def production_model(): # figure 3
plt.close('all')
cols = ['prod24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015, 12, 17, 1),
dt.datetime(2016, 1, 15, 0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016, 1, 20, 1),
dt.datetime(2016, 2, 5, 0))
#load the data
fit_data = ens.repack_ens_mean_as_df()
fit_data['prod24h_before'] = sq.fetch_production(
ts1[0] + dt.timedelta(days=-1), ts1[-1] + dt.timedelta(days=-1))
fit_data['Tout24hdiff'] = fit_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
fit_data['vWind24hdiff'] = fit_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
fit_data['sunRad24hdiff'] = fit_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
vali_data = ens.repack_ens_mean_as_df(ts2[0], ts2[-1])
vali_data['prod24h_before'] = sq.fetch_production(
ts2[0] + dt.timedelta(days=-1), ts2[-1] + dt.timedelta(days=-1))
vali_data['Tout24hdiff'] = vali_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
vali_data['vWind24hdiff'] = vali_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
vali_data['sunRad24hdiff'] = vali_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
# correct error in production:
new_val = (vali_data['prod'][116] + vali_data['prod'][116]) / 2
vali_data['prod'][116] = new_val
vali_data['prod'][117] = new_val
vali_data['prod24h_before'][116 + 24] = new_val
vali_data['prod24h_before'][117 + 24] = new_val
# do the fit
X = fit_data[cols]
y = fit_data['prod']
res = mlin_regression(y, X, add_const=False)
fig, [ax1, ax2] = plt.subplots(2,
1,
sharex=True,
figsize=(dcolwidth, 0.57 * dcolwidth),
gridspec_kw={'height_ratios': [4, 1]})
# load ensemble data
ens_data1 = ens.load_ens_timeseries_as_df(ts_start=ts1[0], ts_end=ts1[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data1['prod24h_before'] = fit_data['prod24h_before']
ens_data1_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2 = ens.load_ens_timeseries_as_df(ts_start=ts2[0], ts_end=ts2[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2['prod24h_before'] = vali_data['prod24h_before']
ens_data2_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
for i in range(25):
for v in ['Tout', 'vWind', 'sunRad']:
key_raw = v + str(i)
key_diff = v + '24hdiff' + str(i)
ens_data1[
key_diff] = ens_data1[key_raw] - ens_data1_24h_before[key_raw]
ens_data2[
key_diff] = ens_data2[key_raw] - ens_data2_24h_before[key_raw]
all_ens_data = pd.concat([ens_data1, ens_data2])
all_ts = ts1 + ts2
#
#
# calculate production for each ensemble member
ens_prods = np.zeros((len(all_ts), 25))
for i in range(25):
ens_cols = ['Tout24hdiff' + str(i), 'vWind24hdiff' + str(i),\
'sunRad24hdiff' + str(i), 'prod24h_before']
ens_params = pd.Series({
'Tout24hdiff' + str(i):
res.params['Tout24hdiff'],
'vWind24hdiff' + str(i):
res.params['vWind24hdiff'],
'sunRad24hdiff' + str(i):
res.params['sunRad24hdiff'],
'prod24h_before':
res.params['prod24h_before']
})
ens_prods[:, i] = linear_map(all_ens_data, ens_params, ens_cols)
# calculate combined confint
ens_std = ens_prods.std(axis=1)
vali_resid = linear_map(vali_data, res.params, cols) - vali_data['prod']
vali_resid_corrig = vali_resid - np.sign(
vali_resid) * 1.9599 * ens_std[len(ts1):]
#mean_conf_int_spread = (vali_resid_corrig.quantile(0.95) - vali_resid_corrig.quantile(0.05))/2 # this conf_int is not used anymore
fit_resid = res.resid
fit_resid_corrig = fit_resid - np.sign(
fit_resid) * 1.9599 * ens_std[0:len(ts1)]
conf_int_spread_lower = -fit_resid_corrig.quantile(0.025)
conf_int_spread_higher = fit_resid_corrig.quantile(0.975)
combined_conf_ints = conf_int_spread_lower + conf_int_spread_higher + 2 * 1.9599 * ens_std
all_prod_model = np.concatenate(
[res.fittedvalues,
linear_map(vali_data, res.params, cols)])
combined_ub95 = all_prod_model + conf_int_spread_higher + 1.9599 * ens_std
combined_lb95 = all_prod_model - (conf_int_spread_lower + 1.9599 * ens_std)
# plot confint
ax1.fill_between(all_ts[len(ts1):],
combined_lb95[len(ts1):],
combined_ub95[len(ts1):],
label='95% prediction intervals')
ax1.fill_between(all_ts[len(ts1):],
all_prod_model[len(ts1):] - 1.9599 * ens_std[len(ts1):],
all_prod_model[len(ts1):] + 1.9599 * ens_std[len(ts1):],
facecolor='grey',
label='Weather ensemble 95% conf. int.')
# plot ensempble models
ax1.plot_date(all_ts[len(ts1):], ens_prods[len(ts1):], '-', lw=0.5)
ax1.plot_date(ts2,
vali_data['prod'],
'k-',
lw=2,
label='Historical production')
ax1.plot_date(ts2,
linear_map(vali_data, res.params, cols),
'-',
c=red,
lw=2,
label='Production model')
ax1.set_ylabel('Production [MW]', size=8)
ax1.tick_params(axis='both', which='major', labelsize=8)
ax1.xaxis.set_major_formatter(DateFormatter('%b %d'))
ax1.legend(loc=1, prop={'size': 8})
ax1.set_ylim([300, 1100])
N = conf_int_spread_higher + 1.9599 * ens_std[len(ts1):].max()
ax2.fill_between(ts2,
-(1.9599 * ens_std[len(ts1):] + conf_int_spread_lower) /
N,
-1.9599 * ens_std[len(ts1):] / N,
alpha=0.5)
ax2.fill_between(ts2,
-1.9599 * ens_std[len(ts1):] / N,
np.zeros(len(ts2)),
facecolor='grey',
alpha=0.5)
ax2.fill_between(ts2, 1.9599 * ens_std[len(ts1):] / N, facecolor='grey')
ax2.fill_between(ts2, 1.9599 * ens_std[len(ts1):] / N,
(conf_int_spread_higher + 1.9599 * ens_std[len(ts1):]) /
N)
ax2.set_ylabel('Prediction intervals \n[normalized]', size=8)
ax2.tick_params(axis='y', which='major', labelsize=8)
ax2.set_xlim(dt.datetime(2016, 1, 20, 0), dt.datetime(2016, 2, 5, 0))
fig.tight_layout()
print "Min_normalized pos conf bound. ", np.min(1.9599 *
ens_std[len(ts1):] / N +
conf_int_spread_higher / N)
print "MAE = " + str(mae(vali_resid))
print "MAPE = " + str(mape(vali_resid, vali_data['prod']))
print "RMSE = " + str(rmse(vali_resid))
print "ME = " + str(np.mean(vali_resid))
print "MAE (fit) = " + str(mae(res.resid))
print "MAPE (fit) = " + str(mape(res.resid, fit_data['prod']))
print "RMSE (fit)= " + str(rmse(res.resid))
print "ME (fit)= " + str(np.mean(res.resid))
print "Width of const blue bands (MW)", conf_int_spread_lower, conf_int_spread_higher
plt.savefig('Q:/Projekter/Ens Article 1/figures/production_model.pdf',
dpi=400)
EO3_fc1 = sq.fetch_EO3_midnight_forecast(ts1[0], ts1[-1])
EO3_fc2 = sq.fetch_EO3_midnight_forecast(ts2[0], ts2[-1])
EO3_err = EO3_fc2 - vali_data['prod']
EO3_err_fit = EO3_fc1 - fit_data['prod']
print "MAE (EO3) = " + str(mae(EO3_err))
print "MAPE (EO3) = " + str(mape(EO3_err, vali_data['prod']))
print "RMSE (EO3)= " + str(rmse(EO3_err))
print "ME (EO3)= " + str(np.mean(EO3_err))
print "MAE (EO3_fit) = " + str(mae(EO3_err_fit))
print "MAPE (EO3_fit) = " + str(mape(EO3_err_fit, fit_data['prod']))
print "RMSE (EO3_fit)= " + str(rmse(EO3_err_fit))
print "ME (EO3_fit)= " + str(np.mean(EO3_err_fit))
print np.min(combined_conf_ints[len(ts1):] / combined_conf_ints.max())
np.savez('combined_conf_int',
combined_conf_int=(conf_int_spread_higher + 1.9599 * ens_std),
timesteps=all_ts)
print "Corr coeff: vali ", np.corrcoef(
vali_data['prod'], linear_map(vali_data, res.params, cols))[0, 1]
print "Corr coeff: vali EO3 ", np.corrcoef(vali_data['prod'], EO3_fc2)[0,
1]
print "Corr coeff: fit ", np.corrcoef(fit_data['prod'],
res.fittedvalues)[0, 1]
print "Corr coeff: fit EO3 ", np.corrcoef(fit_data['prod'], EO3_fc1)[0, 1]
print "% of actual production in vali period above upper", float(
len(
np.where(vali_data['prod'] >
(conf_int_spread_higher + 1.9599 * ens_std[len(ts1):] +
linear_map(vali_data, res.params, cols)))[0])) / len(ts2)
print "plus minus: ", 0.5 / len(ts2)
print "% of actual production in vali period below lower", float(
len(
np.where(vali_data['prod'] <
(linear_map(vali_data, res.params, cols) -
(conf_int_spread_lower + 1.9599 * ens_std[len(ts1):])))
[0])) / len(ts2)
print "plus minus: ", 0.5 / len(ts2)
return res, fit_data
def first_ens_prod_fig():
""" This plot is based on a production model taking into account:
Tout, vWind and the production 24 hours before
"""
plt.close('all')
cols = ['Tout', 'vWind', 'prod24h_before']
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015, 12, 17, 1),
dt.datetime(2016, 1, 15, 0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016, 1, 20, 1),
dt.datetime(2016, 1, 28, 0))
#load the data
fit_data = ens.repack_ens_mean_as_df()
fit_data['prod24h_before'] = sq.fetch_production(
dt.datetime(2015, 12, 16, 1), dt.datetime(2016, 1, 14, 0))
vali_data = ens.repack_ens_mean_as_df(dt.datetime(2016, 1, 20, 1),
dt.datetime(2016, 1, 28, 0))
vali_data['prod24h_before'] = sq.fetch_production(
dt.datetime(2016, 1, 19, 1), dt.datetime(2016, 1, 27, 0))
# do the fit
X = fit_data[cols]
y = fit_data['prod']
res = mlin_regression(y, X, add_const=True)
fig, [ax1, ax2] = plt.subplots(2, 1, figsize=(40, 20))
# load ensemble data
ens_data1 = ens.load_ens_timeseries_as_df(ts_start=ts1[0], ts_end=ts1[-1])
ens_data1['prod24h_before'] = fit_data['prod24h_before']
ens_data2 = ens.load_ens_timeseries_as_df(ts_start=ts2[0], ts_end=ts2[-1])
ens_data2['prod24h_before'] = vali_data['prod24h_before']
all_ens_data = pd.concat([ens_data1, ens_data2])
all_ts = ts1 + ts2
# calculate production for each ensemble member
ens_prods = np.zeros((len(all_ts), 25))
for i in range(25):
ens_cols = ['Tout' + str(i), 'vWind' + str(i), 'prod24h_before']
ens_params = pd.Series({
'Tout' + str(i): res.params['Tout'],
'vWind' + str(i): res.params['vWind'],
'const': res.params['const'],
'prod24h_before': res.params['prod24h_before']
})
ens_prods[:, i] = linear_map(all_ens_data, ens_params, ens_cols)
# calculate combined confint
prstd, iv_l, iv_u = wls_prediction_std(res)
mean_conf_int_spread = np.mean(res.fittedvalues - iv_l)
model_std = np.concatenate(
[prstd, (1. / 1.9599) * mean_conf_int_spread * np.ones(len(ts2))])
ens_std = ens_prods.std(axis=1)
combined_std = np.sqrt(model_std**2 + ens_std**2)
all_prod_model = np.concatenate(
[res.fittedvalues,
linear_map(vali_data, res.params, cols)])
combined_ub95 = all_prod_model + 1.9599 * combined_std
combined_lb95 = all_prod_model - 1.9599 * combined_std
# plot confint
ax1.fill_between(all_ts,
combined_lb95,
combined_ub95,
label='Combined 95% conf. int.')
