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This module contains functions to perform spatial statistics calculations.
Description
This function computes the p-value (two-tails test) of a given z-score assuming the population follows a normal distribution where the mean is 0 and the standard deviation is 1. The is a measure of how many standard deviations below or above the population mean a value is. It gives you an idea of how far from the mean a data point is. The is the probability that a randomly sampled point has a value at least as extreme as the point whose z-score is being tested.
z_score
: FLOAT64
Return type
FLOAT64
Example
Description
input
: STRING
the query to the data used to compute the KNN. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
geoid_col
: STRING
name of the column with unique ids.
geo_col
: STRING
name of the column with the geometries.
k
: INT64
number of nearest neighbors (positive, typically small).
Output
The results are stored in the table named <output_table>
, which contains the following columns:
geo
: GEOGRAPHY
the geometry of the considered point.
geo_knn
: GEOGRAPHY
the k-nearest neighbor point.
geoid
: STRING
the unique identifier of the considered point.
geoid_knn
: STRING
the unique identifier of the k-nearest neighbor.
distance
: FLOAT64
the k-nearest neighbor distance to the considered point.
knn
: INT64
the k-order (knn).
Example
Description
points
: ARRAY<STRUCT<geoid STRING, geo GEOGRAPHY>>
input data with unique id and geography.
k
: INT64
number of nearest neighbors (positive, typically small).
Return type
ARRAY<STRUCT<geo GEOGRAPHY, geo_knn GEOGRAPHY, geoid STRING, geoid_knn STRING, distance FLOAT64, knn INT64>>
where:
geo
: the geometry of the considered point.
geo_knn
: the k-nearest neighbor point.
geoid
: the unique identifier of the considered point.
geoid_knn
: the unique identifier of the k-nearest neighbor.
distance
: the k-nearest neighbor distance to the considered point.
knn
: the k-order (knn).
Example
Description
src_fullname
: STRING
The input table. A STRING
of the form project-id.dataset-id.table-name
is expected. The project-id
can be omitted (in which case the default one will be used).
target_fullname
: STRING
The resulting table where the LOF will be stored. A STRING
of the form project-id.dataset-id.table-name
is expected. The project-id
can be omitted (in which case the default one will be used). The dataset must exist and the caller needs to have permissions to create a new table in it. The process will fail if the target table already exists.
geoid_column_name
: STRING
The column name with a unique identifier for each point.
geo_column_name
: STRING
The column name containing the points.
lof_target_column_name
: STRING
The column name where the resulting Local Outlier Factor will be stored in the output table.
k
: INT64
Number of nearest neighbors (positive, typically small).
Output
The results are stored in the table named <output_table>
, which contains the following columns:
geo
: GEOGRAPHY
the geometry of the considered point.
geoid
: GEOGRAPHY
the unique identifier of the considered point.
lof
: FLOAT64
the Local Outlier Factor score.
Example
Description
points
: ARRAY<STRUCT<geoid STRING, geo GEOGRAPHY>>
input data points with unique id and geography.
k
: INT64
number of nearest neighbors (positive, typically small).
Return type
ARRAY<STRUCT<geo GEOGRAPHY, geoid GEOGRAPHY, lof FLOAT64>>
where:
geo
: the geometry of the considered point.
geoid
: the unique identifier of the considered point.
lof
: the Local Outlier Factor score.
Example
Description
input
: STRING
the query to the data used to compute the G-Function. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
geo_col
: STRING
name of the column with the geometries.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
distance
: FLOAT64
the nearest neighbors distances.
gfun_G
: FLOAT64
the empirical G evaluated for each distance in the support.
gfun_ev
: FLOAT64
the theoretical Poisson G evaluated for each distance in the support.
Example
Description
points
: ARRAY<GEOGRAPHY>
input data points.
Return type
ARRAY<STRUCT<distance FLOAT64, gfun_G FLOAT64, gfun_ev FLOAT64>>
where:
distance
: the nearest neighbors distances.
gfun_G
: the empirical G evaluated for each distance in the support.
gfun_ev
: the theoretical Poisson G evaluated for each distance in the support.
Example
Description
This procedure derives a spatial composite score as the residuals of a regression model which is used to detect areas of under- and over-prediction. The response variable should be measurable and correlated with the set of variables defining the score. For each data point. the residual is defined as the observed value minus the predicted value. Rows with a NULL value in any of the individual variables are dropped.
Input parameters
input_query
: STRING
the query to the data used to compute the spatial composite. It must contain all the individual variables that should be included in the computation of the composite as well as a unique geographic id for each row. A qualified table name can be given as well, e.g. 'project-id.dataset-id.table-name'.
index_column
: STRING
the name of the column with the unique geographic identifier.
output_prefix
: STRING
the prefix for the output table. It should include project and dataset, e.g. 'project-id.dataset-id.table-name'.
options
: STRING
containing a valid JSON with the different options. Valid options are described below.
r2_thr
: FLOAT64
the minimum allowed value for the R2 model score. If the R2 of the regression model is lower than this threshold this implies poor fitting and a warning is raised. The default value is 0.5.
bucketize_method
: STRING
the method used to discretize the spatial composite score. The default value is NULL. Possible options are:
EQUAL_INTERVALS_ZERO_CENTERED: the values of the spatial composite score are discretized into buckets of equal widths centered in zero. The lower and upper limits are derived from the outliers-removed maximum of the absolute values of the score.
Return type
The results are stored in the table named <output_prefix>
, which contains the following columns:
index_column
: the unique geographic identifier. The type of this column depends on the type of index_column
in input_query
.
spatial_score
: the value of the composite score. The type of this column is FLOAT64
if the score is not discretized and INT64
otherwise.
When the score is discretized by specifying the bucketize_method
parameter, the procedure also returns a lookup table named <output_prefix>_lookup_table
with the following columns:
lower_bound
: FLOAT64
the lower bound of the bin.
upper_bound
: FLOAT64
the upper bound of the bin.
spatial_score
: INT64
the value of the (discretized) composite score.
Example
Description
This procedure combines (spatial) variables into a meaningful composite score. The composite score can be derived using different methods, scaling and aggregation functions and weights. Rows with a NULL value in any of the model predictors are dropped.
Input parameters
input_query
: STRING
the query to the data used to compute the spatial composite. It must contain all the individual variables that should be included in the computation of the composite as well as a unique geographic id for each row. A qualified table name can be given as well, e.g. 'project-id.dataset-id.table-name'.
index_column
: STRING
the name of the column with the unique geographic identifier.
output_prefix
: STRING
the prefix for the output table. It should include project and dataset, e.g. 'project-id.dataset-id.table-name'.
options
: STRING
containing a valid JSON with the different options. Valid options are described below. If options is set to NULL then all options are set to default values, as specified in the table below.
scoring_method
: STRING
Possible options are ENTROPY, CUSTOM_WEIGHTS, FIRST_PC. With the ENTROPY method the spatial composite is derived as the weighted sum of the proportion of the min-max scaled individual variables, where the weights are based on the entropy of the proportion of each variable. Only numerical variables are allowed. With the CUSTOM_WEIGHTS method, the spatial composite is computed by first scaling each individual variable and then aggregating them according to user-defined scaling and aggregation methods and individual weights. Depending on the scaling parameter, both numerical and ordinal variables are allowed (categorical and boolean variables need to be transformed to ordinal). With the FIRST_PC method, the spatial composite is derived from a Principal Component Analysis as the first principal component score. Only numerical variables are allowed.
weights
: STRUCT
the (optional) weights for each variable used to compute the spatial composite when scoring_method is set to CUSTOM_WEIGHTS, passed as {"name":value, …}
. If a different scoring method is selected, then this input parameter is ignored. If specified, the sum of the weights must be lower than 1. If no weights are specified, equal weights are assumed. If weights are specified only for some variables and the sum of weights is less than 1, the remainder is distributed equally between the remaining variables. If weights are specified for all the variables and the sum of weights is less than 1, the remainder is distributed equally between all the variables.
scaling
: STRING
the user-defined scaling when the scoring_method is set to CUSTOM_WEIGHTS. Possible options are:
MIN_MAX_SCALER: data is rescaled into the range [0,1] based on minimum and maximum values. Only numerical variables are allowed.
STANDARD_SCALER: data is rescaled by subtracting the mean value and dividing the result by the standard deviation. Only numerical variables are allowed.
RANKING: data is replaced by its percent rank, that is by values ranging from 0 lowest to 1. Both numerical and ordinal variables are allowed (categorical and boolean variables need to be transformed to ordinal).
DISTANCE_TO_TARGET_MIN(_MAX,_AVG):data is rescaled by dividing by the minimum, maximum, or mean of all the values. Only numerical variables are allowed.
PROPORTION: data is rescaled by dividing by the sum total of all the values. Only numerical variables are allowed.
aggregation
: STRING
the aggregation function used when the scoring_method is set to CUSTOM_WEIGHTS. Possible options are:
LINEAR: the spatial composite is derived as the weighted sum of the scaled individual variables.
GEOMETRIC: the spatial composite is given by the product of the scaled individual variables, each to the power of its weight.
correlation_var
: STRING
when scoring_method is set to FIRST_PC, the spatial score will be positively correlated with the selected variable (i.e. the sign the spatial score is set such that the correlation between the selected variable and the first principal component score is positive).
correlation_thr
: FLOAT64
the minimum absolute value of the correlation between each individual variable and the first principal component score when scoring_method is set to FIRST_PC.
return_range
: ARRAY<FLOAT64>
the user-defined normalization range of the spatial composite score, e.g [0.0,1.0]. Ignored if bucketize_method
is specified.
bucketize_method
: STRING
the method used to discretize the spatial composite score. Possible options are:
EQUAL_INTERVALS: the values of the spatial composite score are discretized into buckets of equal widths.
QUANTILES: the values of the spatial composite score are discretized into buckets based on quantiles.
JENKS: the values of the spatial composite score are discretized into buckets obtained using k-means clustering.
Return type
The results are stored in the table named <output_prefix>
, which contains the following columns:
index_column
: the unique geographic identifier. The type of this column depends on the type of index_column
in input_query
.
spatial_score
: the value of the composite score. The type of this column is FLOAT64
if the score is not discretized and INT64
otherwise.
When the score is discretized by specifying the bucketize_method
parameter, the procedure also returns a lookup table named <output_prefix>_lookup_table
with the following columns:
lower_bound
: FLOAT64
the lower bound of the bin.
upper_bound
: FLOAT64
the upper bound of the bin.
spatial_score
: INT64
the value of the (discretized) composite score.
Examples
With the ENTROPY
method:
With the CUSTOM_WEIGHTS
method:
With the FIRST_PC
method:
Description
Input parameters
input_query
: STRING
the query to the data used to compute the coefficient. It must contain all the individual variables that should be included in the computation of the coefficient. A qualified table name can be given as well, e.g. 'project-id.dataset-id.table-name'.
output_prefix
: STRING
the name for the output table. It should include project and dataset, e.g. 'project-id.dataset-id.table-name'.
