Module prototypes

estimate_transformation_parameters(calib_obs, estimation_start, estimation_end, censor_threshold, exclusion, exclusion_start, exclusion_end, termination_condition=None)

Estimate the transformation parameters for a log-likelihood for a series of observations

Parameters:

Name	Type	Description	Default
calib_obs	TimeSeriesLike	An timeseries of observed data	required
estimation_start	datetime	Start of estimation period	required
estimation_end	datetime	End of estimation period	required
censor_threshold	float	The value below which observations are treated a censored data (Default=0.0)	required
exclusion	bool	Start of period exclued from estimation	required
exclusion_start	datetime	End of period exclued from estimation	required
exclusion_end	datetime	Use the exclusion period (bool)	required
termination_condition	SceTerminationCondition	A SWIFT termination condition used by the optimisation. Default max runtime of ~3 minutes if None.	None

Returns:

Name	Type	Description
HypercubeParameteriser	HypercubeParameteriser	transformation parameters

Source code in swift2/prototypes.py

def estimate_transformation_parameters(
    calib_obs: TimeSeriesLike,
    estimation_start: datetime,
    estimation_end: datetime,
    censor_threshold: float,
    exclusion: bool,
    exclusion_start: datetime,
    exclusion_end: datetime,
    termination_condition: "SceTerminationCondition" = None,
) -> "HypercubeParameteriser":
    """Estimate the transformation parameters for a log-likelihood for a series of observations

    Args:
        calib_obs (TimeSeriesLike):  An timeseries of observed data
        estimation_start (datetime): Start of estimation period
        estimation_end (datetime): End of estimation period
        censor_threshold (float): The value below which observations are treated a censored data (Default=0.0)
        exclusion (bool): Start of period exclued from estimation
        exclusion_start (datetime): End of period exclued from estimation
        exclusion_end (datetime): Use the exclusion period (bool)
        termination_condition (SceTerminationCondition): A SWIFT termination condition used by the optimisation. Default max runtime of ~3 minutes if None.

    Returns:
        HypercubeParameteriser: transformation parameters
    """
    import swift2.internal as si

    CENS_OPTION = 2
    simple_ts = si.simplify_time_series(calib_obs)
    if termination_condition is None:
        termination_condition = get_max_runtime_termination()

    return swg.EstimateTransformationParameters_py(
        obsValues=simple_ts[si.TS_INTEROP_VALUES_KEY],
        obsGeom=simple_ts[si.TS_INTEROP_GEOM_KEY],
        estimationStart=estimation_start,
        estimationEnd=estimation_end,
        censThr=censor_threshold,
        censOpt=CENS_OPTION,
        exclusionStart=exclusion_start,
        exclusionEnd=exclusion_end,
        exclusion=exclusion,
        terminationCondition=termination_condition,
    )