[kk], RedLoc, candidate_sv,
xopt, reduced_cov_matrix, reduced_records,
krig_type, meas_var)
if Z == []:
if normalisation:
Z = np.vstack(TempRes[0]) + local_average
else:
Z = np.vstack(TempRes[0])
else:
if normalisation:
temp = np.vstack(TempRes[0]) + local_average
else:
temp = np.vstack(TempRes[0])
Z = np.hstack((Z, temp))
SP.append(TempRes[1])
ZAvg = np.average(Z, 1)
SP = np.array(SP)
SP[SP < 0] = 0
return Z, SP, ZAvg
def multi_variogram(data, stations, bp,
candidate_var=[variogram_fit.spherical_sv,],
candidate_tag=['Spherical',]):
'''
Calculates the object with multiple semivariograms of the data at different
breaking points
Parameters:
-----------
data : nd_array
Array containing the measurements all the measurements of the variable
on sze '[n, m]'. n is the number of measurements, m the number of
stations
stations : nd_array
Array containing the location of stations. The size of the array is of
'[m, 2]'
bp : list
List with the sections of the data to create the pools. Do not include
values equal to the maximum or minimum of the data.
returns:
--------
xopt : nd_array
3 dimensional array consisting of station index, condition index and
variogram parameters
mod_opt_st : nd_array
3 dimensional array consisting of station index, condition index and
optimal model output
'''
#Make n variograms as breaking points in the location of the sensors
# bp has to in ascending order
bp = bp[:]
bp.insert(0, np.min(data))
bp.append(np.max(data))
intervals = [[bp[i], bp[i+1]] for i in xrange(len(bp)-1)]
intervals[-1][1] = intervals[-1][1]+0.0001
x_opt_st = []
mod_opt_st = []
# iterate over the stations
for s_idx in xrange(len(stations)):
# gest distance of station towards the other stations
dist_to_stations = dist.target(stations, [stations[s_idx], ])
# Iterate over the intervals of precipitation
x_opt_db = []
mod_opt_db = []
for interval in intervals:
# Go throgh data to get variogram for each condition at each station
# Make the pool for the SV
temp_pool = []
for i in xrange(len(data)):
if data[i, s_idx] >= min(interval) and \
data[i, s_idx] < max(interval):
temp_pool.append(data[i, :])
# Raise error if pool is empty
if temp_pool == []:
raise NameError('Pool is empty: no data at station {0} \
on interval {1}. Pick new breaking points'.format(s_idx,
interval))
temp_pool = np.array(temp_pool)
# get experimental variogram for the pool
temp_cov_matrix = np.cov(np.transpose(temp_pool))
reg_interval, reg_cov = _regul(np.transpose(dist_to_stations),
temp_cov_matrix[:,s_idx],
15, 1)
temp_exp_sv = np.transpose(np.vstack((reg_interval, reg_cov)))
# fit to get theoretical SV
x_opt, mod_opt, _ = theor_variogram(temp_exp_sv,
candidate_sv=candidate_var,
candidate_sv_tag=candidate_tag,
Sb = (0.01, 6.0),
Rb = (5.00, 45.0),
Nb = (0.001, 0.05))
# save results
x_opt_db.append(x_opt)
mod_opt_db.append(mod_opt)
print ('Variogram fitted for interval {0} at {1}'.format(interval,
ctime()))
x_opt_st.append(x_opt_db)
mod_opt_st.append(mod_opt_db)
x_opt_st = np.array(x_opt_st)
mod_opt_st = np.array(mod_opt_st)
return x_opt_st, mod_opt_st
def _kriging_core(ModOpt, single_target, stations, candidate_sv, xopt,
record_covariance_matrix, records, krig_type, meas_var):
'''
Kriging core where interpolating algorithms is taking place.