ax1.fill_between(all_ts,
all_prod_model - 1.9599 * ens_std,
all_prod_model + 1.9599 * ens_std,
facecolor='grey',
label='Ensemble 95% conf. int.')
# plot ensempble models
ax1.plot_date(all_ts, ens_prods, '-', lw=0.5)
ax1.plot_date(ts1, y, 'k-', lw=2, label='Actual production')
ax1.plot_date(ts1,
res.fittedvalues,
'r-',
lw=2,
label='Model on ensemble mean')
ax1.plot_date(ts2, vali_data['prod'], 'k-', lw=2, label='')
ax1.plot_date(ts2, linear_map(vali_data, res.params, cols), 'r-', lw=2)
ax1.set_ylabel('[MW]')
ax1.legend(loc=2)
vali_resid = linear_map(vali_data, res.params, cols) - vali_data['prod']
ax2.plot_date(ts1, res.resid, '-', label='Residual, fitted data')
ax2.plot_date(ts2, vali_resid, '-', label='Residual, validation data')
ax2.set_ylabel('[MW]')
ax2.legend(loc=2)
print "MAE = " + str(mae(vali_resid))
print "MAPE = " + str(mape(vali_resid, vali_data['prod']))
print "RMSE = " + str(rmse(vali_resid))
print "ME = " + str(np.mean(vali_resid))
print "MAE (fit) = " + str(mae(res.resid))
print "MAPE (fit) = " + str(mape(res.resid, fit_data['prod']))
print "RMSE (fit)= " + str(rmse(res.resid))
print "ME (fit)= " + str(np.mean(res.resid))
plt.savefig('figures/ens_prod_models.pdf', dpi=600)
plt.figure()
plt.plot_date(all_ts, ens_std)
plt.ylabel('Std. of ensemble production models [MW]')
plt.savefig('figures/std_ens_prod_models.pdf', dpi=600)
sns.jointplot(x=ens_std, y=np.concatenate([res.resid, vali_resid]))
return res, all_ens_data, all_ts, fit_data['prod'], vali_data['prod']
def second_ens_prod_fig():
""" This plot is based on a production model taking into account:
the production 24 hours before as well as the change in
temparature, windspeed and solar radiotion from 24 hours ago to now.
"""
plt.close('all')
cols = ['prod24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015, 12, 17, 1),
dt.datetime(2016, 1, 15, 0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016, 1, 20, 1),
dt.datetime(2016, 2, 5, 0))
#load the data
fit_data = ens.repack_ens_mean_as_df()
fit_data['prod24h_before'] = sq.fetch_production(
ts1[0] + dt.timedelta(days=-1), ts1[-1] + dt.timedelta(days=-1))
fit_data['Tout24hdiff'] = fit_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
fit_data['vWind24hdiff'] = fit_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
fit_data['sunRad24hdiff'] = fit_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
vali_data = ens.repack_ens_mean_as_df(ts2[0], ts2[-1])
vali_data['prod24h_before'] = sq.fetch_production(
ts2[0] + dt.timedelta(days=-1), ts2[-1] + dt.timedelta(days=-1))
vali_data['Tout24hdiff'] = vali_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
vali_data['vWind24hdiff'] = vali_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
vali_data['sunRad24hdiff'] = vali_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
# correct error in production:
new_val = (vali_data['prod'][116] + vali_data['prod'][116]) / 2
vali_data['prod'][116] = new_val
vali_data['prod'][117] = new_val
vali_data['prod24h_before'][116 + 24] = new_val
vali_data['prod24h_before'][117 + 24] = new_val
# do the fit
X = fit_data[cols]
y = fit_data['prod']
res = mlin_regression(y, X, add_const=False)
fig, [ax1, ax2] = plt.subplots(2, 1, figsize=(40, 20))
# load ensemble data
ens_data1 = ens.load_ens_timeseries_as_df(ts_start=ts1[0], ts_end=ts1[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data1['prod24h_before'] = fit_data['prod24h_before']
ens_data1_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2 = ens.load_ens_timeseries_as_df(ts_start=ts2[0], ts_end=ts2[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2['prod24h_before'] = vali_data['prod24h_before']
ens_data2_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
for i in range(25):
for v in ['Tout', 'vWind', 'sunRad']:
key_raw = v + str(i)
key_diff = v + '24hdiff' + str(i)
ens_data1[
key_diff] = ens_data1[key_raw] - ens_data1_24h_before[key_raw]
ens_data2[
key_diff] = ens_data2[key_raw] - ens_data2_24h_before[key_raw]
all_ens_data = pd.concat([ens_data1, ens_data2])
all_ts = ts1 + ts2
#
#
# calculate production for each ensemble member
ens_prods = np.zeros((len(all_ts), 25))
for i in range(25):
ens_cols = ['Tout24hdiff' + str(i), 'vWind24hdiff' + str(i),\
'sunRad24hdiff' + str(i), 'prod24h_before']
ens_params = pd.Series({
'Tout24hdiff' + str(i):
res.params['Tout24hdiff'],
'vWind24hdiff' + str(i):
res.params['vWind24hdiff'],
'sunRad24hdiff' + str(i):
res.params['sunRad24hdiff'],
'prod24h_before':
res.params['prod24h_before']
})
ens_prods[:, i] = linear_map(all_ens_data, ens_params, ens_cols)
# calculate combined confint
ens_std = ens_prods.std(axis=1)
vali_resid = linear_map(vali_data, res.params, cols) - vali_data['prod']
vali_resid_corrig = vali_resid - np.sign(
vali_resid) * 1.9599 * ens_std[len(ts1):]
mean_conf_int_spread = (vali_resid_corrig.quantile(0.95) -
vali_resid_corrig.quantile(0.05)) / 2
combined_conf_int = mean_conf_int_spread + 1.9599 * ens_std
all_prod_model = np.concatenate(
[res.fittedvalues,
linear_map(vali_data, res.params, cols)])
combined_ub95 = all_prod_model + combined_conf_int
combined_lb95 = all_prod_model - combined_conf_int
# plot confint
ax1.fill_between(all_ts,
combined_lb95,
combined_ub95,
label='Combined 95% conf. int.')
ax1.fill_between(all_ts,
all_prod_model - 1.9599 * ens_std,
all_prod_model + 1.9599 * ens_std,
facecolor='grey',
label='Ensemble 95% conf. int.')
# plot ensempble models
ax1.plot_date(all_ts, ens_prods, '-', lw=0.5)
ax1.plot_date(ts1, y, 'k-', lw=2, label='Actual production')
ax1.plot_date(ts1,
res.fittedvalues,
'r-',
lw=2,
label='Model on ensemble mean')
ax1.plot_date(ts2, vali_data['prod'], 'k-', lw=2, label='')
ax1.plot_date(ts2, linear_map(vali_data, res.params, cols), 'r-', lw=2)
ax1.set_ylabel('[MW]')
ax1.legend(loc=2)
ax1.set_ylim([0, 1100])
ax2.plot_date(ts1, res.resid, '-', label='Residual, fitted data')
ax2.plot_date(ts2, vali_resid, '-', label='Residual, validation data')
ax2.set_ylabel('[MW]')
ax2.legend(loc=2)
ax2.set_ylim([-550, 550])
print "MAE = " + str(mae(vali_resid))
print "MAPE = " + str(mape(vali_resid, vali_data['prod']))
print "RMSE = " + str(rmse(vali_resid))
print "ME = " + str(np.mean(vali_resid))
print "MAE (fit) = " + str(mae(res.resid))
print "MAPE (fit) = " + str(mape(res.resid, fit_data['prod']))
print "RMSE (fit)= " + str(rmse(res.resid))
print "ME (fit)= " + str(np.mean(res.resid))
plt.savefig('figures/ens_prod_models_v2.pdf', dpi=600)
plt.figure()
plt.plot_date(all_ts, ens_std)
plt.ylabel('Std. of ensemble production models [MW]')
plt.savefig('figures/std_ens_prod_models.pdf', dpi=600)
#
vali_ens_std = ens_std[len(ts1):]
sns.jointplot(x=pd.Series(vali_ens_std), y=np.abs(vali_resid))
sns.jointplot(x=vali_data['prod'],
y=pd.Series(linear_map(vali_data, res.params, cols)))
EO3_fc1 = sq.fetch_EO3_midnight_forecast(ts1[0], ts1[-1])
EO3_fc2 = sq.fetch_EO3_midnight_forecast(ts2[0], ts2[-1])
plt.figure()
plt.plot_date(ts1, fit_data['prod'], 'k-', label='Actual production')
plt.plot_date(ts2, vali_data['prod'], 'k-')
plt.plot_date(ts1, EO3_fc1, 'r-', label='EO3 forecast')
plt.plot_date(ts2, EO3_fc2, 'r-')
EO3_err = EO3_fc2 - vali_data['prod']
EO3_err_fit = EO3_fc1 - fit_data['prod']
print "MAE (EO3) = " + str(mae(EO3_err))
print "MAPE (EO3) = " + str(mape(EO3_err, vali_data['prod']))
print "RMSE (EO3)= " + str(rmse(EO3_err))
print "ME (EO3)= " + str(np.mean(EO3_err))
print "MAE (EO3_fit) = " + str(mae(EO3_err_fit))
print "MAPE (EO3_fit) = " + str(mape(EO3_err_fit, fit_data['prod']))
print "RMSE (EO3_fit)= " + str(rmse(EO3_err_fit))
print "ME (EO3_fit)= " + str(np.mean(EO3_err_fit))
sns.jointplot(x=pd.Series(vali_ens_std), y=np.abs(EO3_err))
plt.figure(figsize=(20, 10))
plt.subplot(2, 1, 1)
plt.plot_date(all_ts, combined_conf_int / combined_conf_int.max(), '-')
plt.ylabel('Model + ensemble uncertainty \n [normalized]')
plt.ylim(0, 1)
plt.subplot(2, 1, 2)
plt.plot_date(all_ts,
(1 - 0.2 * combined_conf_int / combined_conf_int.max()),
'-',
label='Dynamic setpoint')
plt.plot_date(all_ts,
0.8 * np.ones(len(all_ts)),
'--',
label='Static setpoint')
plt.ylabel(
'Setpoint for pump massflow \n temperature [fraction of max pump cap]')
plt.legend()
plt.ylim(.7, 1)
plt.savefig('figures/setpoint.pdf')
return vali_data, fit_data, res, ens_std, vali_resid
def second_ens_prod_fig():
""" This plot is based on a production model taking into account:
the production 24 hours before as well as the change in
temparature, windspeed and solar radiotion from 24 hours ago to now.
