Source code for pastas.plotting.plots

"""This module contains plotting methods for Pastas."""

import logging
from typing import Dict, List, Optional, Tuple, Union

import matplotlib.patheffects as path_effects
import matplotlib.pyplot as plt
import numpy as np
from pandas import DataFrame, Series, Timestamp, concat
from scipy.stats import gaussian_kde, norm, pearsonr, probplot

from pastas.plotting.modelcompare import CompareModels
from pastas.plotting.plotutil import share_xaxes, share_yaxes
from pastas.stats.core import acf as get_acf
from pastas.stats.metrics import evp, rmse
from pastas.typing import ArrayLike, Axes, Figure, Model, TimestampType

logger = logging.getLogger(__name__)

__all__ = ["compare", "series", "acf", "diagnostics", "cum_frequency", "TrackSolve"]


[docs]def compare( models: List[Model], names: Optional[List[str]] = None, adjust_height: bool = True, **kwargs, ) -> Dict: """Plot multiple Pastas models in one figure to visually compare models. Notes ----- The models must have the same stressmodel names, otherwise the contributions will not be plotted, and parameters table will not display nicely. Parameters ---------- models: list List of pastas Models, works for N models, but certain things might not display nicely if the list gets too long. names : list of str override model names by passing a list of names adjust_height: bool, optional Adjust the height of the graphs, so that the vertical scale of all the subplots on the left is equal. Default is False, in which case the axes are not rescaled to include all data, so certain data might not be visible. Set False to ensure you can see all data. **kwargs The kwargs are passed to the CompareModels.plot() function. Returns ------- matplotlib.axes """ mc = CompareModels(models, names=names) mc.plot(adjust_height=adjust_height, **kwargs) return mc.axes
[docs]def series( head: Optional[Series] = None, stresses: Optional[List[Series]] = None, hist: bool = True, kde: bool = False, table: bool = False, titles: bool = True, tmin: Optional[TimestampType] = None, tmax: Optional[TimestampType] = None, labels: Optional[List[str]] = None, figsize: tuple = (10, 5), ) -> Axes: """Plot all the input time Series in a single plot. Parameters ---------- head: pd.Series Pandas time series with DatetimeIndex. stresses: List of pd.Series List with Pandas time series with DatetimeIndex. hist: bool Histogram for the series. The number of bins is determined with Sturges rule. kde: bool Kernel density estimate for the series. The kde is obtained from scipy.gaussian_kde using scott to calculate the estimator bandwidth. Returns the number of observations, mean, skew and kurtosis. table: bool Show table with some basic statistics such as the number of observations, mean, skew and kurtosis. titles: bool Set the titles or not. Taken from the name attribute of the series. tmin: str or pd.Timestamp tmax: str or pd.Timestamp labels: List of str List with the labels for each subplot. figsize: tuple Set the size of the figure. Returns ------- matplotlib.Axes """ rows = 0 if head is not None: rows += 1 if tmin is None: tmin = head.index[0] if tmax is None: tmax = head.index[-1] if stresses is not None: rows += len(stresses) sharex = True gridspec_kw = {} cols = 1 if table and not hist and kde: hist = True if hist or kde: sharex = False gridspec_kw["width_ratios"] = [3, 1] cols += 1 if table: cols += 1 gridspec_kw["width_ratios"].append(1) fig, axes = plt.subplots( rows, cols, figsize=figsize, sharex=sharex, sharey="row", gridspec_kw=gridspec_kw, ) if rows == 1 and cols == 1: axes = np.array([[axes]]) elif rows == 1: axes = axes[np.newaxis] elif cols == 1: axes = axes[:, np.newaxis] if hist: axes[-1, 1].set_xlabel("Frequency [%]") if kde: axes[-1, 