def meets_sufficiency_or_error(self, df):
if np.sum(np.isfinite(
df['usage'])) < self.min_fraction_coverage * len(df):
raise model_exceptions.DataSufficiencyException(
"Insufficient coverage")
if len(df) < self.min_contiguous_months * 30:
raise model_exceptions.DataSufficiencyException(
"Insufficient data")
return
def fit(self, input_data):
if isinstance(input_data, tuple):
raise model_exceptions.DataSufficiencyException(
"Billing data is not appropriate for this model")
self.input_data = input_data
input_data_daily = input_data.resample('D').apply({
'energy':
pd.Series.sum,
'tempF':
pd.Series.mean
})
self.caltrack_model.fit(input_data_daily)
self.params = {
"coefficients": self.caltrack_model.model_res.params.to_dict(),
"formula": self.caltrack_model.formula,
"cdd_bp": self.caltrack_model.fit_bp_cdd,
"hdd_bp": self.caltrack_model.fit_bp_hdd,
"X_design_info": self.caltrack_model.X.design_info,
}
output = {
"r2": self.caltrack_model.r2,
"model_params": self.caltrack_model.params,
"rmse": self.caltrack_model.rmse,
"cvrmse": self.caltrack_model.cvrmse,
"nmbe": self.caltrack_model.nmbe,
"n": self.caltrack_model.n,
}
return output
def ami_to_daily(self, df):
''' Convert from daily usage and temperature to monthly
usage per day and average HDD/CDD. '''
# Throw out any duplicate indices
df = df[~df.index.duplicated(keep='last')].sort_index()
# Create arrays to hold computed CDD and HDD for each
# balance point temperature.
cdd = {i: [0] for i in self.bp_cdd}
hdd = {i: [0] for i in self.bp_hdd}
# If there isn't any data, throw an exception
if len(df.index) == 0:
raise model_exceptions.DataSufficiencyException(
"No energy trace data")
# Check whether we are creating a demand fixture.
is_demand_fixture = 'energy' not in df.columns
for bp in self.bp_cdd:
cdd[bp] = pd.Series(np.maximum(df.tempF - bp, 0), index=df.index)
for bp in self.bp_hdd:
hdd[bp] = pd.Series(np.maximum(bp - df.tempF, 0), index=df.index)
# spread out over the month
ndays = pd.Series((is_demand_fixture or np.isfinite(df.energy))
& np.isfinite(hdd[self.bp_hdd[0]]),
dtype=int)
# Create output data frame
if not is_demand_fixture:
df_dict = {'upd': df.energy, 'usage': df.energy, 'ndays': ndays}
else:
df_dict = {'upd': ndays * 0, 'usage': ndays * 0, 'ndays': ndays}
df_dict.update({'CDD_' + str(bp): cdd[bp] for bp in cdd.keys()})
df_dict.update({'HDD_' + str(bp): hdd[bp] for bp in hdd.keys()})
output = pd.DataFrame(df_dict, index=df.index)
return output
def fit(self, input_data):
self.input_data = input_data
if isinstance(input_data, tuple):
raise model_exceptions.DataSufficiencyException(
"Billing data is not appropriate for this model")
else:
df = self.ami_to_daily(self.input_data)
self.df = df
self.meets_sufficiency_or_error(df)
# Fit the intercept-only model
(int_formula, int_mod, int_res, int_rsquared,
int_qualified) = _fit_intercept(df)
# CDD-only
if self.fit_cdd:
(cdd_formula, cdd_mod, cdd_res, cdd_rsquared, cdd_qualified,
cdd_bp) = _fit_cdd_only(df)
else:
cdd_formula = None
cdd_mod = None
cdd_res = None
cdd_rsquared = 0
cdd_qualified = False
cdd_bp = None
# HDD-only
(hdd_formula, hdd_mod, hdd_res, hdd_rsquared, hdd_qualified,
hdd_bp) = _fit_hdd_only(df)
# CDD+HDD
if self.fit_cdd:
(full_formula, full_mod, full_res, full_rsquared, full_qualified,
full_hdd_bp, full_cdd_bp) = _fit_full(df)
else:
full_formula = None
full_mod = None
full_res = None
full_rsquared = 0
full_qualified = False
full_hdd_bp = None
full_cdd_bp = None
# Now we take the best qualified model.
if (full_qualified or hdd_qualified or cdd_qualified
or int_qualified) is False:
raise model_exceptions.ModelFitException(
"No candidate model fit to data successfully")
use_full = (full_qualified and (full_rsquared > max([
int(hdd_qualified) * hdd_rsquared,
int(cdd_qualified) * cdd_rsquared,
int(int_qualified) * int_rsquared,
])))
use_hdd_only = (hdd_qualified and (hdd_rsquared > max([
int(full_qualified) * full_rsquared,
int(cdd_qualified) * cdd_rsquared,
int(int_qualified) * int_rsquared,
])))
use_cdd_only = (cdd_qualified and (cdd_rsquared > max([
int(full_qualified) * full_rsquared,
int(hdd_qualified) * hdd_rsquared,
int(int_qualified) * int_rsquared,
])))
fit_bp_hdd, fit_bp_cdd = None, None
if use_full:
# Use the full model
y, X = patsy.dmatrices(full_formula, df, return_type='dataframe')
estimated = full_res.fittedvalues
r2, rmse = full_rsquared, np.sqrt(full_res.ssr / full_res.nobs)
model_obj, model_res, formula = full_mod, full_res, full_formula
fit_bp_hdd, fit_bp_cdd = full_hdd_bp, full_cdd_bp
elif use_hdd_only:
y, X = patsy.dmatrices(hdd_formula, df, return_type='dataframe')
estimated = hdd_res.fittedvalues
r2, rmse = hdd_rsquared, np.sqrt(hdd_res.ssr / hdd_res.nobs)
model_obj, model_res, formula = hdd_mod, hdd_res, hdd_formula
fit_bp_hdd = hdd_bp
elif use_cdd_only:
y, X = patsy.dmatrices(cdd_formula, df, return_type='dataframe')
estimated = cdd_res.fittedvalues
r2, rmse = cdd_rsquared, np.sqrt(cdd_res.ssr / cdd_res.nobs)
model_obj, model_res, formula = cdd_mod, cdd_res, cdd_formula
fit_bp_cdd = cdd_bp
else:
# Use Intercept-only
y, X = patsy.dmatrices(int_formula, df, return_type='dataframe')
estimated = int_res.fittedvalues
r2, rmse = int_rsquared, np.sqrt(int_res.ssr / int_res.nobs)
model_obj, model_res, formula = int_mod, int_res, int_formula
if y.mean != 0:
cvrmse = rmse / float(y.values.ravel().mean())
nmbe = np.nanmean(model_res.resid) / float(y.values.ravel().mean())
else:
cvrmse = np.nan
nmbe = np.nan
n = estimated.shape[0]
self.y, self.X = y, X
self.estimated = estimated
self.r2, self.rmse = r2, rmse
self.model_obj, self.model_res, self.formula = model_obj, model_res, formula
self.cvrmse = cvrmse
self.nmbe = nmbe
self.fit_bp_hdd, self.fit_bp_cdd = fit_bp_hdd, fit_bp_cdd
self.n = n
self.params = {
"coefficients": self.model_res.params.to_dict(),
"formula": self.formula,
"cdd_bp": self.fit_bp_cdd,
"hdd_bp": self.fit_bp_hdd,
"X_design_info": self.X.design_info,
}
output = {
"r2": self.r2,
"model_params": self.params,
"rmse": self.rmse,
"cvrmse": self.cvrmse,
"nmbe": self.nmbe,
"n": self.n,
}
return output
def billing_to_monthly_avg(self, trace_and_temp):
''' Helper function to handle monthly billing or other irregular data.
