Skip to content

Time series aggregation module (tsam). Determines typical operation periods or dereases the temporal resolution. Accelerates model or experiment runs.

License

Notifications You must be signed in to change notification settings

FZJ-IEK3-VSA/tsam

Repository files navigation

daily pytest Version Conda Version Documentation Status PyPI - License codecov badge

Forschungszentrum Juelich Logo

tsam - Time Series Aggregation Module

tsam is a python package which uses different machine learning algorithms for the aggregation of time series. The data aggregation can be performed in two freely combinable dimensions: By representing the time series by a user-defined number of typical periods or by decreasing the temporal resolution. tsam was originally designed for reducing the computational load for large-scale energy system optimization models by aggregating their input data, but is applicable for all types of time series, e.g., weather data, load data, both simultaneously or other arbitrary groups of time series.

The documentation of the tsam code can be found here.

Features

  • flexible handling of multidimensional time-series via the pandas module
  • different aggregation methods implemented (averaging, k-means, exact k-medoids, hierarchical, k-maxoids, k-medoids with contiguity), which are based on scikit-learn, or self-programmed with pyomo
  • hypertuning of aggregation parameters to find the optimal combination of the number of segments inside a period and the number of typical periods
  • novel representation methods, keeping statistical attributes, such as the distribution
  • flexible integration of extreme periods as own cluster centers
  • weighting for the case of multidimensional time-series to represent their relevance

Installation

It is recommended to install tsam within its own environment. If you are no familiar with python environments, plaese consider to read some external documentation. In the following we assume you have a mamba or conda installation. All conda and mamba command are interchangeable.

Direct Installations from Package Manager Repositories

If you want to prevent any possible dependency conflicts create a new environment using the following command:

mamba create -n tsam_env python pip

Activate an existing or the newly create environment afterward

mamba activate tsam_env

Directly install via pip from pypi as follows:

pip install tsam

or install from conda forge with the following command:

conda install tsam -c conda-forge

Local Installation for Development

Alternatively, clone a local copy of the repository to your computer

git clone https://github.com/FZJ-IEK3-VSA/tsam.git

Change the directory of your shell into the root folder of the repository

cd tsam

For development, it is recommended to install tsam into its own environment using conda e.g.

conda env create --file=requirement.yml

Afterward activate the environment

conda activate tsam_env

Then install tsam via pip as follows

pip install -e .[dev]

Installation of MILP Solver for k-medoids

In order to use the k-medoids clustering, make sure that you have installed a MILP solver. As default HiGHS is installed and used. Nevertheless, in case you have access to a license we recommend commercial solvers (e.g. Gurobi or CPLEX) since they have a better performance.

Developer installation

In order to setup a virtual environment in Linux, correct the python name in the Makefile and call

make setup_venv

Examples

Basic workflow

A small example how tsam can be used is decribed as follows

	import pandas as pd
	import tsam.timeseriesaggregation as tsam

Read in the time series data set with pandas

	raw = pd.read_csv('testdata.csv', index_col = 0)

Initialize an aggregation object and define the length of a single period, the number of typical periods, the number of segments in each period, the aggregation method and the representation method - here duration/distribution representation which contains the minimum and maximum value of the original time series

	aggregation = tsam.TimeSeriesAggregation(raw, 
						noTypicalPeriods = 8, 
						hoursPerPeriod = 24, 
						segmentation = True,
						noSegments = 8,
						representationMethod = "distributionAndMinMaxRepresentation",
						distributionPeriodWise = False
						clusterMethod = 'hierarchical'
						)

Run the aggregation to typical periods

	typPeriods = aggregation.createTypicalPeriods()

Store the results as .csv file

	typPeriods.to_csv('typperiods.csv')

Detailed examples

A first example shows the capabilites of tsam as jupyter notebook.

A second example shows in more detail how to access the relevant aggregation results required for paramtrizing e.g. an optimization.

The example time series are based on a department publication and the test reference years of the DWD.

License

MIT License

Copyright (C) 2016-2022 Leander Kotzur (FZJ IEK-3), Maximilian Hoffmann (FZJ IEK-3), Peter Markewitz (FZJ IEK-3), Martin Robinius (FZJ IEK-3), Detlef Stolten (FZJ IEK-3)

You should have received a copy of the MIT License along with this program. If not, see https://opensource.org/licenses/MIT

The core developer team sits in the Institute of Energy and Climate Research - Techno-Economic Energy Systems Analysis (IEK-3) belonging to the Forschungszentrum Jülich.

Citing and further reading

If you want to use tsam in a published work, please kindly cite our latest journal articles:

If you are further interested in the impact of time series aggregation on the cost-optimal results on different energy system use cases, you can find a publication which validates the methods and describes their cababilites via the following link. A second publication introduces a method how to model state variables (e.g. the state of charge of energy storage components) between the aggregated typical periods which can be found here. Finally yet importantly the potential of time series aggregation to simplify mixed integer linear problems is investigated here.

The publications about time series aggregation for energy system optimization models published alongside the development of tsam are listed below:

Acknowledgement

This work is supported by the Helmholtz Association under the Joint Initiative "Energy System 2050 A Contribution of the Research Field Energy" and the program "Energy System Design" and within the BMWi/BMWk funded project METIS.

Helmholtz Logo