time-series-preprocessing.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Open Power Systems Data\n",
    "\n",
    "Data pre-processing for time series blog post - extract hourly data for Germany and resample to daily frequency."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>cet_cest_timestamp</th>\n",
       "      <th>AL_load_entsoe_power_statistics</th>\n",
       "      <th>AT_load_entsoe_power_statistics</th>\n",
       "      <th>AT_load_entsoe_transparency</th>\n",
       "      <th>AT_solar_generation_actual</th>\n",
       "      <th>AT_wind_onshore_generation_actual</th>\n",
       "      <th>BA_load_entsoe_power_statistics</th>\n",
       "      <th>BA_load_entsoe_transparency</th>\n",
       "      <th>BE_load_entsoe_power_statistics</th>\n",
       "      <th>BE_load_entsoe_transparency</th>\n",
       "      <th>...</th>\n",
       "      <th>SI_price_day_ahead</th>\n",
       "      <th>SI_solar_generation_actual</th>\n",
       "      <th>SI_wind_onshore_generation_actual</th>\n",
       "      <th>SK_load_entsoe_power_statistics</th>\n",
       "      <th>SK_load_entsoe_transparency</th>\n",
       "      <th>SK_price_day_ahead</th>\n",
       "      <th>SK_solar_generation_actual</th>\n",
       "      <th>TR_load_entsoe_power_statistics</th>\n",
       "      <th>UA_west_load_entsoe_power_statistics</th>\n",
       "      <th>interpolated_values</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>utc_timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2005-12-31 23:00:00</th>\n",
       "      <td>2006-01-01T00:00:00+0100</td>\n",
       "      <td>NaN</td>\n",
       "      <td>6297.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1425.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>9829.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3332.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>719.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-01 00:00:00</th>\n",
       "      <td>2006-01-01T01:00:00+0100</td>\n",
       "      <td>NaN</td>\n",
       "      <td>6005.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1358.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>9447.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3165.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>695.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-01 01:00:00</th>\n",
       "      <td>2006-01-01T02:00:00+0100</td>\n",
       "      <td>NaN</td>\n",
       "      <td>5743.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1283.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>9062.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3040.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>654.0</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2006-01-01 02:00:00</th>\n",
       "      <td>2006-01-01T03:00:00+0100</td>\n",
       "      <td>NaN</td>\n",
       "      <td>5397.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1175.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>8589.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3021.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>644.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-01 03:00:00</th>\n",
       "      <td>2006-01-01T04:00:00+0100</td>\n",
       "      <td>NaN</td>\n",
       "      <td>5213.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1134.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>8247.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2959.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>638.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 216 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           cet_cest_timestamp  \\\n",
       "utc_timestamp                                   \n",
       "2005-12-31 23:00:00  2006-01-01T00:00:00+0100   \n",
       "2006-01-01 00:00:00  2006-01-01T01:00:00+0100   \n",
       "2006-01-01 01:00:00  2006-01-01T02:00:00+0100   \n",
       "2006-01-01 02:00:00  2006-01-01T03:00:00+0100   \n",
       "2006-01-01 03:00:00  2006-01-01T04:00:00+0100   \n",
       "\n",
       "                     AL_load_entsoe_power_statistics  \\\n",
       "utc_timestamp                                          \n",
       "2005-12-31 23:00:00                              NaN   \n",
       "2006-01-01 00:00:00                              NaN   \n",
       "2006-01-01 01:00:00                              NaN   \n",
       "2006-01-01 02:00:00                              NaN   \n",
       "2006-01-01 03:00:00                              NaN   \n",
       "\n",
       "                     AT_load_entsoe_power_statistics  \\\n",
       "utc_timestamp                                          \n",
       "2005-12-31 23:00:00                           6297.0   \n",
       "2006-01-01 00:00:00                           6005.0   \n",
       "2006-01-01 01:00:00                           5743.0   \n",
       "2006-01-01 02:00:00                           5397.0   \n",
       "2006-01-01 03:00:00                           5213.0   \n",
       "\n",
       "                     AT_load_entsoe_transparency  AT_solar_generation_actual  \\\n",
       "utc_timestamp                                                                  \n",
       "2005-12-31 23:00:00                          NaN                         NaN   \n",
       "2006-01-01 00:00:00                          NaN                         NaN   \n",
       "2006-01-01 01:00:00                          NaN                         NaN   \n",
       "2006-01-01 02:00:00                          NaN                         NaN   \n",
       "2006-01-01 03:00:00                          NaN                         NaN   \n",
       "\n",