Return type
The output table with the following columns:
cronbach_alpha_coef
: FLOAT64
the computed Cronbach Alpha coefficient.
k
: INT64
the number of the individual variables used to compute the composite.
mean_var
: FLOAT64
the mean variance of all individual variables.
mean_cov
: FLOAT64
the mean inter-item covariance among all variable pairs.
Example
Description
Geographically weighted regression (GWR) models local relationships between spatially varying predictors and an outcome of interest using a local least squares regression.
In each regression, the data of the locations in each cell and those of the neighboring cells, defined by the kring_distance
parameter, will be taken into account. The data of the neighboring cells will be assigned a lower weight the further they are from the origin cell, following the function specified in the kernel_function
. For example, considering cell i
and kring_distance
of 1. Having n
locations located inside cell i
, and in the neigheboring cells [n_1
, n_2
, ..., n_k
], then the regression of the cell i
will have in total n
+ n_1
+ n_2
+ ... + n_k
points.
input_table
: STRING
name of the source dataset. It should be a quoted qualified table with project and dataset: <project-id>.<dataset-id>.<table-name>
.
features_columns
: ARRAY<STRING>
array of column names from input_table
to be used as features in the GWR.
label_column
: STRING
name of the target variable column.
cell_column
: STRING
name of the column containing the cell ids.
cell_type
: STRING
spatial index type as 'h3', 'quadbin'.
kring_distance
: INT64
distance of the neighboring cells whose data will be included in the local regression of each cell.
fit_intercept
: BOOL
whether to calculate the interception of the model or to force it to zero if, for example, the input data is already supposed to be centered. If NULL, fit_intercept
will be considered as TRUE
.
output_table
: STRING
name of the output table. It should be a quoted qualified table with project and dataset: <project-id>.<dataset-id>.<table-name>
. The process will fail if the target table already exists. If NULL, the result will be returned directly by the query and not persisted.
Output
The output table will contain a column with the cell id, a column for each feature column containing its corresponding coefficient estimate and one extra column for intercept if fit_intercept
is TRUE
.
Examples
Additional examples
Description
This procedure computes the Getis-Ord Gi* statistic for each row in the input table.
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_col
: STRING
name of the column with the H3 indexes.
value_col
: STRING
name of the column with the values for each H3 cell.
size
: INT64
size of the H3 kring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
index
: STRING
gi
: FLOAT64
computed Gi* value.
p_value
: FLOAT64
computed P value.
Example
Description
This function computes the Getis-Ord Gi* statistic for each H3 index in the input array.
input
: ARRAY<STRUCT<index STRING, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the H3 kring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
ARRAY<STRUCT<index STRING, gi FLOAT64, p_value FLOAT64>>
Example
Additional examples
Description
This procedure computes the Getis-Ord Gi* statistic for each row in the input table.
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
index_col
: STRING
name of the column with the Quadbin indexes.
value_col
: STRING
name of the column with the values for each Quadbin cell.
size
: INT64
size of the Quadbin kring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
index
: INT64
gi
: FLOAT64
computed Gi* value.
p_value
: FLOAT64
computed P value.
Example
Description
This function computes the Getis-Ord Gi* statistic for each Quadbin index in the input array.
input
: ARRAY<STRUCT<index INT64, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the Quadbin k-ring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
ARRAY<STRUCT<index INT64, gi FLOAT64, p_value FLOAT64>>
Example
Description
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_col
: STRING
name of the column with the H3 indexes.
date_col
: STRING
name of the column with the date.
value_col
: STRING
name of the column with the values for each H3 cell.
size
: INT64
size of the H3 kring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
time_freq
: STRING
The time interval - step to use for the time series. Available values are: year
, quarter
, month
, week
, day
, hour
, minute
, second
. It is the equivalent of the spatial index in the time domain.
time_bw
: INT64
The bandwidth to use for the time series. This defines the number of adjacent observations in time domain to be considered. It is the equivalent of the H3 kring in the time domain.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
index
: STRING
date
: DATETIME
gi
: FLOAT64
computed Gi* value.
p_value
: FLOAT64
computed P value.
Example
Description
input
: ARRAY<STRUCT<index STRING, date DATETIME, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the H3 kring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
time_freq
: STRING
The time interval - step to use for the time series. Available values are: year
, quarter
, month
, week
, day
, hour
, minute
, second
. It is the equivalent of the spatial index in the time domain.
time_bw
: INT64
The bandwidth to use for the time series. This defines the number of adjacent observations in time domain to be considered. It is the equivalent of the H3 kring in the time domain.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
TABLE(index STRING, date DATETIME, gi FLOAT64, p_value FLOAT64)
Example
Description
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_col
: STRING
name of the column with the Quadbin indexes.
date_col
: STRING
name of the column with the date.
value_col
: STRING
name of the column with the values for each Quadbin cell.
size
: INT64
size of the Quadbin kring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
time_freq
: STRING
The time interval - step to use for the time series. Available values are: year
, quarter
, month
, week
, day
, hour
, minute
, second
. It is the equivalent of the spatial index in the time domain.
time_bw
: INT64
The bandwidth to use for the time series. This defines the number of adjacent observations in time domain to be considered. It is the equivalent of the Quadbin kring in the time domain.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
index
: INT64
date
: DATETIME
gi
: FLOAT64
computed Gi* value.
p_value
: FLOAT64
computed P value.
Example
Description
input
: ARRAY<STRUCT<index INT64, date DATETIME, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the Quadbin kring (distance from the origin). This defines the area around each index cell that will be taken into account to compute its Gi* statistic.
time_freq
: STRING
The time interval - step to use for the time series. Available values are: year
, quarter
, month
, week
, day
, hour
, minute
, second
. It is the equivalent of the spatial index in the time domain.
time_bw
: INT64
The bandwidth to use for the time series. This defines the number of adjacent observations in time domain to be considered. It is the equivalent of the Quadbin kring in the time domain.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
TABLE(index INT64, date DATETIME, gi FLOAT64, p_value FLOAT64)
Example
Description
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_col
: STRING
name of the column with the H3 indexes.
value_col
: STRING
name of the column with the values for each H3 cell.
size
: INT64
size of the H3 k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following column:
morans_i
: FLOAT64
Moran's I spatial autocorrelation.
If all cells have no neighbours, then the procedure will fail.
Example
Description
input
: ARRAY<STRUCT<index STRING, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the H3 k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If the cells don't have neighbours given the kring size NULL
is returned. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
FLOAT64
. If all cells have no neighbours, then the function will fail.
Example
Additional examples
Description
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_col
: STRING
name of the column with the Quadbin indexes.
value_col
: STRING
name of the column with the values for each Quadbin cell.
size
: INT64
size of the Quadbin k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following column:
morans_i
: FLOAT64
Moran's I spatial autocorrelation.
If all cells have no neighbours, then the procedure will fail.
Example
Description
input
: ARRAY<STRUCT<index INT64, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the Quadbin k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
FLOAT64
. If all cells have no neighbours, then the function will fail.
Example
Description
This procedure computes the local Moran's I spatial autocorrelation from the input table with H3 indexes. It outputs the H3 index
, local Moran's I spatial autocorrelation value
, simulated p value psim
, Conditional randomization null - expectation EIc
, Conditional randomization null - variance VIc
, Total randomization null - expectation EI
, Total randomization null - variance VI
, and the quad
HH=1, LL=2, LH=3, HL=4.
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_col
: STRING
name of the column with the H3 indexes.
value_col
: STRING
name of the column with the values for each H3 cell.
size
: INT64
size of the H3 k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
permutations
: INT64
number of permutations for the estimation of p-value.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
index
: STRING
H3 index.
value
: FLOAT64
local Moran's I spatial autocorrelation.
psim
: FLOAT64
simulated p value.
EIc
: FLOAT64
conditional randomization null - expectation.
VIc
: FLOAT64
conditional randomization null - variance.
EI
: FLOAT64
total randomization null - expectation.
VI
: FLOAT64
total randomization null - variance.
quad
: INT64
HH=1, LL=2, LH=3, HL=4.
Example
Description
This function computes the local Moran's I spatial autocorrelation from the input array of H3 indexes. It outputs the H3 index
, local Moran's I spatial autocorrelation value
, simulated p value psim
, Conditional randomization null - expectation EIc
, Conditional randomization null - variance VIc
, Total randomization null - expectation EI
, Total randomization null - variance VI
, and the quad HH=1, LL=2, LH=3, HL=4.
input
: ARRAY<STRUCT<index STRING, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the H3 k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
permutations
: INT64
number of permutations for the estimation of p-value.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
ARRAY<STRUCT<index STRING, value FLOAT64, psim FLOAT64, EIc FLOAT64, VIc FLOAT64, EI FLOAT64, VI FLOAT64, quad INT64>>
Example
Description
This procedure computes the local Moran's I spatial autocorrelation from the input table with Quadbin indexes. It outputs the Quadbin index
, local Moran's I spatial autocorrelation value
, simulated p value psim
, Conditional randomization null - expectation EIc
, Conditional randomization null - variance VIc
, Total randomization null - expectation EI
, Total randomization null - variance VI
, and the quad
HH=1, LL=2, LH=3, HL=4.
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_col
: STRING
name of the column with the Quadbin indexes.
value_col
: STRING
name of the column with the values for each Quadbin cell.
size
: INT64
size of the Quadbin k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
permutations
: INT64
number of permutations for the estimation of p-value.
The index_col
cannot contain NULL values, otherwise a Invalid input origin
error will be returned.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
index
: INT64
quadbin index.
value
: FLOAT64
local Moran's I spatial autocorrelation.
psim
: FLOAT64
simulated p value.
EIc
: FLOAT64
conditional randomization null - expectation.
VIc
: FLOAT64
conditional randomization null - variance.
EI
: FLOAT64
total randomization null - expectation.
VI
: FLOAT64
total randomization null - variance.
quad
: INT64
HH=1, LL=2, LH=3, HL=4.
Example
Description
This function computes the local Moran's I spatial autocorrelation from the input array of Quadbin indexes. It outputs the Quadbin index
, local Moran's I spatial autocorrelation value
, simulated p value psim
, Conditional randomization null - expectation EIc
, Conditional randomization null - variance VIc
, Total randomization null - expectation EI
, Total randomization null - variance VI
, and the quad HH=1, LL=2, LH=3, HL=4.
input
: ARRAY<STRUCT<index INT64, value FLOAT64>>
input data with the indexes and values of the cells.
size
: INT64
size of the Quadbin k-ring (distance from the origin). This defines the area around each index cell where the distance decay will be applied. If no neighboring cells are found, the weight of the corresponding index cell is set to zero.
permutations
: INT64
number of permutations for the estimation of p-value.