"""
plt.close('all')
cols = ['prod24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015,12,17,1), dt.datetime(2016,1,15,0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016,1,20,1), dt.datetime(2016,2,5,0))
#load the data
fit_data = ens.repack_ens_mean_as_df()
fit_data['prod24h_before'] = sq.fetch_production(ts1[0]+dt.timedelta(days=-1), ts1[-1]+dt.timedelta(days=-1))
fit_data['Tout24hdiff'] = fit_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
fit_data['vWind24hdiff'] = fit_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
fit_data['sunRad24hdiff'] = fit_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
vali_data = ens.repack_ens_mean_as_df(ts2[0], ts2[-1])
vali_data['prod24h_before'] = sq.fetch_production(ts2[0]+dt.timedelta(days=-1), ts2[-1]+dt.timedelta(days=-1))
vali_data['Tout24hdiff'] = vali_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
vali_data['vWind24hdiff'] = vali_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
vali_data['sunRad24hdiff'] = vali_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
# correct error in production:
new_val = (vali_data['prod'][116] +vali_data['prod'][116])/2
vali_data['prod'][116] = new_val
vali_data['prod'][117] = new_val
vali_data['prod24h_before'][116+24] = new_val
vali_data['prod24h_before'][117+24] = new_val
# do the fit
X = fit_data[cols]
y = fit_data['prod']
res = mlin_regression(y, X, add_const=False)
fig, [ax1, ax2] = plt.subplots(2,1, figsize=(40,20))
# load ensemble data
ens_data1 = ens.load_ens_timeseries_as_df(ts_start=ts1[0], ts_end=ts1[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data1['prod24h_before'] = fit_data['prod24h_before']
ens_data1_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2 = ens.load_ens_timeseries_as_df(ts_start=ts2[0], ts_end=ts2[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2['prod24h_before'] = vali_data['prod24h_before']
ens_data2_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
for i in range(25):
for v in ['Tout', 'vWind', 'sunRad']:
key_raw = v + str(i)
key_diff = v + '24hdiff' + str(i)
ens_data1[key_diff] = ens_data1[key_raw] - ens_data1_24h_before[key_raw]
ens_data2[key_diff] = ens_data2[key_raw] - ens_data2_24h_before[key_raw]
all_ens_data = pd.concat([ens_data1, ens_data2])
all_ts = ts1 + ts2
#
#
# calculate production for each ensemble member
ens_prods = np.zeros((len(all_ts), 25))
for i in range(25):
ens_cols = ['Tout24hdiff' + str(i), 'vWind24hdiff' + str(i),\
'sunRad24hdiff' + str(i), 'prod24h_before']
ens_params = pd.Series({'Tout24hdiff' + str(i):res.params['Tout24hdiff'],
'vWind24hdiff' + str(i):res.params['vWind24hdiff'],
'sunRad24hdiff' + str(i):res.params['sunRad24hdiff'],
'prod24h_before':res.params['prod24h_before']})
ens_prods[:,i] = linear_map(all_ens_data, ens_params, ens_cols)
# calculate combined confint
ens_std = ens_prods.std(axis=1)
vali_resid = linear_map(vali_data, res.params, cols) - vali_data['prod']
vali_resid_corrig = vali_resid - np.sign(vali_resid)*1.9599*ens_std[len(ts1):]
mean_conf_int_spread = (vali_resid_corrig.quantile(0.95) - vali_resid_corrig.quantile(0.05))/2
combined_conf_int = mean_conf_int_spread + 1.9599*ens_std
all_prod_model = np.concatenate([res.fittedvalues, linear_map(vali_data, res.params, cols)])
combined_ub95 = all_prod_model + combined_conf_int
combined_lb95 = all_prod_model - combined_conf_int
# plot confint
ax1.fill_between(all_ts, combined_lb95, combined_ub95, label='Combined 95% conf. int.')
ax1.fill_between(all_ts, all_prod_model - 1.9599*ens_std, all_prod_model + 1.9599*ens_std, facecolor='grey', label='Ensemble 95% conf. int.')
# plot ensempble models
ax1.plot_date(all_ts, ens_prods, '-', lw=0.5)
ax1.plot_date(ts1, y, 'k-', lw=2, label='Actual production')
ax1.plot_date(ts1, res.fittedvalues,'r-', lw=2, label='Model on ensemble mean')
ax1.plot_date(ts2, vali_data['prod'], 'k-', lw=2, label='')
ax1.plot_date(ts2, linear_map(vali_data, res.params, cols), 'r-', lw=2)
ax1.set_ylabel('[MW]')
ax1.legend(loc=2)
ax1.set_ylim([0,1100])
ax2.plot_date(ts1, res.resid, '-', label='Residual, fitted data')
ax2.plot_date(ts2, vali_resid, '-', label='Residual, validation data')
ax2.set_ylabel('[MW]')
ax2.legend(loc=2)
ax2.set_ylim([-550, 550])
print "MAE = " + str(mae(vali_resid))
print "MAPE = " + str(mape(vali_resid, vali_data['prod']))
print "RMSE = " + str(rmse(vali_resid))
print "ME = " + str(np.mean(vali_resid))
print "MAE (fit) = " + str(mae(res.resid))
print "MAPE (fit) = " + str(mape(res.resid, fit_data['prod']))
print "RMSE (fit)= " + str(rmse(res.resid))
print "ME (fit)= " + str(np.mean(res.resid))
plt.savefig('figures/ens_prod_models_v2.pdf', dpi=600)
plt.figure()
plt.plot_date(all_ts, ens_std)
plt.ylabel('Std. of ensemble production models [MW]')
plt.savefig('figures/std_ens_prod_models.pdf', dpi=600)
#
vali_ens_std = ens_std[len(ts1):]
sns.jointplot(x=pd.Series(vali_ens_std), y=np.abs(vali_resid))
sns.jointplot(x=vali_data['prod'], y=pd.Series(linear_map(vali_data, res.params, cols)))
EO3_fc1 = sq.fetch_EO3_midnight_forecast(ts1[0], ts1[-1])
EO3_fc2 = sq.fetch_EO3_midnight_forecast(ts2[0], ts2[-1])
plt.figure()
plt.plot_date(ts1, fit_data['prod'], 'k-', label='Actual production')
plt.plot_date(ts2, vali_data['prod'], 'k-')
plt.plot_date(ts1, EO3_fc1, 'r-', label='EO3 forecast')
plt.plot_date(ts2, EO3_fc2, 'r-')
EO3_err = EO3_fc2-vali_data['prod']
EO3_err_fit = EO3_fc1-fit_data['prod']
print "MAE (EO3) = " + str(mae(EO3_err))
print "MAPE (EO3) = " + str(mape(EO3_err, vali_data['prod']))
print "RMSE (EO3)= " + str(rmse(EO3_err))
print "ME (EO3)= " + str(np.mean(EO3_err))
print "MAE (EO3_fit) = " + str(mae(EO3_err_fit))
print "MAPE (EO3_fit) = " + str(mape(EO3_err_fit, fit_data['prod']))
print "RMSE (EO3_fit)= " + str(rmse(EO3_err_fit))
print "ME (EO3_fit)= " + str(np.mean(EO3_err_fit))
sns.jointplot(x=pd.Series(vali_ens_std), y=np.abs(EO3_err))
plt.figure(figsize=(20,10))
plt.subplot(2,1,1)
plt.plot_date(all_ts, combined_conf_int/combined_conf_int.max(), '-')
plt.ylabel('Model + ensemble uncertainty \n [normalized]')
plt.ylim(0,1)
plt.subplot(2,1,2)
plt.plot_date(all_ts, (1-0.2*combined_conf_int/combined_conf_int.max()), '-', label='Dynamic setpoint')
plt.plot_date(all_ts, 0.8*np.ones(len(all_ts)), '--', label='Static setpoint')
plt.ylabel('Setpoint for pump massflow \n temperature [fraction of max pump cap]')
plt.legend()
plt.ylim(.7,1)
plt.savefig('figures/setpoint.pdf')
return vali_data, fit_data, res, ens_std, vali_resid
def production_model(): # figure 3
plt.close('all')
cols = ['prod24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015,12,17,1), dt.datetime(2016,1,15,0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016,1,20,1), dt.datetime(2016,2,5,0))
#load the data
fit_data = ens.repack_ens_mean_as_df()
fit_data['prod24h_before'] = sq.fetch_production(ts1[0]+dt.timedelta(days=-1), ts1[-1]+dt.timedelta(days=-1))
fit_data['Tout24hdiff'] = fit_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
fit_data['vWind24hdiff'] = fit_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
fit_data['sunRad24hdiff'] = fit_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
vali_data = ens.repack_ens_mean_as_df(ts2[0], ts2[-1])
vali_data['prod24h_before'] = sq.fetch_production(ts2[0]+dt.timedelta(days=-1), ts2[-1]+dt.timedelta(days=-1))
vali_data['Tout24hdiff'] = vali_data['Tout'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout']).mean(axis=1)
vali_data['vWind24hdiff'] = vali_data['vWind'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['vWind']).mean(axis=1)
vali_data['sunRad24hdiff'] = vali_data['sunRad'] \
- ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['sunRad']).mean(axis=1)
# correct error in production:
new_val = (vali_data['prod'][116] +vali_data['prod'][116])/2
vali_data['prod'][116] = new_val
vali_data['prod'][117] = new_val
vali_data['prod24h_before'][116+24] = new_val
vali_data['prod24h_before'][117+24] = new_val
# do the fit
X = fit_data[cols]
y = fit_data['prod']
res = mlin_regression(y, X, add_const=False)
fig, [ax1, ax2] = plt.subplots(2, 1, sharex=True, figsize=(dcolwidth, 0.57*dcolwidth), gridspec_kw={'height_ratios':[4,1]})
# load ensemble data
ens_data1 = ens.load_ens_timeseries_as_df(ts_start=ts1[0], ts_end=ts1[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data1['prod24h_before'] = fit_data['prod24h_before']
ens_data1_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts1[0]+dt.timedelta(days=-1),\
ts_end=ts1[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2 = ens.load_ens_timeseries_as_df(ts_start=ts2[0], ts_end=ts2[-1],\
weathervars=['Tout', 'vWind', 'sunRad'])
ens_data2['prod24h_before'] = vali_data['prod24h_before']
ens_data2_24h_before = ens.load_ens_timeseries_as_df(\
ts_start=ts2[0]+dt.timedelta(days=-1),\
ts_end=ts2[-1]+dt.timedelta(days=-1), \
weathervars=['Tout', 'vWind', 'sunRad'])
for i in range(25):
for v in ['Tout', 'vWind', 'sunRad']:
key_raw = v + str(i)
key_diff = v + '24hdiff' + str(i)
ens_data1[key_diff] = ens_data1[key_raw] - ens_data1_24h_before[key_raw]
ens_data2[key_diff] = ens_data2[key_raw] - ens_data2_24h_before[key_raw]
all_ens_data = pd.concat([ens_data1, ens_data2])
all_ts = ts1 + ts2
#
#
# calculate production for each ensemble member
ens_prods = np.zeros((len(all_ts), 25))
for i in range(25):
ens_cols = ['Tout24hdiff' + str(i), 'vWind24hdiff' + str(i),\
'sunRad24hdiff' + str(i), 'prod24h_before']
ens_params = pd.Series({'Tout24hdiff' + str(i):res.params['Tout24hdiff'],
'vWind24hdiff' + str(i):res.params['vWind24hdiff'],
'sunRad24hdiff' + str(i):res.params['sunRad24hdiff'],
'prod24h_before':res.params['prod24h_before']})
ens_prods[:,i] = linear_map(all_ens_data, ens_params, ens_cols)
# calculate combined confint
ens_std = ens_prods.std(axis=1)
vali_resid = linear_map(vali_data, res.params, cols) - vali_data['prod']
vali_resid_corrig = vali_resid - np.sign(vali_resid)*1.9599*ens_std[len(ts1):]
#mean_conf_int_spread = (vali_resid_corrig.quantile(0.95) - vali_resid_corrig.quantile(0.05))/2 # this conf_int is not used anymore
fit_resid = res.resid
fit_resid_corrig = fit_resid - np.sign(fit_resid)*1.9599*ens_std[0:len(ts1)]
conf_int_spread_lower = - fit_resid_corrig.quantile(0.025)
conf_int_spread_higher = fit_resid_corrig.quantile(0.975)
combined_conf_ints = conf_int_spread_lower + conf_int_spread_higher + 2*1.9599*ens_std
all_prod_model = np.concatenate([res.fittedvalues, linear_map(vali_data, res.params, cols)])
combined_ub95 = all_prod_model + conf_int_spread_higher + 1.9599*ens_std
combined_lb95 = all_prod_model - (conf_int_spread_lower + 1.9599*ens_std)
# plot confint
ax1.fill_between(all_ts[len(ts1):], combined_lb95[len(ts1):], combined_ub95[len(ts1):], label='95% prediction intervals')
ax1.fill_between(all_ts[len(ts1):], all_prod_model[len(ts1):] - 1.9599*ens_std[len(ts1):], all_prod_model[len(ts1):] + 1.9599*ens_std[len(ts1):], facecolor='grey', label='Weather ensemble 95% conf. int.')
