def calculatePCAweights(filename):
"""
From a solved network - calculate the PCA weights
:param filename:
:return:
"""
# Load the data from a solved system
mismatch = loader.get_eu_mismatch_balancing_injection_meanload(filename)[0]
# Total number of days in the data [hours/24]
numberOfDays = mismatch.shape[1] / 24
# Center and normalize data, for use with PCA
mismatch_c, mean_mismatch = PCA.center(mismatch)
h, Ntilde = PCA.normalize(mismatch_c)
# Arrays to store data in.
weights_all = np.zeros([30, len(mismatch[1])])
weightsDaily_all = np.zeros([30, numberOfDays])
weight_monthly_all = np.zeros([30, numberOfDays])
# Calculating the amplitude of each PC
for j in range(30):
weights_all[j, :] = PCA.get_xi_weight(h, j)
return weights_all
def generateMismatchFromTimelag(filename,weights_monthly_all,weights_daily_all,weights_hourly_all,timelag=1,NumberOfComponents=1):
# Data strucktues
T = len(weights_hourly_all[0,:])
a_h = np.zeros((NumberOfComponents,T))
a_d = np.zeros((NumberOfComponents,T))
a_m = np.zeros((NumberOfComponents,T))
# Setting starting values
a_h[:,0] = weights_hourly_all[0:NumberOfComponents,0]
a_d[:,0] = weights_daily_all[0:NumberOfComponents,0]
a_m[:,0] = weights_monthly_all[0:NumberOfComponents,0]
hours_in_month = createCumulativeSumOfDaysInData(StartMonth='Jan')[1][1::2]
hours_in_semi_month = createCumulativeSumOfDaysInData(StartMonth='Jan')[1]
# Load the data from a solved system
mismatch = loader.get_eu_mismatch_balancing_injection_meanload(filename)[0]
# Center and normalize data, for use with PCA
mismatch_c, mean_mismatch = PCA.center(mismatch)
h, Ntilde = PCA.normalize(mismatch_c)
# N is the number of hours
epsilon = np.zeros((NumberOfComponents,T))
# We have a network of 30 nodes, so the new mismatch needs to be 30xN+1
approx_mismatch = np.zeros((mismatch.shape[0],T))
# Loop over number of components
for component in range(NumberOfComponents):
# Load relevant kdes and associated values.
with open('hourly_kde_full_k='+str(component+1)+'.pkl', 'rb') as f:
Hourly_data = pickle.load(f)
kdes_h = Hourly_data['kde']
max_values_h = Hourly_data['max']
min_values_h = Hourly_data['min']
value_intervals_h = Hourly_data['interval']
numberOfkdes = len(Hourly_data['kde'])
with open('daily_kde_full_k='+str(component+1)+'.pkl', 'rb') as f:
Daily_data = pickle.load(f)
kdes_d = Daily_data['kde']
max_value_d = Daily_data['max']
min_value_d = Daily_data['min']
value_interval_d = Daily_data['interval']
with open('monthly_kde_full_k='+str(component+1)+'.pkl', 'rb') as f:
Monthly_data = pickle.load(f)
kdes_m = Monthly_data['kde']
max_values_m = Monthly_data['max']
min_values_m = Monthly_data['min']
value_intervals_m = Monthly_data['interval']
# Begin to create generated values
daily_amplitude = weights_daily_all[component,0]
semi_monthly_amplitude = weights_monthly_all[component,0]
UpdateDaily_because_of_timelag = False
UpdateSemiMonthly_because_of_timelag = False
day = 0
semi_month = 0
month = 0
year = 0
time_of_day = 0 # Since we use the real data values for hour 0, the generated data is
# Setting the first element in the array to be equal to the data, undtill we reach the first valid point for timelag.
for hour in range(0,timelag):
a_h[component,hour] = weights_hourly_all[component,hour]
a_d[component,hour] = weights_daily_all[component,hour]
a_m[component,hour] = weights_monthly_all[component,hour]
for hour in range(timelag,T):
# Keeping track on wat month and year we are in when generating data
if hour > hours_in_month[12*year+month]:
month += 1
if month == 12:
month = 0
year += 1
# Setting the a_h value to the value of the data where we wish to start generating from.
a_h[component,hour] = weights_hourly_all[component,hour-timelag]
for i in range(timelag):
h = ((24*month)+time_of_day+i)
if ((24*month)+time_of_day+i) >= numberOfkdes:
h = 0 + ((24*month)+time_of_day+i)%numberOfkdes
samples = np.vstack([np.repeat(a_h[component,hour],samplerate), np.linspace(min_values_h[h], max_values_h[h], samplerate)])
pdf = kdes_h[h].evaluate(samples)
drift = KDE.kramer_moyal_coeff(a_h[component,hour], value_intervals_h[h,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(a_h[component,hour], value_intervals_h[h,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
hourly_amp = a_h[component,hour] + drift*tau + np.sqrt(diffusion*tau)*p
next_h = h+1
if next_h >= numberOfkdes:
next_h = 0 + ((24*month)+time_of_day+i+1)%numberOfkdes
# Check if the new value is "legal" in the next hour
samples = np.vstack([np.repeat(hourly_amp,samplerate), np.linspace(min_values_h[next_h], max_values_h[next_h], samplerate)])
pdf = kdes_h[next_h].evaluate(samples)
iteration = 0
if np.sum(pdf) == 0.0:
# print 'out', i
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
hourly_amp = a_h[component,hour] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(hourly_amp,samplerate), np.linspace(min_values_h[next_h], max_values_h[next_h], samplerate)])
pdf = kdes_h[next_h].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
# Updates the values in a_h, this is done 'timelag' times.
a_h[component,hour] = hourly_amp
# The next hour is a new tme of day.
time_of_day += 1
if time_of_day == 24:
time_of_day = 0
############################################################################
############################## DAILY PART ##################################
############################################################################
if hour % 24.0 == 0 and hour != 0:
# Calculate what day we are in.
day = hour / 24.0
# If the timelag fits with the 24 hours, we know everything about the last day - we then generate a new value from the real data.
if hour % timelag == 0:
UpdateDaily_because_of_timelag = False
samples = np.vstack([np.repeat(weights_daily_all[component,day-1],samplerate), np.linspace(min_value_d[month], max_value_d[month], samplerate)])
pdf = kdes_d[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(weights_daily_all[component,day-1], value_interval_d[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(weights_daily_all[component,day-1], value_interval_d[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
daily_amplitude = weights_daily_all[component,day-1] + drift*tau + np.sqrt(diffusion*tau)*p
# Check if the next hour is in a new month, needed to check if the next value is legal.
next_m = month
if (hour+1) > hours_in_month[12*year+month]:
next_m = month + 1
if next_m == 12:
next_m = 0
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[next_m], max_value_d[next_m], samplerate)])
pdf = kdes_d[next_m].evaluate(samples)
iteration = 0
if np.sum(pdf) == 0.0:
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
daily_amplitude = weights_daily_all[component,day-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[next_m], max_value_d[next_m], samplerate)])
pdf = kdes_d[next_m].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
# If we are not on the timelag then generate the next daily value from the generated series.
# Will be updated when we hit the timelag.
else:
UpdateDaily_because_of_timelag = True
samples = np.vstack([np.repeat(a_d[component,hour],samplerate), np.linspace(min_value_d[month], max_value_d[month], samplerate)])
pdf = kdes_d[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(a_d[component,hour], value_interval_d[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(a_d[component,hour], value_interval_d[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
daily_amplitude = a_d[component,hour] + drift*tau + np.sqrt(diffusion*tau)*p
# Check if next hour is in a new month
next_m = month
if (hour+1) > hours_in_month[12*year+month]:
next_m = month + 1
if next_m == 12:
next_m = 0
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[next_m], max_value_d[next_m], samplerate)])
pdf = kdes_d[next_m].evaluate(samples)
iteration = 0
if np.sum(pdf) == 0.0:
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
daily_amplitude = a_d[component,hour] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[next_m], max_value_d[next_m], samplerate)])
pdf = kdes_d[next_m].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
# Write the daily value to the daily amplitude array
a_d[component,hour] = daily_amplitude
# Update the daily value
if UpdateDaily_because_of_timelag and hour % timelag == 0:
UpdateDaily_because_of_timelag = False
samples = np.vstack([np.repeat(weights_daily_all[component,day-1],samplerate), np.linspace(min_value_d[month], max_value_d[month], samplerate)])
pdf = kdes_d[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(weights_daily_all[component,day-1], value_interval_d[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(weights_daily_all[component,day-1], value_interval_d[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
daily_amplitude = weights_daily_all[component,day-1] + drift*tau + np.sqrt(diffusion*tau)*p
