sinergym.utils.common.ornstein_uhlenbeck_process

sinergym.utils.common.ornstein_uhlenbeck_process(data: DataFrame, variability_config: Dict[str, Tuple[float, float, float] | Tuple[float, float, float, Tuple[float, float]]]) → DataFrame

Add noise to the data using the Ornstein-Uhlenbeck process.

Parameters:

• data (pd.DataFrame) – Data to be modified.

• variability_config (dict) – Noise parameters. Can be: - (sigma, mu, tau) - (sigma, mu, tau, var_range)

Returns:

Data with noise added. Clipping applied only if var_range is provided.

Return type:

pd.DataFrame