'''
(energy_data, temp_data) = trace_and_temp
# Handle empty series
if energy_data.empty:
raise model_exceptions.DataSufficiencyException(
"No energy trace data")
if temp_data.empty:
raise model_exceptions.DataSufficiencyException(
"No temperature data")
# Convert billing multiindex to straight index
temp_data.index = temp_data.index.droplevel()
# Resample temperature data to daily
temp_data_daily = temp_data.resample('D').apply(np.mean)[0]
# Drop any duplicate indices
energy_data = energy_data[~energy_data.index.duplicated(
keep='last')].sort_index()
# Check for empty series post-resampling and deduplication
if energy_data.empty:
raise model_exceptions.DataSufficiencyException(
"No energy trace data after deduplication")
if temp_data_daily.empty:
raise model_exceptions.DataSufficiencyException(
"No temperature data after resampling")
# get daily mean values
upd_data_daily_mean_values = [
value / (e - s).days for value, s, e in zip(
energy_data, energy_data.index, energy_data.index[1:])
] + [
np.nan
] # add missing last data point, which is null by convention anyhow
usage_data_daily_mean_values = [
value for value, s, e in zip(energy_data, energy_data.index,
energy_data.index[1:])
] + [
np.nan
] # add missing last data point, which is null by convention anyhow
# Create arrays to hold computed CDD and HDD for each
# balance point temperature.
cdd = {i: [0] for i in self.bp_cdd}
hdd = {i: [0] for i in self.bp_hdd}
for bp in self.bp_cdd:
cdd[bp] = pd.Series(np.maximum(temp_data_daily - bp, 0),
index=temp_data_daily.index)
for bp in self.bp_hdd:
hdd[bp] = pd.Series(np.maximum(bp - temp_data_daily, 0),
index=temp_data_daily.index)
ndays_data_daily_mean_values = []
hdd_data_daily_mean_values = {}
cdd_data_daily_mean_values = {}
for s, e in zip(energy_data.index, energy_data.index[1:]):
thisn = np.sum(np.isfinite(temp_data_daily[s:e]))
ndays_data_daily_mean_values.append(thisn)
if thisn >= 15:
for bp in self.bp_cdd:
thismean = np.nanmean(cdd[bp][s:e])
if bp not in cdd_data_daily_mean_values.keys():
cdd_data_daily_mean_values[bp] = []
cdd_data_daily_mean_values[bp].append(thismean)
for bp in self.bp_hdd:
thismean = np.nanmean(hdd[bp][s:e])
if bp not in hdd_data_daily_mean_values.keys():
hdd_data_daily_mean_values[bp] = []
hdd_data_daily_mean_values[bp].append(thismean)
else:
for bp in self.bp_cdd:
if bp not in cdd_data_daily_mean_values.keys():
cdd_data_daily_mean_values[bp] = []
cdd_data_daily_mean_values[bp].append(np.nan)
for bp in self.bp_hdd:
if bp not in hdd_data_daily_mean_values.keys():
hdd_data_daily_mean_values[bp] = []
hdd_data_daily_mean_values[bp].append(np.nan)
# spread out over the month
upd_data = pd.Series(upd_data_daily_mean_values,
index=energy_data.index)
usage_data = pd.Series(usage_data_daily_mean_values,
index=energy_data.index)
ndays_data = pd.Series(ndays_data_daily_mean_values + [np.nan],
index=energy_data.index)
cdd_data = {}
hdd_data = {}
for bp in self.bp_cdd:
cdd_data[bp] = pd.Series(cdd_data_daily_mean_values[bp] + [np.nan],
index=energy_data.index)
for bp in self.bp_hdd:
hdd_data[bp] = pd.Series(hdd_data_daily_mean_values[bp] + [np.nan],
index=energy_data.index)
model_data = {
'upd': upd_data,
'usage': usage_data,
'ndays': ndays_data,
}
model_data.update(
{'CDD_' + str(bp): cdd_data[bp]
for bp in cdd_data.keys()})
model_data.update(
{'HDD_' + str(bp): hdd_data[bp]
for bp in hdd_data.keys()})
return pd.DataFrame(model_data)
def meets_sufficiency_or_error(self, df):
# Caltrack sufficiency requirement of number of contiguous months
# choose first hdd as a proxy for temperature data
upd = df['upd'].values
hdd_col = [col for col in df.columns if col.startswith('HDD')][0]
temp = df[hdd_col].values
def n_non_nan(values):
return np.sum(~np.isnan(values))
reason = None
mp_type = self.modeling_period_interpretation
if mp_type == 'baseline':