1].set_xlabel("Density [-]") if head is not None: head = head[tmin:tmax].dropna() head.plot(ax=axes[0, 0], marker=".", linestyle=" ", color="k") if titles: axes[0, 0].set_title(head.name) if labels is not None: axes[0, 0].set_ylabel(labels[0]) if hist and kde is False: head.hist( ax=axes[0, 1], orientation="horizontal", color="k", weights=np.ones(len(head)) / len(head) * 100, bins=int(np.ceil(1 + np.log2(len(head)))), grid=False, ) if kde and hist: head.hist( ax=axes[0, 1], orientation="horizontal", color="k", bins=int(np.ceil(1 + np.log2(len(head)))), grid=False, density=True, ) if kde: gkde = gaussian_kde(head, bw_method="scott") sample_range = np.max(head) - np.min(head) ind = np.linspace( np.min(head) - 0.1 * sample_range, np.max(head) + 0.1 * sample_range, 1000, ) if hist: colour = "C1" else: colour = "k" axes[0, 1].plot(gkde.evaluate(ind), ind, color=colour) if table: # stats table head_stats = [ ["Count", f"{head.count():0.0f}"], ["Mean", f"{head.mean():0.2f}"], ["Max", f"{head.max():0.2f}"], ["Min", f"{head.min():0.2f}"], ["Skew", f"{head.skew():0.2f}"], ["Kurtosis", f"{head.kurtosis():0.2f}"], ] axes[0, 2].table( bbox=(0.0, 0.0, 1, 1), colWidths=(1.5, 1), cellText=head_stats ) axes[0, 2].axis("off") if stresses is not None: for i, stress in enumerate(stresses, start=rows - len(stresses)): stress = stress[tmin:tmax].dropna() stress.plot(ax=axes[i, 0], color="k") if titles: axes[i, 0].set_title(stress.name) if labels is not None: axes[i, 0].set_ylabel(labels[i]) if hist: # histogram stress.hist( ax=axes[i, 1], orientation="horizontal", color="k", weights=np.ones(len(stress)) / len(stress) * 100, bins=int(np.ceil(1 + np.log2(len(stress)))), grid=False, ) if kde and hist: stress.hist( ax=axes[i, 1], orientation="horizontal", color="k", bins=int(np.ceil(1 + np.log2(len(stress)))), grid=False, density=True, ) if kde: gkde = gaussian_kde(stress, bw_method="scott") sample_range = np.max(stress) - np.min(stress) ind = np.linspace( np.min(stress) - 0.1 * sample_range, np.min(stress) + 0.1 * sample_range, 1000, ) if hist: colour = "C1" else: colour = "k" axes[i, 1].plot(gkde.evaluate(ind), ind, color=colour) if table: if i > 0: axes[i, 0].sharex(axes[0, 0]) # stats table stress_stats = [ ["Count", f"{stress.count():0.0f}"], ["Mean", f"{stress.mean():0.2f}"], ["Skew", f"{stress.skew():0.2f}"], ["Kurtosis", f"{stress.kurtosis():0.2f}"], ] axes[i, 2].table( bbox=(0, 0, 1, 1), colWidths=(1.5, 1), cellText=stress_stats ) axes[i, 2].axis("off") # temporary fix, as set_xlim currently does not work with strings mpl=3.6.1 if tmin is not None: tmin = Timestamp(tmin) if tmax is not None: tmax = Timestamp(tmax) axes[0, 0].set_xlim([tmin, tmax]) axes[0, 0].minorticks_off() fig.tight_layout() return axes
[docs]def acf( series: Series, alpha: float = 0.05, lags: int = 365, acf_options: Optional[dict] = None, smooth_conf: bool = True, color: str = "k", ax: Optional[Axes] = None, figsize: tuple = (5, 2), ) -> Axes: """Plot of the autocorrelation function of a time series. Parameters ---------- series: pandas.Series Residual series to plot the autocorrelation function for. alpha: float, optional Significance level to calculate the (1-alpha)-confidence intervals. For 95% confidence intervals, alpha should be 0.05. lags: int, optional Maximum number of lags (in days) to compute the autocorrelation for. acf_options: dict, optional Dictionary with keyword arguments passed on to pastas.stats.acf. smooth_conf: bool, optional For irregular time series the confidence interval may be. color: str, optional Color of the vertical autocorrelation lines. ax: matplotlib.axes.Axes, optional Matplotlib Axes instance to plot the ACF on. A new Figure and Axes is created when no value for ax is provided. figsize: Tuple, optional 2-D Tuple to determine the size of the figure created. Ignored if ax is also provided. Returns ------- ax: matplotlib.axes.Axes Examples -------- >>> res = pd.Series(index=pd.date_range(start=0, periods=1000, freq="D"), >>> data=np.random.rand(1000)) >>> ps.plots.acf(res) """ if ax is None: _, ax = plt.subplots(1, 1, figsize=figsize) # Plot the autocorrelation if acf_options is None: acf_options = {} r = get_acf(series, full_output=True, alpha=alpha, lags=lags, **acf_options) if r.empty: raise ValueError( "The computed autocorrelation function has no values. Changing the input " "arguments ('acf_options') for calculating ACF may help." ) if smooth_conf: conf = r.conf.rolling(10, min_periods=1).mean().values else: conf = r.conf.values ax.fill_between(r.index.days, conf, -conf, alpha=0.3) ax.vlines(r.index.days, [0], r.loc[:, "acf"].values, color=color) ax.set_xlabel("Lag [Days]") ax.set_xlim(0, r.index.days.max()) ax.set_ylabel("Autocorrelation [-]") ax.set_title("Autocorrelation plot") ax.grid(True) return ax
[docs]def diagnostics( series: Series, sim: Optional[Series] = None, alpha: float = 0.05, bins: int = 50, acf_options: Optional[dict] = None, figsize: tuple = (10, 5), fig: Optional[Figure] = None, heteroscedasicity: bool = True, **kwargs, ) -> Axes: """Plot that helps in diagnosing basic model assumptions. Parameters ---------- series: pandas.Series Pandas Series with the residual time series to diagnose. sim: pandas.Series, optional Pandas series with the simulated time series. Used to diagnose on heteroscedasticity. Ignored if heteroscedasticity is set to False. alpha: float, optional Significance level to calculate the (1-alpha)-confidence intervals. bins: int optional Number of bins used for the histogram. 50 is default. acf_options: dict, optional Dictionary with keyword arguments passed on to pastas.stats.acf. figsize: tuple, optional Tuple with the height and width of the figure in inches. fig: Matplotib.Figure instance, optional Optionally provide a Matplotib.Figure instance to plot onto. heteroscedasicity: bool, optional Create two additional subplots to check for heteroscedasticity. If true, a simulated time series has to be provided with the sim argument. **kwargs: dict, optional Optional keyword arguments, passed on to plt.figure. Returns ------- axes: matplotlib.axes.Axes Examples -------- >>> res = pd.Series(index=pd.date_range(start=0, periods=1000, freq="D"), >>> data=np.random.normal(0, 1, 1000)) >>> ps.stats.plot_diagnostics(res) Notes ----- The two right-hand side plots assume that the noise or residuals follow a Normal distribution. See Also -------- pastas.stats.acf Method that computes the autocorrelation. scipy.stats.probplot Method use to plot the probability plot. """ # Create the figure and axes if fig is None: fig = plt.figure(figsize=figsize, constrained_layout=True, **kwargs) if heteroscedasicity: if sim is None: msg = ( "A simulated time series has to be provided to make plots to " "diagnose heteroscedasticity. Provide 'sim' argument." ) logger.error(msg=msg) raise KeyError(msg) gs = fig.add_gridspec(ncols=3, nrows=2, width_ratios=[3, 1, 1]) ax4 = fig.add_subplot(gs[0, 2]) ax5 = fig.add_subplot(gs[1, 2]) else: gs = fig.add_gridspec(ncols=2, nrows=2, width_ratios=[3, 1]) ax = fig.add_subplot(gs[0, 0]) ax2 = fig.add_subplot(gs[0, 1]) ax1 = fig.add_subplot(gs[1, 0]) ax3 = fig.add_subplot(gs[1, 1]) # Plot the residuals or noise series ax.axhline(0, c="k") series.plot(ax=ax) ax.set_ylabel(series.name) ax.set_xlim(series.index.min(), series.index.max()) ax.set_title( f"{series.name} (n={series.size :.0f}, $\\mu$" f"={series.mean() :.2f})" ) ax.grid() ax.tick_params(axis="x", labelrotation=0) for label in ax.get_xticklabels(): label.set_horizontalalignment("center") # Plot