The input
cannot contain NULL indexes values, otherwise a Invalid input origin
error will be returned.
Return type
ARRAY<STRUCT<index INT64, value FLOAT64, psim FLOAT64, EIc FLOAT64, VIc FLOAT64, EI FLOAT64, VI FLOAT64, quad INT64>>
Example
Description
It returns a STRUCT with the parameters of the variogram, the x values, the y values, the predicted y values and the number of values aggregated per bin.
input
: ARRAY<STRUCT<point GEOGRAPHY, value FLOAT64>>
input array with the points and their associated values.
n_bins
: INT64
number of bins to compute the semivariance.
max_distance
: FLOAT64
maximum distance to compute the semivariance.
model
: STRING
type of model for fitting the semivariance. It can be either:
exponential
: P0 * (1. - exp(-xi / (P1 / 3.0))) + P2
spherical
: P1 * (1.5 * (xi / P0) - 0.5 * (xi / P0)**3) + P2
.
Return type
STRUCT<variogram_params ARRAY<FLOAT64>, x ARRAY<FLOAT64>, y ARRAY<FLOAT64>, yp ARRAY<FLOAT64>, count ARRAY<INT64>>
where:
variogram_params
: array containing the parameters [P0, P1, P2] fitted to the model
.
x
: array with the x values used to fit the model
.
y
: array with the y values used to fit the model
.
yp
: array with the y values as predicted by the model
.
count
: array with the number of elements aggregated in the bin.
Examples
Description
input_table
: STRING
name of the table with the sample points locations and their values stored in a column named point
(type GEOGRAPHY
) and value
(type FLOAT
), respectively. It should be a qualified table name including project and dataset: <project-id>.<dataset-id>.<table-name>
.
interp_table
: STRING
name of the table with the point locations whose values will be interpolated stored in a column named point
of type GEOGRAPHY
. It should be a qualified table name including project and dataset: <project-id>.<dataset-id>.<table-name>
.
target_table
: STRING
name of the output table where the result of the kriging will be stored. It should be a qualified table name including project and dataset: <project-id>.<dataset-id>.<table-name>
. The process will fail if the target table already exists. If NULL, the result will be returned by the procedure and won't be persisted.
n_bins
: INT64
number of bins to compute the semivariance.
max_distance
: FLOAT64
maximum distance to compute the semivariance.
n_neighbors
: INT64
maximum number of neighbors of a point to be taken into account for interpolation.
model
: STRING
type of model for fitting the semivariance. It can be either:
exponential
: P0 * (1. - exp(-xi / (P1 / 3.0))) + P2
spherical
: P1 * (1.5 * (xi / P0) - 0.5 * (xi / P0)**3) + P2
.
Example
Additional examples
Description
sample_points
: ARRAY<STRUCT<point GEOGRAPHY, value FLOAT64>>
input array with the sample points and their values.
interp_points
: ARRAY<GEOGRAPHY>
input array with the points whose values will be interpolated.
max_distance
: FLOAT64
maximum distance to compute the semivariance.
variogram_params
: ARRAY<FLOAT64>
parameters [P0, P1, P2] of the variogram model.
n_neighbors
: INT64
maximum number of neighbors of a point to be taken into account for interpolation.
model
: STRING
type of model for fitting the semivariance. It can be either exponential
or spherical
and it should be the same type of model as the one used to compute the variogram:
exponential
: P0 * (1. - exp(-xi / (P1 / 3.0))) + P2
spherical
: P1 * (1.5 * (xi / P0) - 0.5 * (xi / P0)**3) + P2
.
Return type
ARRAY<STRUCT<point GEOGRAPHY, value FLOAT64>>
Examples
Here is a standalone example:
Here is an example using the ORDINARY_KRIGING
function along with a VARIOGRAM
estimation:
Description
inputsample
: ARRAY<STRUCT<point GEOGRAPHY, value FLOAT64>>
Input array with the sample points and their values.
origin
: ARRAY<GEOGRAPHY>
Input array with the points whose values will be interpolated.
maxdistance
: FLOAT64
Maximum distance between point for interpolation and sampling points.
n_neighbors
: INT64
Maximum number of sampling points to be considered for the interpolation.
p
: FLOAT64
Power of distance.
Return type
ARRAY<STRUCT<point GEOGRAPHY, value FLOAT64>>
Example
Description
This procedure computes a Markov Random Field (MRF) smoothing for a table containing H3 cell indexes and their associated values.
tip
input
: STRING
name of the source table. It should be a fully qualified table name including project and dataset: <project-id>.<dataset-id>.<table-name>
.
output
: STRING
name of the output table. It should be a fully qualified table name including project and dataset: <project-id>.<dataset-id>.<table-name>
. The process will fail if the table already exists. If NULL, the result will be returned directly by the procedure and not persisted.
index_column
: STRING
name of the column containing the cell ids.
variable_column
: STRING
name of the target variable column.
options
: STRING
JSON string to overwrite the model's default options. If set to NULL or empty, it will use the default values.
output_closing_cell
: BOOL
controls whether the cells generated by the closing are added to the output. If defaults to FALSE
.
iter
: INT64
number of iterative queries to perform the smoothing. It defaults to 10. Increasing this parameter might help if the convergence_limit
is not reached by the end of the procedure's execution. Tip: if this limit has ben reached, the status of the second-to-last step of the procedure will throw an error.
intra_iter
: INT64
number of iterations per query. It defaults to 50. Reducing this parameter might help if a resource error is reached during the procedure's execution.
Return type
FLOAT64
Example
Description
This procedure computes a Markov Random Field (MRF) smoothing for a table containing QUADBIN cell indexes and their associated values.
tip
input
: STRING
name of the source table. It should be a fully qualified table name including project and dataset: <project-id>.<dataset-id>.<table-name>
.
output
: STRING
name of the output table. It should be a fully qualified table name including project and dataset: <project-id>.<dataset-id>.<table-name>
. The process will fail if the table already exists.
index_column
: STRING
name of the column containing the cell ids.
variable_column
: STRING
name of the target variable column.
options
: STRING
JSON string to overwrite the model's default options. If set to NULL or empty, it will use the default values.
output_closing_cell
: BOOL
controls whether the cells generated by the closing are added to the output. If defaults to FALSE
.
iter
: INT64
number of iterative queries to perform the smoothing. It defaults to 10. Increasing this parameter might help if the convergence_limit
is not reached by the end of the procedure's execution. Tip: if this limit has ben reached, the status of the second-to-last step of the procedure will throw an error.
intra_iter
: INT64
number of iterations per query. It defaults to 50. Reducing this parameter might help if a resource error is reached during the procedure's execution.
Return type
FLOAT64
Example
Description
Depending on the variable type, he procedure applies the following transformations to the input data:
For the numerical variables: standard scale the columns to get their z-scores
For the categorical variables:
One-hot-encode the categorical columns to get their indicator matrix
Weight each column by the inverse of the square root of its probability, given by the number of ones in each column (Ns) divided by the number of observations (N)
Center the columns
In this procedure, we have extended this method also to ordinal variables by choosing from different encoding methods and by applying the correspoding weight. The available options include:
Categorical encoding: ordinal variables are hot-encoded and the columns of the resulting indicator matrix are then weighted and centered as in the FAMD method
Numerical encoding: ordinal variables are treated as numerical variables
Input parameters
input_query
: STRING
the query or the fully qualified name of the table containing the input data which will be used to create the PCA model. It must contain all the individual variables specified in cols_num_arr
, cols_cat_arr
, and cols_ord_arr
.
index_column
: STRING
the name of the column with the unique geographic identifier.
cols_num_arr
: ARRAY<STRING>
the array containing the names of the numerical (a.k.a. quantitative) columns. Should be set to NULL if no numerical variables are used.
cols_cat_arr
: ARRAY<STRING>
the array containing the names of the categorical (a.k.a. qualitative) columns. Should be set to NULL if no categorical variables are used.
cols_ord_arr
: ARRAY<STRING>
the array containing the names of the ordinal columns. Should be set to NULL if no ordinal variables are used.
output_prefix
: STRING
destination prefix for the output tables. It must contain the project, dataset and prefix. For example <my-project>.<my-dataset>.<output-prefix>
.
options
: STRING
containing a valid JSON with the different options. Valid options are described in the table below.
Return type
The procedure will output two tables:
Model data table: contains the transformed data for the data that will be used to create the PCA model. The name of the table includes the suffix _model_data, for example ..<output_prefix>_model_data.
New data table: contains the transformed data for the data that will be used to derive the PC scores. The name of the table includes the suffix _new_data, for example ..<output_prefix>_new_data.
Examples
This example shows the call for input data containing a mix of numerical, categorical, ordinal variables:
In this example instead, only numerical and categorical variables are included and new data for predicting the principal component scores are specified:
Description
Performs principal component analysis (PCA) of a set of N
observations described by a mixture of P
categorical, ordinal and numerical variables, also known as Factorial Analysis of Mixed Data. This procedure includes ordinary principal component analysis (PCA), when all the input variables are numerical, and multiple correspondence analysis (MCA), when all the input variables are categorical, as special cases.
Note that when all the P variables are qualitative, the principal component scores are equal to scores of standard MCA times square root of P and the eigenvalues are then equal to the usual eigenvalues of MCA times P. When all the variables are quantitative, the procedure gives exactly the same results as standard PCA.
Input parameters
index_column
: STRING
the name of the column with the unique geographic identifier.
output_model
: STRING
the name for the output model. It should include project and dataset, e.g. 'project-id.dataset-id.table-name'.
options
: STRING
containing a valid JSON with the different options. Valid options are described in the table below.
Return type
The procedure created a PCA model named <output_model>
.
Example
Description
Input parameters
index_column
: STRING
the name of the column with the unique geographic identifier.
input_model
: STRING
the name for the PCA model trained with the [BUILD_PCAMIX_MODEL])clouds/bigquery/modules/doc/statistics/BUILD_PCAMIX_MODEL.md) procedure. It should include project and dataset, e.g. 'project-id.dataset-id.model-name'.
output_table
: STRING
the name for the output table. It should include project and dataset, e.g. 'project-id.dataset-id.table-name'.
Return type
The results are stored in the table named <output_table>
, which containes
the retained principal component scores, named as principal_component_1
, principal_component_2
, etc. with the first column being the retained score explaining most of the variance and the last column being the retained score explaining the least of the variance
index_column
: the unique geographic identifier. The type of this column depends on the type of index_column
in input_query
.