_n = self.min_contiguous_baseline_months
# In the baseline period, require the last N months be non-nan.
last_month_nan = np.isnan(upd[-1])
direction = "last"
if last_month_nan:
upd_contig = upd[-(_n + 1):-1]
temp_contig = temp[-(_n + 1):-1]
else:
upd_contig = upd[-_n:]
temp_contig = temp[-_n:]
elif mp_type == 'reporting':
_n = self.min_contiguous_reporting_months
# In the reporting period, require the first N months be non-nan.
first_month_nan = np.isnan(df['upd'].values[0])
direction = "first"
if first_month_nan:
upd_contig = upd[1:_n + 1]
temp_contig = temp[1:_n + 1]
else:
upd_contig = upd[:_n]
temp_contig = temp[:_n]
else:
raise ValueError(
'Unexpected modeling period interpretation {}'.format(mp_type))
n_months = len(upd_contig)
if n_months < _n:
reason = (
'The {direction} {req} months of a {mp} period must have'
' non-NaN energy and temperature values. In this case, there'
' were only {n} months in the series.'.format(
direction=direction, req=_n, mp=mp_type, n=n_months))
else:
upd_n_non_nan = n_non_nan(upd_contig)
temp_n_non_nan = n_non_nan(temp_contig)
upd_ok = (upd_n_non_nan == _n)
temp_ok = (temp_n_non_nan == _n)
if upd_ok and not temp_ok:
reason = (
'The {direction} {req} months of a {mp} period must have'
' at least 15 valid days of energy and temperature data.'
' In this case, only {n} of the {direction} {req} months'
' of temperature data met that requirement.'.format(
direction=direction,
req=_n,
mp=mp_type,
n=temp_n_non_nan,
))
elif not upd_ok and temp_ok:
reason = (
'The {direction} {req} months of a {mp} period must have'
' at least 15 valid days of energy and temperature data.'
' In this case, only {n} of the {direction} {req} months'
' of energy data met that requirement.'.format(
direction=direction,
req=_n,
mp=mp_type,
n=upd_n_non_nan,
))
elif not upd_ok and not temp_ok:
reason = (
'The {direction} {req} months of a {mp} period must have'
' at least 15 valid days of energy and temperature data.'
' In this case, only {upd_n} and {temp_n} of the'
' {direction} {req} months of energy and temperature data'
' met that requirement, respectively.'.format(
direction=direction,
req=_n,
mp=mp_type,
upd_n=upd_n_non_nan,
temp_n=temp_n_non_nan))
if reason is not None:
raise model_exceptions.DataSufficiencyException(
'Data does not meet minimum contiguous months requirement. {}'.
format(reason))
if not np.nansum(upd) > 0.01:
raise model_exceptions.DataSufficiencyException(
"Energy trace data is all or nearly all zero")
return
def daily_to_monthly_avg(self, df):
''' Convert from daily usage and temperature to monthly
usage per day and average HDD/CDD. '''
# Throw out any duplicate indices
df = df[~df.index.duplicated(keep='last')].sort_index()
# Create arrays to hold computed CDD and HDD for each
# balance point temperature.
cdd = {i: [0] for i in self.bp_cdd}
hdd = {i: [0] for i in self.bp_hdd}
# If there isn't any data, throw an exception
if len(df.index) == 0:
raise model_exceptions.DataSufficiencyException(
"No energy trace data")
# Create the arrays to hold our monthly output
ndays, usage, upd, output_index = [0], [0], [0], [df.index[0]]
this_yr, this_mo = output_index[0].year, output_index[0].month
# Check whether we are creating a demand fixture.
is_demand_fixture = 'energy' not in df.columns
# TODO use groupby here? e.g. df.groupby(pd.TimeGrouper('MS'))
# Loop through the daily input data frame populating monthly arrays
for idx, row in df.iterrows():
# Check whether we are in a new month.
new_month = (this_yr != idx.year or this_mo != idx.month)
if new_month:
ndays.append(0)
usage.append(0)
upd.append(0)
for i in cdd.keys():
cdd[i].append(0)
for i in hdd.keys():
hdd[i].append(0)
this_yr, this_mo = idx.year, idx.month
output_index.append(idx)
