2 import tensorflow
as tf
3 from keras
.models
import Sequential
4 from keras
.layers
import Dense
, SimpleRNN
5 from keras
.utils
.vis_utils
import plot_model
6 from sklearn
.preprocessing
import MinMaxScaler
7 from sklearn
.metrics
import mean_squared_error
9 import matplotlib
.pyplot
as plt
10 import tensorflow
as tf
11 import keras
.backend
as K
12 import tensorflow
as tf
14 verbose
= False ## Must be declared in environment
17 for s
in args
[:(len(args
)-1)]:
22 def model_decay(m0
,E
,partials
=0,T1
=0.1,tlen
=1):
24 # m0 fuel moisture content at start dimensionless, unit (1)
25 # E fuel moisture eqilibrium (1)
26 # partials=0: return m1 = fuel moisture contents after time tlen (1)
27 # =1: return m1, dm0/dm0
28 # =2: return m1, dm1/dm0, dm1/dE
29 # =3: return m1, dm1/dm0, dm1/dE dm1/dT1
30 # T1 1/T, where T is the time constant approaching the equilibrium
32 # tlen the time interval length, default 1 hour
34 exp_t
= np
.exp(-tlen
*T1
) # compute this subexpression only once
35 m1
= E
+ (m0
- E
)*exp_t
# the solution at end
40 return m1
, dm1_dm0
# return value and Jacobian
43 return m1
, dm1_dm0
, dm1_dE
44 dm1_dT1
= -(m0
- E
)*tlen
*exp_t
# partial derivative dm1 / dT1
46 return m1
, dm1_dm0
, dm1_dE
, dm1_dT1
# return value and all partial derivatives wrt m1 and parameters
47 raise('Bad arg partials')
50 def ext_kf(u
,P
,F
,Q
=0,d
=None,H
=None,R
=None):
52 One step of the extended Kalman filter.
53 If there is no data, only advance in time.
54 :param u: the state vector, shape n
55 :param P: the state covariance, shape (n,n)
56 :param F: the model function, args vector u, returns F(u) and Jacobian J(u)
57 :param Q: the process model noise covariance, shape (n,n)
58 :param d: data vector, shape (m). If none, only advance in time
59 :param H: observation matrix, shape (m,n)
60 :param R: data error covariance, shape (n,n)
61 :return ua: the analysis state vector, shape (n)
62 :return Pa: the analysis covariance matrix, shape (n,n)
65 return np
.atleast_2d(a
) # convert to at least 2d array
68 return np
.atleast_1d(a
) # convert to at least 1d array
71 uf
, J
= F(u
) # advance the model state in time and get the Jacobian
72 uf
= d1(uf
) # if scalar, make state a 1D array
73 J
= d2(J
) # if scalar, make jacobian a 2D array
74 P
= d2(P
) # if scalar, make Jacobian as 2D array
75 Pf
= d2(J
.T
@ P
) @ J
+ Q
# advance the state covariance Pf = J' * P * J + Q
77 if d
is None or not d
.size
: # no data, no analysis
79 # K = P H' * inverse(H * P * H' + R) = (inverse(H * P * H' + R)*(H P))'
81 HP
= d2(H
@ P
) # precompute a part used twice
82 K
= d2(np
.linalg
.solve( d2(HP
@ H
.T
) + R
, HP
)).T
# Kalman gain
85 res
= d1(H
@ d1(uf
) - d
) # res = H*uf - d
86 ua
= uf
- K
@ res
# analysis mean uf - K*res
87 Pa
= Pf
- K
@ d2(H
@ P
) # analysis covariance
90 ### Define model function with drying, wetting, and rain equilibria
93 r0
= 0.05 # threshold rainfall [mm/h]
94 rs
= 8.0 # saturation rain intensity [mm/h]
95 Tr
= 14.0 # time constant for rain wetting model [h]
96 S
= 250 # saturation intensity [dimensionless]
97 T
