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Software to compare time series within user-specified tolerances

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pyfunnel

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A cross-platform C-based software for comparing two (x, y) data sets given tolerances in x and y directions.

Principles

Overall

A so-called funnel is generated around the reference (x, y) data points. The funnel is sized according to the absolute or relative tolerance in both x and y directions. The algorithm then checks if any test data points are inside the funnel, and reports these points in the file errors.csv in the output directory. Four other files are stored in the output directory: reference data points, test data points, lower bounds and upper bounds of the funnel.

One potential application is to validate the development of building HVAC control sequences. By comparing data curves from real operation with data curves from simulation, one can verify if the control sequences have been implemented such that they produce a similar control response than a simulation model that is considered to be the original specification.

Funnel Plot

Method to Compute the Funnel

The funnel is computed as follows.

  1. Tolerance areas (based on L1-norm) are built around each reference data point.

    • The tolerance parameters correspond to the half-width and half-height of the tolerance areas. They default to 0.

    • When using atolx and atoly, the tolerance is considered as absolute (same unit as x and y).

    • When using ltolx and ltoly, the tolerance is considered relative to the local value of x and y.

    • When using rtolx and rtoly, the tolerance is considered relative to the range of x and y. This option is available mainly for compatibility with the algorithm implemented in csv-compare for relative comparison. It should be used with caution.

  2. The algorithm selects which corners of the tolerance rectangles are used to build the envelopes based on the change in the derivative sign at each reference point.

  3. Intersection boundary points are computed when a selected corner happens not to be in the logical order with the next one on the x scale (i.e., at a local extremum). New envelopes are then built encompassing all boundary points, and points strictly within the envelopes are dropped.

The comparison then simply consists of interpolating the upper and lower envelopes at the x test values and comparing the yielded y_up and y_low values with the y test values. By convention, the error is max(0, y - y_up) - min(0, y - y_low) and hence it is always positive.

How to Run

System Requirements

The software is tested on the following platforms.

  • Linux x64 (Ubuntu 20.04)
  • Windows x64 (Windows Server 2022)
  • macOS x64 and arm64 (macOS 12)

A Python binding is available to access the library. It is supported on Python versions 3.8 through 3.9.

Installing

The Python binding is delivered as a package named pyfunnel, available on PyPI.

For development, additional dependencies are needed and can be installed with

pip install -r requirements.txt

Main Functions

The software is primarily intended to be used by means of a Python binding. The package pyfunnel provides the following functions.

  • compareAndReport: calls funnel binary with list-like objects as x, y reference and test values. Outputs errors.csv, lowerBound.csv, upperBound.csv, reference.csv, test.csv into the output directory (./results by default).

  • plot_funnel: plots funnel results stored in the directory which path is provided as argument. Displays plot in default browser. See function docstring for further details.

The module pyfunnel.py can also be run with the following command line interface.

usage: pyfunnel.py [-h] --reference REFERENCE --test TEST [--output OUTPUT] [--atolx ATOLX] [--atoly ATOLY] [--ltolx LTOLX] [--ltoly LTOLY] [--rtolx RTOLX] [--rtoly RTOLY]

Run funnel binary from terminal on two two-column CSV files.

Output `errors.csv`, `lowerBound.csv`, `upperBound.csv`, `reference.csv`, `test.csv` into the output directory (`./results` by default).

optional arguments:
  -h, --help              show this help message and exit
  --output OUTPUT         Path of directory to store output data
  --atolx ATOLX           Absolute tolerance along x axis
  --atoly ATOLY           Absolute tolerance along y axis
  --ltolx LTOLX           Relative tolerance along x axis (relatively to the local value)
  --ltoly LTOLY           Relative tolerance along y axis (relatively to the local value)
  --rtolx RTOLX           Relative tolerance along x axis (relatively to the range)
  --rtoly RTOLY           Relative tolerance along y axis (relatively to the range)

required named arguments:
  --reference REFERENCE   Path of two-column CSV file with reference data
  --test TEST             Path of two-column CSV file with test data

Full documentation at https://github.com/lbl-srg/funnel

Example

From a Python shell with ./tests/test_bin as the current working directory, run

>>> import pandas as pd
>>> import pyfunnel
>>> ref = pd.read_csv('trended.csv')
>>> test = pd.read_csv('simulated.csv')
>>> pyfunnel.compareAndReport(xReference=ref.iloc(axis=1)[0], yReference=ref.iloc(axis=1)[1],
... xTest=test.iloc(axis=1)[0], yTest=test.iloc(axis=1)[1], atolx=0.002, atoly=0.002)
>>> pyfunnel.plot_funnel('results')

Or from a terminal with ./tests/test_bin as the current working directory, run

$ python ../../pyfunnel/pyfunnel.py --reference trended.csv --test simulated.csv --atolx 0.002 --atoly 0.002

Build from Source

System Requirements

The cross-platform build system relies on CMake (version 3.22).

The distributed binaries are built with Microsoft Visual Studio C/C++ compiler (Windows), Clang (macOS) and GCC (Linux).

Procedure

To compile, link and install, from the top-level directory, run the following commands

mkdir build
cd build
cmake ..                           (add `-A x64` on Windows to compile in 64 bits)
cmake --build . --target install   (add `--config Release` on Windows)

To run the tests, from ./build run

ctest                               (add `-C Release` on Windows)

License

Modified 3-clause BSD, see LICENSE.txt.

Copyright

See COPYRIGHT.txt.