FilterParticle.h

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// SPDX-License-Identifier: LGPL-3.0-or-later
/***********************************************************************************/
/*  Copyright 2019 Avalanche Warning Service Tyrol                  LWD-TIROL      */
/***********************************************************************************/
/* This file is part of MeteoIO.
    MeteoIO is free software: you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.
 
    MeteoIO is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public License
    along with MeteoIO.  If not, see <http://www.gnu.org/licenses/>.
*/
 
#ifndef FILTERPARTICLE_H
#define FILTERPARTICLE_H
 
#include <meteoio/dataClasses/Matrix.h>
#include <meteoio/meteoFilters/ProcessingBlock.h>
#include <meteoio/meteoStats/RandomNumberGenerator.h>
 
#include <meteoio/thirdParty/tinyexpr.h>
 
#include <inttypes.h> //for RNG int types
#include <string>
#include <vector>
 
namespace mio {
 
class FilterParticle : public ProcessingBlock {
        public:
                FilterParticle(const std::vector< std::pair<std::string, std::string> >& vecArgs, const std::string& name, const Config& cfg);
                virtual void process(const unsigned int& param, const std::vector<MeteoData>& ivec,
                        std::vector<MeteoData>& ovec);
 
        private:
                void resamplePaths(Matrix& xx, Matrix& ww, const size_t& kk, RandomNumberGenerator& RNU) const;
                bool checkInitialState(const std::vector<MeteoData>& ivec, const size_t& param);
                void initFunctionVars(te_variable* vars, const std::vector<std::string>& names, const std::vector<double>& meteo) const;
                te_expr* compileExpression(const std::string& expression, const te_variable* te_vars, const size_t& sz) const;
                void parseSubstitutionStrings(std::string& line_m, std::string& line_o, std::vector<std::string>& sub_expr,
                        std::vector<std::string>& sub_params) const;
                void parseBracketExpression(std::string& line, std::vector<std::string>& sub_expr,
                        std::vector<std::string>& sub_params) const;
                void dumpInternalStates(Matrix& particles, Matrix& weights) const;
                bool readInternalStates(Matrix& particles, Matrix& weights) const;
                void dumpParticlePaths(Matrix& particles) const;
                std::vector<double> buildTimeVector(const std::vector<MeteoData>& ivec) const;
                void parse_args(const std::vector< std::pair<std::string, std::string> >& vecArgs);
                void seedGeneratorsFromIni(RandomNumberGenerator& RNGU, RandomNumberGenerator& RNGV, RandomNumberGenerator& RNG0,
                        RandomNumberGenerator& RNU) const;
                void vecMeteoToMatrix(const std::vector<MeteoData>& vec, Matrix& mat, const unsigned int& param) const;
                void readLineToVec(const std::string& line_in, std::vector<uint64_t>& vec_out) const;
                bool isNan(const double& xx) const;
 
                typedef enum PF_FILTER_ALGORITHM {
                        PF_SIR, //only SIR is implemented so far
                        PF_SIS
                } pf_filter_algorithm;
                typedef enum PF_RESAMPLE_ALGORITHM {
                        PF_SYSTEMATIC, //only SYSTEMATIC implemented so far
                        PF_EPANECHNIKOV
                } pf_resample_algorithm;
                typedef enum PF_ESTIMATION_MEASURE  {
                        PF_MEAN,
                        PF_MAX_WEIGHT
                } pf_estimation_measure;
 
                pf_filter_algorithm filter_alg;
                pf_resample_algorithm resample_alg; //resampling of particle paths
 
                unsigned int NN; //number of particles
                bool path_resampling; //has nothing to do with temporal or spatial meteo resampling
 
                std::string model_expression; //model formula
                std::string obs_model_expression;
                std::string fit_expression; //fit data points to get a model function
                std::string fit_param; //meteo parameter that will be fitted for model
                unsigned int fit_degree; //degree of interpolation
                double model_x0; //initial state at T=0
 
                double resample_percentile; //simple resampling heuristic
                pf_estimation_measure estim_measure; //how to choose most likely particle path
 
                struct rng_settings {
                        RandomNumberGenerator::RNG_TYPE algorithm;
                        RandomNumberGenerator::RNG_DISTR distribution;
                        std::vector<double> parameters;
                        std::vector<uint64_t> seed;
                        rng_settings() : algorithm(RandomNumberGenerator::RNG_XOR),
                                         distribution(RandomNumberGenerator::RNG_GAUSS),
                                         parameters(),
                                         seed() {}
                };
                struct rng_settings rng_model; //noise generator for model function
                struct rng_settings rng_obs; //observation noise pdf
                struct rng_settings rng_prior; //generator to sample from prior pdf
                std::vector<uint64_t> resample_seed;
 
                bool be_verbose; //output warnings/info?
                std::string unrecognized_keys; //to warn about unknown ini keys
                std::string dump_particles_file;
                std::string dump_states_file;
                std::string input_states_file;
};
 
} //namespace
 
#endif //FILTERPARTICLE_H