EvT.plot_run_length_distr(
buffer=0,
show_MAP_CPs=False,
mark_median=False,
mark_max=True,
upper_limit=1000,
print_colorbar=True,
colorbar_location='bottom',
log_format=True,
aspect_ratio='auto',
C1=0,
C2=1,
time_range=np.linspace(1, T - 2, T - 2, dtype=int),
start=1,
stop=T,
all_dates=None,
#event_time_list=[715 ],
#label_list=["nilometer"], space_to_colorbar = 0.52,
custom_colors=["blue", "blue"] * 30,
custom_linestyles=["solid"] * 30,
custom_linewidth=3,
#arrow_colors= ["black"],
#number_fontsize = 14,
#arrow_length = 135,
#arrow_thickness = 3.0,
xlab_fontsize=14,
ylab_fontsize=14,
#arrows_setleft_indices = [0],
#arrows_setleft_by = [50],
#zero_distance = 0.0,
ax=ax_array[1],
figure=fig,
no_transform=True,
date_instructions_formatter=None,
date_instructions_locator=None,
ylabel_coords=ylabel_coords,
xlab="observation number",
arrow_distance=25)
EvTKL.plot_run_length_distr(buffer=0, show_MAP_CPs = True,
mark_median = False,
mark_max = True, upper_limit = 1400, print_colorbar = True,
colorbar_location= 'bottom',
space_to_colorbar = 0.5,
log_format = False, aspect_ratio = 'auto',
#C1=0,C2=700,
time_range = np.linspace(1,
T-2,
T-2, dtype=int),
start = 1, stop = T,
all_dates = None,
#event_time_list=[715 ],
#label_list=["nilometer"], space_to_colorbar = 0.52,
custom_colors = ["blue", "blue"] * 30,
custom_linestyles = [":"]*30,
custom_linewidth = 1.5,
#arrow_colors= ["black"],
#number_fontsize = 14,
#arrow_length = 135,
#arrow_thickness = 3.0,
xlab_fontsize =12,
ylab_fontsize = 12,
#arrows_setleft_indices = [0],
#arrows_setleft_by = [50],
#zero_distance = 0.0,
ax = ax_arrays[1][0], figure = fig,
no_transform = True,
date_instructions_formatter = None,
date_instructions_locator = None,
ylabel_coords = ylabel_coords,
xlab = "Time",
#ylab="",
arrow_distance = 25,
mark_max_linewidth = 0.8)
_, myfig=EvT.plot_run_length_distr(buffer=0, show_MAP_CPs = True, mark_median = False,
mark_max = True, upper_limit = 115, enforce_upper_limit=True, print_colorbar = True,
colorbar_location= 'top',log_format = True, aspect_ratio = 'auto',
C1=700,C2=1,
time_range = np.linspace(start_comparison - start_test,
stop_comparison - start_test - 2,
stop_comparison-start_comparison-2, dtype=int),
#start=start, stop = stop,
all_dates = all_dates,
event_time_list=event_time_list,
label_list=label_list, space_to_colorbar = 0.9,
custom_colors = custom_colors, #["blue"]*len(event_time_list),
custom_linestyles = ["solid"]*len(event_time_list),
custom_linewidth = 3,
arrow_colors= arrow_color_list,
number_fontsize = 18,
arrow_length = 13, #paper: arrow-length = 13 poster arrow-length = 27
arrow_thickness = 4.0,
arrows_setleft_indices = [3,13,14,15, 20, 21],
#paper: arrows_setleft_indices = [3,13,14,15, 20, 21],
#poster: arrows_setleft_indices = [3,13,14,15,16,17,18, 20, 21],
#poster: arrows_setleft_by = [datetime.timedelta(days = 3),
# datetime.timedelta(days=15),datetime.timedelta(days=8),
# -datetime.timedelta(days = 1),
# -datetime.timedelta(days=6),
# -datetime.timedelta(days=9),
# datetime.timedelta(days = 3),
# datetime.timedelta(days=9), datetime.timedelta(days=1)],
#paper:
arrows_setleft_by = [datetime.timedelta(days = 3),
datetime.timedelta(days=7),datetime.timedelta(days=4),
-datetime.timedelta(days = 1),
datetime.timedelta(days=9), datetime.timedelta(days=1)],
zero_distance = datetime.timedelta(days=0),
xlab_fontsize =14,
ylab_fontsize = 14,
xticks_fontsize = 12,
yticks_fontsize = 12,
ax = ax, figure = fig,
xlab = "Year-Month")
ylabel_coords = ylabel_coords)
"""Plot + save pictures: (3) model posteriors"""
"""Plot + save pictures: (2) Raw TS with MAP CPs"""
#backconverter = tick/C2-C1 (backconv+C1)*C2 = tick
C1, C2 = 100, 1
#raw_ticks = [pow(10, -18), pow(10, -15), pow(10, -13), pow(10, -11)]
colorbar_ticks = None #[C2*(r+C1) for r in raw_ticks]
fig_4 = EvT.plot_run_length_distr(mark_max=True,upper_limit=250,
aspect_ratio='auto', C1=C1, C2=C2,
time_range = np.linspace(1,T-2,T-2, dtype=int),
CP_legend = True, CP_legend_fontsize = 8,
CP_custom_legend_labels = ["AR(2)", "AR(3)", "VAR4(2)"],
additional_legend_labels = ["VAR8(1)"],
additional_legend_colors = ["blue"],
CP_exclude_indices = [7], #just obscures view
custom_colors = custom_colors_models,
custom_linestyles =custom_linestyles,
ax = ax_array[-1], figure = fig, space_to_colorbar = 0.275,
orientation = 'horizontal',
xlab=None, colorbar_location = "bottom",
ylabel_coords = ylabel_coords,
colorbar_ticks_num = 1)
if one_model_posterior_plot:
#custom_colors = ['purple', 'orange', 'red', 'green']
fig_3 = EvT.plot_model_posterior(indices= [1,2,5,6],#relevant_models.append(30),
plot_type = "trace",
y_axis_labels = ["mod1", "mod2", "mod3"],
log_format=False, aspect = 'auto',
show_MAP_CPs = False,
if not shortened:
EvT.store_results_to_HD(results_path)
fig = EvT.plot_predictions(indices=[0],
print_plt=True,
legend=False,
legend_labels=None,
legend_position=None,
time_range=None,
show_var=False,
show_CPs=True)
plt.close(fig)
fig = EvT.plot_run_length_distr(print_plt=True,
time_range=None,
show_MAP_CPs=True,
show_real_CPs=False,
mark_median=False,
log_format=True,
CP_legend=False,
buffer=50)
plt.close(fig)
plt.plot(
np.linspace(1, len(detector.model_universe[0].a_list),
len(detector.model_universe[0].a_list)),
np.array(detector.model_universe[0].a_list))
plt.plot(
np.linspace(1, len(detector.model_universe[0].b_list),
len(detector.model_universe[0].b_list)),
np.array(detector.model_universe[0].b_list))
print("MSE", np.sum(np.mean(detector.MSE, axis=0)),
print("convergence diagnostics for on-line hyperparameter opt:")
plt.plot(np.linspace(1,len(detector.model_universe[0].a_list),
len(detector.model_universe[0].a_list)),
np.array(detector.model_universe[0].a_list))
plt.plot(np.linspace(1,len(detector.model_universe[0].b_list),
len(detector.model_universe[0].b_list)),
np.array(detector.model_universe[0].b_list))
fig = EvT.plot_run_length_distr(
time_range = np.linspace(1,
T-max(upper_VAR, upper_AR)-1,
T-max(upper_VAR, upper_AR)-1,
dtype=int),
print_plt = True,
C1=10,C2=10, #scale the rld at plotting time to make it visibly discernible
show_MAP_CPs = True,
show_real_CPs = False,
mark_median = False,
