Adjusted/cleaned up osd capacity change fn. Added solver arg to clipp…

…ing call in DH. Adjusted timeshift class attributes to plot convex problem w1 opt. Adjusted test fixtures. Added skipping logic for MOSEK tests.
slacgismo · Aug 3, 2023 · 70246de · 70246de
1 parent b29f3d1
commit 70246de
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Showing 19 changed files with 634 additions and 593 deletions.
diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
@@ -34,7 +34,7 @@ jobs:
               $pythonLocation/bin/python3 -m pip list
               sudo git clone https://github.com/cvxgrp/signal-decomposition.git
               sudo $pythonLocation/bin/python3 -m pip install -r signal-decomposition/requirements.txt
-              sudo $pythonLocation/bin/python3 -m pip install -e ./signal-decomposition/.
+              sudo $pythonLocation/bin/python3 -m pip install ./signal-decomposition/.
 
           - name: Setup Mosek License File
             run: |

diff --git a/solardatatools/_osd_signal_decompositions.py b/solardatatools/_osd_signal_decompositions.py
@@ -118,7 +118,6 @@ def _osd_l1_l1d1_l2d2p365(
     w0=2e-6,  # l1 term, scaled
     w1=40e-6, # l1d1 term, scaled
     w2=6e-3, # seasonal term, scaled
-    w3=1e-6, # linear term, scaled
     return_all=False,
     solver=None,
     sum_card=False,
@@ -136,15 +135,14 @@ def _osd_l1_l1d1_l2d2p365(
                         Periodic(365)
                         ])
     else:
-        w1 /= 4.9 # PWC weight needs adjusting when dataset is short
+        w1 /= 5 # PWC weight needs adjusting when dataset is short
 
     if sum_card:
         c3 = SumCard(weight=w1, diff=1)
     else:
         c3 = SumAbs(weight=w1, diff=1)
 
-    c4 =  Aggregate([NoCurvature(weight=w3),
-                     Inequality(vmin=-0.1, vmax=0.01, diff=1),
+    c4 =  Aggregate([NoCurvature(),
                      FirstValEqual(0)
                      ])
 

diff --git a/solardatatools/algorithms/capacity_change.py b/solardatatools/algorithms/capacity_change.py
@@ -24,6 +24,7 @@ def __init__(self):
         self.metric = None
         self.s1 = None
         self.s2 = None
+        self.s3 = None
         self.labels = None
 
     def run(
@@ -33,7 +34,6 @@ def run(
         quantile=1.00,
         w1=40e-6,  # scaled weights for QSS
         w2=6561e-6,
-        w3=1e-6,
         solver=None
     ):
         if filter is None:
@@ -47,7 +47,6 @@ def run(
                 use_ixs=filter,
                 w1=w1,
                 w2=w2,
-                w3=w3,
                 solver=solver,
                 sum_card=True
             )

diff --git a/solardatatools/algorithms/time_shifts.py b/solardatatools/algorithms/time_shifts.py
@@ -36,6 +36,7 @@ def __init__(self):
         self.jumps_per_year = None
         self.best_w1 = None
         self.best_ix = None
+        self.w1_vals = None
         self.baseline = None
         self.periodic_detector = None
         self.__recursion_depth = 0
@@ -81,12 +82,12 @@ def run(
             best_w1 = w1s[best_ix]
         else:
             best_w1 = w1
-            hn = None
-            rn = None
-            tv_metric = None
-            jpy = None
-            w1s = None
-            best_ix = None
+            hn = self.normalized_holdout_error
+            rn = self.normalized_train_error
+            tv_metric = self.tv_metric
+            jpy = self.jumps_per_year
+            w1s = self.w1_vals
+            best_ix = self.best_ix
         s1, s2 = self.estimate_components(
             metric, best_w1, w2, use_ixs, periodic_detector, solver=solver, sum_card=sum_card
         )

diff --git a/solardatatools/data_handler.py b/solardatatools/data_handler.py
@@ -879,7 +879,7 @@ def clipping_check(self, solver="OSQP"):
 
     def find_clipped_times(self):
         if self.clipping_analysis is None:
-            self.clipping_check()
+            self.clipping_check(solver=solver_convex)
         self.clipping_analysis.find_clipped_times()
         self.boolean_masks.clipped_times = self.clipping_analysis.clipping_mask
 
@@ -894,7 +894,6 @@ def capacity_clustering(
                 quantile=1.00,
                 w1=40e-6, # scaled weights for QSS
                 w2=6561e-6,
-                w3=1e-6,
                 solver=solver,
             )
         if len(set(self.capacity_analysis.labels)) > 1:

diff --git a/solardatatools/signal_decompositions.py b/solardatatools/signal_decompositions.py
@@ -140,7 +140,6 @@ def l1_l1d1_l2d2p365(
     w0=2e-6,  # l1 term, scaled
     w1=40e-6, # l1d1 term, scaled
     w2=6e-3, # seasonal term, scaled
-    w3=1e-6, # linear term, scaled
     return_all=False,
     solver=None,
     sum_card=False, # OSD only
@@ -161,7 +160,6 @@ def l1_l1d1_l2d2p365(
             w0=w0,
             w1=w1,
             w2=w2,
-            w3=w3,
             return_all=return_all,
             solver=solver,
             sum_card=sum_card,

diff --git a/tests/fixtures/scoring/clipping_2.csv b/tests/fixtures/scoring/clipping_2.csv
@@ -1,6 +1,6 @@
-2.668741250924743236e-01
+2.641264801564077169e-01
 2.015992346365793053e-01
-2.429244651835558710e-01
+2.429243661166819446e-01
 2.417860890302446220e-01
 1.952380725068751099e-01
 2.350504606995748313e-01