SGR-tools

This is a package for scenario generation and reduction for stochastic programming problems.

Currently, it features parametric scenario generation via seasonal ARX models and non-parametric scenario generation via seasonal block bootstrap. It also includes scenario reduction via K-Medoids clustering, adjusted for multi-stage stochastic programming problems.

Installation

Recommended

We recommend installing the package as an editable package. This way, you can make changes to the code and use the package without having to reinstall it. This is especially encouraged, since the package might not be actively maintained.

Clone this repository

git clone https://github.com/amosschle/sgr-tools.git

Install the editable package using pip:

pip install -e sgr-tools

Updates

To update the package, simply pull the latest version from the repository:

cd sgr-tools
git pull

Citation

Please consider citing this work as: Amos Schledorn. (2024). SGR-Tools v0.2 (0.2). Zenodo. https://doi.org/10.5281/zenodo.11216228

Licence

Copyright ©2024 Technical University of Denmark.

This version of the software was developed by Amos Schledorn, postdoctoral researcher at DTU Compute.

Licensed under the BSD 3-Clause Licence.

Acknowledgments

Part of this work was supported by the project PtX, Sector Coupling and LCA, which is part of the Danish MissionGreenFuels portfolio of projects.