# -*- coding: utf-8 -*-
# vim: tabstop=4 shiftwidth=4 softtabstop=4
#
# Copyright (C) 2012-2023 GEM Foundation
#
# OpenQuake is free software: you can redistribute it and/or modify it
# under the terms of the GNU Affero General Public License as published
# by the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# OpenQuake is distributed in the hope that it will be useful,
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
# along with OpenQuake. If not, see <http://www.gnu.org/licenses/>.
"""
Module :mod:`openquake.hazardlib.tom` contains implementations of probability
density functions for earthquake temporal occurrence modeling.
"""
import toml
import numpy
import scipy.stats
from openquake.baselib.performance import compile
registry = {}
F64 = numpy.float64
[docs]class BaseTOM(object):
"""
Base class for temporal occurrence model.
:param time_span:
The time interval of interest, in years.
:raises ValueError:
If ``time_span`` is not positive.
"""
@classmethod
def __init_subclass__(cls):
registry[cls.__name__] = cls
def __init__(self, time_span):
if time_span <= 0:
raise ValueError('time_span must be positive')
self.time_span = time_span
[docs] def get_probability_one_or_more_occurrences(self):
"""
Calculate and return the probability of event to happen one or more
times within the time range defined by constructor's ``time_span``
parameter value.
"""
raise NotImplementedError
[docs] def get_probability_n_occurrences(self):
"""
Calculate the probability of occurrence of a number of events in the
constructor's ``time_span``.
"""
raise NotImplementedError
[docs] def sample_number_of_occurrences(self, seeds=None):
"""
Draw a random sample from the distribution and return a number
of events to occur.
The method uses the numpy random generator, which needs a seed
in order to get reproducible results. If the seed is None, it
should be set outside of this method.
"""
[docs] def get_probability_no_exceedance(self):
"""
Compute and return, for a number of ground motion levels and sites,
the probability that a rupture with annual occurrence rate given by
``occurrence_rate`` and able to cause ground motion values higher than
a given level at a site with probability ``poes``, does not cause any
exceedance in the time window specified by the ``time_span`` parameter
given in the constructor.
"""
raise NotImplementedError
def __str__(self):
return toml.dumps({self.__class__.__name__: self.__dict__})
[docs]class FatedTOM(BaseTOM):
def __init__(self, time_span):
self.time_span = time_span
[docs] def get_probability_one_or_more_occurrences(self, occurrence_rate):
return 1
[docs] def get_probability_n_occurrences(self, occurrence_rate, num):
if num != 1:
return 0
else:
return 1
[docs] def sample_number_of_occurrences(self, seeds=None):
return 1
[docs] def get_probability_no_exceedance(self, occurrence_rate, poes):
return 1-poes
[docs]class PoissonTOM(BaseTOM):
"""
Poissonian temporal occurrence model.
"""
[docs] def get_probability_one_or_more_occurrences(self, occurrence_rate):
"""
Calculates probability as ``1 - e ** (-occurrence_rate*time_span)``.
:param occurrence_rate:
The average number of events per year.
:return:
Float value between 0 and 1 inclusive.
"""
return 1 - numpy.exp(- occurrence_rate * self.time_span)
[docs] def get_probability_n_occurrences(self, occurrence_rate, num):
"""
Calculate the probability of occurrence of ``num`` events in the
constructor's ``time_span``.
:param occurrence_rate:
Annual rate of occurrence
:param num:
Number of events
:return:
Probability of occurrence
"""
return scipy.stats.poisson(occurrence_rate * self.time_span).pmf(num)
[docs] def sample_number_of_occurrences(self, occurrence_rate, seeds=None):
"""
Draw a random sample from the distribution and return a number
of events to occur.
The method uses the numpy random generator, which needs a seed
in order to get reproducible results. If the seed is None, it
should be set outside of this method.
:param occurrence_rate:
The average number of events per year.
:param seeds:
Random number generator seeds, one per each occurrence_rate
:return:
Sampled integer number of events to occur within model's
time span.
"""
if isinstance(seeds, numpy.ndarray): # array of seeds
assert len(seeds) == len(occurrence_rate), (
len(seeds), len(occurrence_rate))
rates = occurrence_rate * self.time_span
occ = []
for rate, seed in zip(rates, seeds):
numpy.random.seed(seed)
occ.append(numpy.random.poisson(rate))
return numpy.array(occ)
elif isinstance(seeds, int):
numpy.random.seed(seeds)
return numpy.random.poisson(occurrence_rate * self.time_span)
[docs] def get_probability_no_exceedance(self, occurrence_rate, poes):
"""
:param occurrence_rate:
The average number of events per year.
:param poes:
2D numpy array containing conditional probabilities that the
rupture occurrence causes a ground shaking value exceeding a
ground motion level at a site. First dimension represent sites,
second dimension intensity measure levels. ``poes`` can be obtained
calling the :func:`func <openquake.hazardlib.gsim.base.get_poes>`.
:returns:
2D numpy array containing probabilities of no exceedance. First
dimension represents sites, second dimension intensity measure
levels.
The probability is computed as exp(-occurrence_rate * time_span * poes)
"""
return numpy.exp(- occurrence_rate * self.time_span * poes)
[docs]class ClusterPoissonTOM(PoissonTOM):
"""
Poissonian temporal occurrence model with an occurrence rate
"""
def __init__(self, time_span, occurrence_rate):
self.time_span = time_span
self.occurrence_rate = occurrence_rate
[docs]@compile(["(float64, float64[:], float64[:], float64)",
"(float64, float64[:], float64[:,:,:,:], float64)"])
def get_pnes(rate, probs, poes, time_span):
"""
:param rate: occurrence rate in case of a poissonian rupture
:param probs: probabilities of occurrence in the nonpoissonian case
:param poes: array of PoEs of shape 2D or 4D
:param time_span: time span in the poissonian case (0. for FatedTOM)
Fast way to return probabilities of no exceedence given an array
of PoEs and some parameter.