# Check if the next hour is in a new month, needed to check if the next value is legal.
next_m = month
if (hour+1) > hours_in_month[12*year+month]:
next_m = month + 1
if next_m == 12:
next_m = 0
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[next_m], max_value_d[next_m], samplerate)])
pdf = kdes_d[next_m].evaluate(samples)
iteration = 0
if np.sum(pdf) == 0.0:
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
daily_amplitude = weights_daily_all[component,day-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[next_m], max_value_d[next_m], samplerate)])
pdf = kdes_d[next_m].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
# Write the daily value to the daily amplitude array
a_d[component,hour] = daily_amplitude
############################################################################
################## MONTHLY PART ############################################
############################################################################
if hour == hours_in_semi_month[semi_month]:
semi_month+= 1
if hour % timelag == 0:
UpdateSemiMonthly_because_of_timelag = False
samples = np.vstack([np.repeat(weights_monthly_all[component,semi_month-1],samplerate), np.linspace(min_values_m[month], max_values_m[month], samplerate)])
pdf = kdes_m[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(weights_monthly_all[component,semi_month-1], value_intervals_m[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(weights_monthly_all[component,semi_month-1], value_intervals_m[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = weights_monthly_all[component,semi_month-1] + drift*tau + np.sqrt(diffusion*tau)*p
# Check if the next hour is in a new month, needed to check if the next value is legal.
next_m = month
if (hour+1) > hours_in_month[12*year+month]:
next_m = month + 1
if next_m == 12:
next_m = 0
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[next_m], max_values_m[next_m], samplerate)])
pdf = kdes_m[next_m].evaluate(samples)
# Check if we go out of bounds, then find a new random value which would bring us back.
iteration = 0
if np.sum(pdf) == 0.0:
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = weights_monthly_all[component,semi_month-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[next_m], max_values_m[next_m], samplerate)])
pdf = kdes_m[next_m].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
else:
UpdateSemiMonthly_because_of_timelag = True
samples = np.vstack([np.repeat(a_m[component,hour-1],samplerate), np.linspace(min_values_m[month], max_values_m[month], samplerate)])
pdf = kdes_m[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(a_m[component,hour-1], value_intervals_m[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(a_m[component,hour-1], value_intervals_m[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = a_m[component,hour-1] + drift*tau + np.sqrt(diffusion*tau)*p
# Check if the next hour is in a new month, needed to check if the next value is legal.
next_m = month
if (hour+1) > hours_in_month[12*year+month]:
next_m = month + 1
if next_m == 12:
next_m = 0
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[next_m], max_values_m[next_m], samplerate)])
pdf = kdes_m[next_m].evaluate(samples)
# Check if we go out of bounds, then find a new random value which would bring us back.
iteration = 0
if np.sum(pdf) == 0.0:
#print 'out', i
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = a_m[component,hour-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[next_m], max_values_m[next_m], samplerate)])
pdf = kdes_m[next_m].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
if UpdateSemiMonthly_because_of_timelag and hour % timelag == 0:
UpdateSemiMonthly_because_of_timelag = False
samples = np.vstack([np.repeat(weights_monthly_all[component,semi_month-1],samplerate), np.linspace(min_values_m[month], max_values_m[month], samplerate)])
pdf = kdes_m[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(weights_monthly_all[component,semi_month-1], value_intervals_m[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(weights_monthly_all[component,semi_month-1], value_intervals_m[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = weights_monthly_all[component,semi_month-1] + drift*tau + np.sqrt(diffusion*tau)*p
# Check if the next hour is in a new month, needed to check if the next value is legal.
next_m = month
if (hour+1) > hours_in_month[12*year+month]:
next_m = month + 1
if next_m == 12:
next_m = 0
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[next_m], max_values_m[next_m], samplerate)])
pdf = kdes_m[next_m].evaluate(samples)
