def data_gen_process_env(*args, **kwargs):
# logger
log = kwargs['logger']
try:
# read the data from the database
df = kwargs['df'].copy()
# smooth the data
# df = a_utils.dfsmoothing(df=df, column_names=list(df.columns))
df.clip(lower=0, inplace=True
) # Remove <0 values for all columns as a result of smoothing
# aggregate data
rolling_sum_target, rolling_mean_target = [], []
for col_name in df.columns:
if kwargs['agg'][col_name] == 'sum':
rolling_sum_target.append(col_name)
else:
rolling_mean_target.append(col_name)
df[rolling_sum_target] = a_utils.window_sum(
df, window_size=6, column_names=rolling_sum_target)
df[rolling_mean_target] = a_utils.window_mean(
df, window_size=6, column_names=rolling_mean_target)
df = a_utils.dropNaNrows(df)
# Sample the data at period intervals
df = a_utils.sample_timeseries_df(df, period=6)
# scale the columns: here we will use min-max
df[df.columns] = kwargs['scaler'].minmax_scale(df, df.columns,
df.columns)
# creating sat-oat for the data
df['sat-oat'] = df['sat'] - df['oat']
# create avg_stpt column
stpt_cols = [ele for ele in df.columns if 'vrf' in ele]
df['avg_stpt'] = df[stpt_cols].mean(axis=1)
# drop individual set point cols
df.drop(columns=stpt_cols, inplace=True)
# select retrain range of the data
time_start_of_train = df.index[-1] - timedelta(
weeks=kwargs['retrain_range_rl_weeks'])
df = df.loc[time_start_of_train:, :]
# save the data frame
df.to_pickle(kwargs['save_path'] + 'env_data/env_data.pkl')
except Exception as e:
log.error('ENV Data Generator Module: %s', str(e))
log.debug(e, exc_info=True)
def data_gen_process_vlv(*args, **kwargs):
# logger
log = kwargs['logger']
try:
# read the data from the database
df = kwargs['df'].copy()
# smooth the data
# df = a_utils.dfsmoothing(df=df, column_names=list(df.columns))
df.clip(lower=0, inplace=True
) # Remove <0 values for all columns as a result of smoothing
# aggregate data
rolling_sum_target, rolling_mean_target = [], []
for col_name in df.columns:
if kwargs['agg'][col_name] == 'sum':
rolling_sum_target.append(col_name)
else:
rolling_mean_target.append(col_name)
df[rolling_sum_target] = a_utils.window_sum(
df, window_size=6, column_names=rolling_sum_target)
df[rolling_mean_target] = a_utils.window_mean(
df, window_size=6, column_names=rolling_mean_target)
df = a_utils.dropNaNrows(df)
# Sample the data at period intervals
df = a_utils.sample_timeseries_df(df, period=6)
# scale the columns: here we will use min-max
df[df.columns] = kwargs['scaler'].minmax_scale(df, df.columns,
df.columns)
# creating sat-oat for the data
df['sat-oat'] = df['sat'] - df['oat']
# add binary classification column
df['vlv'] = 1.0
df.loc[df['hwe'] <= 0.001, ['vlv']] = 0
# determine split point for last 1 week test data
t_train_end = df.index[-1] - timedelta(weeks=10)
test_df = df.loc[t_train_end:, :]
splitvalue = test_df.shape[0]
# create train and test/validate data
X_test, X_train, y_test, y_train = a_utils.df_2_arrays(
df=df,
predictorcols=['oat', 'oah', 'wbt', 'sat-oat'],
outputcols=['vlv'],
lag=0,
scaling=False,
scaler=None,
scaleX=True,
scaleY=True,
split=splitvalue,
shuffle=False,
reshaping=True,
input_timesteps=1,
output_timesteps=1,
)
y_train = to_categorical(y_train)
y_test = to_categorical(y_test)
# save test ids for later plots
# idx_end = -max(X_test.shape[1],y_test.shape[1])
# idx_start = idx_end - X_test.shape[0] + 1
# test_idx = df.index[[ i for i in range(idx_start, idx_end+1, 1) ]]
# test_info = {'test_idx' : [str(i) for i in test_idx], 'year_num': kwargs['year_num'], 'week_num':kwargs['week_num'] }
# with open(kwargs['save_path']+'vlv_data/vlv_test_info.txt', 'a') as ifile:
# ifile.write(json.dumps(test_info)+'\n')
np.save(kwargs['save_path'] + 'vlv_data/vlv_X_train.npy', X_train)
np.save(kwargs['save_path'] + 'vlv_data/vlv_X_val.npy', X_test)
np.save(kwargs['save_path'] + 'vlv_data/vlv_y_train.npy', y_train)
np.save(kwargs['save_path'] + 'vlv_data/vlv_y_val.npy', y_test)
except Exception as e:
log.error('VLV Data Generator Module: %s', str(e))
log.debug(e, exc_info=True)