Parameters
----------
**ModOpt** -- Pointer to optimal semivariogram model \n
**single_target** -- Single point of interest to interpolate (targets)\
``[t,2]`` \n
**stations** -- Gauge location for interpolation ``[x,2]`` \n
**candidate_sv** -- Array with pointer to functions in variogram_fit module
\n
**xopt** -- vector with optimal semivariogram parameters ``[5]`` \n
**record_covariance_matrix** -- Gauge records covariance matrix ``[x,x]`` \n
**records** -- Precipitation register for gauges ``[n,x]`` \n
**krig_type** -- Type of Kriging to be used. 'Sim' for Simple and 'Ord'\
for Ordinary Kriging
Returns
-------
**Z** -- Interpolation for each target and time step ``[n,1]`` \n
**SP** -- Interpolation variance field ``[1]``\n
'''
n_stations = len(stations)
targetsD = dist.target(stations, [single_target])[0]
SVm = []
for j in xrange(len(stations)):
SVm.append(candidate_sv[ModOpt](targetsD[j], xopt))
# fix covariance matrix so not having negative eigenvalues
record_covariance_matrix = near_psd(record_covariance_matrix)
if krig_type is 'Ord': #Ordinary Kriging
record_covariance_matrix = np.row_stack((record_covariance_matrix,
np.ones(len(record_covariance_matrix))))
record_covariance_matrix = np.column_stack((record_covariance_matrix,
np.ones(len(record_covariance_matrix))))
record_covariance_matrix[-1,-1] = 0.0
SVm.append(1.0)
SVr = np.array(record_covariance_matrix)
if linalg.det(record_covariance_matrix) == 0:
print('Non-singular covriance matrix - Sorry, cannot invert \n')
err_out = ERROR_CODE*np.ones(len(records))
return err_out, err_out
if np.max(meas_var) == 0:
Z = []
InvSVr = linalg.inv(SVr)
WM= np.dot(InvSVr,SVm)
for i in xrange(len(records)):
Ztemp = np.dot(WM[:-1], records[i])
Z.append(Ztemp)
S = SVm[:-1]
SP = xopt[0] - (np.dot(WM[:-1], np.transpose(S))) - WM[-1]
else:
Z = []
for i in xrange(len(records)):
records_i = records[i]
add_var_mat = np.zeros([n_stations + 1, n_stations + 1])
# generate added measurement covariance matrix
add_var_mat[:-1, :-1] = np.array([[np.sqrt(meas_var[i, j]*meas_var[i, k])
for j in xrange(n_stations)]
for k in xrange(n_stations)])
add_var_vec = np.zeros([n_stations + 1])
add_var_vec[:-1] = np.array([np.sqrt(meas_var[i, j]) for j in xrange(n_stations)])
#augmented variance matrix with measurement noise (trimmed)
SVr_mod = np.clip(SVr - add_var_mat, 0, np.inf)
# Augmented variance towards target (trimmed)
SVm_mod = np.clip(SVm - add_var_vec, 0, np.inf)
# Check for colinearity of the solutions and remove the non-necessary
coll_vars = [j for j in xrange(len(SVr_mod)-1) if np.max(SVr_mod[:, j]) == 0]
if coll_vars != []:
# Remove from covariance matrix
SVr_mod = np.delete(SVr_mod, coll_vars, 0)
SVr_mod = np.delete(SVr_mod, coll_vars, 1)
# remove from variance to vector
SVm_mod = np.delete(SVm_mod, coll_vars, 0)
# remove from records used
records_i = np.delete(records_i, coll_vars, 0)
# Get the weights
InvSVr = linalg.inv(SVr_mod)
WM= np.dot(InvSVr, SVm_mod)
Ztemp = np.dot(WM[:-1], records[i])
#Ztemp = np.clip(Ztemp, 0, max(records[i])) # cutoff at 0 and max prec
Z.append(Ztemp)
S = SVm_mod[:-1]
SP = xopt[0] - (np.dot(WM[:-1], np.transpose(S))) - WM[-1]
elif krig_type is 'Sim': # Simple Kriging
SVr = np.array(record_covariance_matrix)
if linalg.det(record_covariance_matrix) == 0:
print('Non-singular covriance matrix - Sorry, cannot invert \n')