# Check if we go out of bounds, then find a new random value which would bring us back.
iteration = 0
if np.sum(pdf) == 0.0:
#print 'out', i
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = weights_monthly_all[component,semi_month-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[next_m], max_values_m[next_m], samplerate)])
pdf = kdes_m[next_m].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
a_m[component,hour] = semi_monthly_amplitude
if hour%10000 == 0:
print str(hour/1000)+'k hours generated'
for i in np.arange(0, T, tau):
epsilon[component,i] = a_m[component,i] + a_d[component,i] + a_h[component,i] # The +1 is to skip the startvalue of epsilon_h
lambd, princ_comp = PCA.get_principal_component(h, component)
mismatch_PC = PCA.unnormalize_uncenter(princ_comp,Ntilde, mean_mismatch)
approx_mismatch += np.outer(mismatch_PC, epsilon[component,:])
print 'One Component done'
filename = 'weights_generated.npy'
np.save('approx_mismatch_generated'+'.npy',approx_mismatch)
np.save(filename, epsilon)
def generate8YearMismatchData(filename,weights_monthly_all,weights_daily_all,weights_hourly_all,NumberOfComponents=1):
# Data strucktues
T = len(weights_hourly_all[0,:])
a_h = np.zeros((NumberOfComponents,T))
a_d = np.zeros((NumberOfComponents,T))
a_m = np.zeros((NumberOfComponents,T))
# Setting starting values
a_h[:,0] = weights_hourly_all[0:NumberOfComponents,0]
a_d[:,0] = weights_daily_all[0:NumberOfComponents,0]
a_m[:,0] = weights_monthly_all[0:NumberOfComponents,0]
hours_in_month = createCumulativeSumOfDaysInData(StartMonth='Jan')[1][1::2]
hours_in_semi_month = createCumulativeSumOfDaysInData(StartMonth='Jan')[1]
# Load the data from a solved system
mismatch = loader.get_eu_mismatch_balancing_injection_meanload(filename)[0]
# Center and normalize data, for use with PCA
mismatch_c, mean_mismatch = PCA.center(mismatch)
h, Ntilde = PCA.normalize(mismatch_c)
# N is the number of hours
epsilon = np.zeros((NumberOfComponents,T))
# We have a network of 30 nodes, so the new mismatch needs to be 30xN+1
approx_mismatch = np.zeros((mismatch.shape[0],T))
# Loop over number of components
for component in range(NumberOfComponents):
# Load relevant kdes and associated values.
with open('hourly_kde_full_k='+str(component+1)+'.pkl', 'rb') as f:
Hourly_data = pickle.load(f)
kdes_h = Hourly_data['kde']
max_values_h = Hourly_data['max']
min_values_h = Hourly_data['min']
value_intervals_h = Hourly_data['interval']
with open('daily_kde_full_k='+str(component+1)+'.pkl', 'rb') as f:
Daily_data = pickle.load(f)
kdes_d = Daily_data['kde']
max_value_d = Daily_data['max']
min_value_d = Daily_data['min']
value_interval_d = Daily_data['interval']
with open('monthly_kde_full_k='+str(component+1)+'.pkl', 'rb') as f:
Monthly_data = pickle.load(f)
kdes_m = Monthly_data['kde']
max_values_m = Monthly_data['max']
min_values_m = Monthly_data['min']
value_intervals_m = Monthly_data['interval']
# Begin to create generated values
daily_amplitude = weights_daily_all[component,0]
semi_monthly_amplitude = weights_monthly_all[component,0]
day = 0
semi_month = 0
month = 0
year = 0
time_of_day = 0 # Since we use the real data values for hour 0, the generated data is
for hour in range(1,T):
#print time_of_day,'Time of day'
#print hour,'Hour'
# Keeping track on wat month and year we are in when generating data
if hour == hours_in_month[12*year+month]:
month += 1
if month == 12:
month = 0
year += 1
samples = np.vstack([np.repeat(a_h[component,hour-1],samplerate), np.linspace(min_values_h[(24*month)+time_of_day], max_values_h[(24*month)+time_of_day], samplerate)])
pdf = kdes_h[(24*month)+time_of_day].evaluate(samples)
drift = KDE.kramer_moyal_coeff(a_h[component,hour-1], value_intervals_h[(24*month)+time_of_day,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(a_h[component,hour-1], value_intervals_h[(24*month)+time_of_day,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
a_h[component,hour] = a_h[component,hour-1] + drift*tau + np.sqrt(diffusion*tau)*p
time_of_day += 1
if time_of_day == 24:
time_of_day = 0
# Check if the new value is "legal"
samples = np.vstack([np.repeat(a_h[component,hour],samplerate), np.linspace(min_values_h[(24*month)+time_of_day], max_values_h[(24*month)+time_of_day], samplerate)])