Example
Description
Input
index_column
: STRING
the name of the column with the unique geographic identifier of the spatial index, either 'H3' or 'QUADBIN'
input_variable_column
: STRING
the name of the column with the variable for which the spatial anomalies should be detected. When the permutations option is set to a number larger the zero and the values are of the input_variable_column
are larger than , scaling of the values of the input_variable_column
(and of <input_variable_column>_baseline
and <input_variable_column>_baseline_sigma2
columns) is recommended to avoid a floating point error when computing the p-value using the __GUMBEL_PVALUE function
output_table
: STRING
the fully qualified name of the output table
options
: STRING
a JSON with the different options. If options is set to NULL then all options are set to default.
Return type
The results are stored in the table named <output_table>
, which contains the following columns:
index_scan
: STRING
the unique identifier of the spatial zone
score
: FLOAT64
the score representing the scan statistics
relrisk
: FLOAT64
the value of the relative risk of the spatial zone of being anomalous, computed as the ratio of the aggregated observed values to the aggregated baseline values
pgumbel
: FLOAT64
the p-value obtained by fitting a Gumbel distribution to the replicate scan statistics
locations
: ARRAY<INT64>
or ARRAY<STRING>
if the index_column is of type QUADBIN and H3 respectively with the distinct locations belonging to the corresponding spatial zone
Examples
This procedure call performs an anomaly detection analysis using the expectation-based method (with a Gaussian distributional model) for spatial zone defined by a k-ring between 1 and 3:
This procedure call performs an anomaly detection analysis using the population-based method (with a Poisson distributional model) for specific spatial k-rings:
Description
Input
index_column
: STRING
the name of the column with the unique geographic identifier of the spatial index, either 'H3' or 'QUADBIN'
date_column
: STRING
the name of the column with the timestamp identifier. The type of this column could be any type that can be casted to DATETIME
time_freq
: STRING
the temporal frequency of the data selected from one of the following: second
, minute
, hour
, day
, week
, month
, quarter
, year
output_table
: STRING
the fully qualified name of the output table
options
: STRING
a JSON with the different options. If options is set to NULL then all options are set to default.
Return type
The results are stored in the table named <output_table>
, which contains the following columns:
index_scan
: STRING
the unique identifier of the space-time zone
score
: FLOAT64
the score representing the scan statistics
relrisk
: FLOAT64
the value of the relative risk of the space-time zone of being anomalous, computed as the ratio of the aggregated observed values to the aggregated baseline values
pgumbel
: FLOAT64
the p-value obtained by fitting a Gumbel distribution to the replicate scan statistics
locations
: ARRAY<INT64>
or ARRAY<STRING>
if the index_column
is of type QUADBIN and H3 respectively with the distinct locations belonging to the corresponding spatial zone
times
: ARRAY<DATETIME>
with the distinct timestamps belonging to the corresponding space-time zone
Examples
This procedure call performs a retrospective anomaly detection analysis using the expectation-based method (with a Gaussian distributional model) for every 12-months temporal window and spatial zone defined by a k-ring between 1 and 3:
This procedure call performs a prospective anomaly detection analysis using the population-based method (with a Poisson distributional model) for specific spatial k-rings and temporal windows:
Description
This procedure computes the Area of Applicability (AOA) of a Bigquery ML model. It generates a metric which tells the user where the results from a Machine Learning (ML) model can be trusted when the predictions are extrapolated outside the training space (i.e. where the estimated cross-validation performance holds). Adding a method to compute this metric is particularly useful for non-linear models.
Euclidean distance: the distance between two data points is computed as the sum over all predictors of the weighted square differences between the standardized value of each predictor variable, where the weight is derived from the model SHAP table. This distance should be used only when all predictor variables are numerical, for which squared differences are well defined.
Finally, rows with a NULL value in any of the model predictors are dropped.
Input parameters
source_input_query
: STRING
the query to the data used to train the model. It must contain all the model predictors columns as well as index_column
.
candidate_input_query
: STRING
query to provide the data over which the domain of applicability is estimated. It must contain all the model predictors columns as well as index_column
.
index_column
: STRING
the name of the column with the unique geographic identifier. A column with this name needs to be selected (or created) both in source_input_query
and in candidate_input_query
.
output_prefix
: STRING
destination and prefix for the output table. It must contain the project, dataset and prefix: <project>.<dataset>.<prefix>
.
options
: STRING
containing a valid JSON with the different options. Valid options are described in the table below. If options is set to NULL then all options are set to default.
The different options for each threshold_method are explained in the table below.
Output
The output table with the following columns:
index_column
: STRING
the unique geographic identifier. The data type of the index_column in source_input_query and in the candidate_input_query is casted to STRING to take into account potential differences between the data type of source_input_query and candidate_input_query.
is_source
: BOOLEAN
TRUE if a data point is in the source model data and FALSE otherwise (only returned if return_source_dataset is TRUE).
kfold_index_column
: STRING
the cross-validation fold index for each data point in the source model dataset (only returned if return_source_dataset is TRUE). The name of the column is given by the kfold_index_column parameter in the OPTIONS section.
dissimilarity_index
: FLOAT64
the dissimilarity index.
dissimilarity_index_threshold
: FLOAT64
the dissimilarity index threshold used to define the Area of Applicability (AOA, data points in the candidate set for which the dissimilarity index is smaller than this threshold belong to the area of applicability).
is_in_area_of_applicability
: BOOLEAN
TRUE if a data point in the candidate set (is_source = FALSE) is in the AOA and FALSE otherwise. For data points in the source set (is_source = TRUE) this is set to NULL.
Examples
Let's start by setting the OPTIONS to NULL
. In this case the threshold is computed from a random k-fold strategy (threshold_method=RANDOM_KFOLD) with nfolds = 4:
With USER_DEFINED_THRESHOLD
, the threshold is provided by the user:
With CUSTOM_KFOLD
, the threshold is based on the cross-validation folds stored in the kfold_index_column
in the source_input_query data
With RANDOM_KFOLD
the threshold is based on the cross-validation folds derived from a random k-fold strategy with the number of folds specified by the user in the nfolds parameter
With ENV_BLOCKING_KFOLD
the threshold is based on the cross-validation folds derived from an environmental blocking strategy
Description
Finally, rows with a NULL value in any of the model predictors are dropped.
Input parameters
input_query
: STRING
the input query. It must contain all the model predictors columns.
predictors
: ARRAY<STRING>
the names of the (numeric) predictors.
index_column
: STRING
the name of the column with the unique geographic identifier.
output_prefix
: STRING
destination and prefix for the output table. It must contain the project, dataset and prefix: <project>.<dataset>.<prefix>
.
options
: STRING
containing a valid JSON with the different options. Valid options are described in the table below. If options is set to NULL then all options are set to default.
Output
The output table with the following columns:
index_column
: STRING
the unique geographic identifier. Its type will depend on the type of this column in the input_query.
kfold_index_column
: INT64
the cross-validation fold column.
Examples
With nfolds
specified:
With nfolds_min
and nfolds_max
specified:
Description
This procedure can be used to aggregate space-time features within a spatio-temporal neighbourhood to extract new features. It does not resample the input data but allows you to compute statistics for each space-time location based on its neighboring data points. Data must have a temporal dimension and contain grid cell indexes of one of the supported types (H3, Quadbin). For data points to be aggregated with their neighbours, the user must select a k-ring size to define the neighbouring region.
Input
input
: STRING
the query or the fully qualified name of the table containing the data to be smoothed. It must contain the index_column
, the date_column
, and all the columns specified in variables
.
index_column
: STRING
the name of the column with the unique geographic identifier of the spatial index, either 'H3' or 'QUADBIN'.
date_column
: STRING
the name of the column with the timestamp identifier. The type of this column could be any type that can be casted to DATETIME
.
variables
: ARRAY<STRUCT<variable STRING, aggregation STRING>>
the list with the columns and their corresponding aggregation method (sum
, avg
, max
, min
, count
, mode
, perc25
,perc50
,perc75
,perc95
). The choice of aggregation function depends on the variable's nature: numerical variables typically use functions like sum, mean, or median (perc50
), while categorical variables use modes or counts.
time_freq
: STRING
the temporal frequency of the data selected from one of the following: second
, minute
, hour
, day
, week
, month
, quarter
, year
.
output_table
: STRING
the fully qualified name of the output table.
options
: STRING
a JSON with the different options. If options is set to NULL
then all options are set to default.
Return type
The results are stored in the table named <output_table>
, which contains the columns in input
plus the smoothened variables as <variable>_<aggregation>
Examples
This procedure call aggregates variables var1
and var2
within a space-time neighbouring region using a backward time window (i.e. only considering past information). Here we are adding up all neighbouring var1
values, counting all neighbouring var2
cells and counting all neighbouring var2
cells with values larger than 10 (which is enconded in var3
).
This procedure call aggregates variables var1
and var2
within a space-only neighbouring region.
This procedure call aggregates variables var1
and var2
within a time-only neighbouring region.
Description
This procedure can be used to smooth space-time features over space and/or time, aiming to reduce noise or variability in data while maintaining important underlying trends. Data must have a temporal dimension and contain grid cell indexes of one of the supported types (H3, Quadbin). For data points to be averaged with their neighbours, the user must select a k-ring size and a decay function to weight the data of the neighbors cells according to their distance in both time and space (a.k.a. neighboring order).
Input
input
: STRING
the query or the fully qualified name of the table containing the data to be smoothed. It must contain the index_column
, the date_column
, and all the columns specified in the value_columns
.
index_column
: STRING
the name of the column with the unique geographic identifier of the spatial index, either 'H3' or 'QUADBIN'.
date_column
: STRING
the name of the column with the timestamp identifier. The type of this column could be any type that can be casted to DATETIME
.
value_columns
: ARRAY<STRING>
the name of the column(s) with the variable(s) for which the space-time smoothing should be applied. If more than one column is selected, the same smoothing parameters specified in options
will be applied to all.
time_freq
: STRING
the temporal frequency of the data selected from one of the following: second
, minute
, hour
, day
, week
, month
, quarter
, year
.
output_table
: STRING
the fully qualified name of the output table.
options
: STRING
a JSON with the different options. If options is set to NULL
then all options are set to default.
Return type
The results are stored in the table named <output_table>
, which contains the columns in input
plus the smoothened variables as <value_column>_smooth
Examples
This procedure call smoothens variables var1
and var2
by averaging the values within a space-time neighbouring region, using a backward time window (i.e. only considering past information).
This procedure call smoothens variables var1
and var2
by averaging the values within a space-only neighbouring region.
This procedure call smoothens variables var1
and var2
by averaging the values within a time-only neighbouring region.
Description
This procedure can be used to aggregate spatial features within a neighbourhood to extract new features. It does not resample the input data but allows you to compute statistics for each location based on its neighboring data points. Data must contain grid cell indexes of one of the supported types (H3, Quadbin). For data points to be aggregated with their neighbours, the user must select a k-ring size to define the neighbouring region.