# plot ensempble models
ax1.plot_date(all_ts[len(ts1):], ens_prods[len(ts1):], '-', lw=0.5)
ax1.plot_date(ts2, vali_data['prod'], 'k-', lw=2, label='Historical production')
ax1.plot_date(ts2, linear_map(vali_data, res.params, cols), '-', c=red, lw=2, label='Production model')
ax1.set_ylabel('Production [MW]', size=8)
ax1.tick_params(axis='both', which='major', labelsize=8)
ax1.xaxis.set_major_formatter(DateFormatter('%b %d') )
ax1.legend(loc=1, prop={'size':8})
ax1.set_ylim([300,1100])
N = conf_int_spread_higher + 1.9599*ens_std[len(ts1):].max()
ax2.fill_between(ts2, -(1.9599*ens_std[len(ts1):]+conf_int_spread_lower)/N, -1.9599*ens_std[len(ts1):]/N, alpha=0.5)
ax2.fill_between(ts2, -1.9599*ens_std[len(ts1):]/N, np.zeros(len(ts2)), facecolor='grey',alpha=0.5)
ax2.fill_between(ts2, 1.9599*ens_std[len(ts1):]/N, facecolor='grey')
ax2.fill_between(ts2, 1.9599*ens_std[len(ts1):]/N, (conf_int_spread_higher+1.9599*ens_std[len(ts1):])/N)
ax2.set_ylabel('Prediction intervals \n[normalized]', size=8)
ax2.tick_params(axis='y', which='major', labelsize=8)
ax2.set_xlim(dt.datetime(2016,1,20,0), dt.datetime(2016,2,5,0))
fig.tight_layout()
print "Min_normalized pos conf bound. ", np.min(1.9599*ens_std[len(ts1):]/N+conf_int_spread_higher/N)
print "MAE = " + str(mae(vali_resid))
print "MAPE = " + str(mape(vali_resid, vali_data['prod']))
print "RMSE = " + str(rmse(vali_resid))
print "ME = " + str(np.mean(vali_resid))
print "MAE (fit) = " + str(mae(res.resid))
print "MAPE (fit) = " + str(mape(res.resid, fit_data['prod']))
print "RMSE (fit)= " + str(rmse(res.resid))
print "ME (fit)= " + str(np.mean(res.resid))
print "Width of const blue bands (MW)", conf_int_spread_lower, conf_int_spread_higher
plt.savefig('Q:/Projekter/Ens Article 1/figures/production_model.pdf', dpi=400)
EO3_fc1 = sq.fetch_EO3_midnight_forecast(ts1[0], ts1[-1])
EO3_fc2 = sq.fetch_EO3_midnight_forecast(ts2[0], ts2[-1])
EO3_err = EO3_fc2-vali_data['prod']
EO3_err_fit = EO3_fc1-fit_data['prod']
print "MAE (EO3) = " + str(mae(EO3_err))
print "MAPE (EO3) = " + str(mape(EO3_err, vali_data['prod']))
print "RMSE (EO3)= " + str(rmse(EO3_err))
print "ME (EO3)= " + str(np.mean(EO3_err))
print "MAE (EO3_fit) = " + str(mae(EO3_err_fit))
print "MAPE (EO3_fit) = " + str(mape(EO3_err_fit, fit_data['prod']))
print "RMSE (EO3_fit)= " + str(rmse(EO3_err_fit))
print "ME (EO3_fit)= " + str(np.mean(EO3_err_fit))
print np.min(combined_conf_ints[len(ts1):]/combined_conf_ints.max())
np.savez('combined_conf_int', combined_conf_int=(conf_int_spread_higher+1.9599*ens_std), timesteps=all_ts)
print "Corr coeff: vali ", np.corrcoef(vali_data['prod'],linear_map(vali_data, res.params, cols))[0,1]
print "Corr coeff: vali EO3 ", np.corrcoef(vali_data['prod'], EO3_fc2)[0,1]
print "Corr coeff: fit ", np.corrcoef(fit_data['prod'],res.fittedvalues)[0,1]
print "Corr coeff: fit EO3 ", np.corrcoef(fit_data['prod'], EO3_fc1)[0,1]
print "% of actual production in vali period above upper", float(len(np.where(vali_data['prod']>(conf_int_spread_higher+1.9599*ens_std[len(ts1):]+linear_map(vali_data, res.params, cols)))[0]))/len(ts2)
print "plus minus: ", 0.5/len(ts2)
print "% of actual production in vali period below lower", float(len(np.where(vali_data['prod']<(linear_map(vali_data, res.params, cols)-(conf_int_spread_lower+1.9599*ens_std[len(ts1):])))[0]))/len(ts2)
print "plus minus: ", 0.5/len(ts2)
return res, fit_data
def main(argv):
plt.close('all')
try:
station = argv[0]
if not station in PI_T_sup_dict.keys():
print "Wrong station, use rundhoej, holme or hoerning"
return
except:
print "No station provided. Defaults to holme."