err_out = ERROR_CODE*np.ones(len(records))
return err_out, err_out
if np.max(meas_var) == 0:
InvSVr = linalg.inv(SVr)
WM= np.dot(InvSVr, SVm)
Z = []
for i in xrange(len(records)):
Ztemp = np.dot(WM, records[i])
Z.append(Ztemp)
S = SVm
SP = xopt[0] - (np.dot(WM, np.transpose(SVm)))
else:
Z = []
for i in xrange(len(records)):
records_i = records[i]
# generate added measurement covariance matrix
add_var_mat = np.array([[np.sqrt(meas_var[i, j]*meas_var[i, k])
for j in xrange(n_stations)]
for k in xrange(n_stations)])
add_var_vec = np.array([np.sqrt(meas_var[i, j]) for j in xrange(n_stations)])
#augmented variance matrix with measurement noise (trimmed)
SVr_mod = np.clip(SVr - add_var_mat, 0, np.inf)
# Augmented variance towards target (trimmed)
SVm_mod = np.clip(SVm - add_var_vec, 0, np.inf)
# Check for colinearity of the solutions and remove the non-necessary
coll_vars = [j for j in xrange(len(SVr_mod)) if np.max(SVr_mod[:, j]) == 0]
if coll_vars != []:
# Remove from covariance matrix
SVr_mod = np.delete(SVr_mod, coll_vars, 0)
SVr_mod = np.delete(SVr_mod, coll_vars, 1)
# remove from variance to vector
SVm_mod = np.delete(SVm_mod, coll_vars, 0)
# remove from records used
records_i = np.delete(records_i, coll_vars, 0)
# Get the weights
InvSVr = linalg.inv(SVr_mod)
WM= np.dot(InvSVr, SVm_mod)
Ztemp = np.dot(WM, records_i)
Z.append(Ztemp)
S = SVm
SP = xopt[0] - (np.dot(WM, np.transpose(SVm_mod)))
else:
print 'I pity the fool for no chosing Kriging type'
print 'only available Ord and Sim \n'
Z = ERROR_CODE*np.ones(len(records))
SP = ERROR_CODE*np.ones(len(records))
return Z, SP
def ns_kriging_mm(data,
stations,
bp,
x_opt_st,
mod_opt_st,
targets,
candidate_var=[
variogram_fit.spherical_sv,
],
candidate_tag=[
'Spherical',
],
verbose=False,
ncs=3,
krig_type='Ord'):
'''
t1_var : list
Parameters of the tier 1 variogram (variogram of the kriging
parameters) to be interpolated at each interval
the method uses Ordinary Kriging using multi-precipitation model
'''
if krig_type is 'Ord':
ord_krig = True
# Set the intervals
bp = bp[:]
bp.insert(0, np.min(data))
bp.append(np.max(data))
intervals = [[bp[i], bp[i + 1]] for i in xrange(len(bp) - 1)]
intervals[-1][1] = intervals[-1][1] + 0.0001
# Make separation of the regime for each record
cond_map = np.zeros_like(data)
for st_i in xrange(len(stations)):
for n in xrange(len(data)):
for i in xrange(len(intervals)):
if data[n, st_i] >= min(intervals[i]) and \
data[n, st_i] < max(intervals[i]):
cond_map[n, st_i] = i
# Get distance between stations
dist_mat = np.array(dist.between(stations))
#initialisation of lists for each target
zz = np.zeros([len(data), len(targets)])
ssp = np.zeros([len(data), len(targets)])
for tarcoun in xrange(len(targets)):
#Select invidual target for itnerpolation
tar = targets[tarcoun]
##Select the closest NCS elements
#Calculate distance of all stations
das = np.array(dist.target([
tar,
], stations)).flatten()
#Select index of the closest stations
cs = list(das.argsort()[:ncs])
#Reduction of precipitation and sensor position matrices
red_data = data[:, cs]
red_dist = dist_mat[cs][:, cs]
red_cond_map = cond_map[:, cs]
red_xopt = x_opt_st[cs]
# Pre-cooked all zeros case
if ord_krig:
cov_mat_zeros = np.ones([ncs + 1, ncs + 1])
cov_mat_zeros[-1, -1] = 0
else:
cov_mat_zeros = np.ones([ncs, ncs])