Input
input
: STRING
the query or the fully qualified name of the table containing the data to be smoothed. It must contain the index_column
, and all the columns specified in variables
.
index_column
: STRING
the name of the column with the unique geographic identifier of the spatial index, either 'H3' or 'QUADBIN'.
variables
: ARRAY<STRUCT<variable STRING, aggregation STRING>>
the list with the columns and their corresponding aggregation method (sum
, avg
, max
, min
, count
, mode
, perc25
,perc50
,perc75
,perc95
). The choice of aggregation function depends on the variable's nature: numerical variables typically use functions like sum, mean, or median (perc50
), while categorical variables use modes or counts.
output_table
: STRING
the fully qualified name of the output table.
options
: STRING
a JSON with the different options. If options is set to NULL
then all options are set to default.
Return type
The results are stored in the table named <output_table>
, which contains the columns in input
plus the smoothened variables as <variable>_<aggregation>
Examples
This procedure call aggregates variables var1
and var2
within a neighbouring region. Here we are adding up all neighbouring var1
values, counting all neighbouring var2
cells and counting all neighbouring var2
cells with values larger than 10 (which is enconded in var3
).
This procedure call aggregates variables var1
and var2
within a neighbouring region.
This procedure call aggregates variables var1
and var2
within a neighbouring region.
Description
This procedure can be used to smooth features over space, aiming to reduce noise or variability in data while maintaining important underlying trends. Data must contain grid cell indexes of one of the supported types (H3, Quadbin). For data points to be averaged with their neighbours, the user must select a k-ring size and a decay function to weight the data of the neighbors cells according to their distance (a.k.a. neighboring order).
Input
input
: STRING
the query or the fully qualified name of the table containing the data to be smoothed. It must contain the index_column
, and all the columns specified in the value_columns
.
index_column
: STRING
the name of the column with the unique geographic identifier of the spatial index, either 'H3' or 'QUADBIN'.
value_columns
: ARRAY<STRING>
the name of the column(s) with the variable(s) for which the space-time smoothing should be applied. If more than one column is selected, the same smoothing parameters specified in options
will be applied to all.
output_table
: STRING
the fully qualified name of the output table.
options
: STRING
a JSON with the different options. If options is set to NULL
then all options are set to default.
Return type
The results are stored in the table named <output_table>
, which contains the columns in input
plus the smoothened variables as <value_column>_smooth
Examples
This procedure call smoothens variables var1
and var2
by averaging the values within a spatial neighbouring region.
This procedure call smoothens variables var1
and var2
by averaging the values within a spatial neighbouring region with defaults.
Description
Input parameters
The input parameters to this procedure are:
input
: STRING
the query to the data used to compute the coefficient. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
index_column
: STRING
name of the column with the spatial indexes.
date_column
: STRING
name of the column with the date.
gi_column
: STRING
name of the column with the getis ord values.
p_value_column
: STRING
name of the column with the p_value associated with the getis ord values.
options
: STRING
containing a valid JSON with the different options. Valid options are described in the table below. If options is set to NULL then all options are set to default.
Output
The output table contains the following fields:
index_column
: the type
of the index_col
specified in the input.
classification
: STRING
is one of the categories in the table.
tau
: FLOAT64
the $tau$ value of the trend test.
tau_p
: FLOAT64
the p-value of the trend $tau$ value. If it equals to 2 then it means that the trend test has failed.
Example
Description
This procedure provides a way to group together different time series based on several methods that are use-case dependant. The user is able to choose the number of clusters. Please read carefully the method definition below to understand their usage and possible caveats that each method may have.
The data passed to the function requires to be structured using two different columns that will serve as indices:
A unique ID per time series (partitioning_column
), which can be a spatial index, a location unique ID (for instance a POI, store, point of sale, antenna, asset, etc.) or any other ID that uniquely identifies each time series.
A timestamp (ts_column
), that will identify each of the time steps within each and all series.
All these methods require the series to be aligned and grouped, so that there is one and only one observation per combination of ID and timestamp; the input data cannot have missing values (a series is missing a value in the nth timestep) or multiple values (a series has multiple values in the nth timestep). Since each series require different treatment, the user is in charge of performing this step.
This example below will re-sample a daily time series into a weekly sampling rate and impute all missing values (if any).
Profile characteristic: will group the series together based on how similar their dynamics are; that is, how similar their step to step changes are. This method will not take into account their scale but the correlation between series, grouping them together if their changes are similar. For example, two stores will be grouped together if their sales are more substantial on weekends, despite the scale of them may differ orders of magnitude.
Arguments
input
: STRING
the query to the data used to compute the clustering. A qualified table name can be given as well: <project-id>.<dataset-id>.<table-name>
.
output_table
: STRING
qualified name of the output table: <project-id>.<dataset-id>.<table-name>
.
partitioning_column
: STRING
name of the column with the time series IDs.
ts_column
: STRING
name of the column with the date.
value_column
: STRING
name of the column with the value per ID and timestep.
options
: JSON
containing the advanced options for the procedure:
method
: STRING
, one of:
value
for value characteristic,
profile
for profile characteristic.
n_clusters
: INT
number of clusters to generate in the K-Means.
model_name
: name to use for the K-Means object in BigQuery. Defaults to <output_table>_model
.
Output
The results are stored in the table named <output_table>
, which contains the following columns:
The given partitioning_column
, one entry per unique value in the input;
cluster
, a STRING
column with the cluster label associated.
Example
This procedure returns for each point the of a given set of points.
This function returns for each point the of a given set of points.
This procedure computes the for each point of a specified column and stores the result in an output table along with the other input columns.
This function computes the of each point of a given set of points.
This function computes the of a given set of points.
This function computes the of a given set of points.
model_transform
: STRING
containing the clause in a . If NULL no TRANSFORM clause is applied.
model_options
: JSON
with the different options allowed by for regression models. Any model is allowed as long as it can deal with numerical inputs for the response variable. At least the INPUT_LABEL_COLS
and MODEL_TYPE
parameters must be specified. By default, data will not be split into train and test (DATA_SPLIT_METHOD = 'NO_SPLIT'
). is not currently supported.
nbuckets
: INT64
the number of buckets used when a bucketization method is specified. The default number of buckets is selected using . Ignored if bucketize_method
is not specified.
remove_outliers
: BOOL
. When bucketize_method
is specified, if remove_outliers
is set to TRUE the buckets are derived from the oulier-removed data. The outliers are computed using for outlier detection. The default value is TRUE. For large inputs, setting this option to TRUE might cause a . Ignored if bucketize_method
is not specified.
nbuckets
: INT64
the number of buckets used when a bucketization method is specified. When bucketize_method
is set to EQUAL_INTERVALS, if nbuckets
is NULL, the default number of buckets is selected using . When bucketize_method
is set to JENKS or QUANTILES, nbuckets
cannot be NULL. When bucketize_method
is set to JENKS the maximum value is 100, aka the maximum number of clusters allowed by BigQuery with k-means clustering.
This procedure computes the coefficient for a set of (spatial) variables. This coefficient can be used as a measure of internal consistency or reliability of the data, based on the strength of correlations between individual variables. Cronbach’s alpha reliability coefficient normally ranges between 0 and 1 but there is actually no lower limit to the coefficient. Higher alpha (closer to 1) vs lower alpha (closer to 0) means higher vs lower consistency, with usually 0.65 being the minimum acceptable value of internal consistency. Rows with a NULL value in any of the individual variables are dropped.
This procedure performs a local least squares regression for every input cell. This approach was selected to improve computation time and efficiency. The number of models is controlled by the selected cell resolution, thus the user can increase or decrease the resolution of the cell index to perform more or less regressions. Note that you need to provide the cell ID (spatial index) for every location as input (see cell_column
parameter), i.e., the cell type and resolution are not passed explicitly, but rather the index has to be computed previously. Hence if you want to increase or decrease the resolution, you need to precompute the corresponding cell ID of every location (see or module).
kernel_function
: STRING
to compute the spatial weights across the kring. Available functions are: 'uniform', 'triangular', 'quadratic', 'quartic' and 'gaussian'.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
This procedure computes the space temporal Getis-Ord Gi* statistic for each H3 index and each datetime timestamp according to the method described in this . It extends the function by including the time domain. The Getis-Ord Gi* statistic is a measure of spatial autocorrelation, which is the degree to which data values are clustered together in space and time. The statistic is computed as the sum of the values of the cells in the kring (distance from the origin, space and temporal) weighted by the kernel functions, minus the value of the origin cell, divided by the standard deviation of the values of the cells in the kring. The Getis-Ord Gi* statistic is calculated from minimum to maximum datetime with the step defined by the user, in the input array. The datetime timestamp is truncated to the provided level, for example day / hour / week etc. For each spatial index, the missing datetime timestamp, from minimum to maximum, are filled with the default value of 0. Any other imputation of the values should take place outside of the function prior to passing the input to the function. The p value is computed as the probability of observing a value as extreme as the observed value, assuming the null hypothesis that the values are randomly distributed in space and time. The p value is computed using a normal distribution approximation.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
kernel_time
: STRING
to compute the temporal weights within the time bandwidth. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
This table function computes the space temporal Getis-Ord Gi* statistic for each H3 index and each datetime timestamp according to the method described in this . It extends the function by including the time domain. The Getis-Ord Gi* statistic is a measure of spatial autocorrelation, which is the degree to which data values are clustered together in space and time. The statistic is computed as the sum of the values of the cells in the kring (distance from the origin, space and temporal) weighted by the kernel functions, minus the value of the origin cell, divided by the standard deviation of the values of the cells in the kring. The Getis-Ord Gi* statistic is calculated from minimum to maximum datetime with the step defined by the user, in the input array. The datetime timestamp is truncated to the provided level, for example day / hour / week etc. For each spatial index, the missing datetime timestamp, from minimum to maximum, are filled with the default value of 0. Any other imputation of the values should take place outside of the function prior to passing the input to the function. The p value is computed as the probability of observing a value as extreme as the observed value, assuming the null hypothesis that the values are randomly distributed in space and time. The p value is computed using a normal distribution approximation.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
kernel_time
: STRING
to compute the temporal weights within the time bandwidth. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
This procedure computes the space temporal Getis-Ord Gi* statistic for each Quadbin index and each datetime timestamp according to the method described in this . It extends the function by including the time domain. The Getis-Ord Gi* statistic is a measure of spatial autocorrelation, which is the degree to which data values are clustered together in space and time. The statistic is computed as the sum of the values of the cells in the kring (distance from the origin, space and temporal) weighted by the kernel functions, minus the value of the origin cell, divided by the standard deviation of the values of the cells in the kring. The Getis-Ord Gi* statistic is calculated from minimum to maximum datetime with the step defined by the user, in the input array. The datetime timestamp is truncated to the provided level, for example day / hour / week etc. For each spatial index, the missing datetime timestamp, from minimum to maximum, are filled with the default value of 0. Any other imputation of the values should take place outside of the function prior to passing the input to the function. The p value is computed as the probability of observing a value as extreme as the observed value, assuming the null hypothesis that the values are randomly distributed in space and time. The p value is computed using a normal distribution approximation.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
kernel_time
: STRING
to compute the temporal weights within the time bandwidth. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
This table function computes the space temporal Getis-Ord Gi* statistic for each Quadbin index and each datetime timestamp according to the method described in this . It extends the function by including the time domain. The Getis-Ord Gi* statistic is a measure of spatial autocorrelation, which is the degree to which data values are clustered together in space and time. The statistic is computed as the sum of the values of the cells in the kring (distance from the origin, space and temporal) weighted by the kernel functions, minus the value of the origin cell, divided by the standard deviation of the values of the cells in the kring. The Getis-Ord Gi* statistic is calculated from minimum to maximum datetime with the step defined by the user, in the input array. The datetime timestamp is truncated to the provided level, for example day / hour / week etc. For each spatial index, the missing datetime timestamp, from minimum to maximum, are filled with the default value of 0. Any other imputation of the values should take place outside of the function prior to passing the input to the function. The p value is computed as the probability of observing a value as extreme as the observed value, assuming the null hypothesis that the values are randomly distributed in space and time. The p value is computed using a normal distribution approximation.
kernel
: STRING
to compute the spatial weights across the kring. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
kernel_time
: STRING
to compute the temporal weights within the time bandwidth. Available functions are: uniform, triangular, quadratic, quartic and gaussian.