the autocorrelation acf(series, alpha=alpha, acf_options=acf_options, ax=ax1) ax1.set_title(None) # Plot the histogram for normality and add a 'best fit' line _, bins, _ = ax2.hist(series.values, bins=bins, density=True) y = norm.pdf(bins, series.mean(), series.std()) ax2.plot(bins, y, "k--") ax2.set_ylabel("Probability density") ax2.set_title("Histogram") # Plot the probability plot _, (_, _, r) = probplot(series, plot=ax3, dist="norm", rvalue=False) c = ax.get_lines()[1].get_color() ax3.get_lines()[0].set_color(c) ax3.get_lines()[1].set_color("k") # Plot R2 here because probplot has suboptimal positioning ax3.text(0.5, 0.1, "$R^2={:.2f}$".format(r**2), transform=ax3.transAxes) if heteroscedasicity and sim is not None: # Plot residuals vs. simulation # interpolate simulation to times of observations sim = sim.loc[series.index] ax4.plot(sim, series, marker=".", linestyle=" ", color=c, alpha=0.7) ax4.grid() ax4.set_xlabel("Simulated values") ax4.set_ylabel("Residuals") # Plot residuals vs. simulation ax5.plot( sim, np.sqrt(series.abs()), marker=".", linestyle=" ", color=c, alpha=0.7 ) ax5.set_xlabel("Simulated values") ax5.set_ylabel("$\\sqrt{|Residuals|}$") ax5.grid() return fig.axes
[docs]def cum_frequency( obs: Series, sim: Optional[Series] = None, ax: Optional[Axes] = None, figsize: tuple = (5, 2), ) -> Axes: """Plot of the cumulative frequency of a time Series. Parameters ---------- sim: pandas.Series Series with the simulated values. obs: pandas.Series The pandas Series with the observed values. ax: matplotlib.axes.Axes, optional Matplotlib Axes instance to create the plot on. A new Figure and Axes is created when no value for ax is provided. figsize: Tuple, optional 2-D Tuple to determine the size of the figure created. Ignored if ax is also provided. Returns ------- ax: matplotlib.axes.Axes Examples -------- >>> obs = pd.Series(index=pd.date_range(start=0, periods=1000, freq="D"), >>> data=np.random.normal(0, 1, 1000)) >>> ps.stats.plot_cum_frequency(obs) """ if ax is None: _, ax = plt.subplots(1, 1, figsize=figsize) ax.plot( obs.sort_values(), np.arange(0, obs.size) / obs.size * 100, color="k", marker=".", linestyle=" ", ) if sim is not None: ax.plot(sim.sort_values(), np.arange(0, sim.size) / sim.size * 100) ax.legend(["Observations", "Simulation"]) ax.set_xlabel("Head") ax.set_ylabel("Cum. Frequency [%]") ax.grid() plt.tight_layout() return ax
[docs]class TrackSolve: """Track and/or visualize optimization progress for Pastas models. Parameters ---------- ml : pastas.model.Model pastas Model to track tmin : str or pandas.Timestamp, optional start time for simulation, by default None which defaults to first index in ml.oseries.series tmax : str or pandas.Timestamp, optional end time for simulation, by default None which defaults to last index in ml.oseries.series update_iter : int, optional if visualizing optimization progress, update plot every update_iter iterations, by default nparam Notes ----- Interactive plotting of optimization progress requires a matplotlib backend that supports interactive plotting, e.g. `mpl.use("TkAgg")` and `mpl.interactive( True)`. Some possible speedups on the matplotlib side include: - mpl.style.use("fast") - mpl.rcParams['path.simplify_threshold'] = 1.0 Examples -------- Set matplotlib backend and interactive mode (put this at the top of your script):: import matplotlib as mpl mpl.use("TkAgg") import matplotlib.pyplot as plt plt.ion() Create a TrackSolve object for your model:: track = TrackSolve(ml) Solve model and store intermediate optimization results:: ml.solve(callback=track.track_solve) Calculated parameters per iteration are stored in a pandas.DataFrame:: track.parameters Other stored statistics include `track.evp` (explained variance percentage), `track.rmse_res` (root-mean-squared error of the residuals), `track.rmse_noise` ( root mean squared error of the noise, only if noise=True). To interactively plot model optimization progress while solving pass `track.plot_track_solve` as callback function:: ml.solve(callback=track.plot_track_solve) Access the resulting figure through `track.fig`. """
