sinergym.utils.common.ornstein_uhlenbeck_process

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

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

Parameters:

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

  • variability_config (Dict[str, Tuple[float, float, float]]) – Dictionary with the variability configuration for each variable (sigma, mu and tau constants).

Returns:

Data with noise added.

Return type:

pd.DataFrame