#4013 Create variation bins for ensemble parameters based on current data

* Rather than having a fixed index.
* This way the variation is more or less always normal distributed.
This commit is contained in:
Gaute Lindkvist
2019-01-29 16:42:04 +01:00
parent 7518a1880a
commit 54b5dc33f4
5 changed files with 124 additions and 81 deletions

View File

@@ -36,44 +36,11 @@
CAF_PDM_SOURCE_INIT(RimSummaryCaseCollection, "SummaryCaseSubCollection");
//--------------------------------------------------------------------------------------------------
/// Return an integer derived from the logarithm of the range.
/// -1 if there is practically no variation and a rising positive integer for non-zero range.
//--------------------------------------------------------------------------------------------------
int EnsembleParameter::logarithmicVariationIndex() const
{
const double eps = 1.0e-4;
double maxAbs = std::max(std::fabs(maxValue), std::fabs(minValue));
if (maxAbs < eps)
{
return -1;
}
double normalisedStdDevPercent = 2.0 * m_stdDeviation / maxAbs * 100.0;
if (normalisedStdDevPercent < eps)
{
return -1;
}
// Should always yield an index from and including -1 to and including 2
// As the maximum normalisedStdDevPercent is ~282
// Found with two values symmetric around 0 so min = -X and max = +X
// normalisedStdDevPercent is then 2 * sqrt(2X^2) / X * 100 = sqrt(2) * 100 = ~282.
// And log10 value is ~2.45.
int variationIndex = std::max(-1, (int) std::round(std::log10(normalisedStdDevPercent)));
//CVF_ASSERT(variationIndex >= -1 && variationIndex <= 2);
return variationIndex;
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
void EnsembleParameter::calculateStdDeviation()
double EnsembleParameter::stdDeviation() const
{
m_stdDeviation = 0.0;
double N = static_cast<double>(values.size());
if (N > 1 && isNumeric())
{
@@ -86,10 +53,80 @@ void EnsembleParameter::calculateStdDeviation()
sumValuesSquared += value * value;
}
m_stdDeviation = std::sqrt((N * sumValuesSquared - sumValues * sumValues) / (N * (N - 1.0)));
return std::sqrt((N * sumValuesSquared - sumValues * sumValues) / (N * (N - 1.0)));
}
return 0.0;
}
//--------------------------------------------------------------------------------------------------
/// Standard deviation normalized by max absolute value of min/max values.
/// Produces values between 0.0 and sqrt(2.0).
//--------------------------------------------------------------------------------------------------
double EnsembleParameter::normalizedStdDeviation() const
{
const double eps = 1.0e-4;
double maxAbs = std::max(std::fabs(maxValue), std::fabs(minValue));
if (maxAbs < eps)
{
return 0.0;
}
double normalisedStdDev = stdDeviation() / maxAbs;
if (normalisedStdDev < eps)
{
return 0.0;
}
return normalisedStdDev;
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
void EnsembleParameter::sortByBinnedVariation(std::vector<NameParameterPair>& parameterVector)
{
double minStdDev = std::numeric_limits<double>::infinity();
double maxStdDev = 0.0;
for (const auto& paramPair : parameterVector)
{
minStdDev = std::min(minStdDev, paramPair.second.normalizedStdDeviation());
maxStdDev = std::max(maxStdDev, paramPair.second.normalizedStdDeviation());
}
if ((maxStdDev - minStdDev) < 1.0e-8)
{
return;
}
double delta = (maxStdDev - minStdDev) / NR_OF_VARIATION_BINS;
std::vector<double> bins;
for (int i = 0; i < NR_OF_VARIATION_BINS - 1; ++i)
{
bins.push_back(minStdDev + (i + 1) * delta);
}
for (NameParameterPair& nameParamPair : parameterVector)
{
int binNumber = 0;
for (double bin : bins)
{
if (nameParamPair.second.normalizedStdDeviation() >= bin)
{
binNumber++;
}
}
nameParamPair.second.variationBin = binNumber;
}
// Sort by variation bin (highest first) but keep name as sorting parameter when parameters have the same variation index
std::stable_sort(parameterVector.begin(), parameterVector.end(),
[&bins](const NameParameterPair& lhs, const NameParameterPair& rhs)
{
return lhs.second.variationBin > rhs.second.variationBin;
}
);
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
@@ -338,8 +375,6 @@ EnsembleParameter RimSummaryCaseCollection::ensembleParameter(const QString& par
}
}
eParam.calculateStdDeviation();
return eParam;
}