[docs] def __init__( self, ml: Model, tmin: Optional[TimestampType] = None, tmax: Optional[TimestampType] = None, update_iter: Optional[int] = None, ) -> None: logger.warning( "TrackSolve feature under development. If you find any bugs please post " "an issue on GitHub: https://github.com/pastas/pastas/issues" ) self.ml = ml self.viewlim = 75 # no of iterations on axes by default if update_iter is None: self.update_iter = len( self.ml.parameters.loc[self.ml.parameters.vary].index ) else: self.update_iter = update_iter # update plot every update_iter # get tmin/tmax if tmin is None: self.tmin = self.ml.oseries.series.index[0] else: self.tmin = Timestamp(tmin) if tmax is None: self.tmax = self.ml.oseries.series.index[-1] else: self.tmax = Timestamp(tmax) # parameters self.parameters = DataFrame(columns=self.ml.parameters.index) self.parameters.loc[0] = self.ml.parameters.initial.values # iteration counter self.itercount = 0 # calculate RMSE residuals res = self._residuals(self.ml.parameters.initial.values) self.rmse_res = np.array([rmse(res=res)]) # calculate RMSE noise if self.ml.settings["noise"] and self.ml.noisemodel is not None: noise = self._noise(self.ml.parameters.initial.values) self.rmse_noise = np.array([rmse(res=noise)]) # get observations self.obs = self.ml.observations(tmin=self.tmin, tmax=self.tmax) # calculate EVP self.evp = np.array([evp(obs=self.obs, res=res)])
[docs] def track_solve(self, params: ArrayLike) -> None: """Append parameters to self.parameters DataFrame and update itercount, rmse values and evp. Parameters ---------- params : array_like array containing parameters. """ # update tmin/tmax and freq once after starting solve if self.itercount == 0: self._update_settings() # update itercount self.itercount += 1 # add parameters to DataFrame self.parameters.loc[self.itercount, self.ml.parameters.index] = params.copy() # calculate new RMSE values r_res = self._residuals(params) self.rmse_res = np.r_[self.rmse_res, rmse(res=r_res)] if self.ml.settings["noise"] and self.ml.noisemodel is not None: n_res = self._noise(params) self.rmse_noise = np.r_[self.rmse_noise, rmse(res=n_res)] # recalculate EVP self.evp = np.r_[self.evp, evp(obs=self.obs, res=r_res)]
def _update_axes(self) -> None: """extend xlim if number of iterations exceeds current window.""" for iax in self.axes[1:]: iax.set_xlim(right=self.viewlim) self.fig.canvas.draw() def _update_settings(self) -> None: self.tmin = self.ml.settings["tmin"] self.tmax = self.ml.settings["tmax"] self.freq = self.ml.settings["freq"] def _noise(self, params: ArrayLike) -> ArrayLike: """get noise. Parameters ---------- params: array_like array containing parameters. Returns ------- noise: array_like array containing noise. """ noise = self.ml.noise(p=params, tmin=self.tmin, tmax=self.tmax) return noise def _residuals(self, params: ArrayLike) -> ArrayLike: """calculate residuals. Parameters ---------- params: np.array array containing parameters. Returns ------- res: array_like array containing residuals. """ res = self.ml.residuals(p=params, tmin=self.tmin, tmax=self.tmax) return res def _simulate(self) -> Series: """simulate model with last entry in self.parameters. Returns ------- sim: pd.Series Series containing model evaluation. """ sim = self.ml.simulate( p=self.parameters.iloc[-1, :].values, tmin=self.tmin, tmax=self.tmax, freq=self.ml.settings["freq"], ) return sim