station = 'holme'
print station
plt.close('all')
#%%
fit_ts = ens.gen_hourly_timesteps(dt.datetime(2015,12,17,1), dt.datetime(2016,1,15,0))
vali_ts = ens.gen_hourly_timesteps(dt.datetime(2016,1,20,1), dt.datetime(2016,2,5,0))
test_ts = ens.gen_hourly_timesteps(dt.datetime(2016,2,5,1), dt.datetime(2016,4,1,0))
all_ts = fit_ts + vali_ts + test_ts
weathervars=['Tout', 'vWind', 'sunRad', 'hum']
fit_data = pd.DataFrame()
vali_data = pd.DataFrame()
test_data = pd.DataFrame()
cons_key = sq.consumption_place_key_dict[station]
fit_data['cons24h_before'] = sq.fetch_consumption(cons_key, fit_ts[0]+dt.timedelta(days=-1), fit_ts[-1]+dt.timedelta(days=-1))
vali_data['cons24h_before'] = sq.fetch_consumption(cons_key, vali_ts[0]+dt.timedelta(days=-1), vali_ts[-1]+dt.timedelta(days=-1))
test_data['cons24h_before'] = sq.fetch_consumption(cons_key, test_ts[0]+dt.timedelta(days=-1), test_ts[-1]+dt.timedelta(days=-1))
fit_data['cons'] = sq.fetch_consumption(cons_key, fit_ts[0], fit_ts[-1])
vali_data['cons'] = sq.fetch_consumption(cons_key, vali_ts[0], vali_ts[-1])
test_data['cons'] = sq.fetch_consumption(cons_key, test_ts[0], test_ts[-1])
for v in weathervars:
fit_data['%s24hdiff'%v] = ens.load_ens_timeseries_as_df(\
ts_start=fit_ts[0],\
ts_end=fit_ts[-1], \
weathervars=[v]).mean(axis=1) \
- ens.load_ens_timeseries_as_df(\
ts_start=fit_ts[0]+dt.timedelta(days=-1),\
ts_end=fit_ts[-1]+dt.timedelta(days=-1), \
weathervars=[v]).mean(axis=1)
vali_data['%s24hdiff'%v] = ens.load_ens_timeseries_as_df(\
ts_start=vali_ts[0],\
ts_end=vali_ts[-1], \
weathervars=[v]).mean(axis=1) \
- ens.load_ens_timeseries_as_df(\
ts_start=vali_ts[0]+dt.timedelta(days=-1),\
ts_end=vali_ts[-1]+dt.timedelta(days=-1), \
weathervars=[v]).mean(axis=1)
test_data['%s24hdiff'%v] = ens.load_ens_timeseries_as_df(\
ts_start=test_ts[0],\
ts_end=test_ts[-1], \
weathervars=[v]).mean(axis=1) \
- ens.load_ens_timeseries_as_df(\
ts_start=test_ts[0]+dt.timedelta(days=-1),\
ts_end=test_ts[-1]+dt.timedelta(days=-1), \
weathervars=[v]).mean(axis=1)
#%%
all_data = pd.concat([fit_data, vali_data, test_data])
no_blind_data = pd.concat([fit_data, vali_data])
corr = no_blind_data.corr()
fit_y = fit_data['cons']
columns = ['cons24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
X = fit_data[columns]
res = mlin_regression(fit_y,X, add_const=False)
fiterr = res.fittedvalues - fit_y
print "Errors fit period: ", rmse(fiterr), mae(fiterr), mape(fiterr, fit_y)
vali_pred = linear_map(vali_data, res.params, columns)
valierr = vali_pred - vali_data['cons']
print "Errors validation period: ", rmse(valierr), mae(valierr), mape(valierr, vali_data['cons'])
test_pred = linear_map(test_data, res.params, columns)
testerr = test_pred - test_data['cons']
print "Errors test period: ", rmse(testerr), mae(testerr), mape(testerr, test_data['cons'])
plt.figure()
plt.plot_date(all_ts, all_data['cons'], 'k-')
plt.plot_date(all_ts, np.concatenate([res.fittedvalues, vali_pred, test_pred]), 'r-')
def first_ens_prod_fig():
""" This plot is based on a production model taking into account:
Tout, vWind and the production 24 hours before
"""
plt.close('all')
cols = ['Tout', 'vWind', 'prod24h_before']
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015,12,17,1), dt.datetime(2016,1,15,0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016,1,20,1), dt.datetime(2016,1,28,0))
#load the data
fit_data = ens.repack_ens_mean_as_df()
fit_data['prod24h_before'] = sq.fetch_production(dt.datetime(2015,12,16,1), dt.datetime(2016,1,14,0))
vali_data = ens.repack_ens_mean_as_df(dt.datetime(2016,1,20,1), dt.datetime(2016,1,28,0))
vali_data['prod24h_before'] = sq.fetch_production(dt.datetime(2016,1,19,1), dt.datetime(2016,1,27,0))
# do the fit
X = fit_data[cols]
y = fit_data['prod']
res = mlin_regression(y, X, add_const=True)
fig, [ax1, ax2] = plt.subplots(2,1, figsize=(40,20))
# load ensemble data
ens_data1 = ens.load_ens_timeseries_as_df(ts_start=ts1[0], ts_end=ts1[-1])
ens_data1['prod24h_before'] = fit_data['prod24h_before']
ens_data2 = ens.load_ens_timeseries_as_df(ts_start=ts2[0], ts_end=ts2[-1])
ens_data2['prod24h_before'] = vali_data['prod24h_before']
all_ens_data = pd.concat([ens_data1, ens_data2])
all_ts = ts1 + ts2
# calculate production for each ensemble member
ens_prods = np.zeros((len(all_ts), 25))
for i in range(25):
ens_cols = ['Tout' + str(i), 'vWind' + str(i), 'prod24h_before']
ens_params = pd.Series({'Tout' + str(i):res.params['Tout'],
'vWind' + str(i):res.params['vWind'],
'const':res.params['const'],
'prod24h_before':res.params['prod24h_before']})
ens_prods[:,i] = linear_map(all_ens_data, ens_params, ens_cols)
# calculate combined confint
prstd, iv_l, iv_u = wls_prediction_std(res)
mean_conf_int_spread = np.mean(res.fittedvalues - iv_l)
model_std = np.concatenate([prstd, (1./1.9599)*mean_conf_int_spread*np.ones(len(ts2))])
ens_std = ens_prods.std(axis=1)
combined_std = np.sqrt(model_std**2 + ens_std**2)
all_prod_model = np.concatenate([res.fittedvalues, linear_map(vali_data, res.params, cols)])
combined_ub95 = all_prod_model + 1.9599*combined_std
combined_lb95 = all_prod_model - 1.9599*combined_std
# plot confint
ax1.fill_between(all_ts, combined_lb95, combined_ub95, label='Combined 95% conf. int.')
ax1.fill_between(all_ts, all_prod_model - 1.9599*ens_std, all_prod_model + 1.9599*ens_std, facecolor='grey', label='Ensemble 95% conf. int.')
# plot ensempble models
ax1.plot_date(all_ts, ens_prods, '-', lw=0.5)
ax1.plot_date(ts1, y, 'k-', lw=2, label='Actual production')
ax1.plot_date(ts1, res.fittedvalues,'r-', lw=2, label='Model on ensemble mean')
ax1.plot_date(ts2, vali_data['prod'], 'k-', lw=2, label='')
ax1.plot_date(ts2, linear_map(vali_data, res.params, cols), 'r-', lw=2)
ax1.set_ylabel('[MW]')
ax1.legend(loc=2)
vali_resid = linear_map(vali_data, res.params, cols) - vali_data['prod']
ax2.plot_date(ts1, res.resid, '-', label='Residual, fitted data')
ax2.plot_date(ts2, vali_resid, '-', label='Residual, validation data')
ax2.set_ylabel('[MW]')
ax2.legend(loc=2)
print "MAE = " + str(mae(vali_resid))
print "MAPE = " + str(mape(vali_resid, vali_data['prod']))
print "RMSE = " + str(rmse(vali_resid))
print "ME = " + str(np.mean(vali_resid))
print "MAE (fit) = " + str(mae(res.resid))
print "MAPE (fit) = " + str(mape(res.resid, fit_data['prod']))
print "RMSE (fit)= " + str(rmse(res.resid))
print "ME (fit)= " + str(np.mean(res.resid))
plt.savefig('figures/ens_prod_models.pdf', dpi=600)
plt.figure()
plt.plot_date(all_ts, ens_std)
plt.ylabel('Std. of ensemble production models [MW]')
plt.savefig('figures/std_ens_prod_models.pdf', dpi=600)
sns.jointplot(x=ens_std, y=np.concatenate([res.resid, vali_resid]))
return res, all_ens_data, all_ts, fit_data['prod'], vali_data['prod']
check_AIC=False
if check_AIC:
for c in fit_data.columns:
fit_data[c] = (fit_data[c]-fit_data[c].mean())/fit_data[c].std()
fit_y = fit_data['prod']
results = []
for columns in all_combs:
X = fit_data[columns]
res = mlin_regression(fit_y,X, add_const=False)
results.append(res)
vali_preds = []
for cols in all_combs:
vali_pred = linear_map(vali_data, res.params, cols)
vali_preds.append(vali_pred)
rmses = [rmse(vp-vali_data['prod']) for vp in vali_preds]
aics = [r.aic for r in results]
for c,r,a in zip(all_combs, rmses, aics):
print c,r,a
right_columns = ['prod24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
test_pred = linear_map(test_data, results[all_combs.index(right_columns)].params, right_columns)
print "Test RMSE", rmse(test_pred-test_data['prod'])
print "Test MAE", mae(test_pred-test_data['prod'])
print "Test MAPE", mape(test_pred-test_data['prod'], test_data['prod'])
EO3_fc_test = sq.fetch_EO3_midnight_forecast(test_ts[0], test_ts[-1])
def main(argv):
plt.close('all')
try:
station = argv[0]
no_sigma = argv[1]
if not station in PI_T_sup_dict.keys():
print "Use rundhoej, holme or hoerning and a float for the uncertainty bound"
return
except:
print "No station provided. Defaults to holme, no_sigma=2"
station = 'holme'
no_sigma = 2
print station, no_sigma
# old tsstart dt.datetime(2014,12,17,1)
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015, 3, 1, 1),
dt.datetime(2016, 1, 15, 0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016, 1, 19, 1),
dt.datetime(2016, 3, 1, 0))
all_ts = ts1 + ts2
df = pd.DataFrame(index=all_ts)
if station == 'holme':
PI_Q1 = PI_Q_dict[station]
PI_Q2 = PI_Q_dict2[station]
df['Q1']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_Q1, ts1[0], ts1[-1]),\
sq.fetch_hourly_vals_from_PIno(PI_Q1, ts2[0], ts2[-1])])
df['Q2']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_Q2, ts1[0], ts1[-1]),\
sq.fetch_hourly_vals_from_PIno(PI_Q2, ts2[0], ts2[-1])])
df['Q'] = df['Q1'] + df['Q2']
else:
PI_Q = PI_Q_dict[station]
df['Q']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_Q, ts1[0], ts1[-1]),\
sq.fetch_hourly_vals_from_PIno(PI_Q, ts2[0], ts2[-1])])
PI_T_sup = PI_T_sup_dict[station]
df['T_sup']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_T_sup, ts1[0], \
ts1[-1]),sq.fetch_hourly_vals_from_PIno(PI_T_sup, ts2[0], ts2[-1])])
PI_T_ret = PI_T_ret_dict[station]
df['T_ret']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_T_ret, ts1[0], \
ts1[-1]),sq.fetch_hourly_vals_from_PIno(PI_T_ret, ts2[0], ts2[-1])])
df['ts'] = all_ts
df['cons'] = specific_heat_water * density_water * df['Q'] * (df['T_sup'] -
df['T_ret'])
Tout1 = sq.fetch_BrabrandSydWeather('Tout', ts1[0], ts1[-1])
