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| 1 | +using System; |
| 2 | +using System.Collections.Generic; |
| 3 | +using System.Linq; |
| 4 | +using System.Text; |
| 5 | +using System.Threading.Tasks; |
| 6 | + |
| 7 | +using TimeSeriesAnalysis.Utility; |
| 8 | + |
| 9 | +namespace TimeSeriesAnalysis.Dynamic |
| 10 | +{ |
| 11 | + /// <summary> |
| 12 | + /// The data for a porition of a process, containg only one output and one or multiple inputs that influence it |
| 13 | + /// </summary> |
| 14 | + public class GainSchedDataSet |
| 15 | + { |
| 16 | + /// <summary> |
| 17 | + /// list of warings during identification |
| 18 | + /// </summary> |
| 19 | + public List<GainSchedWarnings> Warnings { get; set; } |
| 20 | + /// <summary> |
| 21 | + /// Name |
| 22 | + /// </summary> |
| 23 | + public string ProcessName { get; } |
| 24 | + /// <summary> |
| 25 | + /// Timestamps |
| 26 | + /// </summary> |
| 27 | + public DateTime[] Times { get; set; } |
| 28 | + /// <summary> |
| 29 | + /// Output Y (measured) |
| 30 | + /// </summary> |
| 31 | + public double[] Y_meas { get; set; } |
| 32 | + /// <summary> |
| 33 | + /// Output Y (simulated) |
| 34 | + /// </summary> |
| 35 | + public double[] Y_sim { get; set; } |
| 36 | + |
| 37 | + /// <summary> |
| 38 | + /// Input U(simulated) - in the case of PID-control |
| 39 | + /// </summary> |
| 40 | + public double[,] U_sim { get; set; } |
| 41 | + |
| 42 | + /// <summary> |
| 43 | + /// Setpoint - (if sub-process includes a PID-controller) |
| 44 | + /// </summary> |
| 45 | + public double[] Y_setpoint { get; set; } = null; |
| 46 | + |
| 47 | + /// <summary> |
| 48 | + /// Additve output disturbance D (Y = X+ D) |
| 49 | + /// </summary> |
| 50 | + public double[] D { get; set; } |
| 51 | + |
| 52 | + /// <summary> |
| 53 | + /// Input U (given) |
| 54 | + /// </summary> |
| 55 | + public double[,] U { get; set; } |
| 56 | + |
| 57 | + /// <summary> |
| 58 | + /// Indices that are ignored in Y during fitting. |
| 59 | + /// </summary> |
| 60 | + public List<int> IndicesToIgnore = null; |
| 61 | + |
| 62 | + /// <summary> |
| 63 | + /// Some systems for storing data do not support "NaN", but instead some other magic |
| 64 | + /// value is reserved for indicating that a value is bad or missing. |
| 65 | + /// </summary> |
| 66 | + public double BadDataID { get; set; } = -9999; |
| 67 | + |
| 68 | + |
| 69 | + /// <summary> |
| 70 | + /// Constructor for data set without inputs - for "autonomous" processes such as sinusoids, |
| 71 | + /// rand walks or other disturbancs. |
| 72 | + /// </summary> |
| 73 | + /// <param name="name">optional internal name of dataset</param> |
| 74 | + public GainSchedDataSet(string name = null) |
| 75 | + { |
| 76 | + this.Warnings = new List<GainSchedWarnings>(); |
| 77 | + this.Y_meas = null; |
| 78 | + this.U = null; |
| 79 | + this.ProcessName = name; |
| 80 | + } |
| 81 | + |
| 82 | + /// <summary> |
| 83 | + /// Create a copy of an existing data set |
| 84 | + /// </summary> |
| 85 | + /// <param name="otherDataSet"></param> |
| 86 | + public GainSchedDataSet(GainSchedDataSet otherDataSet) |
| 87 | + { |
