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