"""
if time_span == 0.: # FatedTOM
return 1. - poes
elif len(probs) == 0: # poissonian
return numpy.exp(-rate * time_span * poes)
else:
# Uses the formula
#
# ∑ p(k|T) * p(X<x|rup)^k
#
# where `p(k|T)` is the probability that the rupture occurs k times
# in the time span `T`, `p(X<x|rup)` is the probability that a
# rupture occurrence does not cause a ground motion exceedance, and
# the summation `∑` is done over the number of occurrences `k`.
#
# `p(k|T)` is given by the attribute probs_occur and
# `p(X<x|rup)` is computed as ``1 - poes``.
pnes = numpy.full_like(poes, probs[0])
for p, prob in enumerate(probs[1:], 1):
pnes[:] += prob * (1 - poes) ** p
return pnes.clip(0., 1.) # avoid numeric issues
[docs]class NegativeBinomialTOM(BaseTOM):
"""
Negative Binomial temporal occurrence model.
"""
def __init__(self, time_span, mu, alpha):
"""
:param time_span:
The time interval of interest, in years.
:param occurrence_rate:
To initialize super_class (usually overriden by method
get_probability_no_exceedance())
:param parameters:
(list/np.ndarray) Parameters of the negbinom temporal model, in
form of mean rate/dispersion (μ / α) Kagan and Jackson, (2010)
k
Γ(τ + k) μ 1
f(k) = -------- . -------- . --------
Γ(τ) k 1/α
(μ + τ) (1 + μ/τ)
where τ=1/α
"""
super().__init__(time_span)
self.mu = mu
self.alpha = alpha
if numpy.any(self.mu <= 0) or numpy.any(self.alpha <= 0):
raise ValueError('Mean rate and rate dispersion must be greater '
'than 0')
self.time_span = time_span
[docs] def get_probability_one_or_more_occurrences(self, mean_rate=None):
"""
:param mean_rate:
The mean rate, or mean number of events per year
:return:
Float value between 0 and 1 inclusive.
"""
if mean_rate is None:
mean_rate = self.mu
tau = 1 / self.alpha
theta = tau / (tau + (mean_rate * self.time_span))
return 1 - scipy.stats.nbinom.cdf(1, tau, theta)
[docs] def get_probability_n_occurrences(self, num):
"""
Calculate the probability of occurrence of ``num`` events in the
constructor's ``time_span``.
:param num:
Number of events
:return:
Probability of occurrence
"""
tau = 1 / self.alpha
theta = tau / (tau + (self.mu * self.time_span))
return scipy.stats.nbinom.pmf(num, tau, theta)
[docs] def sample_number_of_occurrences(self, mean_rate=None, seed=None):
"""
Draw a random sample from the distribution and return a number
of events to occur.
The method uses the numpy random generator, which needs a seed
in order to get reproducible results. If the seed is None, it
should be set outside of this method.
:param mean_rate:
The mean rate, or mean number of events per year
:param seed:
Random number generator seed
:return:
Sampled integer number of events to occur within model's
time span.
"""
if mean_rate is None:
mean_rate = self.mu
tau = 1 / self.alpha
theta = tau / (tau + (mean_rate * self.time_span))
if isinstance(seed, int):
numpy.random.seed(seed)
return scipy.stats.nbinom.rvs(tau, theta)
[docs] def get_pmf(self, mean_rate, tol=1-1e-14, n_max=None):
"""
:param mean_rate:
The average number of events per year.
:param tol:
Quantile value up to which calculate the pmf
:returns:
1D numpy array containing the probability mass distribution,
up to tolerance level.
"""
# Gets dispersion from source object
alpha = self.alpha
# Recovers NB2 parametrization (tau/theta or n,p in literature)
tau = 1 / alpha
theta = tau / (tau + numpy.array(mean_rate).flatten()*self.time_span)
if not n_max:
n_max = numpy.max(
scipy.stats.nbinom.ppf(tol, tau, theta).astype(int))
if n_max < 4:
# minimum n_max for which the hazard equation is integrated,
# to avoid precision issues for probabilities of occur (<1e-6)
n_max = 4
pmf = scipy.stats.nbinom.pmf(
numpy.arange(0, n_max), tau, theta[:, None])
return pmf
[docs] def get_probability_no_exceedance(self, mean_rate, poes):
"""
:param mean_rate:
The average number of events per year.
:param poes:
2D numpy array containing conditional probabilities that the
rupture occurrence causes a ground shaking value exceeding a
ground motion level at a site. First dimension represent sites,
second dimension intensity measure levels. ``poes`` can be obtained
calling the :func:`func <openquake.hazardlib.gsim.base.get_poes>`.
:returns:
2D numpy array containing probabilities of no exceedance. First
dimension represents sites, second dimension intensity measure
levels.
"""
# Gets dispersion from source object
alpha = self.alpha
# Recovers NB2 parametrization (tau/theta or n,p in literature)
tau = 1 / alpha
theta = tau / (tau + mean_rate*self.time_span)
# Defines tol for the max quantile value, up to which the infinite series is calculated.
tol = 1 - 1e-14
n_max = scipy.stats.nbinom.ppf(tol, tau, theta)
pdf = scipy.stats.nbinom.pmf(numpy.arange(0, n_max), tau, theta)
poes_1 = 1 - poes
prob_no_exceed = numpy.zeros(poes.shape)
for k, prob in enumerate(pdf):
prob_no_exceed += prob * numpy.power(poes_1, k)
return prob_no_exceed