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It's likely that K-Nearest neighbors will solve your problem neatly. Take a look at the different techniques, and look them up on wikipedia to see which one matches the assumptions of your domain the best. If the same Z applies to most X,Y pairs in one location, KNN is good. If your system is described by Gaussian distributions over X and Y, then look at EM.
But based on your description, I expect KNN to work well.