Tout2 = sq.fetch_BrabrandSydWeather('Tout', ts2[0], ts2[-1])
Tout = np.concatenate([Tout1, Tout2])
Tout_low_pass = [
Tout[range(i - 23, i + 1)].mean() for i in range(len(Tout))
]
df['Toutsmooth'] = Tout_low_pass
Tsup_vs_Tout(df, station)
#%% fitting and testing consumption prediction
fit_data, vali_data, test_data, all_data = load_cons_model_dfs(df)
fit_y = fit_data['cons']
columns = ['cons24hbefore', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
X = fit_data[columns]
res = mlin_regression(fit_y, X, add_const=False)
fiterr = res.fittedvalues - fit_y
print "Errors fit period: ", rmse(fiterr), mae(fiterr), mape(fiterr, fit_y)
vali_pred = linear_map(vali_data, res.params, columns)
valierr = vali_pred - vali_data['cons']
print "Errors validation period: ", rmse(valierr), mae(valierr), mape(
valierr, vali_data['cons'])
test_pred = linear_map(test_data, res.params, columns)
testerr = test_pred - test_data['cons']
print "Errors test period: ", rmse(testerr), mae(testerr), mape(
testerr, test_data['cons'])
plt.figure()
ens_dfs = load_cons_model_ens_dfs(df)
ens_preds = np.empty((len(ens_dfs[0]), len(ens_dfs)))
for edf, i in zip(ens_dfs, range(len(ens_dfs))):
ens_pred = linear_map(edf, res.params, columns)
ens_preds[:, i] = ens_pred
plt.plot_date(all_data.index, ens_pred, 'grey', lw=0.5)
ens_preds = pd.DataFrame(ens_preds, index=all_data.index)
plt.plot_date(all_data.index, all_data['cons'], 'k-', lw=2)
plt.plot_date(all_data.index,
np.concatenate([res.fittedvalues, vali_pred, test_pred]),
'r-',
lw=2)
plt.title(station + ' forecasts of consumption')
nonfit_errors = pd.concat([valierr, testerr])
all_pred = np.concatenate([res.fittedvalues, vali_pred, test_pred])
all_pred = pd.Series(all_pred, index=all_data.index)
print res.summary()
#%%
TminofTout_fun = get_TminofTout_func(df, station, frac_below=0.005)
sim_input = df.ix[all_data.index]
sim_input['T_ret1hbefore'] = np.roll(sim_input['T_ret'], 1)
sim_input['cons_pred'] = all_pred
sc2_errormargin = pd.Series(no_sigma * np.ones(len(sim_input)) *
nonfit_errors.std(),
index=sim_input.index)
nonfit_ts_start = vali_data.index[0]
nonfit_ts_end = test_data.index[-1]
quantile_sc2 = 1. - percent_above_forecasterrormargin(\
sc2_errormargin.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
sc3_model_uncert = model_based_uncertainty_alaGorm(\
ens_preds.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons'], no_sigma, quantile_sc2)
sc3_errormargin = pd.Series(no_sigma * ens_preds.std(axis=1) +
sc3_model_uncert,
index=sim_input.index)
sig_m = model_based_sigma_alaChi2(
ens_preds.loc[nonfit_ts_start:nonfit_ts_end],
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'],
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons'])
sig_t = np.sqrt(ens_preds.std(axis=1)**2 + sig_m**2)
sc35scale = total_uncertainty_scale_alaChi2(\
ens_preds.loc[nonfit_ts_start:nonfit_ts_end],\
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'],\
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons'],\
quantile_sc2)
print sig_m
#sc35_errormargin = pd.Series(no_sigma*np.sqrt(ens_preds.std(axis=1)**2+sig_m**2), index=sim_input.index)
sc35_errormargin = pd.Series(sc35scale * sig_t, index=sim_input.index)
use_sc35 = False
if use_sc35:
sc3_errormargin = sc35_errormargin
sim_results_sc2 = simulate_operation(sim_input, sc2_errormargin,
TminofTout_fun, station)
sim_results_sc3 = simulate_operation(sim_input, sc3_errormargin,
TminofTout_fun, station)
#%% synthetic consumption, controlled variable model uncertainty
model_stds = [
0.5 * sim_input['cons'].std(), 0.1 * sim_input['cons'].std(),
0.05 * sim_input['cons'].std()
] # sim_input['cons'].std()*np.linspace(0,1,10)
sc2_synth_results = []
sc3_synth_results = []
model_uncerts = []
for model_std in model_stds:
synth_cons = gen_synthetic_cons(ens_preds, sim_input['cons_pred'],
model_std)
sim_input_synth = sim_input.copy(deep=True)
sim_input_synth['cons'] = synth_cons
synth_resid = sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end,
'cons_pred'] - sim_input_synth.loc[
nonfit_ts_start:nonfit_ts_end,
'cons']
sc2_errormargin_synth = pd.Series(
no_sigma * np.ones(len(sim_input_synth)) * synth_resid.std(),
index=sim_input_synth.index)
quantile_sc2_synth = 1. - percent_above_forecasterrormargin(\
sc2_errormargin_synth.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Sc2 q: ", quantile_sc2_synth
sc3_model_uncert_synth = model_based_uncertainty_alaGorm(\
ens_preds.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons'], no_sigma, quantile_sc2_synth)
model_uncerts.append(sc3_model_uncert_synth)
sc3_errormargin_synth = pd.Series(no_sigma * ens_preds.std(axis=1) +
sc3_model_uncert_synth,
index=sim_input_synth.index)
sim_results_sc2_synth = simulate_operation(sim_input_synth,
sc2_errormargin_synth,
TminofTout_fun, station)
sim_results_sc3_synth = simulate_operation(sim_input_synth,
sc3_errormargin_synth,
TminofTout_fun, station)
sc2_synth_results.append(sim_results_sc2_synth)
sc3_synth_results.append(sim_results_sc3_synth)
mean_Tsupdiff = []
mean_heatlossreduced = []
for sc2_res, sc3_res in zip(sc2_synth_results, sc3_synth_results):
mean_Tsupdiff.append(np.mean(sc2_res['T_sup'] - sc3_res['T_sup']))
mean_heatlossreduced.append(
np.mean(100 * (1 - (sc3_res['T_sup'] - T_grnd) /
(sc2_res['T_sup'] - T_grnd))))
plt.figure()
plt.plot(model_uncerts, mean_Tsupdiff, 'k.')
plt.title('Mean temp reduction vs model uncert.')
print "Perc above errormargin, sc2: ", percent_above_forecasterrormargin(\
sc2_errormargin.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Perc above errormargin, sc3: ", percent_above_forecasterrormargin(sc3_errormargin.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "mean errormargin, sc2: ", sc2_errormargin.mean()
print "mean errormargin, sc3: ", sc3_errormargin.mean()
print "rms errormargin, sc2: ", rmse(sc2_errormargin)
print "rms errormargin, sc3: ", rmse(sc3_errormargin)
print "Synth Perc above errormargin, sc2: ", percent_above_forecasterrormargin(\
sc2_errormargin_synth.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Synth Perc above errormargin, sc3: ", percent_above_forecasterrormargin(sc3_errormargin_synth.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Synth mean errormargin, sc2: ", sc2_errormargin_synth.mean()
print "Synth mean errormargin, sc3: ", sc3_errormargin_synth.mean()
print "Synth rms errormargin, sc2: ", rmse(sc2_errormargin_synth)
print "Synth rms errormargin, sc3: ", rmse(sc3_errormargin_synth)
#% error margins:
fig_error_margins(sc2_errormargin, sc3_errormargin, sim_input,
sc3_model_uncert, station, no_sigma)
fig_error_margins(sc2_errormargin_synth, sc3_errormargin_synth,
sim_input_synth, sc3_model_uncert_synth, station,
no_sigma)
sns.jointplot(np.abs(nonfit_errors),
ens_preds.loc[nonfit_ts_start:nonfit_ts_end].std(axis=1))
sns.jointplot(np.abs(synth_resid),
ens_preds.loc[nonfit_ts_start:nonfit_ts_end].std(axis=1))
#% T Q scatter plots
fig, axes = plt.subplots(3, 1, figsize=(10, 16), sharex=True, sharey=True)
axes[0].scatter(sim_input['T_sup'], sim_input['Q'], c=sim_input['cons'])
axes[0].set_title(station + ': ' + 'Scenario 1')
axes[1].scatter(sim_results_sc2['T_sup'],
sim_results_sc2['Q'],
c=sim_results_sc2['cons'])
axes[1].set_title(station + ': Scenario 2: ' + str(no_sigma) + r'$\sigma$')
axes[2].scatter(sim_results_sc3['T_sup'],
sim_results_sc3['Q'],
c=sim_results_sc3['cons'])
axes[2].set_title(station + ': Scenario 3: ' + str(no_sigma) + r'$\sigma$')
axes[1].set_ylabel(u'Water flow rate [m%s/h]' % uni_tothethird, size=8)
axes[2].set_xlabel(u'Supply temperature [%sC]' % uni_degree, size=8)
fig.tight_layout()
fig.savefig(figpath + 'TQscatter_%2.2f' % (no_sigma) + 'sigma_' + station +
'.pdf')
# T_sup time series fig
fig, axes = plt.subplots(3, 1, figsize=(15, 15), sharex=True)
axes[0].plot_date(sim_input.index,
sim_input['T_sup'],
'k-',
label='Scenario 1')
axes[0].plot_date(sim_input.index,
sim_results_sc2['T_sup'],
'r-',
lw=3,
label='Scenario 2')
axes[0].plot_date(sim_input.index,
sim_results_sc2['T_sup'],
'g-',
label='Scenario 3')
axes[0].set_title(station + ', ' + str(no_sigma) + r'$\sigma$' +
': Supply temperature')
axes[0].set_ylabel(u'Supply temperature [%sC]' % uni_degree, size=8)
axes[0].legend()
axes[1].plot_date(sim_input.index,
sim_input['Q'],
'k-',
label='Scenario 1')
axes[1].plot_date(sim_input.index,
sim_results_sc2['Q'],
'r-',
label='Scenario 2')
axes[1].plot_date(sim_input.index,
sim_results_sc2['Q_ref'],
'b-',
lw=1,
label=r'$Q_{ref}$' + 'Scenario 2')
axes[1].set_ylabel(u'Water flow rate [m%s/h]' % uni_tothethird, size=8)
axes[1].legend()
axes[2].plot_date(sim_input.index,
sim_input['Q'],
'k-',
label='Scenario 1')
axes[2].plot_date(sim_input.index,
sim_results_sc3['Q'],
'g-',
label='Scenario 3')
axes[2].plot_date(sim_input.index,
sim_results_sc3['Q_ref'],
'b-',
lw=1,
label=r'$Q_{ref}$' + 'Scenario 3')
axes[2].set_ylabel(u'Water flow rate [m%s/h]' % uni_tothethird, size=8)
axes[2].legend()
fig.savefig(figpath + 'TQtimeseries_%2.2f' % (no_sigma) + 'sigma_' +
station + '.pdf')
# Differencen in supply temperature between the scenarios
fig_heat_loss(sim_input, sim_results_sc2, sim_results_sc3, station,
no_sigma)
fig_heat_loss(sim_input_synth,
sim_results_sc2_synth,
sim_results_sc3_synth,
station,
no_sigma,
save=False)
return
#%% The below section only runs if we view Tmin as a function of Q (the old way)