# If this day is valid, add it to the usage and CDD/HDD arrays.
day_is_valid = (
(is_demand_fixture or
(np.isfinite(row['energy']) and row['energy'] >= 0))
and np.isfinite(row['tempF']))
if day_is_valid:
ndays[-1] = ndays[-1] + 1
usage[-1] = usage[-1] + (row['energy']
if not is_demand_fixture else 0)
for bp in cdd.keys():
cdd[bp][-1] += np.maximum(row['tempF'] - bp, 0)
for bp in hdd.keys():
hdd[bp][-1] += np.maximum(bp - row['tempF'], 0)
# Caltrack sufficiency requirement of >=15 days per month
for i in range(len(usage)):
misses_req = (ndays[i] < 15)
if misses_req:
upd[i] = np.nan
for bp in cdd.keys():
cdd[bp][i] = np.nan
for bp in hdd.keys():
hdd[bp][i] = np.nan
else:
upd[i] = (usage[i] / ndays[i])
for bp in cdd.keys():
cdd[bp][i] = cdd[bp][i] / ndays[i]
for bp in hdd.keys():
hdd[bp][i] = hdd[bp][i] / ndays[i]
# Create output data frame
df_dict = {'upd': upd, 'usage': usage, 'ndays': ndays}
df_dict.update({'CDD_' + str(bp): cdd[bp] for bp in cdd.keys()})
df_dict.update({'HDD_' + str(bp): hdd[bp] for bp in hdd.keys()})
output = pd.DataFrame(df_dict, index=output_index)
return output
def fit(self, weather_source):
''' Fit all models associated with this trace.
Parameters
----------
weather_source : eemeter.weather.ISDWeatherSource
Weather source to use in creating covariate data.
'''
for modeling_period_label, modeling_period in \
self.modeling_period_set.iter_modeling_periods():
filtered_data = self._filter_by_modeling_period(
self.trace, modeling_period)
filtered_trace = EnergyTrace(self.trace.interpretation,
data=filtered_data,
unit=self.trace.unit)
model = self.model_mapping[modeling_period_label]
outputs = {
"status": None,
"traceback": None,
"input_data": None,
"start_date": None,
"end_date": None,
"n_rows": None,
"model_fit": {},
}
# fail with DataSufficiencyException if bad weather source
if weather_source is None:
message = (
'No weather source found for trace {} in {} period'.format(
self.trace.trace_id, modeling_period_label))
logger.warn(message)
try:
raise model_exceptions.DataSufficiencyException(message)
except:
outputs.update({
"status": "FAILURE",
"traceback": traceback.format_exc(),
})
self.fit_outputs[modeling_period_label] = outputs
continue
# attempt to create input data
try:
input_data = self.formatter.create_input(
filtered_trace, weather_source)
except:
logger.warn(
'Input data formatting failed for trace {} in {} period.'.
format(self.trace.trace_id, modeling_period_label))
outputs.update({
"status": "FAILURE",
"traceback": traceback.format_exc(),
})
else:
input_description = self.formatter.describe_input(input_data)
input_serialization = self.formatter.serialize_input(
input_data)
input_mask = self.formatter.get_input_data_mask(input_data)
outputs.update({
"input_data_serialization":
input_serialization,
"input_mask":
input_mask, # missing days
"start_date":
input_description.get('start_date'),
"end_date":
input_description.get('end_date'),
"n_rows":
input_description.get('n_rows'),
"trace":
filtered_trace,
})
try:
model_fit = model.fit(input_data)
except:
tb = traceback.format_exc()
logger.warn(
'{} fit failed for trace {} in {} period.'.format(
model, self.trace.trace_id, modeling_period_label))
outputs.update({
"status": "FAILURE",
"traceback": tb,
})
else:
logger.debug(
'{} fit successful for trace {} in {} period.'.format(
model, self.trace.trace_id, modeling_period_label))
outputs["model_fit"].update(model_fit)
outputs.update({
"status": "SUCCESS",
})
self.fit_outputs[modeling_period_label] = outputs
return self.fit_outputs