[docs] def initialize_figure( self, figsize: Tuple[int] = (10, 8), dpi: int = 100 ) -> Figure: """Initialize figure for plotting optimization progress. Parameters ---------- figsize : tuple, optional figure size, passed to plt.subplots(), by default (10, 8). dpi : int, optional dpi of the figure passed to plt.subplots(), by default 100. Returns ------- fig : matplotlib.pyplot.Figure handle to the figure. """ # create plot self.fig, self.axes = plt.subplots(3, 1, figsize=figsize, dpi=dpi) self.ax0, self.ax1, self.ax2 = self.axes # share x-axes between 2nd and 3rd axes self.ax1.sharex(self.ax2) for t in self.ax1.get_xticklabels(): t.set_visible(False) # plot oseries self.ax0.plot( self.obs.index, self.obs, marker=".", ls="none", label="observations", color="k", ms=4, ) # plot simulation sim = self._simulate() (self.simplot,) = self.ax0.plot(sim.index, sim, label="simulation") self.ax0.set_ylabel("head") self.ax0.set_title( "Iteration: {0} (EVP: {1:.2f}%)".format(self.itercount, self.evp[-1]) ) self.ax0.legend(loc=(0, 1), frameon=False, ncol=2) omax = self.obs.max() omin = self.obs.min() vspace = 0.05 * (omax - omin) self.ax0.set_ylim(bottom=omin - vspace, top=omax + vspace) # plot RMSE (residuals and/or residuals) plt.sca(self.ax1) plt.yscale("log") legend_handles = [] (self.r_rmse_plot_line,) = self.ax1.plot( [0], self.rmse_res[0:1], c="k", ls="solid", label="residuals" ) (self.r_rmse_plot_dot,) = self.ax1.plot( self.itercount, self.rmse_res[-1], c="k", marker="o", ls="none" ) legend_handles.append(self.r_rmse_plot_line) self.ax1.set_xlim(0, self.viewlim) self.ax1.set_ylim(1e-2, 2 * self.rmse_res[-1]) self.ax1.set_ylabel("RMSE") if self.ml.settings["noise"] and self.ml.noisemodel is not None: (self.n_rmse_plot_line,) = self.ax1.plot( [0], self.rmse_noise[0:1], c="C0", ls="solid", label="noise" ) (self.n_rmse_plot_dot,) = self.ax1.plot( self.itercount, self.rmse_res[-1], c="C0", marker="o", ls="none" ) legend_handles.append(self.n_rmse_plot_line) legend_labels = [i.get_label() for i in legend_handles] self.ax1.legend( legend_handles, legend_labels, loc=(0, 1), frameon=False, ncol=2 ) # plot parameters values on semilogy plt.sca(self.ax2) plt.yscale("log") self.param_plot_handles = [] legend_handles = [] for pname, row in self.ml.parameters.iterrows(): if pname.startswith("noise"): if not self.ml.settings["noise"] or self.ml.noisemodel is None: continue (pa,) = self.ax2.plot( [0], np.abs(row.initial), marker=".", ls="none", label=pname ) (pb,) = self.ax2.plot( [0], np.abs(row.initial), ls="solid", c=pa.get_color() ) self.param_plot_handles.append((pa, pb)) legend_handles.append(pa) legend_labels = [i.get_label() for i in legend_handles] self.ax2.legend( legend_handles, legend_labels, loc=(0, 1), ncol=6, frameon=False ) self.ax2.set_xlim(0, self.viewlim) self.ax2.set_ylim(1e-3, 1e4) self.ax2.set_ylabel("Parameter values") self.ax2.set_xlabel("Iteration") # set grid for each plot for iax in [self.ax0, self.ax1, self.ax2]: iax.grid(visible=True) self.fig.align_ylabels() self.fig.tight_layout() return self.fig
[docs] def plot_track_solve(self, params: ArrayLike) -> None: """Method to plot model simulation while model is being solved. Parameters ---------- params : array_like array containing parameters Examples -------- Pass this method to ml.solve(), e.g.: >>> track = TrackSolve(ml) >>> ml.solve(callback=track.plot_track_solve) """ if not hasattr(self, "fig"): self.initialize_figure() # update parameters self.track_solve(params) # check if figure should be updated if self.itercount % self.update_iter != 0: return # update view limits if needed if self.itercount >= self.viewlim: self.viewlim += 50 self._update_axes() # update simulation sim = self._simulate() self.simplot.set_data(sim.index, sim.values) # update rmse residuals self.r_rmse_plot_line.set_data( range(self.itercount + 1), np.array(self.rmse_res) ) self.r_rmse_plot_dot.set_data( np.array([self.itercount]), np.array([self.rmse_res[-1]]) ) if self.ml.settings["noise"] and self.ml.noisemodel is not None: # update rmse noise self.n_rmse_plot_line.set_data( range(self.itercount + 1), np.array(self.rmse_noise) ) self.n_rmse_plot_dot.set_data( np.array([self.itercount]), np.array([self.rmse_noise[-1]]) ) # update parameter plots for j, (p1, p2) in enumerate(self.param_plot_handles): p1.set_data( np.array([self.itercount]), np.abs([self.parameters.iloc[-1, j]]) ) p2.set_data( range(self.itercount + 1), self.parameters.iloc[:, j].abs().values ) # update title self.ax0.set_title( "Iteration: {0} (EVP: {1:.2f}%)".format(self.itercount, self.evp[-1]) ) plt.pause(1e-10) self.fig.canvas.draw()
[docs] def plot_track_solve_history(self, fig: Optional[Figure] = None) -> List[Axes]: """Plot optimization history. Parameters ---------- fig : matplotlib.pyplot.Figure, optional figure handle, by default None, which constructs a new figure with `self.initialize_figure()`. Returns ------- axes : list of matplotlib.pyplot.Axes list of axes handles in figure. """ if fig is None: fig = self.initialize_figure() self.plot_track_solve(self.ml.parameters.optimal.values) self.fig.axes[1].autoscale(tight=False, axis="both") self.fig.axes[2].autoscale(tight=False, axis="both") self.fig.axes[1].set_xlim(left=0) # because of bug with autoscaling log axis? self.fig.axes[1].set_ylim(top=1.05 * self.rmse_res.max()) return fig.axes
[docs]def pairplot( data: Union[DataFrame, List[Series]], bins: Optional[int] = None, ) -> Dict[str, Axes]: """Plot correlation between time series on of values on the same time steps. Based on seaborn pairplot method. Parameters ---------- data : Union[DataFrame, List[Series]] List of Series or Dataframe with DateTime index bins : Optional[int], optional Number of bins in the histogram, by default None which uses Sturge's Rule to determine the number bins Returns ------- Dict[str, Axes] """ if isinstance(data, list): data = concat(data, axis=1) df = data.dropna(how="any") columns = df.columns mosaic = [] for i, column in enumerate(columns): cols = [f"scatter_{x}-{column}" for x in columns] cols[i] = f"hist_{column}" mosaic.append(cols) mosaic = np.array(mosaic) f, axd = plt.subplot_mosaic(mosaic, figsize=(6.5, 6)) for i, (column, mos) in enumerate(zip(columns, mosaic)): # plot histogram if bins is None: bins = int(np.ceil(1 + np.log2(len(df.loc[:, column].values)))) counts, bins = np.histogram(df.loc[:, column].values, bins=bins) scaled_counts = ( df.loc[:, column].max() * (counts - np.min(counts)) / (np.max(counts) - np.min(counts)) ) axd[f"hist_{column}"].hist(x=bins[:-1], bins=bins, weights=scaled_counts) # plot scatter other_cols = [x for x in columns if x is not column] for col in other_cols: axd[f"scatter_{column}-{col}"].scatter( df.loc[:, column].values, df.loc[:, col].values, alpha=0.6, s=20, edgecolor="white", linewidth=0.3, ) r, _ = pearsonr(df.loc[:, column].values, df.loc[:, col].values) axd[f"scatter_{column}-{col}"].annotate( f"r = {r:.2f}", xy=(0.5, 0.95), horizontalalignment="center", verticalalignment="top", xycoords="axes fraction", color="k", path_effects=[ path_effects.withStroke(linewidth=2, foreground="white"), path_effects.Normal(), ], ) # set labels axd[mos[0]].set_ylabel(column) if (mos == mosaic[-1]).all(): _ = [axd[j].set_xlabel(x) for x, j in zip(columns, mos)] # share x and y axis per row and columns share_yaxes([axd[j] for j in mos]) _ = [share_xaxes([axd[x] for x in mosaic[:, j]]) for j in range(len(columns))] f.tight_layout() return axd