for ii in xrange(ncs):
for jj in xrange(ncs):
# TODO include different variogram type where 0 is
cov_mat_zeros[ii, jj] = candidate_var[0](red_dist[ii, jj],
red_xopt[ii, 0])
if ord_krig:
cov_tar_zeros = np.ones([ncs + 1, 1])
else:
cov_tar_zeros = np.ones([ncs, 1])
for ii in xrange(ncs):
cov_tar_zeros[ii, 0] = candidate_var[0](das[cs[ii]], red_xopt[ii,
0])
# Inverse of extended covariance matrix
inv_cov_mat_zeros = np.linalg.inv(cov_mat_zeros)
# Kriging weights
w_vec = np.dot(inv_cov_mat_zeros, cov_tar_zeros)
# Interpolation variance and Kriging system solution
if ord_krig:
sp_zeros = (np.max(cov_mat_zeros) -
(np.sum(w_vec * cov_tar_zeros + w_vec[-1][0])))
else:
sp_zeros = (np.max(cov_mat_zeros) -
(np.dot(np.transpose(w_vec), cov_tar_zeros)[0][0]))
for t in xrange(len(data)):
# If there is some precipitation data
if np.max(red_data[t, :]) != 0:
## Here the interpolation is made for each of the time steps at
## each locatiom
#Make covariance matrix between stations in the neighborhoud (K)
if ord_krig:
cov_mat = np.ones([ncs + 1, ncs + 1])
cov_mat[-1, -1] = 0
else:
cov_mat = np.ones([ncs, ncs])
# Construct Covariance Matrix between stations
# for each precipitation event
for ii in xrange(ncs):
for jj in xrange(ncs):
# TODO include different variogram type where 0 is
cov_mat[ii, jj] = candidate_var[0](
red_dist[ii, jj], red_xopt[ii,
int(red_cond_map[t,
ii])])
# Fix maximum diagonal element to maximum of the variogram
# To force positive eigenvalues
for ii in xrange(ncs):
cov_mat[ii, ii] = np.max(cov_mat)
# Simmetrise using the average bi-directional covariance matrix
cov_mat = 0.5 * (cov_mat + np.transpose(cov_mat))
# Construct covariance towards target
if ord_krig:
cov_tar = np.ones([ncs + 1, 1])
else:
cov_tar = np.ones([ncs, 1])
for ii in xrange(ncs):
cov_tar[ii, 0] = candidate_var[0](
das[cs[ii]], red_xopt[ii, int(red_cond_map[t, ii])])
## Solve the Kriging system
# Invert the covariance matrix
inv_cov_mat = np.linalg.inv(cov_mat)
# Kriging weights
w_vec = np.dot(inv_cov_mat, cov_tar)
# Interpolation variance and Kriging system solution
if ord_krig:
z_temp = np.dot(np.transpose(w_vec[:-1]),
np.reshape(red_data[t, :], [-1, 1]))[0][0]
#sp_temp = (np.max(cov_mat)
# - (np.sum(w_vec * cov_tar + w_vec[-1][0])))
sp_temp = (np.max(cov_mat) -
(np.sum(w_vec * cov_tar) + w_vec[-1][0]))
else:
z_temp = np.dot(np.transpose(w_vec),
np.reshape(red_data[t, :], [-1, 1]))[0][0]
sp_temp = np.max(cov_mat) - (np.sum(w_vec * cov_tar))
# Appending of solutions
ssp[t, tarcoun] = sp_temp
zz[t, tarcoun] = z_temp
else:
ssp[t, tarcoun] = sp_zeros
zz[t, tarcoun] = 0
if verbose:
print('Finished step {0}/{1} at {2}'.format(
n, len(data), ctime()))
return zz, ssp
def multi_variogram(data,
stations,
bp,
candidate_var=[
variogram_fit.spherical_sv,
],
candidate_tag=[
'Spherical',
]):
'''
Calculates the object with multiple semivariograms of the data at different
breaking points
Parameters:
-----------
data : nd_array
Array containing the measurements all the measurements of the variable
on sze '[n, m]'. n is the number of measurements, m the number of
stations
stations : nd_array
Array containing the location of stations. The size of the array is of
'[m, 2]'
bp : list
List with the sections of the data to create the pools. Do not include
values equal to the maximum or minimum of the data.
