Release v1.2

Note for existing users

This release includes changes to the return format of the MonteCarlo Predictor's predict method. These changes were necessary to support non-sample based predictors. The non backwards-compatible changes are listed below:

• times:
  • previous List[List[float]] where times[n][m] corresponds to timepoint m of sample n.
  • new List[float] where times[m] corresponds to timepoint m for all samples
• End of Life (EOL)/ Time of Event (ToE) estimates:
  • previous List[float] where the values correspond to the time that the first event occurs.
  • new UnweightedSamples where keys correspond to the individual events predicted.
• State at time of event (ToE)
  • previous: element in states
  • new: member of toe event (e.g., toe.final_state['event1'])

General Improvements

• Added new visualization capabilities, including:
  • Scatter plot for an UncertainData object (e.g., states at a point in time) [#24]
  • Histogram for an UncertainData object [#37]
• Updates to UncertainData
  • Added method for median [#75]
  • Added percentage_in_bounds and metrics metrics as UncertainData methods [#92]
  • Added scatter and histogram charts as UncertainData methods
  • Added the 'key' method to get all samples for a specific key
• Metrics functions can now accept UncertainData or Predictions, and operate on multiple states/events [#92]
• Added additional examples demonstrating prog_algs features
• Add support for Python 3.9
• Added support for prog_models v1.1
• General Bugfixes

State Estimator Improvements

• Particle Filter Sample Vectorization - significantly improves runtime for vectorized models [#76]
• Particle Filter now calculates weights in log-domain (improves numerical stability) [#76]
• Added ability to set initial time in state estimators using the t0 parameter
• Fixed bug where states were being reordered in UKF
• Fixed bug where t wasn't being set each step of PF

Predictor Changes

• New Unscented Transform Predictor [#40, #74]
• Predictors can now predict multiple events. [#81]
• New Prediction class to represent predicted future values (e.g., states). Returned from the Predictor.predict method [#60, #25]
• New ToEPredictionProfile class to represent and operate on the result of multiple predictions at different times of prediction [#91]

Notes

The changes in this release were produced in part by Northrop Grumman under a contributor license agreement. Thank you NGC!