This procedure computes the from the input table with H3 indexes.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
This function computes the from the input array of H3 indexes.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
This procedure computes the from the input table with Quadbin indexes.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
This function computes the from the input array of Quadbin indexes.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
decay
: STRING
decay function to compute the . Available functions are: uniform, inverse, inverse_square and exponential.
This function computes the from the input array of points and their associated values.
This procedure uses to compute the interpolated values of a set of points stored in a table, given another set of points with known associated values.
This function uses to compute the interpolated values of an array of points, given another array of points with known associated values and a variogram. This variogram may be computed with the [#variogram] function.
This function performs Inverse Distance Weighted interpolation. More information on the method can be found . The method uses the values of the input samples to interpolate the values for the derived locations. The user can select the number of neighbors to be selected for the interpolation, the maximum distance between points and neighbors and the factor p
for the weights.
This implementation is based on the work of Christopher J. Paciorek: "Spatial models for point and areal data using Markov random fields on a fine grid." Electron. J. Statist. 7 946 - 972, 2013.
if your data is in lat/long format, you can still use this procedure by first converting your points to H3 cell indexes by using the function.
closing_distance
: INT64
distance of closing. It defaults to 0. If strictly positive, the algorithm performs a on the cells by the closing_distance
, defined in number of cells, before performing the smoothing. No closing is performed otherwise.
lambda
: FLOAT64
iteration update factor. It defaults to 1.6. For more details, see , page 963.
convergence_limit
: FLOAT64
threshold condition to stop iterations. If this threshold is not reached, then the procedure will finish its execution after the maximum number of iterations (iter
) is reached. It defaults to 10e-5. For more details, see , page 963.
This implementation is based on the work of Christopher J. Paciorek: "Spatial models for point and areal data using Markov random fields on a fine grid." Electron. J. Statist. 7 946 - 972, 2013.
if your data is in lat/long format, you can still use this procedure by first converting your points to QUADINT cell indexes by using the function.
closing_distance
: INT64
distance of closing. It defaults to 0. If strictly positive, the algorithm performs a on the cells by the closing_distance
, defined in number of cells, before performing the smoothing. No closing is performed otherwise.
lambda
: FLOAT64
iteration update factor. It defaults to 1.6. For more details, see , page 963.
convergence_limit
: FLOAT64
threshold condition to stop iterations. If this threshold is not reached, then the procedure will finish its execution after the maximum number of iterations (iter
) is reached. It defaults to 10e-5. For more details, see , page 963.
Prepares the input data for the procedure.
This procedure is tested against the R package , which adopts the Factorial Analysis of Mixed Data (FAMD) method developed by . The same method is applied here and generalizes the use of PCA to account for the number of modalities available to each categorical/ordinal variable and on the probabilities of these modalities.
Principal Component Analysis (PCA) is primarily suited for continuous data, for which squared differences are well defined, but it also might be applied to discrete variables (although in this case the results might exhibit some ). When dealing with categorical or ordinal data, direct application of PCA is not recommended, even if the data has been , as for example done in the method in Google BigQuery. The issue when applying the PCA method over a table containing the one-hot encoded data is that the component of the variance associated with a categorical/ordinal variable would inherently depend on the number of modalities available to the variable as well as on the probabilities of these modalities, and therefore it would be impossible to equally weight all the input variables when maximizing the variance.
Transform the input data to standardize the numerical columns and build an indicator matrix for the categorical data scaled to account for the number of modalities available to each category )
input_query
: STRING
the query to the input data created with the procedure. A qualified table name can be given as well, e.g. 'project-id.dataset-id.table-name'.
Given the principal component analysis (PCA) model trained with the procedure, it returns the principal component scores for the input data, as returned by the procedure.
input_query
: STRING
the query to the input data created with the procedure which will be used to derive the principal component scores. A qualified table name can be given as well, e.g. 'project-id.dataset-id.table-name'.
This procedure can be used to detect anomalous spatial regions. It implements the developed in to detect spatial regions where the variable of interest is higher (or lower) than its baseline value.
Choose models of the data under H0 (the null hypothesis of no cluster of anomalies) and H1(S) (the alternative hypothesis assuming an anomalous cluster in region S). Here we assume that that each location's value is drawn independently from some distribution where represents the set of baseline values of that location, and represents some underlying relative risk parameter. Second, we make the assumption that the relative risk is uniform under the null hypothesis: thus we assume that any space-time variation in the values under the null is accounted for by our baseline parameters and our methods are designed to detect any additional variation not reflected in these baselines.
Population-based. In the population-based approach, the observed values are expected to be proportional to the baselines, which typically represent the population corresponding to each spatial location. This population can be either given (e.g. from census data) or inferred (e.g. from sales data), and can be adjusted for any known covariates. Under the simplifying assumption of uniform rates, we wish to test the null hypothesis that the rate is uniform everywhere (all are equal to some constant ) against the set of alternative hypotheses with inside some region S and outside S, for some constants .
Expectation-based. In the expectation-based method, the observed values should be equal (and not just proportional as in the population-based approach) to the baseline under the null hypothesis (i.e. each baseline represents the expected value of the input variable for a given location, under the null hypothesis). These expected values are often derived from a used to estimate the expected value given a set of covariates.
Fit a Gumbel distribution to the maximum scores. Using the methods of moments, the Cumulative Distribution Function (CDF) for the Gumbel distribution of maxima can be calculated as the following: where and
Compute the p-value as (right-tailed test)
input_query
: STRING
the query or the fully qualified name of the table containing the data used to detect the spatial anomalies. It must contain the index_column
, the input_variable_column
, a column named <input_variable_column>_baseline
with the values that should be used as a baseline to detect the anomalies and, when the distributional model
parameter is set to 'GAUSSIAN' also its variance, its variance, <input_variable_column>_baseline_sigma2
. The locations should all have the same timestamps (i.e. no missing locations / time combinations are allowed). No NULL values in any of the input columns are allowed, and no duplicated locations are allowed. Baselines can be broadly defined, depending on the application domain under consideration. For example, the variable of interest might be some counts and the baselines might be the at-risk population of that area. Alternatively, rather than being given the baselines in advance, we might infer these baselines from the data using a that accounts for any know covariate and can used to the expected values and their variance.
This procedure can be used to detect anomalous space-time regions. It implements the developed in to detect space-time regions where the variable of interest is higher (or lower) than its baseline value.
Choose models of the data under H0 (the null hypothesis of no cluster of anomalies) and H1(S) (the alternative hypothesis assuming an anomalous cluster in region S). Here we assume that that each location's value is drawn independently from some distribution where represents the set of baseline values of that location, and represents some underlying relative risk parameter. Second, we make the assumption that the relative risk is uniform under the null hypothesis: thus we assume that any space-time variation in the values under the null is accounted for by our baseline parameters and our methods are designed to detect any additional variation not reflected in these baselines.
Population-based. In the population-based approach, the observed values are expected to be proportional to the baselines, which typically represent the population corresponding to each space-time location. This population can be either given (e.g. from census data) or inferred (e.g. from sales data), and can be adjusted for any known covariates using for exaple a . We wish to test the null hypothesis that the relative risk is uniform everywhere (all are equal to some constant ) against the set of alternative hypotheses with inside some region S and outside S, for some constants .
Expectation-based. In the expectation-based method, the observed values should be equal (and not just proportional as in the population-based approach) to the baseline under the null hypothesis (i.e. each baseline represents the expected value of the input variable for a given location and at a given time stamp, under the null hypothesis). These expected values are often derived from a regression model (e.g. a of the historical data used to forecast the expected value of the current data) or by computing the moving average over a window larger than the expected temporal extent of the anomaly.
Fit a Gumbel distribution to the maximum scores. Using the methods of moments, the Cumulative Distribution Function (CDF) for the Gumbel distribution of maxima can be calculated as the following: where and
Compute the p-value as (right-tailed test)
input_query
: STRING
the query or the fully qualified name of the table containing the data used to detect the space-time anomalies. It must contain the index_column
, the date_column
, the input_variable_column
, a column named <input_variable_column>_baseline
with the values that should be used as a baseline to detect the anomalies and, when the distributional model
parameter is set to 'GAUSSIAN' also its variance, <input_variable_column>_baseline_sigma2
. The locations should all have the same timestamps (i.e. no missing locations / time combinations are allowed). No NULL values in any of the input columns are allowed, and no duplicated location/time pairs are allowed. Baselines can be broadly defined, depending on the application domain under consideration. For example, the variable of interest might be some counts and the baselines might be the at-risk population of that area. Alternatively, rather than being given the baselines in advance, we might infer these baselines from historical data using a that accounts for any know covariate and can used to the expected values and their variance.
input_variable_column
: STRING
the name of the column with the variable for which the space-time anomalies should be detected. When the permutations option is set to a number larger the zero and the values of the input_variable_column
are larger than , scaling of the values of the input_variable_column
(and of <input_variable_column>_baseline
and <input_variable_column>_baseline_sigma2
columns) is recommended to avoid a floating point error when computing the p-value
This implementation is based on Meyer, H., & Pebesma, E. (2021). Predicting into unknown space? . Methods in Ecology and Evolution, 12, 1620– 1633.