= 10.0 # time constant for wetting/drying
99 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
101 def model_moisture(m0
,Eqd
,Eqw
,r
,t
=None,partials
=0,T
=10.0,tlen
=1.0):
103 # m0 starting fuel moistureb (%s
104 # Eqd drying equilibrium (%)
105 # Eqw wetting equilibrium (%)
106 # r rain intensity (mm/h)
109 # returns: same as model_decay
110 # if partials==0: m1 = fuel moisture contents after time 1 hour
112 # ==2: m1, dm1/dm0, dm1/dE
117 T1
= (1.0 - np
.exp(- (r
- r0
) / rs
)) / Tr
129 exp_t
= np
.exp(-tlen
*T1
)
130 m1
= E
+ (m0
- E
)*exp_t
133 #if t>=933 and t < 940:
134 # print('t,Eqw,Eqd,r,T1,E,m0,m1,dm1_dm0,dm1_dE',
135 # t,Eqw,Eqd,r,T1,E,m0,m1,dm1_dm0,dm1_dE)
141 return m1
, dm1_dm0
, dm1_dE
142 raise('bad partials')
144 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
147 def model_moisture_run(Eqd
,Eqw
,r
,hours
=None,T
=10.0,tlen
=1.0):
148 # for arrays of FMC model input run the fuel moisture model
150 hours
= min(len(Eqd
),len(Eqw
),len(r
))
152 m
[0]=(Eqd
[0]+Eqw
[0])/2
153 for k
in range(hours
-1):
154 m
[k
+1]=model_moisture(m
[k
],Eqd
[k
],Eqw
[k
],r
[k
],T
=T
,tlen
=tlen
)
157 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
159 def model_augmented(u0
,Ed
,Ew
,r
,t
):
160 # state u is the vector [m,dE] with dE correction to equilibria Ed and Ew at t
162 m0
, Ec
= u0
# decompose state u0
163 # reuse model_moisture(m0,Eqd,Eqw,r,partials=0):
165 # m0 starting fuel moistureb (1)
166 # Ed drying equilibrium (1)
167 # Ew wetting equilibrium (1)
168 # r rain intensity (mm/h)
170 # returns: same as model_decay
171 # if partials==0: m1 = fuel moisture contents after time 1 hour
173 # ==2: m1, dm1/dm0, dm1/dE
174 m1
, dm1_dm0
, dm1_dE
= model_moisture(m0
,Ed
+ Ec
, Ew
+ Ec
, r
, t
, partials
=2)
175 u1
= np
.array([m1
,Ec
]) # dE is just copied
176 J
= np
.array([[dm1_dm0
, dm1_dE
],
180 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
181 ### Default Uncertainty Matrices
182 Q
= np
.array([[1e-3, 0.],
183 [0, 1e-3]]) # process noise covariance
184 H
= np
.array([[1., 0.]]) # first component observed
185 R
= np
.array([1e-3]) # data variance
187 def run_augmented_kf(dat
,h2
=None,hours
=None, H
=H
, Q
=Q
, R
=R
):
196 u
= np
.zeros((2,hours
))
197 u
[:,0]=[0.1,0.0] # initialize,background state
198 P
= np
.zeros((2,2,hours
))
199 P
[:,:,0] = np
.array([[1e-3, 0.],
200 [0., 1e-3]]) # background state covariance
201 # Q = np.array([[1e-3, 0.],
202 # [0, 1e-3]]) # process noise covariance
203 # H = np.array([[1., 0.]]) # first component observed
204 # R = np.array([1e-3]) # data variance
206 for t
in range(1,h2
):
207 # use lambda construction to pass additional arguments to the model
208 u
[:,t
],P
[:,:,t
] = ext_kf(u
[:,t
-1],P
[:,:,t
-1],
209 lambda uu
: model_augmented(uu
,Ed
[t
],Ew
[t
],rain
[t
],t
),
211 # print('time',t,'data',d[t],'filtered',u[0,t],'Ec',u[1,t])
212 for t
in range(h2
,hours
):
213 u
[:,t
],P
[:,:,t
] = ext_kf(u
[:,t
-1],P
[:,:,t
-1],
214 lambda uu
: model_augmented(uu
,Ed
[t
],Ew
[t
],rain
[t
],t
),
216 # print('time',t,'data',d[t],'forecast',u[0,t],'Ec',u[1,t])