returns:
--------
xopt : nd_array
3 dimensional array consisting of station index, condition index and
variogram parameters
mod_opt_st : nd_array
3 dimensional array consisting of station index, condition index and
optimal model output
'''
#Make n variograms as breaking points in the location of the sensors
# bp has to in ascending order
bp = bp[:]
bp.insert(0, np.min(data))
bp.append(np.max(data))
intervals = [[bp[i], bp[i + 1]] for i in xrange(len(bp) - 1)]
intervals[-1][1] = intervals[-1][1] + 0.0001
x_opt_st = []
mod_opt_st = []
# iterate over the stations
for s_idx in xrange(len(stations)):
# gest distance of station towards the other stations
dist_to_stations = dist.target(stations, [
stations[s_idx],
])
# Iterate over the intervals of precipitation
x_opt_db = []
mod_opt_db = []
for interval in intervals:
# Go throgh data to get variogram for each condition at each station
# Make the pool for the SV
temp_pool = []
for i in xrange(len(data)):
if data[i, s_idx] >= min(interval) and \
data[i, s_idx] < max(interval):
temp_pool.append(data[i, :])
# Raise error if pool is empty
if temp_pool == []:
raise NameError('Pool is empty: no data at station {0} \
on interval {1}. Pick new breaking points'.format(
s_idx, interval))
temp_pool = np.array(temp_pool)
# get experimental variogram for the pool
temp_cov_matrix = np.cov(np.transpose(temp_pool))
reg_interval, reg_cov = _regul(np.transpose(dist_to_stations),
temp_cov_matrix[:, s_idx], 15, 1)
temp_exp_sv = np.transpose(np.vstack((reg_interval, reg_cov)))
# fit to get theoretical SV
x_opt, mod_opt, _ = theor_variogram(temp_exp_sv,
candidate_sv=candidate_var,
candidate_sv_tag=candidate_tag,
Sb=(0.01, 6.0),
Rb=(5.00, 45.0),
Nb=(0.001, 0.05))
# save results
x_opt_db.append(x_opt)
mod_opt_db.append(mod_opt)
print('Variogram fitted for interval {0} at {1}'.format(
interval, ctime()))
x_opt_st.append(x_opt_db)
mod_opt_st.append(mod_opt_db)
x_opt_st = np.array(x_opt_st)
mod_opt_st = np.array(mod_opt_st)
return x_opt_st, mod_opt_st
def krig(MaxDist,
targets,
stations,
records,
record_covariance_matrix,
ModOpt,
xopt,
candidate_sv,
tmin=0,
tmax='def',
MinNumSt='def',
krig_type='Sim',
normalisation=False,
m_error=None):
'''
Parsing of data for Kriging interpolation. This function contains\
execution of interpolation as well. \n
Parameters
----------
**MaxDist** -- Initial search radius for nearby stations \n
**targets** -- Points of interest to interpolate (targets) ``[t,2]`` \n
**stations** -- Gauge location for interpolation ``[x,2]`` \n
**records** -- Precipitation register for gauges ``[n,x]`` \n
**record_covariance_matrix** -- Gauge records covariance matrix ``[x,x]`` \n
**ModOpt** -- pointer to optimal semivariogram model \n
**xopt** -- vector with optimal semivariogram parameters ``[5]`` \n
**candidate_sv** -- Array with pointer to functions in variogram_fit module
\n
**tmin** -- Initial time step to be interpolated \n
**tmax** -- Final time step to be interpolated \n
**MinNumSt** -- Minimum number of stations within the search radius \n
**krig_type** -- Type of Kriging to be used. 'Sim' for Simple and 'Ord'\
for Ordinary Kriging
**normalisation** -- Boolean. If true, then the variable is normalised\
in the neighbourhood of the variable
**m_error -- cotains the variance in the measurement error
Returns
-------
**Z** -- Interpolation for each target and time step ``[n,t]`` \n
**SP** -- Interpolation variance field ``[t,1]``\n
**ZAvg** -- Average of interpolated field ``[n,1]``
'''
#print (MinNumSt)
if MinNumSt is 'def':
MinNumSt = len(stations)