       "                     AT_wind_onshore_generation_actual  \\\n",
       "utc_timestamp                                            \n",
       "2005-12-31 23:00:00                                NaN   \n",
       "2006-01-01 00:00:00                                NaN   \n",
       "2006-01-01 01:00:00                                NaN   \n",
       "2006-01-01 02:00:00                                NaN   \n",
       "2006-01-01 03:00:00                                NaN   \n",
       "\n",
       "                     BA_load_entsoe_power_statistics  \\\n",
       "utc_timestamp                                          \n",
       "2005-12-31 23:00:00                           1425.0   \n",
       "2006-01-01 00:00:00                           1358.0   \n",
       "2006-01-01 01:00:00                           1283.0   \n",
       "2006-01-01 02:00:00                           1175.0   \n",
       "2006-01-01 03:00:00                           1134.0   \n",
       "\n",
       "                     BA_load_entsoe_transparency  \\\n",
       "utc_timestamp                                      \n",
       "2005-12-31 23:00:00                          NaN   \n",
       "2006-01-01 00:00:00                          NaN   \n",
       "2006-01-01 01:00:00                          NaN   \n",
       "2006-01-01 02:00:00                          NaN   \n",
       "2006-01-01 03:00:00                          NaN   \n",
       "\n",
       "                     BE_load_entsoe_power_statistics  \\\n",
       "utc_timestamp                                          \n",
       "2005-12-31 23:00:00                           9829.0   \n",
       "2006-01-01 00:00:00                           9447.0   \n",
       "2006-01-01 01:00:00                           9062.0   \n",
       "2006-01-01 02:00:00                           8589.0   \n",
       "2006-01-01 03:00:00                           8247.0   \n",
       "\n",
       "                     BE_load_entsoe_transparency         ...           \\\n",
       "utc_timestamp                                            ...            \n",
       "2005-12-31 23:00:00                          NaN         ...            \n",
       "2006-01-01 00:00:00                          NaN         ...            \n",
       "2006-01-01 01:00:00                          NaN         ...            \n",
       "2006-01-01 02:00:00                          NaN         ...            \n",
       "2006-01-01 03:00:00                          NaN         ...            \n",
       "\n",
       "                     SI_price_day_ahead  SI_solar_generation_actual  \\\n",
       "utc_timestamp                                                         \n",
       "2005-12-31 23:00:00                 NaN                         NaN   \n",
       "2006-01-01 00:00:00                 NaN                         NaN   \n",
       "2006-01-01 01:00:00                 NaN                         NaN   \n",
       "2006-01-01 02:00:00                 NaN                         NaN   \n",
       "2006-01-01 03:00:00                 NaN                         NaN   \n",
       "\n",
       "                     SI_wind_onshore_generation_actual  \\\n",
       "utc_timestamp                                            \n",
       "2005-12-31 23:00:00                                NaN   \n",
       "2006-01-01 00:00:00                                NaN   \n",
       "2006-01-01 01:00:00                                NaN   \n",
       "2006-01-01 02:00:00                                NaN   \n",
       "2006-01-01 03:00:00                                NaN   \n",
       "\n",
       "                     SK_load_entsoe_power_statistics  \\\n",
       "utc_timestamp                                          \n",
       "2005-12-31 23:00:00                           3332.0   \n",
       "2006-01-01 00:00:00                           3165.0   \n",
       "2006-01-01 01:00:00                           3040.0   \n",
       "2006-01-01 02:00:00                           3021.0   \n",
       "2006-01-01 03:00:00                           2959.0   \n",
       "\n",
       "                     SK_load_entsoe_transparency  SK_price_day_ahead  \\\n",
       "utc_timestamp                                                          \n",
       "2005-12-31 23:00:00                          NaN                 NaN   \n",
       "2006-01-01 00:00:00                          NaN                 NaN   \n",
       "2006-01-01 01:00:00                          NaN                 NaN   \n",
       "2006-01-01 02:00:00                          NaN                 NaN   \n",
       "2006-01-01 03:00:00                          NaN                 NaN   \n",
       "\n",
       "                     SK_solar_generation_actual  \\\n",
       "utc_timestamp                                     \n",
       "2005-12-31 23:00:00                         NaN   \n",
       "2006-01-01 00:00:00                         NaN   \n",
       "2006-01-01 01:00:00                         NaN   \n",
       "2006-01-01 02:00:00                         NaN   \n",
       "2006-01-01 03:00:00                         NaN   \n",
       "\n",
       "                     TR_load_entsoe_power_statistics  \\\n",
       "utc_timestamp                                          \n",
       "2005-12-31 23:00:00                              NaN   \n",
       "2006-01-01 00:00:00                              NaN   \n",
       "2006-01-01 01:00:00                              NaN   \n",
       "2006-01-01 02:00:00                              NaN   \n",
       "2006-01-01 03:00:00                              NaN   \n",
       "\n",