# note: SOME OF THIS USES CONSTANT TRET!!
TminofQ = False
if TminofQ:
# outlierdetection
X = df[['T_sup', 'Q']]
outlier_detection = False
if outlier_detection:
detect_outliers(X, station)
else:
inlierpred = np.ones(len(df), dtype=bool)
fig, ax1 = plt.subplots()
ax2 = ax1.twinx()
cond_df = df
ax1.plot_date(np.array(cond_df['ts']), np.array(cond_df['Q']), 'b')
ax2.plot_date(np.array(cond_df['ts']), np.array(cond_df['T_sup']),
'r-')
plt.figure()
plt.plot_date(df['ts'], df['cons'], 'g-')
plt.title(station)
plt.figure()
plt.scatter(df['T_sup'], df['Q'], c=df['cons'], alpha=0.25)
plt.colorbar()
plt.title(station)
outliers = df[np.logical_not(inlierpred)]
plt.plot(np.array(outliers['T_sup']), np.array(outliers['Q']), 'ko')
#%%
#plot_Tmin_Q_quantiles(df, inlierpred)
Q = np.linspace(df[inlierpred]['Q'].min(), df[inlierpred]['Q'].max(),
500)
qs = [0.001, 0.005, 0.01, 0.02275, 0.05, 0.1]
for q in qs:
T_min_func, Q_quantiles = get_Tmin_func(df[inlierpred],
T_min_q=q,
N_Q_q=21)
plt.plot(T_min_func(Q), Q, label=str(q), lw=2)
plt.legend()
for Q_qua in Q_quantiles:
plt.axhline(y=Q_qua)
#%% P vs Q (T=Tmin(Q))
T_min_func, Q_quantiles = get_Tmin_func(df, T_min_q=0.02275, N_Q_q=21)
plt.figure()
plt.plot(Q, T_min_func(Q), 'r', label='Tmin')
P = specific_heat_water * density_water * Q * (T_min_func(Q) - T_ret)
plt.plot(Q, P, 'b', label='Cons')
plt.xlabel('Q')
plt.legend()
plt.figure()
simP = df['cons']
res = [
op_model(cons, T_min_func, Q_max=Q_max_dict[station], T_ret=T_ret)
for cons in simP
]
simT, simQ = zip(*res)
plt.scatter(df['T_sup'], df['Q'], c='k', alpha=0.1)
plt.scatter(simT, simQ, c=simP)
plt.colorbar()
def main(argv):
plt.close('all')
try:
station = argv[0]
no_sigma = argv[1]
if not station in PI_T_sup_dict.keys():
print "Use rundhoej, holme or hoerning and a float for the uncertainty bound"
return
except:
print "No station provided. Defaults to holme, no_sigma=2"
station = 'holme'
no_sigma=2
print station, no_sigma
# old tsstart dt.datetime(2014,12,17,1)
ts1 = ens.gen_hourly_timesteps(dt.datetime(2015,3,1,1), dt.datetime(2016,1,15,0))
ts2 = ens.gen_hourly_timesteps(dt.datetime(2016,1,19,1), dt.datetime(2016,3,1,0))
all_ts = ts1 + ts2
df = pd.DataFrame(index=all_ts)
if station == 'holme':
PI_Q1 = PI_Q_dict[station]
PI_Q2 = PI_Q_dict2[station]
df['Q1']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_Q1, ts1[0], ts1[-1]),\
sq.fetch_hourly_vals_from_PIno(PI_Q1, ts2[0], ts2[-1])])
df['Q2']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_Q2, ts1[0], ts1[-1]),\
sq.fetch_hourly_vals_from_PIno(PI_Q2, ts2[0], ts2[-1])])
df['Q'] = df['Q1']+df['Q2']
else:
PI_Q = PI_Q_dict[station]
df['Q']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_Q, ts1[0], ts1[-1]),\
sq.fetch_hourly_vals_from_PIno(PI_Q, ts2[0], ts2[-1])])
PI_T_sup = PI_T_sup_dict[station]
df['T_sup']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_T_sup, ts1[0], \
ts1[-1]),sq.fetch_hourly_vals_from_PIno(PI_T_sup, ts2[0], ts2[-1])])
PI_T_ret = PI_T_ret_dict[station]
df['T_ret']=np.concatenate([sq.fetch_hourly_vals_from_PIno(PI_T_ret, ts1[0], \
ts1[-1]),sq.fetch_hourly_vals_from_PIno(PI_T_ret, ts2[0], ts2[-1])])
df['ts'] = all_ts
df['cons'] = specific_heat_water*density_water*df['Q']*(df['T_sup']-df['T_ret'])
Tout1 = sq.fetch_BrabrandSydWeather('Tout', ts1[0], ts1[-1])
Tout2 = sq.fetch_BrabrandSydWeather('Tout', ts2[0], ts2[-1])
Tout = np.concatenate([Tout1, Tout2])
Tout_low_pass = [Tout[range(i-23,i+1)].mean() for i in range(len(Tout))]
df['Toutsmooth'] = Tout_low_pass
Tsup_vs_Tout(df, station)
#%% fitting and testing consumption prediction
fit_data, vali_data, test_data, all_data = load_cons_model_dfs(df)
fit_y = fit_data['cons']
columns = ['cons24hbefore', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff']
X = fit_data[columns]
res = mlin_regression(fit_y,X, add_const=False)
fiterr = res.fittedvalues - fit_y
print "Errors fit period: ", rmse(fiterr), mae(fiterr), mape(fiterr, fit_y)
vali_pred = linear_map(vali_data, res.params, columns)
valierr = vali_pred - vali_data['cons']
print "Errors validation period: ", rmse(valierr), mae(valierr), mape(valierr, vali_data['cons'])
test_pred = linear_map(test_data, res.params, columns)
testerr = test_pred - test_data['cons']
print "Errors test period: ", rmse(testerr), mae(testerr), mape(testerr, test_data['cons'])
plt.figure()
ens_dfs = load_cons_model_ens_dfs(df)
ens_preds = np.empty((len(ens_dfs[0]), len(ens_dfs)))
for edf, i in zip(ens_dfs, range(len(ens_dfs))):
ens_pred = linear_map(edf, res.params, columns)
ens_preds[:,i] = ens_pred
plt.plot_date(all_data.index, ens_pred, 'grey', lw=0.5)
ens_preds = pd.DataFrame(ens_preds, index=all_data.index)
plt.plot_date(all_data.index, all_data['cons'], 'k-', lw=2)
plt.plot_date(all_data.index, np.concatenate([res.fittedvalues, vali_pred, test_pred]), 'r-', lw=2)
plt.title(station + ' forecasts of consumption')
nonfit_errors = pd.concat([valierr, testerr])
all_pred = np.concatenate([res.fittedvalues, vali_pred, test_pred])
all_pred = pd.Series(all_pred, index=all_data.index)
print res.summary()
#%%
TminofTout_fun = get_TminofTout_func(df, station, frac_below = 0.005)
sim_input = df.ix[all_data.index]
sim_input['T_ret1hbefore'] = np.roll(sim_input['T_ret'], 1)
sim_input['cons_pred'] = all_pred
sc2_errormargin = pd.Series(no_sigma*np.ones(len(sim_input))*nonfit_errors.std(), index=sim_input.index)
nonfit_ts_start = vali_data.index[0]
nonfit_ts_end = test_data.index[-1]
quantile_sc2 = 1. - percent_above_forecasterrormargin(\
sc2_errormargin.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
sc3_model_uncert = model_based_uncertainty_alaGorm(\
ens_preds.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons'], no_sigma, quantile_sc2)
sc3_errormargin = pd.Series(no_sigma*ens_preds.std(axis=1) + sc3_model_uncert, index=sim_input.index)
sig_m = model_based_sigma_alaChi2(ens_preds.loc[nonfit_ts_start:nonfit_ts_end], sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons'])
sig_t = np.sqrt(ens_preds.std(axis=1)**2+sig_m**2)
sc35scale = total_uncertainty_scale_alaChi2(\
ens_preds.loc[nonfit_ts_start:nonfit_ts_end],\
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'],\
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons'],\
quantile_sc2)
print sig_m
#sc35_errormargin = pd.Series(no_sigma*np.sqrt(ens_preds.std(axis=1)**2+sig_m**2), index=sim_input.index)
sc35_errormargin = pd.Series(sc35scale*sig_t, index=sim_input.index)
use_sc35 = False
if use_sc35:
sc3_errormargin = sc35_errormargin
sim_results_sc2 = simulate_operation(sim_input, sc2_errormargin, TminofTout_fun, station)
sim_results_sc3 = simulate_operation(sim_input, sc3_errormargin, TminofTout_fun, station)
#%% synthetic consumption, controlled variable model uncertainty
model_stds = [0.5*sim_input['cons'].std(), 0.1*sim_input['cons'].std(), 0.05*sim_input['cons'].std()]# sim_input['cons'].std()*np.linspace(0,1,10)
sc2_synth_results = []
sc3_synth_results = []
model_uncerts = []
for model_std in model_stds:
synth_cons = gen_synthetic_cons(ens_preds, sim_input['cons_pred'], model_std)
sim_input_synth = sim_input.copy(deep=True)
sim_input_synth['cons'] = synth_cons
synth_resid = sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'] - sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons']
sc2_errormargin_synth = pd.Series(no_sigma*np.ones(len(sim_input_synth))*synth_resid.std(), index=sim_input_synth.index)
quantile_sc2_synth = 1. - percent_above_forecasterrormargin(\
sc2_errormargin_synth.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Sc2 q: ", quantile_sc2_synth
sc3_model_uncert_synth = model_based_uncertainty_alaGorm(\
ens_preds.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons'], no_sigma, quantile_sc2_synth)
model_uncerts.append(sc3_model_uncert_synth)
sc3_errormargin_synth = pd.Series(no_sigma*ens_preds.std(axis=1) + sc3_model_uncert_synth, index=sim_input_synth.index)
sim_results_sc2_synth = simulate_operation(sim_input_synth, sc2_errormargin_synth, TminofTout_fun, station)
sim_results_sc3_synth = simulate_operation(sim_input_synth, sc3_errormargin_synth, TminofTout_fun, station)
sc2_synth_results.append(sim_results_sc2_synth)
sc3_synth_results.append(sim_results_sc3_synth)
mean_Tsupdiff = []
mean_heatlossreduced = []
for sc2_res, sc3_res in zip(sc2_synth_results, sc3_synth_results):
mean_Tsupdiff.append(np.mean(sc2_res['T_sup'] - sc3_res['T_sup']))
mean_heatlossreduced.append(np.mean(100*(1-(sc3_res['T_sup']-T_grnd)/(sc2_res['T_sup'] - T_grnd))))
plt.figure()
plt.plot(model_uncerts, mean_Tsupdiff, 'k.')
plt.title('Mean temp reduction vs model uncert.')