| 88 | + this.ProcessName = otherDataSet.ProcessName + "copy"; |
| 89 | + |
| 90 | + if (otherDataSet.Y_meas == null) |
| 91 | + this.Y_meas = null; |
| 92 | + else |
| 93 | + this.Y_meas = otherDataSet.Y_meas.Clone() as double[]; |
| 94 | + if (otherDataSet.Y_setpoint == null) |
| 95 | + this.Y_setpoint = null; |
| 96 | + else |
| 97 | + this.Y_setpoint = otherDataSet.Y_setpoint.Clone() as double[]; |
| 98 | + |
| 99 | + if (otherDataSet.Y_sim == null) |
| 100 | + { |
| 101 | + this.Y_sim = null; |
| 102 | + } |
| 103 | + else |
| 104 | + { |
| 105 | + this.Y_sim = otherDataSet.Y_sim.Clone() as double[]; |
| 106 | + } |
| 107 | + if (otherDataSet.U == null) |
| 108 | + this.U = null; |
| 109 | + else |
| 110 | + this.U = otherDataSet.U.Clone() as double[,]; |
| 111 | + if (otherDataSet.U_sim == null) |
| 112 | + this.U_sim = null; |
| 113 | + else |
| 114 | + this.U_sim = otherDataSet.U_sim.Clone() as double[,]; |
| 115 | + if (otherDataSet.Times == null) |
| 116 | + this.Times = null; |
| 117 | + else |
| 118 | + this.Times = otherDataSet.Times.Clone() as DateTime[]; |
| 119 | + if (otherDataSet.D == null) |
| 120 | + this.D = null; |
| 121 | + else |
| 122 | + this.D = otherDataSet.D.Clone() as double[]; |
| 123 | + |
| 124 | + if (otherDataSet.IndicesToIgnore == null) |
| 125 | + this.IndicesToIgnore = null; |
| 126 | + else |
| 127 | + this.IndicesToIgnore = new List<int>(otherDataSet.IndicesToIgnore); |
| 128 | + |
| 129 | + this.BadDataID = otherDataSet.BadDataID; |
| 130 | + } |
| 131 | + |
| 132 | + /// <summary> |
| 133 | + /// Create a downsampled copy of an existing data set |
| 134 | + /// </summary> |
| 135 | + /// <param name="originalDataSet"></param> |
| 136 | + /// <param name="downsampleFactor">factor by which to downsample the original dataset</param> |
| 137 | + public GainSchedDataSet(GainSchedDataSet originalDataSet, int downsampleFactor) |
| 138 | + { |
| 139 | + this.ProcessName = originalDataSet.ProcessName + "downsampledFactor" + downsampleFactor; |
| 140 | + |
| 141 | + this.Y_meas = Vec<double>.Downsample(originalDataSet.Y_meas, downsampleFactor); |
| 142 | + this.Y_setpoint = Vec<double>.Downsample(originalDataSet.Y_setpoint, downsampleFactor); |
| 143 | + this.Y_sim = Vec<double>.Downsample(originalDataSet.Y_sim, downsampleFactor); |
| 144 | + this.U = Array2D<double>.Downsample(originalDataSet.U, downsampleFactor); |
| 145 | + this.U_sim = Array2D<double>.Downsample(originalDataSet.U_sim, downsampleFactor); |
| 146 | + this.Times = Vec<DateTime>.Downsample(originalDataSet.Times, downsampleFactor); |
| 147 | + } |
| 148 | + |
| 149 | + public int GetNumDataPoints () |
| 150 | + { |
| 151 | + if (U != null) |
| 152 | + return U.GetNRows(); |
| 153 | + else if (Times != null) |
| 154 | + return Times.Length; |
| 155 | + else if (Y_meas != null) |
| 156 | + return Y_meas.Length; |
| 157 | + else if (Y_setpoint!= null) |
| 158 | + return Y_setpoint.Length; |
| 159 | + else |
| 160 | + return 0; |
| 161 | + } |
| 162 | + |
| 163 | + /// Tags indices to be removed if either of the output is outside the range defined by |
| 164 | + /// [Y_min,Y_max], an input is outside [u_min, umax] or if any data matches badDataId |