Given the of a trained model, the procedure computes a Dissimilarity Index (DI) for each new data point used for prediction as the multivariate distance between the model covariates for that point and the nearest training data point. To identify those new points that lie in the model AOA, the DI is compared using a threshold obtained as the (outlier-removed) maximum DI of the training data derived via cross-validation: for each training data point the DI is computed as the distance to the nearest training data point that is not in the same (spatial) cross-validation fold with respect to the average of all pairwise distances between all training data. Alternatively, the user can also input a user-defined threshold. To compute the DI, two distance metrics are available:
: the distance between two data points is computed as the sum over all predictors of the weighted and normalized absolute differences for numerical (continous and discrete) predictors and the indicator function (0 if equal, 1 otherwise) for categorical/ordinal predictors. This distance can be used for numerical only, categorical only or mixed-type data and is normalized between 0 and 1, with 0 indicating that two points are the same.
The cross-validation folds for the training data can be obtained using a custom index (“CUSTOM_KFOLD”), a random cross-validation strategy (“RANDOM_KFOLD”), or (“ENV_BLOCKING_KFOLD”).
shap_query
: STRING
the query to the model SHAP table with the feature importance of the model. For example, for the these values are stored in a table with suffix _model_shap
. When the model is the feature importance of the model predictors can also be found on the model Interpretability tag.
This procedure derives cross validation (CV) folds based on .
This procedure uses multivariate methods ( + ) to specify sets of similar conditions based on the input covariates. It should be used to overcome the issue of overfitting due to non-causal predictors: in this case, the spatial structure in the data may be explained by the model through some other non-causal covariate which correlates with the spatial structure. The resulting model predictions may perform fine in a situation where the correlation structure between non-causal and the “true” predictors (i.e. the underlying structures) remains unchanged but they could completely fail when predicting to novel situations (extrapolation).
The method performs a Principal Component Analysis (PCA) on the standardized data and then applies K-means clustering to cluster the data. The cluster number is then used to assign to each data point a corresponding CV fold. If the optimal number of folds is not provided, this is obtained by choosing the number of clusters that minimizes the .
We suggest to limit the use of this procedure to numerical data only. Principal Component Analysis (PCA) and K-means are primarily suited for continuous data, for which squared differences are well defined, but they also might be applied to discrete variables (although in this case the PCA results might exhibit some and the K-means results will not map back to the data). When dealing with categorical or ordinal data instead, direct application of PCA/K-means is not recommended, even if the data has been , as for example done in the and methods in Google BigQuery. The issue when applying the PCA/K-means method over a table containing the one-hot encoded data is that the results would inherently depend on the number of modalities available to each variable as well as on the probabilities of these modalities and therefore it would be impossible to equally weight all the input variables when maximizing the variance (PCA) or the within-cluster sums of squares (K-means).
This procedure is designed to analyze spatio-temporal data in order to identify and categorize locations based on their hotspot or coldspot status over time. Utilizing z-score values generated by the Space-Time Getis-Ord function, i.e. the , and applying either the or trend test on these values, it categorizes each location into specific types of hotspots or coldspots. This categorization is based on patterns of spatial clustering and intensity trends over observed time intervals. The categories can be seen in the following table along with their description.
The procedure will use any of the methods explained below to cluster the series. There is no single correct method, but different ways to approach different use cases. Please take a look at , since probably some of the provided functions or examples can be useful to deal with this kind of preprocessing.
Value characteristic: will group the series based on how similar they are point-wise, that is, sample by sample in each of them. This should return intuitive results: different changes in scale will probably split the series in larger and smaller ones, and changes that make points in similar ranges will contribute to the series being together. Another way of thinking of this method is assuming that will group series together the closer their points are if we plot them on a graph. Note: this function uses the internally where the dimensions are the timesteps; therefore it will suffer the for a very large number of timesteps. To identify this issue, please start the analysis on very large time aggregations (i.e. monthly) and increase the temporal resolution to inspect any changes in this classification.
This project has received funding from the research and innovation programme under grant agreement No 960401.
Option
ENTROPY
CUSTOM_WEIGHTS
FIRST_PC
Valid options
Default value
scoring_method
Optional
Optional
Optional
ENTROPY, CUSTOM_WEIGHTS, FIRST_PC
ENTROPY
weights
Ignored
Optional
Ignored
{"name":value…}
NULL
scaling
Ignored
Optional
Ignored
MIN_MAX_SCALER, STANDARD_SCALER, RANKING, DISTANCE_TO_TARGET_MIN, DISTANCE_TO_TARGET_MAX, DISTANCE_TO_TARGET_AVG, PROPORTION
MIN_MAX_SCALER
aggregation
Ignored
Optional
Ignored
LINEAR, GEOMETRIC
LINEAR
correlation_var
Ignored
Optional
Mandatory
-
NULL
correlation_thr
Ignored
Optional
Optional
-
NULL
return_range
Optional
Optional
Optional
-
NULL
bucketize_method
Optional
Optional
Optional
EQUAL_INTERVALS, QUANTILES, JENKS
NULL
nbuckets
Optional
Optional
Optional
-
When bucketize_method
is set to EQUAL_INTERVALS is selected using Freedman and Diaconis’s (1981) rule
ordinal_encoding
STRING
the method used to encode ordinal variables. Possible options are CATEGORICAL (DEFAULT): the ordinal variables are treated as categorical variables and are transformed using a one-hot encoding scheme; NUMERICAL: the ordinal variables are treated as numerical variables and used as such, without any additional transformation
new_data_input_query
STRING
the query to the data which will be projected in the PCA space to obtain the PC scores. It must contain all the individual variables specified in cols_num_arr
, cols_cat_arr
, and cols_ord_arr
. A qualified table name can be given as well, e.g. 'project-id.dataset-id.table-name'.
NUM_PRINCIPAL_COMPONENTS
INT64
Number of principal components to keep as defined in BigQuery ML CREATE MODEL statement for PCA models
PCA_EXPLAINED_VARIANCE_RATIO
FLOAT64
as defined in BigQuery ML CREATE MODEL statement for PCA models
PCA_SOLVER
STRING
as defined in BigQuery ML CREATE MODEL statement for PCA models
kring_size
ARRAY<INT64>
either the minimum and the maximum size of the k-ring used to define the spatial zones (e.g. [0,5]) or an array of specific k-rings (e.g. [0,2,5]). Use the latter to reduce the number of spatial zones and speed up computation
[0, 3]
is_high_mean_anomalies
BOOL
a boolean to specify if the analysis is for detecting spatial zones higher (true
) or lower (false
) than the baseline
true
estimation_method
STRING
the estimation method used to detect the spatial anomalies, either 'EXPECTATION' or 'POPULATION' for the expectation- and population-based methods respectively
'EXPECTATION'
distributional_model
STRING
the distributional model of the data, either 'POISSON' or 'GAUSSIAN'. The 'POISSON' model should be used only for non-negative data
'GAUSSIAN'
permutations
INT64
the number of permutations used to derive the random replicas to test the anomaly statistical significance
10
max_results
INT64
the maximum number of spatial zones returned. The spatial zones are first ordered in descending order according to the score. When two (or more) space-time zones have the same score, the order is arbitrary
10
kring_size
ARRAY<INT64>
either the minimum and the maximum size of the k-ring used to define the spatial zones (e.g. [0,5]) or an array of specific k-rings (e.g. [0,2,5]). Use the latter to reduce the number of spatial zones and speed up computation
[0, 3]
time_bw
ARRAY<INT64>
either the minimum and the maximum temporal bandwidth used to define the temporal zones (e.g. [0,10]) or an array of specific temporal bandwidths (e.g. [0,5,10]). Use the latter to reduce the number of temporal zones and speed up computation
[0, L] where L is the maximum length of the time series
is_prospective
BOOL
a boolean to specify if the analysis is retrospective or prospective. In a retrospective analysis, the space-time anomalies can happen at any point in time over all the past data (a temporal zone can end at any timestamp); in the prospective analysis instead, only temporal zones that end with the last timestamp are considered and the interest lies in detecting new emerging anomalies
true
is_high_mean_anomalies
BOOL
a boolean to specify if the analysis is for detecting space-time zones higher (true
) or lower (false
) than the baseline
true
estimation_method
STRING
the estimation method used to detect the spacetime anomalies, either 'EXPECTATION' or 'POPULATION' for the expectation- and population-based methods respectively. In the population-based method we expect each observed value to be proportional to its baseline under the null hypothesis, while in the expectation-based method, we expect each observed value to be equal to its baseline under the null hypothesis
'EXPECTATION'
distributional_model
STRING
the distributional model of the data, either 'POISSON' or 'GAUSSIAN'. The 'POISSON' model should be used only for non-negative data
'GAUSSIAN'
permutations
INT64
the number of permutations used to derive the random replicas to test the anomaly statistical significance
10
max_results
INT64
the maximum number of space-time zones returned. The space-time zones are first ordered in descending order according to the score. When two (or more) space-time zones have the same score, the order is arbitrary
10
threshold_method
Default: "RANDOM_KFOLD"
. STRING
method used for calculating the threshold to be applied on dissimilarity index of the candidate set in order to identify the area of applicability. Possible options are: "USER_DEFINED_THRESHOLD"
uses a user defined threshold to derive the AOA. The threshold is provided by the user-defined threshold
value; "CUSTOM_KFOLD"
uses a customized k-fold index. The threshold is based on the cross-validation folds stored in the kfold_index_column in the source_input_query
data; "RANDOM_KFOLD"
uses a random k-fold index. The threshold is based on the cross-validation folds derived from a random k-fold strategy with the number of folds specified by the user in the nfolds
parameter; "ENV_BLOCKING_KFOLD"
uses a environmental blocking k-fold index. The threshold is based on the cross-validation folds derived from an environmental blocking strategy. This method can only be used when all predictors are numerical, otherwise an error is raised.
threshold
FLOAT64
the user defined threshold when the "USER_DEFINED_THRESHOLD"
threshold method is used. The threshold should be defined in the [0,1] interval.
kfold_index_column
STRING
name of the cross-validation fold column. If threshold_method
is set to "CUSTOM_KFOLD"
, the user needs to pass this parameter, otherwise an error is raised. If threshold_method is set to "RANDOM_KFOLD"
or "ENV_BLOCKING_KFOLD"
, this parameter is optional.
distance_type
Default: "GOWER"
. STRING
the distance used to compute the dissimilarity index. Possible options are GOWER for the Gower distance and EUCLIDEAN for the Euclidean distance. When working with mixed data types the user can only use the Gower distance, otherwise an error is raised.
outliers_scale_factor
FLOAT64
the scale factor used to define the threshold when threshold_method is set to "CUSTOM_KFOLD"
, "RANDOM_KFOLD"
, or "ENV_BLOCKING_KFOLD"
. Analogue to Tukey’s fences k parameter for outlier detection.