log_format = True,
CP_legend = False,
colorbar_location= 'bottom',
space_to_colorbar = 0.52,
buffer = 50)
plt.show()
print("************PRED MSE + NLL AS IN PAPER************")
print("MSE", np.sum(np.mean(detector.MSE, axis=0)))
print("NLL", np.mean(detector.negative_log_likelihood))
print("**************************************************")
EvT.plot_run_length_distr(
buffer=0,
show_MAP_CPs=True,
mark_median=False,
mark_max=True,
upper_limit=T - 2 - minus,
print_colorbar=True,
colorbar_location='bottom',
log_format=True,
aspect_ratio='auto',
#C1=1,C2=0,
time_range=np.linspace(1, T - 2 - minus, T - 2 - minus, dtype=int),
#start = 622 + 2, stop = 1284-minus, #start=start, stop = stop,
all_dates=None, #all_dates,
event_time_list=outlier_locations +
CP_locations, #datetime.date(715,1,1)],
label_list=["o"] * len(outlier_locations) + ["cp"] * len(CP_locations),
space_to_colorbar=0.52,
custom_colors=["blue", "blue"] * 100, #["blue"]*len(event_time_list),
custom_linestyles=["solid"] * 3,
custom_linewidth=3,
arrow_colors=["black"] * len(outlier_locations) +
["orange"] * len(CP_locations),
number_fontsize=14,
arrow_length=135,
arrow_thickness=3.0,
xlab_fontsize=14,
ylab_fontsize=14,
arrows_setleft_indices=[0],
arrows_setleft_by=[50],
zero_distance=0.0,
ax=None,
figure=None,
no_transform=True,
date_instructions_formatter=None, #yearsFmt,
date_instructions_locator=None,
#ylabel_coords = ylabel_coords,
xlab="Year",
arrow_distance=25)
EvTKL.plot_run_length_distr(
buffer=0,
show_MAP_CPs=show_CPs_in_rld_KL,
mark_median=False,
mark_max=True,
upper_limit=70,
print_colorbar=False,
colorbar_location=None,
space_to_colorbar=0.5,
log_format=False,
aspect_ratio='auto',
#C1=0,C2=700,
time_range=time_range, #np.linspace(1,
# T-2,
# T-2, dtype=int),
#start = 1, stop = T,
all_dates=all_dates,
#event_time_list=[715 ],
#label_list=["nilometer"], space_to_colorbar = 0.52,
custom_colors=[KL_CP_color] * 30,
custom_linestyles=[CP_style_KL] * 30,
custom_linewidth=CP_linewidth_KL,
CP_transparence=CP_transparence_KL,
xlab_fontsize=12,
ylab_fontsize=12,
ax=ax_array[1],
figure=fig,
no_transform=True,
date_instructions_formatter=None,
date_instructions_locator=None,
ylabel_coords=ylabel_coords,
xlab="Time",
ylab="run length",
arrow_distance=25,
mark_max_linewidth=max_width,
mark_max_color=max_color_KL)
EvTDPD.plot_run_length_distr(buffer=0, show_MAP_CPs = show_CPs_in_rld,
mark_median = False,
mark_max = True,
upper_limit = 1300,
print_colorbar = False,
colorbar_location= None,
xlab = "",
ylab = "",
log_format = False, aspect_ratio = 'auto',
time_range = np.linspace(1,
T-2,
T-2, dtype=int),
start = 1, stop = T,
all_dates = None,
custom_colors = [DPD_CP_color] * 30,
custom_linestyles = [CP_style_DPD]*30,
custom_linewidth = CP_linewidth_DPD,
xlab_fontsize = xlabsize,
ylab_fontsize = ylabsize,
xticks_fontsize = ticksize,
yticks_fontsize = ticksize,
ax = ax_array[1], figure = fig,
no_transform = True,
date_instructions_formatter = None,
date_instructions_locator = None,
arrow_distance = 25,
mark_max_linewidth = max_width,
mark_max_color = max_color_DPD)