Add time interpolation to mpc data by eslickj · Pull Request #3559 · Pyomo/pyomo

eslickj · 2025-04-11T19:17:33Z

Fixes None

Adds option to linearly interpolate from MPC TimeSeriesData.

Summary/Motivation:

Sometimes you have time series data that doesn't line up perfectly with model time indexes. @blnicho and @jsiirola, this is part of the recent MHE work.

Changes proposed in this PR:

Add some linear interpolation utility functions and use them to add interpolation capbility to get data and time points not in MPC TimeSeriesData

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

I agree my contributions are submitted under the BSD license.
I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

pyomo/contrib/mpc/data/tests/test_series_data.py

Robbybp

Thanks for the addition. This is definitely functionality we were missing. I think this would be better as it's own interpolate, or get_interpolated_data, method. Would that work for your application?

There is also the question of whether to support some form of interpolation in DynamicModelInterface. (E.g., in get_data_at_time, load_data, or dedicated methods for interpolation.) I'm fine with (and think I prefer) punting for now if you don't need this for your application.

pyomo/contrib/mpc/data/tests/test_series_data.py

pyomo/contrib/mpc/data/series_data.py

pyomo/contrib/mpc/data/interpolation.py

pyomo/contrib/mpc/data/series_data.py

…nterp

…to mpc_time_interp

pyomo/contrib/mpc/data/series_data.py

…nterp

Robbybp

Looks good once tests pass, thanks!

pyomo/contrib/mpc/data/interpolation.py

codecov · 2025-05-05T06:25:43Z

Codecov Report

❌ Patch coverage is 94.73684% with 2 lines in your changes missing coverage. Please review.
✅ Project coverage is 88.67%. Comparing base (32591c1) to head (0a25e00).
⚠️ Report is 864 commits behind head on main.

Files with missing lines	Patch %	Lines
pyomo/contrib/mpc/data/interpolation.py	94.44%	1 Missing ⚠️
pyomo/contrib/mpc/data/series_data.py	95.00%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3559      +/-   ##
==========================================
- Coverage   88.75%   88.67%   -0.08%     
==========================================
  Files         890      891       +1     
  Lines      102246   102616     +370     
==========================================
+ Hits        90749    90998     +249     
- Misses      11497    11618     +121

Flag	Coverage Δ
builders	`26.61% <13.15%> (-0.01%)`	⬇️
default	`84.87% <94.73%> (?)`
expensive	`34.00% <13.15%> (?)`
linux	`86.54% <94.73%> (-1.96%)`	⬇️
linux_other	`86.54% <94.73%> (+0.29%)`	⬆️
osx	`82.84% <94.73%> (+0.15%)`	⬆️
win	`84.75% <94.73%> (+0.17%)`	⬆️
win_other	`84.75% <94.73%> (+0.17%)`	⬆️

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Co-authored-by: Bethany Nicholson <[email protected]>

mrmundt · 2025-05-06T19:16:18Z

@eslickj - Please run black -S -C . on your code with the most recent version of black

Eslick added 3 commits April 11, 2025 15:11

Add time interpolation to mpc data

0c339db

Run black

c286a0a

Fix formatting

58c60c4

blnicho requested review from Robbybp, blnicho and jsiirola April 14, 2025 13:45

mrmundt reviewed Apr 14, 2025

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pyomo/contrib/mpc/data/tests/test_series_data.py Show resolved Hide resolved

Robbybp reviewed Apr 14, 2025

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Eslick and others added 4 commits April 14, 2025 14:02

Split interpolate to a seperate function.

dab4a8c

Fix function call

e888fbb

formatting

fa88cfb

Merge branch 'main' into mpc_time_interp

bbc4f8b

jsiirola added the AT: PRE-TEST INSPECTED label Apr 15, 2025

pyomo-autotest removed the AT: PRE-TEST INSPECTED label Apr 15, 2025

Robbybp reviewed Apr 22, 2025

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pyomo/contrib/mpc/data/series_data.py Outdated Show resolved Hide resolved

pyomo/contrib/mpc/data/series_data.py Show resolved Hide resolved

Eslick added 3 commits April 23, 2025 13:39

Merge branch 'main' of https://github.com/pyomo/pyomo into mpc_time_i…

60ca7c6

…nterp

Update function name and range check

789a795

Merge branch 'mpc_time_interp' of https://github.com/eslickj/pyomo in…

d63dea3

…to mpc_time_interp

Robbybp reviewed Apr 23, 2025

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pyomo/contrib/mpc/data/series_data.py Show resolved Hide resolved

Eslick added 4 commits April 24, 2025 13:54

Fix ineq

c673122

undo change

19e9142

Merge branch 'main' of https://github.com/pyomo/pyomo into mpc_time_i…

53e5af6

…nterp

Add test at inter pendpoints

3a4b9c5

Robbybp approved these changes Apr 28, 2025

View reviewed changes

blnicho added 2 commits April 30, 2025 12:25

Merge branch 'main' into mpc_time_interp

b11f7d0

Merge branch 'main' into mpc_time_interp

8230e5b

blnicho reviewed May 5, 2025

View reviewed changes

pyomo/contrib/mpc/data/interpolation.py Outdated Show resolved Hide resolved

pyomo/contrib/mpc/data/interpolation.py Show resolved Hide resolved

pyomo/contrib/mpc/data/interpolation.py Outdated Show resolved Hide resolved

blnicho added the AT: PRE-TEST INSPECTED label May 5, 2025

pyomo-autotest removed the AT: PRE-TEST INSPECTED label May 5, 2025

eslickj and others added 3 commits May 6, 2025 10:54

Update pyomo/contrib/mpc/data/interpolation.py

09124e4

Co-authored-by: Bethany Nicholson <[email protected]>

Update pyomo/contrib/mpc/data/interpolation.py

7eb0e97

Co-authored-by: Bethany Nicholson <[email protected]>

Update doc string to include indexes

0e31c8d

Run black

0a25e00

blnicho approved these changes May 7, 2025

View reviewed changes

blnicho added the AT: PRE-TEST INSPECTED label May 7, 2025

pyomo-autotest removed the AT: PRE-TEST INSPECTED label May 7, 2025

blnicho merged commit 457f436 into Pyomo:main May 7, 2025
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Add time interpolation to mpc data#3559

Add time interpolation to mpc data#3559
blnicho merged 20 commits intoPyomo:mainfrom
eslickj:mpc_time_interp

eslickj commented Apr 11, 2025

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eslickj commented Apr 11, 2025

Fixes None

Summary/Motivation:

Changes proposed in this PR:

Legal Acknowledgement

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