pdf = kdes_h[(24*month)+time_of_day].evaluate(samples)
iteration = 0
if np.sum(pdf) == 0.0:
# print 'out', i
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
a_h[component,hour] = a_h[component,hour-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(a_h[component,hour],samplerate), np.linspace(min_values_h[(24*month)+time_of_day], max_values_h[(24*month)+time_of_day], samplerate)])
pdf = kdes_h[(24*month)+time_of_day].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
############################################################################
############################## DAILY PART ##################################
############################################################################
# 24 hours has passed we need a new daily value -
if hour % 24.0 == 0:
samples = np.vstack([np.repeat(a_d[component,hour],samplerate), np.linspace(min_value_d[month], max_value_d[month], samplerate)])
pdf = kdes_d[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(a_d[component,hour], value_interval_d[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(a_d[component,hour], value_interval_d[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
daily_amplitude = a_d[component,hour] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[month], max_value_d[month], samplerate)])
pdf = kdes_d[month].evaluate(samples)
iteration = 0
if np.sum(pdf) == 0.0:
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
daily_amplitude = a_d[component,hour] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(daily_amplitude,samplerate), np.linspace(min_value_d[month], max_value_d[month], samplerate)])
pdf = kdes_d[month].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
# Write the daily value to the daily amplitude array
a_d[component,hour] = daily_amplitude
############################################################################
################## MONTHLY PART ############################################
############################################################################
if hour == hours_in_semi_month[semi_month]:
semi_month += 1
samples = np.vstack([np.repeat(a_m[component,hour-1],samplerate), np.linspace(min_values_m[month], max_values_m[month], samplerate)])
pdf = kdes_m[month].evaluate(samples)
drift = KDE.kramer_moyal_coeff(a_m[component,hour-1], value_intervals_m[month,:], pdf, n=1, tau=1)
diffusion = KDE.kramer_moyal_coeff(a_m[component,hour-1], value_intervals_m[month,:], pdf, n=2, tau=1)
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = a_m[component,hour-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[month], max_values_m[month], samplerate)])
pdf = kdes_m[month].evaluate(samples)
# Check if we go out of bounds, then find a new random value which would bring us back.
iteration = 0
if np.sum(pdf) == 0.0:
#print 'out', i
while np.sum(pdf) == 0.0:
p = norm.rvs(loc=0, scale=1)
semi_monthly_amplitude = a_m[component,hour-1] + drift*tau + np.sqrt(diffusion*tau)*p
samples = np.vstack([np.repeat(semi_monthly_amplitude,samplerate), np.linspace(min_values_m[month], max_values_m[month], samplerate)])
pdf = kdes_m[month].evaluate(samples)
iteration += 1
if iteration > 1000:
print('Too many iterations')
break
a_m[component,hour] = semi_monthly_amplitude
if hour%10000 == 0:
print '10k hours generated'
print 'Mean values'
print np.mean(a_h[component,:])
print np.mean(a_d[component,:])
print np.mean(a_m[component,:])
a_h[component,:] = a_h[component,:] - np.mean(a_h[component,:])
a_d[component,:] = a_d[component,:] - np.mean(a_d[component,:])
a_m[component,:] = a_m[component,:] - np.mean(a_m[component,:])
for i in np.arange(0, T, tau):
epsilon[component,i] = a_m[component,i] + a_d[component,i] + a_h[component,i] # The +1 is to skip the startvalue of epsilon_h
if i == 0:
print epsilon[component,i]
print PCA.get_xi_weight(h, component)[0]
lambd, princ_comp = PCA.get_principal_component(h, component)
mismatch_PC = PCA.unnormalize_uncenter(princ_comp,Ntilde, mean_mismatch)
approx_mismatch += np.outer(mismatch_PC, epsilon[component,:])
filename = 'weights_generated.npy'
np.save('approx_mismatch_generated'+'.npy',approx_mismatch)
np.save(filename, epsilon)