| 165 | + /// |
| 166 | + public void DetermineIndicesToIgnore(FittingSpecs fittingSpecs) |
| 167 | + { |
| 168 | + if (fittingSpecs == null) |
| 169 | + { |
| 170 | + return; |
| 171 | + } |
| 172 | + var newIndToExclude = new List<int>(); |
| 173 | + var vec = new Vec(); |
| 174 | + |
| 175 | + // find values below minimum for each input |
| 176 | + if (fittingSpecs.Y_min_fit.HasValue) |
| 177 | + { |
| 178 | + if (!Double.IsNaN(fittingSpecs.Y_min_fit.Value) && fittingSpecs.Y_min_fit.Value != BadDataID |
| 179 | + && !Double.IsNegativeInfinity(fittingSpecs.Y_min_fit.Value)) |
| 180 | + { |
| 181 | + var indices = |
| 182 | + vec.FindValues(Y_meas, fittingSpecs.Y_min_fit.Value, VectorFindValueType.SmallerThan, IndicesToIgnore); |
| 183 | + newIndToExclude.AddRange(indices); |
| 184 | + } |
| 185 | + } |
| 186 | + if (fittingSpecs.Y_max_fit.HasValue) |
| 187 | + { |
| 188 | + if (!Double.IsNaN(fittingSpecs.Y_max_fit.Value) && fittingSpecs.Y_max_fit.Value != BadDataID |
| 189 | + && !Double.IsPositiveInfinity(fittingSpecs.Y_max_fit.Value)) |
| 190 | + { |
| 191 | + var indices = |
| 192 | + vec.FindValues(Y_meas, fittingSpecs.Y_max_fit.Value, VectorFindValueType.BiggerThan, IndicesToIgnore); |
| 193 | + newIndToExclude.AddRange(indices); |
| 194 | + } |
| 195 | + } |
| 196 | + // find values below minimum for each input |
| 197 | + if (fittingSpecs.U_min_fit != null) |
| 198 | + { |
| 199 | + for (int idx = 0; idx < Math.Min(fittingSpecs.U_min_fit.Length, U.GetNColumns()); idx++) |
| 200 | + { |
| 201 | + if (Double.IsNaN(fittingSpecs.U_min_fit[idx]) || fittingSpecs.U_min_fit[idx] == BadDataID |
| 202 | + || Double.IsNegativeInfinity(fittingSpecs.U_min_fit[idx])) |
| 203 | + continue; |
| 204 | + var indices = |
| 205 | + vec.FindValues(U.GetColumn(idx), fittingSpecs.U_min_fit[idx], VectorFindValueType.SmallerThan, IndicesToIgnore); |
| 206 | + newIndToExclude.AddRange(indices); |
| 207 | + } |
| 208 | + } |
| 209 | + if (fittingSpecs.U_max_fit != null) |
| 210 | + { |
| 211 | + for (int idx = 0; idx < Math.Min(fittingSpecs.U_max_fit.Length, U.GetNColumns()); idx++) |
| 212 | + { |
| 213 | + if (Double.IsNaN(fittingSpecs.U_max_fit[idx]) || fittingSpecs.U_max_fit[idx] == BadDataID |
| 214 | + || Double.IsNegativeInfinity(fittingSpecs.U_max_fit[idx])) |
| 215 | + continue; |
| 216 | + var indices = |
| 217 | + vec.FindValues(U.GetColumn(idx), fittingSpecs.U_max_fit[idx], |
| 218 | + VectorFindValueType.BiggerThan, IndicesToIgnore); |
| 219 | + newIndToExclude.AddRange(indices); |
| 220 | + } |
| 221 | + } |
| 222 | + if (newIndToExclude.Count > 0) |
| 223 | + { |
| 224 | + var result = Vec<int>.Sort(newIndToExclude.ToArray(), VectorSortType.Ascending); |
| 225 | + newIndToExclude = result.ToList(); |
| 226 | + var newIndToExcludeDistinct = newIndToExclude.Distinct(); |
| 227 | + newIndToExclude = newIndToExcludeDistinct.ToList(); |
| 228 | + } |
| 229 | + |
| 230 | + if (IndicesToIgnore != null) |
| 231 | + { |
| 232 | + if (newIndToExclude.Count > 0) |
| 233 | + { |
| 234 | + IndicesToIgnore.AddRange(newIndToExclude); |
| 235 | + } |
| 236 | + } |
| 237 | + else |
| 238 | + { |