pca_explained_variance_ratio
FLOAT64
the proportion of explained variance retained in the PCA analysis. Only values in the (0,1] range are allowed.
nfolds
INT64
the default number of k-folds when the threshold_method is set to "RANDOM_KFOLD"
or "ENV_BLOCKING_KFOLD"
. Cannot be NULL if threshold_method="RANDOM_KFOLD"
; if threshold_method="ENV_BLOCKING_KFOLD"
, if NULL, nfolds_min
and nfolds_max
must be specified and the optimal number of folds is computed by deriving the clusters for a number of folds between nfolds_min
and nfolds_max
and choosing the number of folds (clusters) that minimizes the Calinski-Harabasz Index. If not NULL then nfolds
should be at least 1.
nfolds_min
INT64
the minimum number of environmental folds (clusters) if nfolds
is set to NULL, otherwise it is ignored.
nfolds_max
INT64
the maximum number of environmental folds (clusters) if nfolds
is set to NULL, otherwise it is ignored.
normalize_dissimilarity_index
BOOLEAN
if TRUE the dissimilarity factor is normalized between 0 and 1. If threshold_method is set to USER_DEFINED_THRESHOLD this parameter must be set to TRUE.
return_source_dataset
BOOLEAN
if TRUE the dissimilarity index for the source model data is also returned. If threshold_method is set to "USER_DEFINED_THRESHOLD"
this parameter must be set to FALSE.
threshold_method
USER_DEFINED_THRESHOLD
CUSTOM_KFOLD
RANDOM_KFOLD
ENV_BLOCKING_KFOLD
Default value
threshold
Mandatory
Ignored
Ignored
Ignored
"RANDOM_KFOLD"
kfold_index_column
Ignored
Mandatory
Optional
Optional
"kfold_index"
distance_type
Optional
Optional
Optional
Optional
"GOWER"
outliers_scale_factor
Ignored
Optional
Optional
Optional
1.5
pca_explained_variance_ratio
Ignored
Ignored
Ignored
Optional
0.9
nfolds
Ignored
Ignored
Mandatory
Optional if nfolds_min
and nfolds_max
are defined
NULL if OPTIONS IS NOT NULL and 4 otherwise
nfolds_min
Ignored
Ignored
Ignored
Optional if nfolds
is defined; mandatory if nfolds_max
is defined
NULL
nfolds_max
Ignored
Ignored
Ignored
Optional if nfolds
is defined; mandatory if nfolds_min
is defined
NULL
normalize_dissimilarity_index
Optional
Optional
Optional
Optional
TRUE
return_source_dataset
Optional
Optional
Optional
Optional
FALSE
pca_explained_variance_ratio
FLOAT64
as defined in BigQuery ML CREATE MODEL statement for PCA models (DEFAULT: 0.9).
nfolds
INT64
the default number of folds (clusters). If NULL the optimal number of folds is computed by deriving the clusters for a number of folds between nfolds_min and nfolds_max and choosing the number of folds (clusters) that minimizes the Calinski-Harabasz Index. If not NULL then nfolds should be at least 1.
nfolds_min
INT64
the minimum number of environmental folds (clusters) if nfolds is set to NULL, otherwise it is ignored. If NOT NULL nfolds_min should be at least 1 and nfolds_max should also be specified.
nfolds_max
INT64
the maximum number of environmental folds (clusters) if nfolds is set to NULL, otherwise it is ignored. If NOT NULL nfolds_max should be at always larger than nfolds_min.
kfold_index_column
STRING
the name of the cross-validation fold column. If NULL this parameter is set to 'k_fold_index'.
kring_size
INT64
the size of the k-ring used to define the neighbours in the spatial domain; that is, the spatial bandwith. It defines the spatial area (spatial window) around each cell that will be taken into account to aggregate each variable. If set to 0
, only the time domain is considered for smoothing the data.
1
time_bw
INT64
the size of the k-ring used to define the neighbours in the time domain; that is, the temporal bandwith. It defines the time range (time window) around each cell that will be taken into account to aggregate each variable. If set to 0
, only the spatial domain is considered for smoothing the data.
1
window_alignment
STRING
the method used to create the time-based window around each data point that includes its neighboring values. Specifically, for a given point in time, the k-ring encompasses all values within a defined range that can be:
centered
: takes all previous and subsequent values within the temporal k-ring, i.e.: [- time_bw, time_bw]
.
backward
: takes all previous values within the temporal k-ring, i.e.: [- time_bw, 0]
.
forward
: takes all subsequent values within the temporal k-ring, i.e.: [0, time_bw]
.
centered
keep_input_columns
BOOL
a boolean to specify whether to preserve the original values in input
or to output only the newly smoothened variables.
True
kring_size
INT64
the size of the k-ring used to define the neighbours in the spatial domain; that is, the spatial bandwith. It defines the spatial area (spatial window) around each cell that will be taken into account to average each variable. If set to 0
, only the time domain is considered for smoothing the data.
1
time_bw
INT64
the size of the k-ring used to define the neighbours in the time domain; that is, the temporal bandwith. It defines the time range (time window) around each cell that will be taken into account to average each variable. If set to 0
, only the spatial domain is considered for smoothing the data.
1
kernel
STRING
the kernel function to compute the weights across the spatial kring, that determine how much influence each point within the window has on the smoothed value, based on its distance from the center of the window. All kernel values beyond the bandwidth (kring_size
) are set to 0. Available functions are: uniform
(all points in each neighborhood are weighted equally), bounded_triangular
, bounded_quadratic
, bounded_quartic
, bounded_gaussian
, gaussian
, inverse
, inverse_square
& exponential
. Those including the prefix bounded_
are functions whose weights are (close to) zero when the distance equals the bandwidth (i.e. the outermost neighbours).
uniform
kernel_time
STRING
the kernel function to compute the weights across the temporal kring, that determine how much influence each point within the window has on the smoothed value, based on its distance from the center of the window. All kernel values beyond the bandwidth (time_bw
) are set to 0. Available functions are: uniform
(all points in each neighborhood are weighted equally), bounded_triangular
, bounded_quadratic
, bounded_quartic
, bounded_gaussian
, gaussian
, inverse
, inverse_square
& exponential
. Those including the prefix bounded_
are functions whose weights are (close to) zero when the distance equals the bandwidth (i.e. the outermost neighbours).
uniform
window_alignment
STRING
the method used to create the time-based window around each data point that includes its neighboring values. Specifically, for a given point in time, the k-ring encompasses all values within a defined range that can be:
centered
: takes all previous and subsequent values within the temporal k-ring, i.e.: [- time_bw, time_bw]
.
backward
: takes all previous values within the temporal k-ring, i.e.: [- time_bw, 0]
.
forward
: takes all subsequent values within the temporal k-ring, i.e.: [0, time_bw]
.
centered
keep_input_columns
BOOL
a boolean to specify whether to preserve the original values in input
or to output only the newly smoothened variables.
True
kring_size
INT64
the size of the k-ring used to define the neighbours in the spatial domain; that is, the spatial bandwith. It defines the spatial area (spatial window) around each cell that will be taken into account to aggregate each variable.
1
keep_input_columns
BOOL
a boolean to specify whether to preserve the original values in input
or to output only the newly smoothened variables.
True
kring_size
INT64
the size of the k-ring used to define the neighbours in the spatial domain; that is, the spatial bandwith. It defines the spatial area (spatial window) around each cell that will be taken into account to average each variable.
1
kernel
STRING
the kernel function to compute the weights across the spatial kring, that determine how much influence each point within the window has on the smoothed value, based on its distance from the center of the window. All kernel values beyond the bandwidth (kring_size
) are set to 0. Available functions are: uniform
(all points in each neighborhood are weighted equally), bounded_triangular
, bounded_quadratic
, bounded_quartic
, bounded_gaussian
, gaussian
, inverse
, inverse_square
& exponential
. Those including the prefix bounded_
are functions whose weights are (close to) zero when the distance equals the bandwidth (i.e. the outermost neighbours).
uniform
keep_input_columns
BOOL
a boolean to specify whether to preserve the original values in input
or to output only the newly smoothened variables.
True
Undetected Pattern
This category applies to locations that do not exhibit any discernible patterns of hot or cold activity as defined in subsequent categories.
Incipient Hotspot
This denotes a location that has become a significant hotspot only in the latest observed time step, without any prior history of significant hotspot activity.
Sequential Hotspot
Identifies a location experiencing an unbroken series of significant hotspot activity leading up to the most recent time step, provided it had no such activity beforehand and less than 90% of all observed intervals were hotspots.
Strengthening Hotspot
A location consistently identified as a hotspot in at least 90% of time steps, including the last, where there's a statistically significant upward trend in activity intensity.
Stable Hotspot
Represents a location maintaining significant hotspot status in at least 90% of time steps without showing a clear trend in activity intensity changes over time.
Declining Hotspot
A location that has consistently been a hotspot in at least 90% of time steps, including the most recent one, but shows a statistically significant decrease in the intensity of its activity.
Occasional Hotspot
Locations that sporadically become hotspot, with less than 90% of time steps marked as significant hotspots and no instances of being a significant coldspot.
Fluctuating Hotspot
Marks a location as a significant hotspot in the latest time step that has also experienced significant coldspot phases in the past, with less than 90% of intervals as significant hotspots.
Legacy Hotspot
A location that isn't currently a hotspot but was significantly so in at least 90% of past intervals.
Incipient Coldspot
Identifies a location that is marked as a significant coldspot for the first time in the latest observed interval, without any previous history of significant coldspot status.
Sequential Coldspot
A location with a continuous stretch of significant coldspot activity leading up to the latest interval, provided it wasn't identified as a coldspot before this streak and less than 90% of intervals were marked as coldspots.
Strengthening Coldspot
A location identified as a coldspot in at least 90% of observed intervals, including the most recent, where there's a statistically significant increase in the intensity of low activity.
Stable Coldspot
A location that has been a significant coldspot in at least 90% of intervals without any discernible trend in the intensity of low activity over time.
Declining Coldspot
Locations that have been significant coldspots in at least 90% of time steps, including the latest, but show a significant decrease in low activity intensity.
Occasional Coldspot
Represents locations that sporadically become significant coldspots, with less than 90% of time steps marked as significant coldspots and no instances of being a significant hot spot.
Fluctuating Coldspot
A location marked as a significant coldspot in the latest interval that has also been a significant hot spot in past intervals, with less than 90% of intervals marked as significant coldspots.
Legacy Coldspot
Locations that are not currently coldspots but were significantly so in at least 90% of past intervals.
threshold
FLOAT64
the threshold of the $p_value$ for an location to be considered as hotspot/coldspot. Default is 0.05.
algorithm
STRING
the algorithm to be used for the monotonic trend test. It can be either mk
for the original Mann-Kendall test or mmk
for the modified one. Default is mk
.