if MinNumSt >= len(stations):
print('Number of stations should be larger than number of \
minimum stations. Set to all stations')
MinNumSt = len(stations)
if tmax == 'def':
tmax = len(records)
tmin = int(tmin)
tmax = int(tmax)
PrecSec = records[tmin:tmax]
if m_error is None:
m_error = np.zeros([len(PrecSec), len(stations)])
else:
m_error = m_error[tmin:tmax]
# Reduce measurements to relevant locations for the targets
Z = []
SP = []
for kk in xrange(len(targets)):
# Check if there are enough stations for interpolation, otherwise,
# increase search radius
#targets_dt = dist.target(stations, [targets[kk]])[0]
#TNS = 0
#MaxDist2 = MaxDist
das = np.array(dist.target([
targets[kk],
], stations)).flatten()
#Select index of the closest stations
cs = list(das.argsort()[:MinNumSt])
fs = list(das.argsort()[MinNumSt:])
selected_stations = stations[cs]
# Reduction of relevant stations (reduced data and cov matrices)
RedLoc = np.delete(stations, fs, 0)
reduced_records = np.delete(PrecSec, fs, 1)
# reduction of the measurement error matrix
meas_var = m_error[:, cs]
if normalisation:
# detrending at all steps, one location
local_average = np.average(reduced_records,
1).reshape([len(reduced_records), 1])
reduced_records = reduced_records - local_average
reduced_cov_matrix = record_covariance_matrix[:]
reduced_cov_matrix = np.delete(reduced_cov_matrix, fs, 0)
reduced_cov_matrix = np.delete(reduced_cov_matrix, fs, 1)
# Kriging interpolation
TempRes = _kriging_core(ModOpt, targets[kk], RedLoc, candidate_sv,
xopt, reduced_cov_matrix, reduced_records,
krig_type, meas_var)
if Z == []:
if normalisation:
Z = np.vstack(TempRes[0]) + local_average
else:
Z = np.vstack(TempRes[0])
else:
if normalisation:
temp = np.vstack(TempRes[0]) + local_average
else:
temp = np.vstack(TempRes[0])
Z = np.hstack((Z, temp))
SP.append(TempRes[1])
ZAvg = np.average(Z, 1)
SP = np.array(SP)
SP[SP < 0] = 0
return Z, SP, ZAvg
def _kriging_core(ModOpt, single_target, stations, candidate_sv, xopt,
record_covariance_matrix, records, krig_type, meas_var):
'''
Kriging core where interpolating algorithms is taking place.
Parameters
----------
**ModOpt** -- Pointer to optimal semivariogram model \n
**single_target** -- Single point of interest to interpolate (targets)\
``[t,2]`` \n
**stations** -- Gauge location for interpolation ``[x,2]`` \n
**candidate_sv** -- Array with pointer to functions in variogram_fit module
\n
**xopt** -- vector with optimal semivariogram parameters ``[5]`` \n
**record_covariance_matrix** -- Gauge records covariance matrix ``[x,x]`` \n
**records** -- Precipitation register for gauges ``[n,x]`` \n
**krig_type** -- Type of Kriging to be used. 'Sim' for Simple and 'Ord'\
for Ordinary Kriging
Returns
-------
**Z** -- Interpolation for each target and time step ``[n,1]`` \n
**SP** -- Interpolation variance field ``[1]``\n
'''
n_stations = len(stations)
targetsD = dist.target(stations, [single_target])[0]
SVm = []
for j in xrange(len(stations)):
SVm.append(candidate_sv[ModOpt](targetsD[j], xopt))
# fix covariance matrix so not having negative eigenvalues
record_covariance_matrix = near_psd(record_covariance_matrix)
if krig_type is 'Ord': #Ordinary Kriging
record_covariance_matrix = np.row_stack(
(record_covariance_matrix, np.ones(len(record_covariance_matrix))))
record_covariance_matrix = np.column_stack(
(record_covariance_matrix, np.ones(len(record_covariance_matrix))))
record_covariance_matrix[-1, -1] = 0.0
SVm.append(1.0)
SVr = np.array(record_covariance_matrix)
if linalg.det(record_covariance_matrix) == 0:
print('Non-singular covriance matrix - Sorry, cannot invert \n')
err_out = ERROR_CODE * np.ones(len(records))
return err_out, err_out
if np.max(meas_var) == 0:
Z = []
InvSVr = linalg.inv(SVr)
WM = np.dot(InvSVr, SVm)
for i in xrange(len(records)):
Ztemp = np.dot(WM[:-1], records[i])
Z.append(Ztemp)
S = SVm[:-1]
SP = xopt[0] - (np.dot(WM[:-1], np.transpose(S))) - WM[-1]
else:
Z = []
for i in xrange(len(records)):
records_i = records[i]
add_var_mat = np.zeros([n_stations + 1, n_stations + 1])
# generate added measurement covariance matrix
add_var_mat[:-1, :-1] = np.array([[
np.sqrt(meas_var[i, j] * meas_var[i, k])
for j in xrange(n_stations)
] for k in xrange(n_stations)])
add_var_vec = np.zeros([n_stations + 1])
add_var_vec[:-1] = np.array(
[np.sqrt(meas_var[i, j]) for j in xrange(n_stations)])
#augmented variance matrix with measurement noise (trimmed)
SVr_mod = np.clip(SVr - add_var_mat, 0, np.inf)
# Augmented variance towards target (trimmed)
SVm_mod = np.clip(SVm - add_var_vec, 0, np.inf)
# Check for colinearity of the solutions and remove the non-necessary
coll_vars = [
j for j in xrange(len(SVr_mod) - 1)
if np.max(SVr_mod[:, j]) == 0
]
if coll_vars != []:
# Remove from covariance matrix
SVr_mod = np.delete(SVr_mod, coll_vars, 0)
SVr_mod = np.delete(SVr_mod, coll_vars, 1)
# remove from variance to vector
SVm_mod = np.delete(SVm_mod, coll_vars, 0)
# remove from records used
records_i = np.delete(records_i, coll_vars, 0)
# Get the weights
InvSVr = linalg.inv(SVr_mod)
WM = np.dot(InvSVr, SVm_mod)
Ztemp = np.dot(WM[:-1], records[i])
#Ztemp = np.clip(Ztemp, 0, max(records[i])) # cutoff at 0 and max prec
Z.append(Ztemp)
S = SVm_mod[:-1]
SP = xopt[0] - (np.dot(WM[:-1], np.transpose(S))) - WM[-1]
elif krig_type is 'Sim': # Simple Kriging
SVr = np.array(record_covariance_matrix)
if linalg.det(record_covariance_matrix) == 0:
print('Non-singular covriance matrix - Sorry, cannot invert \n')
err_out = ERROR_CODE * np.ones(len(records))
return err_out, err_out
if np.max(meas_var) == 0:
InvSVr = linalg.inv(SVr)
WM = np.dot(InvSVr, SVm)
Z = []
for i in xrange(len(records)):
Ztemp = np.dot(WM, records[i])
Z.append(Ztemp)
S = SVm
SP = xopt[0] - (np.dot(WM, np.transpose(SVm)))
else:
Z = []
for i in xrange(len(records)):
records_i = records[i]
# generate added measurement covariance matrix
add_var_mat = np.array([[
np.sqrt(meas_var[i, j] * meas_var[i, k])
for j in xrange(n_stations)
] for k in xrange(n_stations)])
add_var_vec = np.array(
[np.sqrt(meas_var[i, j]) for j in xrange(n_stations)])
#augmented variance matrix with measurement noise (trimmed)
SVr_mod = np.clip(SVr - add_var_mat, 0, np.inf)
# Augmented variance towards target (trimmed)
SVm_mod = np.clip(SVm - add_var_vec, 0, np.inf)
# Check for colinearity of the solutions and remove the non-necessary
coll_vars = [
j for j in xrange(len(SVr_mod))
if np.max(SVr_mod[:, j]) == 0
]
if coll_vars != []:
# Remove from covariance matrix
SVr_mod = np.delete(SVr_mod, coll_vars, 0)
SVr_mod = np.delete(SVr_mod, coll_vars, 1)
# remove from variance to vector
SVm_mod = np.delete(SVm_mod, coll_vars, 0)
# remove from records used
records_i = np.delete(records_i, coll_vars, 0)
# Get the weights
InvSVr = linalg.inv(SVr_mod)
WM = np.dot(InvSVr, SVm_mod)
Ztemp = np.dot(WM, records_i)
Z.append(Ztemp)
S = SVm
SP = xopt[0] - (np.dot(WM, np.transpose(SVm_mod)))
else:
print 'I pity the fool for no chosing Kriging type'
print 'only available Ord and Sim \n'
Z = ERROR_CODE * np.ones(len(records))
SP = ERROR_CODE * np.ones(len(records))
return Z, SP
