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OriolRaventos avatar OriolRaventos commented on June 15, 2024

Just want to make precise the concrete issues with re-scaling I am finding out and an easy way to address it.

The fact that the added centers (containing the extreme values in one column) are not scaled happens with the “append” and the “new_cluster_center” conditions (although the rest of the centers do are scaled).

However with the “replace_center” is even stranger because just the columns of which we are taking the extreme values are substituted (instead of substituting the whole center). Hence we have columns that are scaled and columns that are not scaled. I believe that the intention of the "replace_center" is to replace the whole center. It can be easily changed.

What I do to overcome this issue is to do the clustering “unscaled” and then do the scaling myself afterwards. This could be easily implemented directly in the tsam package just changeing the place of the scaling.

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l-kotzur avatar l-kotzur commented on June 15, 2024

Sorry for the late answer.

@OriolRaventos
Actually, this behavior of not rescaling the defined extreme periods is on purpose. If you want to include those into the optimization, it would be problematic if they would be downscaled or upscaled first. Therefore, they are excluded from the rescaling procedure.

@l-welder
I am not able to reproduce this error. Nevertheless, I added some validation lines that test if the clustered time series stay in the max and min limits of the original time series, and raise in that case a warning.

I would close this issue but re-open it in case the problem occurs again.

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l-welder avatar l-welder commented on June 15, 2024

@l-kotzur
I send you an email with a snippet showing the problem occurs again (however this time with a warning (: ). Should we reopen the issue?

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maximilian-hoffmann avatar maximilian-hoffmann commented on June 15, 2024

I would like the snippet as well, @l-kotzur . However, we've got a corresponding issue on GitLab where we will fix this before the next release. Therefore, I will close this issue. 😄

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