Merge pull request #286 from robfairh/timeseries

backsteps
arfc · Aug 6, 2019 · 63cb844 · 63cb844
2 parents 8546257 + f2fb746
commit 63cb844
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Showing 5 changed files with 13 additions and 17 deletions.
diff --git a/README.md b/README.md
@@ -94,8 +94,8 @@ and stochastic-optimizing.
 There are three methods implemented for the NO models. Autoregressive
 moving average (ARMA), and autoregressive conditional heteroskedasticity (ARCH).
 There are four parameters users can define:
-- **steps**: Number of timesteps forward to prdict supply and demand (default = 2)
-- **back_steps**: Number of steps backwards from the current timestep to use for the prediction (default = 10)
+- **steps**: Number of timesteps forward to prdict supply and demand (default = 1)
+- **back_steps**: Number of steps backwards from the current timestep to use for the prediction (default = 5)
 - **supply_std_dev** = Standard deviation adjustment for supply (default = 0)
 - **demand_std_dev** = Standard deviation adjustment for demand  (default = 0)
 

diff --git a/d3ploy/NO_solvers.py b/d3ploy/NO_solvers.py
@@ -26,11 +26,7 @@ def predict_ma(ts, steps=5, std_dev=0, back_steps=5):
     x : The moving average calculated by the function.
     """
     supply = np.array(list(ts.values()))
-    if steps >= len(supply):
-        steps = len(supply) * -1
-    else:
-        steps *= -1
-    x = np.average(supply[steps:])
+    x = np.average(supply[-1*back_steps:])
     return x
 
 
@@ -56,7 +52,7 @@ def predict_arma(ts, steps=5, std_dev=0, back_steps=5):
         forecast = fit.forecast(steps)
         x = forecast[0][steps-1] + forecast[1][steps-1]*std_dev
     except (ValueError, np.linalg.linalg.LinAlgError):
-        x = predict_ma(ts)
+        x = predict_ma(ts, steps, std_dev, back_steps)
     return x
 
 
@@ -67,15 +63,15 @@ def predict_arch(ts, steps=1, std_dev=0, back_steps=2):
     calculation to perform the prediciton.
     """
     v = list(ts.values())
-    v = v[-1*2:]
+    v = v[-1*back_steps:]
     try:
         model = arch_model(v)
         fit = model.fit(disp="off", show_warning=False)
         forecast = fit.forecast(horizon=steps)
         step = 'h.' + str(steps)
         x = forecast.mean.get(step)[len(v)-steps]
     except:
-        x = predict_ma(ts, steps=1)
+        x = predict_ma(ts, steps, std_dev, back_steps)
     if math.isnan(x):
-        x = predict_ma(ts, steps=1)
+        x = predict_ma(ts, steps, std_dev, back_steps)
     return x
diff --git a/d3ploy/demand_driven_deployment_inst.py b/d3ploy/demand_driven_deployment_inst.py
@@ -136,7 +136,7 @@ class DemandDrivenDeploymentInst(Institution):
         "then the calculation will use all values in the time series.",
         tooltip="",
         uilabel="Back Steps",
-        default=10)
+        default=5)
 
     supply_std_dev = ts.Double(
         doc="The standard deviation adjustment for the supple side.",

diff --git a/d3ploy/supply_driven_deployment_inst.py b/d3ploy/supply_driven_deployment_inst.py
@@ -129,7 +129,7 @@ class SupplyDrivenDeploymentInst(Institution):
             "will use all values in the time series.",
         tooltip="",
         uilabel="Back Steps",
-        default=10
+        default=5
     )
 
     capacity_std_dev = ts.Double(

diff --git a/tests/integration_tests/installedcap_test.py b/tests/integration_tests/installedcap_test.py
@@ -96,7 +96,7 @@
                 "facility_commod": {"item": {"commod": "fuel", "facility": "source"}},
                 "installed_cap": "1",
                 "record": "0",
-                "steps": "1"
+                "back_steps": "1"
             }
         },
         "name": "non_driving_inst"
@@ -111,7 +111,7 @@
                 "facility_commod": {"item": {"commod": "POWER", "facility": "reactor"}},
                 "installed_cap": "1",
                 "record": "0",
-                "steps": "1"
+                "back_steps": "1"
             }
         },
         "name": "driving_inst"
@@ -183,7 +183,7 @@ def test_installed_cap():
                 "facility_commod": {"item": {"commod": "fuel", "facility": "source"}},
                 "installed_cap": "1",
                 "record": "0",
-                "steps": "1"
+                "back_steps": "1"
             }
         },
         "name": "non_driving_inst"
@@ -198,7 +198,7 @@ def test_installed_cap():
                 "facility_commod": {"item": {"commod": "POWER", "facility": "reactor"}},
                 "installed_cap": "1",
                 "record": "0",
-                "steps": "1"
+                "back_steps": "1"
             }
         },
         "initialfacilitylist": {"entry": {"number": "1", "prototype": "reactor"}},