       "                     UA_west_load_entsoe_power_statistics  interpolated_values  \n",
       "utc_timestamp                                                                   \n",
       "2005-12-31 23:00:00                                 719.0                  NaN  \n",
       "2006-01-01 00:00:00                                 695.0                  NaN  \n",
       "2006-01-01 01:00:00                                 654.0                  NaN  \n",
       "2006-01-01 02:00:00                                 644.0                  NaN  \n",
       "2006-01-01 03:00:00                                 638.0                  NaN  \n",
       "\n",
       "[5 rows x 216 columns]"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Download hourly data from OPSD website\n",
    "url = 'https://data.open-power-system-data.org/time_series/2018-06-30/'\n",
    "datafile = url + 'time_series_60min_singleindex.csv'\n",
    "df_all = pd.read_csv(datafile, index_col='utc_timestamp', parse_dates=True, low_memory=False)\n",
    "df_all.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "def extract_country(df_all, country_code, year_min=None, year_max=None):\n",
    "    \"\"\"Extract data for a single country\"\"\"\n",
    "    \n",
    "    # List of columns to extract\n",
    "    columns = [col for col in df_all.columns if col.startswith(country_code)]\n",
    "    \n",
    "    # Extract columns and remove country codes from column labels\n",
    "    columns_map = {col : col[3:] for col in columns}\n",
    "    df_out = df_all[columns].rename(columns=columns_map)\n",
    "    \n",
    "    # Exclude years outside of specified range, if any\n",
    "    if year_min is not None:\n",
    "        df_out = df_out[df_out.index.year >= year_min]\n",
    "    if year_max is not None:\n",
    "        df_out = df_out[df_out.index.year <= year_max]\n",
    "        \n",
    "    return df_out"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Consumption</th>\n",
       "      <th>Wind</th>\n",
       "      <th>Solar</th>\n",
       "      <th>Wind+Solar</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>utc_timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2006-01-01 00:00:00</th>\n",
       "      <td>47.823</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-01 01:00:00</th>\n",
       "      <td>43.444</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-01 02:00:00</th>\n",
       "      <td>41.432</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-01 03:00:00</th>\n",
       "      <td>40.508</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-01 04:00:00</th>\n",
       "      <td>38.865</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
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      ],
      "text/plain": [
       "                     Consumption  Wind  Solar  Wind+Solar\n",
       "utc_timestamp                                            \n",
       "2006-01-01 00:00:00       47.823   NaN    NaN         NaN\n",
       "2006-01-01 01:00:00       43.444   NaN    NaN         NaN\n",
       "2006-01-01 02:00:00       41.432   NaN    NaN         NaN\n",
       "2006-01-01 03:00:00       40.508   NaN    NaN         NaN\n",
       "2006-01-01 04:00:00       38.865   NaN    NaN         NaN"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Extract data for Germany, for complete years 2006-2017 \n",
    "# (exclude incomplete years 2005 and 2018)\n",
    "df_hrly = extract_country(df_all, country_code='DE', year_min=2006, year_max=2017)\n",
    "\n",
    "# Rename columns for convenience\n",
    "cols_map = {'load_entsoe_power_statistics' : 'Consumption',\n",
    "            'wind_generation_actual' : 'Wind',\n",
    "            'solar_generation_actual' : 'Solar'}\n",
    "df_hrly = df_hrly[list(cols_map.keys())].rename(columns=cols_map)\n",
    "\n",
    "# Compute wind + solar generation\n",
    "df_hrly['Wind+Solar'] = df_hrly[['Wind', 'Solar']].sum(axis=1, skipna=False)\n",
    "\n",
    "# Convert from MW to GW\n",
    "df_hrly = df_hrly / 1000\n",
    "df_hrly.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>Consumption</th>\n",
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       "      <th>Solar</th>\n",
       "      <th>Wind+Solar</th>\n",
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       "      <th>Date</th>\n",
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       "      <th>2006-01-01</th>\n",
       "      <td>1069.184</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-02</th>\n",
       "      <td>1380.521</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-03</th>\n",
       "      <td>1442.533</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-04</th>\n",
       "      <td>1457.217</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006-01-05</th>\n",
       "      <td>1477.131</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Consumption  Wind  Solar  Wind+Solar\n",
       "Date                                            \n",
       "2006-01-01     1069.184   NaN    NaN         NaN\n",
       "2006-01-02     1380.521   NaN    NaN         NaN\n",
       "2006-01-03     1442.533   NaN    NaN         NaN\n",
       "2006-01-04     1457.217   NaN    NaN         NaN\n",
       "2006-01-05     1477.131   NaN    NaN         NaN"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Compute daily totals in GWh\n",
    "df_daily = df_hrly.resample('D').sum(min_count=24)\n",
    "df_daily = df_daily.rename_axis('Date')\n",
    "df_daily.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_daily.to_csv('opsd_germany_daily.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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