| 239 | + IndicesToIgnore = newIndToExclude; |
| 240 | + } |
| 241 | + } |
| 242 | + |
| 243 | + |
| 244 | + /// <summary> |
| 245 | + /// Tags indices to be removed if either of the inputs are outside the range defined by |
| 246 | + /// [uMinFit,uMaxFit]. |
| 247 | + /// |
| 248 | + /// uMinFit,uMaxFit may include NaN or BadDataID for values if no max/min applies to the specific input |
| 249 | + /// </summary> |
| 250 | + /// <param name="uMinFit">vector of minimum values for each element in U</param> |
| 251 | + /// <param name="uMaxFit">vector of maximum values for each element in U</param> |
| 252 | + public void SetInputUFitMaxAndMin(double[] uMinFit, double[] uMaxFit) |
| 253 | + { |
| 254 | + if ((uMinFit == null && uMaxFit == null) || this.U == null) |
| 255 | + return; |
| 256 | + |
| 257 | + var newIndToExclude = new List<int>(); |
| 258 | + var vec = new Vec(); |
| 259 | + // find values below minimum for each input |
| 260 | + if (uMinFit != null) |
| 261 | + { |
| 262 | + for (int idx = 0; idx < Math.Min(uMinFit.Length,U.GetNColumns()); idx++) |
| 263 | + { |
| 264 | + if (Double.IsNaN(uMinFit[idx]) || uMinFit[idx] == BadDataID || Double.IsNegativeInfinity(uMinFit[idx])) |
| 265 | + continue; |
| 266 | + var indices = |
| 267 | + vec.FindValues(U.GetColumn(idx), uMinFit[idx], VectorFindValueType.SmallerThan, IndicesToIgnore); |
| 268 | + newIndToExclude.AddRange(indices); |
| 269 | + } |
| 270 | + } |
| 271 | + if (uMaxFit != null) |
| 272 | + { |
| 273 | + for (int idx = 0; idx < Math.Min(uMaxFit.Length, U.GetNColumns()); idx++) |
| 274 | + { |
| 275 | + if (Double.IsNaN(uMaxFit[idx]) || uMaxFit[idx] == BadDataID || Double.IsNegativeInfinity(uMaxFit[idx])) |
| 276 | + continue; |
| 277 | + var indices = |
| 278 | + vec.FindValues(U.GetColumn(idx), uMaxFit[idx], VectorFindValueType.BiggerThan, IndicesToIgnore); |
| 279 | + newIndToExclude.AddRange(indices); |
| 280 | + } |
| 281 | + } |
| 282 | + if (newIndToExclude.Count > 0) |
| 283 | + { |
| 284 | + var result = Vec<int>.Sort(newIndToExclude.ToArray(), VectorSortType.Ascending); |
| 285 | + newIndToExclude = result.ToList(); |
| 286 | + var newIndToExcludeDistinct = newIndToExclude.Distinct(); |
| 287 | + newIndToExclude = newIndToExcludeDistinct.ToList(); |
| 288 | + } |
| 289 | + |
| 290 | + if (IndicesToIgnore != null) |
| 291 | + { |
| 292 | + if (newIndToExclude.Count > 0) |
| 293 | + { |
| 294 | + IndicesToIgnore.AddRange(newIndToExclude); |
| 295 | + } |
| 296 | + } |
| 297 | + IndicesToIgnore = newIndToExclude; |
| 298 | + } |
| 299 | + |
| 300 | + /// <summary> |
| 301 | + /// Gets the time between samples in seconds, returns zero if times are not set |
| 302 | + /// </summary> |
| 303 | + /// <returns></returns> |
| 304 | + public double GetTimeBase() |
| 305 | + { |
| 306 | + if (Times != null) |
| 307 | + { |
| 308 | + if (Times.Length > 2) |
| 309 | + return (Times.Last() - Times.First()).TotalSeconds / (Times.Length - 1); |
| 310 | + else |
| 311 | + return 0; |
| 312 | + } |
| 313 | + return 0; |
| 314 | + } |
| 315 | + public void CreateTimeStamps(double timeBase_s, DateTime? t0 = null) |
| 316 | + { |
| 317 | + if (t0 == null) |
| 318 | + { |
