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NAME

r.mregression.series - Calculates multiple regression between time series: Y(t) = b1*X1(t) + ... + bn*Xn(t).

KEYWORDS

raster, statistics, regression

SYNOPSIS

r.mregression.series
r.mregression.series --help
r.mregression.series samples=string result_prefix=string [model=string] [--overwrite] [--help] [--verbose] [--quiet] [--ui]

Flags:

--overwrite
Allow output files to overwrite existing files
--help
Print usage summary
--verbose
Verbose module output
--quiet
Quiet module output
--ui
Force launching GUI dialog

Parameters:

samples=string [required]
File contains list of input and output rasters
result_prefix=string [required]
Prefix for names of result raster (rasters of regression coefficients)
model=string
model type: ols (ordinary least squares), rlm (robust linear model)
Default: ols

Table of contents

DESCRIPTION

r.mregression.series is a module to calculate multiple linear regression parameters between several time series, e.g. NDVI and elevation, precipitation. It s a front-end for models from python-statmodels package.

The module makes each output cell value a function of the values assigned to the corresponding cells in the input raster map series.

DESCRIPTION

The module assumes a simple linear regression of the form 
    Y(t) = b1 * X1(t) + b2 * X2(t) + ... + bn * Xn(t)

The module uses two models: ordinary least squares and robust linear models.

NOTES

The module performs multiple linear regression, use r.regression.series for regression with one predictor.

The number of predictor variables (X maps) must be the same in each (time) series (see examples below). If the different predictors have different or irregular time intervals, NULL raster maps can be inserted into time series to make time intervals equal.

The list of raster inputs (including NULLs) is passed to the regression function. The function computes the parameters over the non-NULL values, producing a NULL result only if there aren't enough non-NULL values for computing.

EXAMPLES

The most important paramether is samples; it provides the list of Y and X maps. The parameter is the name of csv file of the next structure: the first line is a header, other lines provide names of the Y and X maps. The header contains the names of the input and output variables.

For example the csv file for regression between NDVI and (elevation, precipitation) 

    NDVI = b1*Elevation + b2*Precipitation
could be the next file: 
y,elevation,precipipation
ndvi_1,elev_1,precip_1
ndvi_2,elev_2,precip_2
...
ndvi_n,elev_n,precip_n
"ndvi_t" are names of the NDVI rasters, "precip_t" are names of precipitation rasters. The names of the first and the second predictor variables are "elevation" and "precipitation" accordingly.

The second paramether is result_prefix. It is used for construction of the coefficient names. For example if result_prefix="coef.", the names of the regression coefficients will be "coef.elevation" and "coef.precipitation". 

r.mregression.series samples=settings result_prefix="coef."

If the regression model includes the intercept 

    NDVI = b0 + b1*Elevation + b2*Precipitation
then the constant map should be used: 
r.mapcalc "ones = 1.0"
and the csv file is: 
y,offset,elevation,precipipation
ndvi_1,ones,elev_1,precip_1
ndvi_2,ones,elev_2,precip_2
...
ndvi_n,ones,elev_n,precip_n
Then the command 
r.mregression.series samples=settings result_prefix="coef."
produces three raster maps: "coef.offset", "coef.elevation", "coef.precipitation".

EXAMPLE 1

Create test data for the example. Suppose we have five Y maps and 5 pairs of predictor X = (x1, x2) maps.

Create X variables (random numbers): 

r.mapcalc -s "x11 = rand(0, 20)"
r.mapcalc -s "x21 = rand(0, 20)"
r.mapcalc -s "x31 = rand(0, 20)"
r.mapcalc -s "x41 = rand(0, 20)"
r.mapcalc -s "x51 = rand(0, 20)"

r.mapcalc -s "x12 = rand(0, 20)"
r.mapcalc -s "x22 = rand(0, 20)"
r.mapcalc -s "x32 = rand(0, 20)"
r.mapcalc -s "x42 = rand(0, 20)"
r.mapcalc -s "x52 = rand(0, 20)"

Create constant raster for the intercept: 

r.mapcalc  "ones = 1.0"

Suppose Y is a linear function of x1 and x2 variables plus a random error. (For testing purposes we assume that Y = 12 + 5*x1 + 3*x2). Create 5 Y rasters: 

r.mapcalc -s "y1 = 12 + 5* x11 + 3*x12 + rand(0, 4)"
r.mapcalc -s "y2 = 12 + 5* x21 + 3*x22 + rand(0, 4)"
r.mapcalc -s "y3 = 12 + 5* x31 + 3*x32 + rand(0, 4)"
r.mapcalc -s "y4 = 12 + 5* x41 + 3*x42 + rand(0, 4)"
r.mapcalc -s "y5 = 12 + 5* x51 + 3*x52 + rand(0, 4)"

So we have five test rasters Y and X. Forget for a moment that we know the function and try to find the coeffitients.

Create samples csv file: 

echo "y,bias,x1,x2
y1,ones,x11,x12
y2,ones,x21,x22
y3,ones,x31,x32
y4,ones,x41,x42
y5,ones,x51,x52" > settings.csv

Run the command 

r.mregression.series samples=settings.csv result_prefix="coef."

Three raster maps will be created: "coef.bias", "coef.x1", "coef.x2". This rasters contains the fitted coefitients.

SEE ALSO

r.regression.series, r.series, r.regression.line, g.list, g.region

AUTHOR

Dmitry Kolesov

SOURCE CODE

Available at: r.mregression.series source code (history)

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