print "Perc above errormargin, sc2: ", percent_above_forecasterrormargin(\
sc2_errormargin.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Perc above errormargin, sc3: ", percent_above_forecasterrormargin(sc3_errormargin.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "mean errormargin, sc2: ", sc2_errormargin.mean()
print "mean errormargin, sc3: ", sc3_errormargin.mean()
print "rms errormargin, sc2: ", rmse(sc2_errormargin)
print "rms errormargin, sc3: ", rmse(sc3_errormargin)
print "Synth Perc above errormargin, sc2: ", percent_above_forecasterrormargin(\
sc2_errormargin_synth.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Synth Perc above errormargin, sc3: ", percent_above_forecasterrormargin(sc3_errormargin_synth.loc[nonfit_ts_start:nonfit_ts_end], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end, 'cons_pred'], \
sim_input_synth.loc[nonfit_ts_start:nonfit_ts_end,'cons'])
print "Synth mean errormargin, sc2: ", sc2_errormargin_synth.mean()
print "Synth mean errormargin, sc3: ", sc3_errormargin_synth.mean()
print "Synth rms errormargin, sc2: ", rmse(sc2_errormargin_synth)
print "Synth rms errormargin, sc3: ", rmse(sc3_errormargin_synth)
#% error margins:
fig_error_margins(sc2_errormargin, sc3_errormargin, sim_input, sc3_model_uncert, station, no_sigma)
fig_error_margins(sc2_errormargin_synth, sc3_errormargin_synth, sim_input_synth, sc3_model_uncert_synth, station, no_sigma)
sns.jointplot(np.abs(nonfit_errors), ens_preds.loc[nonfit_ts_start:nonfit_ts_end].std(axis=1))
sns.jointplot(np.abs(synth_resid), ens_preds.loc[nonfit_ts_start:nonfit_ts_end].std(axis=1))
#% T Q scatter plots
fig, axes = plt.subplots(3,1, figsize=(10,16), sharex=True, sharey=True)
axes[0].scatter(sim_input['T_sup'], sim_input['Q'], c=sim_input['cons'])
axes[0].set_title(station + ': ' + 'Scenario 1')
axes[1].scatter(sim_results_sc2['T_sup'], sim_results_sc2['Q'], c=sim_results_sc2['cons'])
axes[1].set_title(station + ': Scenario 2: ' + str(no_sigma) + r'$\sigma$' )
axes[2].scatter(sim_results_sc3['T_sup'], sim_results_sc3['Q'], c=sim_results_sc3['cons'])
axes[2].set_title(station + ': Scenario 3: ' + str(no_sigma) + r'$\sigma$')
axes[1].set_ylabel(u'Water flow rate [m%s/h]'%uni_tothethird, size=8)
axes[2].set_xlabel(u'Supply temperature [%sC]'%uni_degree, size=8)
fig.tight_layout()
fig.savefig(figpath + 'TQscatter_%2.2f'%(no_sigma) + 'sigma_' + station + '.pdf')
# T_sup time series fig
fig, axes = plt.subplots(3,1, figsize=(15,15), sharex=True)
axes[0].plot_date(sim_input.index, sim_input['T_sup'], 'k-', label='Scenario 1')
axes[0].plot_date(sim_input.index, sim_results_sc2['T_sup'], 'r-', lw=3, label='Scenario 2')
axes[0].plot_date(sim_input.index, sim_results_sc2['T_sup'], 'g-', label='Scenario 3')
axes[0].set_title(station + ', ' + str(no_sigma) + r'$\sigma$' + ': Supply temperature')
axes[0].set_ylabel(u'Supply temperature [%sC]'%uni_degree, size=8)
axes[0].legend()
axes[1].plot_date(sim_input.index, sim_input['Q'], 'k-', label='Scenario 1' )
axes[1].plot_date(sim_input.index, sim_results_sc2['Q'], 'r-', label='Scenario 2')
axes[1].plot_date(sim_input.index, sim_results_sc2['Q_ref'], 'b-', lw=1, label=r'$Q_{ref}$' + 'Scenario 2')
axes[1].set_ylabel(u'Water flow rate [m%s/h]'%uni_tothethird, size=8)
axes[1].legend()
axes[2].plot_date(sim_input.index, sim_input['Q'], 'k-', label='Scenario 1' )
axes[2].plot_date(sim_input.index, sim_results_sc3['Q'], 'g-', label='Scenario 3')
axes[2].plot_date(sim_input.index, sim_results_sc3['Q_ref'], 'b-', lw=1, label=r'$Q_{ref}$' + 'Scenario 3')
axes[2].set_ylabel(u'Water flow rate [m%s/h]'%uni_tothethird, size=8)
axes[2].legend()
fig.savefig(figpath + 'TQtimeseries_%2.2f'%(no_sigma) + 'sigma_' + station + '.pdf')
# Differencen in supply temperature between the scenarios
fig_heat_loss(sim_input, sim_results_sc2, sim_results_sc3, station, no_sigma)
fig_heat_loss(sim_input_synth, sim_results_sc2_synth, sim_results_sc3_synth, station, no_sigma, save=False)
return
#%% The below section only runs if we view Tmin as a function of Q (the old way)
# note: SOME OF THIS USES CONSTANT TRET!!
TminofQ = False
if TminofQ:
# outlierdetection
X = df[['T_sup','Q']]
outlier_detection = False
if outlier_detection:
detect_outliers(X, station)
else:
inlierpred = np.ones(len(df), dtype=bool)
fig, ax1 = plt.subplots()
ax2 = ax1.twinx()
cond_df = df
ax1.plot_date(np.array(cond_df['ts']), np.array(cond_df['Q']), 'b')
ax2.plot_date(np.array(cond_df['ts']), np.array(cond_df['T_sup']), 'r-')
plt.figure()
plt.plot_date(df['ts'], df['cons'], 'g-')
plt.title(station)
plt.figure()
plt.scatter(df['T_sup'], df['Q'], c=df['cons'], alpha=0.25)
plt.colorbar()
plt.title(station)
outliers = df[np.logical_not(inlierpred)]
plt.plot(np.array(outliers['T_sup']), np.array(outliers['Q']), 'ko')
#%%
#plot_Tmin_Q_quantiles(df, inlierpred)
Q = np.linspace(df[inlierpred]['Q'].min(), df[inlierpred]['Q'].max(), 500)
qs = [0.001, 0.005, 0.01, 0.02275, 0.05, 0.1]
for q in qs:
T_min_func, Q_quantiles = get_Tmin_func(df[inlierpred],T_min_q=q, N_Q_q=21)
plt.plot(T_min_func(Q), Q, label=str(q), lw=2)
plt.legend()
for Q_qua in Q_quantiles:
plt.axhline(y=Q_qua)
#%% P vs Q (T=Tmin(Q))
T_min_func, Q_quantiles = get_Tmin_func(df, T_min_q=0.02275, N_Q_q=21)
plt.figure()
plt.plot(Q, T_min_func(Q), 'r', label='Tmin')
P = specific_heat_water*density_water*Q*(T_min_func(Q)-T_ret)
plt.plot(Q, P, 'b', label='Cons')
plt.xlabel('Q')
plt.legend()
plt.figure()
simP = df['cons']
res = [op_model(cons, T_min_func, Q_max=Q_max_dict[station], T_ret=T_ret) for cons in simP]
simT, simQ = zip(*res)
plt.scatter(df['T_sup'], df['Q'], c='k', alpha=0.1)
plt.scatter(simT,simQ,c=simP)
plt.colorbar()
check_AIC = False
if check_AIC:
for c in fit_data.columns:
fit_data[c] = (fit_data[c] - fit_data[c].mean()) / fit_data[c].std()
fit_y = fit_data['prod']
results = []
for columns in all_combs:
X = fit_data[columns]
res = mlin_regression(fit_y, X, add_const=False)
results.append(res)
vali_preds = []
for cols in all_combs:
vali_pred = linear_map(vali_data, res.params, cols)
vali_preds.append(vali_pred)
rmses = [rmse(vp - vali_data['prod']) for vp in vali_preds]
aics = [r.aic for r in results]
for c, r, a in zip(all_combs, rmses, aics):
print c, r, a
right_columns = [
'prod24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff'
]
test_pred = linear_map(test_data,
results[all_combs.index(right_columns)].params,
right_columns)
print "Test RMSE", rmse(test_pred - test_data['prod'])
def main(argv):
plt.close('all')
try:
station = argv[0]
if not station in PI_T_sup_dict.keys():
print "Wrong station, use rundhoej, holme or hoerning"
return
except:
print "No station provided. Defaults to holme."
station = 'holme'
print station
plt.close('all')
#%%
fit_ts = ens.gen_hourly_timesteps(dt.datetime(2015, 12, 17, 1),
dt.datetime(2016, 1, 15, 0))
vali_ts = ens.gen_hourly_timesteps(dt.datetime(2016, 1, 20, 1),
dt.datetime(2016, 2, 5, 0))
test_ts = ens.gen_hourly_timesteps(dt.datetime(2016, 2, 5, 1),
dt.datetime(2016, 4, 1, 0))
all_ts = fit_ts + vali_ts + test_ts
weathervars = ['Tout', 'vWind', 'sunRad', 'hum']
fit_data = pd.DataFrame()
vali_data = pd.DataFrame()
test_data = pd.DataFrame()
cons_key = sq.consumption_place_key_dict[station]
fit_data['cons24h_before'] = sq.fetch_consumption(
cons_key, fit_ts[0] + dt.timedelta(days=-1),
fit_ts[-1] + dt.timedelta(days=-1))
vali_data['cons24h_before'] = sq.fetch_consumption(
cons_key, vali_ts[0] + dt.timedelta(days=-1),
vali_ts[-1] + dt.timedelta(days=-1))
test_data['cons24h_before'] = sq.fetch_consumption(
cons_key, test_ts[0] + dt.timedelta(days=-1),
test_ts[-1] + dt.timedelta(days=-1))
fit_data['cons'] = sq.fetch_consumption(cons_key, fit_ts[0], fit_ts[-1])
vali_data['cons'] = sq.fetch_consumption(cons_key, vali_ts[0], vali_ts[-1])
test_data['cons'] = sq.fetch_consumption(cons_key, test_ts[0], test_ts[-1])
for v in weathervars:
fit_data['%s24hdiff'%v] = ens.load_ens_timeseries_as_df(\
ts_start=fit_ts[0],\
ts_end=fit_ts[-1], \
weathervars=[v]).mean(axis=1) \
- ens.load_ens_timeseries_as_df(\
ts_start=fit_ts[0]+dt.timedelta(days=-1),\
ts_end=fit_ts[-1]+dt.timedelta(days=-1), \
weathervars=[v]).mean(axis=1)
vali_data['%s24hdiff'%v] = ens.load_ens_timeseries_as_df(\
ts_start=vali_ts[0],\
ts_end=vali_ts[-1], \
weathervars=[v]).mean(axis=1) \
- ens.load_ens_timeseries_as_df(\
ts_start=vali_ts[0]+dt.timedelta(days=-1),\
ts_end=vali_ts[-1]+dt.timedelta(days=-1), \
weathervars=[v]).mean(axis=1)
test_data['%s24hdiff'%v] = ens.load_ens_timeseries_as_df(\
ts_start=test_ts[0],\
ts_end=test_ts[-1], \
weathervars=[v]).mean(axis=1) \
- ens.load_ens_timeseries_as_df(\
ts_start=test_ts[0]+dt.timedelta(days=-1),\
ts_end=test_ts[-1]+dt.timedelta(days=-1), \
weathervars=[v]).mean(axis=1)
#%%
all_data = pd.concat([fit_data, vali_data, test_data])
no_blind_data = pd.concat([fit_data, vali_data])
corr = no_blind_data.corr()
fit_y = fit_data['cons']
columns = [
'cons24h_before', 'Tout24hdiff', 'vWind24hdiff', 'sunRad24hdiff'
]
X = fit_data[columns]
res = mlin_regression(fit_y, X, add_const=False)
fiterr = res.fittedvalues - fit_y
print "Errors fit period: ", rmse(fiterr), mae(fiterr), mape(fiterr, fit_y)
vali_pred = linear_map(vali_data, res.params, columns)
valierr = vali_pred - vali_data['cons']
print "Errors validation period: ", rmse(valierr), mae(valierr), mape(
valierr, vali_data['cons'])
test_pred = linear_map(test_data, res.params, columns)
testerr = test_pred - test_data['cons']
print "Errors test period: ", rmse(testerr), mae(testerr), mape(
testerr, test_data['cons'])
plt.figure()
plt.plot_date(all_ts, all_data['cons'], 'k-')
plt.plot_date(all_ts,
np.concatenate([res.fittedvalues, vali_pred, test_pred]),
'r-')