| 319 | + t0 = new DateTime(2010, 1, 1);//intended for testing |
| 320 | + } |
| 321 | + |
| 322 | + var times = new List<DateTime>(); |
| 323 | + //times.Add(t0.Value); |
| 324 | + DateTime time = t0.Value; |
| 325 | + for (int i = 0; i < GetNumDataPoints(); i++) |
| 326 | + { |
| 327 | + times.Add(time); |
| 328 | + time = time.AddSeconds(timeBase_s); |
| 329 | + } |
| 330 | + this.Times = times.ToArray(); |
| 331 | + } |
| 332 | + |
| 333 | + /// <summary> |
| 334 | + /// Create a dataset for single-input system from two signals that have separate but overlapping |
| 335 | + /// time-series(each given as value-date tuples) |
| 336 | + /// </summary> |
| 337 | + /// <param name="u">tuple of values and dates describing u</param> |
| 338 | + /// <param name="y_meas">tuple of values and dates describing y</param> |
| 339 | + /// <param name="name">name of dataset</param> |
| 340 | + public GainSchedDataSet((double[], DateTime[]) u, (double[], DateTime[]) y_meas, string name = null/*, |
| 341 | + int? timeBase_s=null*/) |
| 342 | + { |
| 343 | + var jointTime = Vec<DateTime>.Intersect(u.Item2.ToList(),y_meas.Item2.ToList()); |
| 344 | + var indU = Vec<DateTime>.GetIndicesOfValues(u.Item2.ToList(), jointTime); |
| 345 | + var indY = Vec<DateTime>.GetIndicesOfValues(y_meas.Item2.ToList(), jointTime); |
| 346 | + this.Times = jointTime.ToArray(); |
| 347 | + |
| 348 | + this.Y_meas = Vec<double>.GetValuesAtIndices(y_meas.Item1,indY); |
| 349 | + var newU = Vec<double>.GetValuesAtIndices(u.Item1, indU); |
| 350 | + this.U = Array2D<double>.CreateFromList(new List<double[]> { newU }); |
| 351 | + this.ProcessName = name; |
| 352 | + } |
| 353 | + |
| 354 | + /// <summary> |
| 355 | + /// Get the time spanned by the dataset |
| 356 | + /// </summary> |
| 357 | + /// <returns>The time spanned by the dataset, or null if times are not set</returns> |
| 358 | + public TimeSpan GetTimeSpan() |
| 359 | + { |
| 360 | + if (this.Times == null) |
| 361 | + { |
| 362 | + return new TimeSpan(); |
| 363 | + } |
| 364 | + if (this.Times.Length == 0) |
| 365 | + { |
| 366 | + return new TimeSpan(); |
| 367 | + } |
| 368 | + return Times.Last() - Times.First(); |
| 369 | + } |
| 370 | + /// <summary> |
| 371 | + /// Get the average value of each input in the dataset. |
| 372 | + /// This is useful when defining model local around a working point. |
| 373 | + /// </summary> |
| 374 | + /// <returns>an array of averages, each corrsponding to one column of U. |
| 375 | + /// Returns null if it was not possible to calculate averages</returns> |
| 376 | + public double[] GetAverageU() |
| 377 | + { |
| 378 | + if (U == null) |
| 379 | + { |
| 380 | + return null; |
| 381 | + } |
| 382 | + List<double> averages = new List<double>(); |
| 383 | + |
| 384 | + for (int i = 0; i < U.GetNColumns(); i++) |
| 385 | + { |
| 386 | + double? avg = (new Vec(BadDataID)).Mean(U.GetColumn(i)); |
| 387 | + if (!avg.HasValue) |
| 388 | + return null; |
| 389 | + averages.Add(avg.Value); |
| 390 | + } |
| 391 | + return averages.ToArray(); |
| 392 | + } |
| 393 | + |
| 394 | + |
| 395 | + } |
| 396 | +} |
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