Files
heating-mpc-ha/custom_components/heating_mpc/physics.py
T
buzeraandClaude Opus 5.5 3afb6688a5 Score forecasts against reality; expose forecast trajectories
There was no evidence of how accurate the thermal model is: the only
number was an in-sample 5-minute error.

At every poll, record each room's reading, the outdoor temperature, the
radiator-lag estimate and the model parameters. 15, 30, 60 and 120
minutes later, replay the room from that poll with the parameters it
had then (out of sample), the outdoor temperature held constant and the
radiator lag that actually followed from the relay's real history, and
compare with the reading now. A no-change forecast is scored alongside.
Only spans with regular polls and a well-known lag are scored. 7 days
of per-room statistics are saved with the model (optional "evaluation"
payload key; about 18 KB at most).

Four new sensors, Heating MPC Forecast Error 15/30/60/120 min, show the
mean absolute error with bias, persistence error, skill and per-room
detail. On the synthetic lagged plant the 60-minute error is 0.03 °C
against 0.39 °C for persistence.

Room forecast entities gain forecast_15min and plan_15min attributes
and are labelled counterfactual. Volatile attributes are unrecorded.
The model is now saved after scoring, so saved statistics are current.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-10-26 22:35:13 +02:00

297 lines
13 KiB
Python

"""Pure-Python small grey-box thermal model and binary model predictive control.
No Home Assistant imports; this module can be tested in isolation. Step=5 minutes.
This is an experimental thermal model, not a certified boiler controller.
"""
from __future__ import annotations
from dataclasses import dataclass, field
from itertools import product
from math import exp, isfinite
from typing import Any
STEP_MINUTES = 5
# First-order radiator lag between the relay command and the heat reaching rooms.
LAG_TAU_SECONDS = 1200.0
HEAT_LAG = 1.0 - exp(-STEP_MINUTES * 60 / LAG_TAU_SECONDS)
# Learn only when the lag proxy is known within this half-width.
LAG_LEARN_MAX_UNCERTAINTY = 0.1
# Prior covariance; also the upper bound that stops RLS windup (see _bound_covariance).
PRIOR_P = ((0.0005, 0.0, 0.0), (0.0, 0.8, 0.0), (0.0, 0.0, 0.08))
def bound(value: float, lo: float, hi: float) -> float:
return max(lo, min(hi, value))
def advance_lag(lag: float, command: bool, seconds: float) -> float:
"""Move the lag proxy towards the relay command over `seconds`."""
return lag + (1.0 - exp(-seconds / LAG_TAU_SECONDS)) * (float(command) - lag)
def relay_segments(
start_on: bool, start: float, changes: list[tuple[float, str]], end: float,
) -> list[tuple[bool, float]] | None:
"""Split [start, end] into (command, seconds) segments from ordered relay changes.
`changes` holds (timestamp, new_state) pairs. Return None when the command is
unknown for part of the interval: a state other than on/off, a change to the
state already in force (so transitions were missed), or out-of-order times.
"""
segments: list[tuple[bool, float]] = []
command, since = start_on, start
for when, state in changes:
if state not in ("on", "off") or not since <= when <= end or (state == "on") == command:
return None
segments.append((command, when - since))
command, since = state == "on", when
segments.append((command, end - since))
return segments
def lag_from_time_in_state(command: bool, seconds_in_state: float) -> tuple[float, float]:
"""Estimate the lag when only the time since the last relay change is known.
Starting from any unknown lag in [0, 1], `seconds_in_state` of a constant command
leaves the lag inside an interval of width exp(-t/tau). Return its midpoint and
half-width, so the error bound is explicit rather than assuming a steady state.
"""
width = exp(-max(0.0, seconds_in_state) / LAG_TAU_SECONDS)
return (1.0 - width / 2) if command else width / 2, width / 2
def _bound_covariance(p: list[list[float]]) -> None:
"""Keep P symmetric and no less certain than the prior, in place.
With forgetting, unexcited directions (e.g. heat input during a summer with the
relay off) grow by 1/forgetting each step without limit. Scaling row and column i
together is a congruence transform, so positive definiteness is preserved.
"""
for i in range(3):
for j in range(i):
p[i][j] = p[j][i] = (p[i][j] + p[j][i]) / 2
for i in range(3):
if p[i][i] > PRIOR_P[i][i]:
scale = (PRIOR_P[i][i] / p[i][i]) ** .5
for j in range(3):
p[i][j] *= scale
for j in range(3):
p[j][i] *= scale
p[i][i] = PRIOR_P[i][i]
@dataclass
class Learner:
"""Recursive least squares for dT=a*(Tout-T)+b*effective_heat+c."""
theta: list[float] = field(default_factory=lambda: [0.002, 0.045, 0.0])
p: list[list[float]] = field(default_factory=lambda: [list(row) for row in PRIOR_P])
count: int = 0
error_sum: float = 0.0
on_count: int = 0
off_count: int = 0
# Samples offered but not fitted (outliers, implausible inputs).
rejected_count: int = 0
def predict_delta(self, temp: float, outside: float, heat: float) -> float:
a, b, c = self.theta
return a * (outside - temp) + b * heat + c
def learn(self, temp_before: float, temp_after: float, outside: float, effective_heat: float,
duration_seconds: float = 300, command: bool | None = None) -> bool:
if (not all(isfinite(x) for x in (temp_before, temp_after, outside, effective_heat))
or not 0 <= effective_heat <= 1
or not isfinite(duration_seconds) or not 270 <= duration_seconds <= 330):
return self._reject()
y = (temp_after - temp_before) * 300 / duration_seconds
if abs(y) > 0.8: # sensor glitch/door opened/restarted device
return self._reject()
x = [outside - temp_before, effective_heat, 1.0]
predicted = sum(t * v for t, v in zip(self.theta, x))
residual = y - predicted
px = [sum(self.p[i][j] * x[j] for j in range(3)) for i in range(3)]
forgetting = 0.999
denominator = forgetting + sum(x[i] * px[i] for i in range(3))
if not isfinite(denominator) or denominator <= 0:
return self._reject()
k = [value / denominator for value in px]
self.theta = [t + k[i] * residual for i, t in enumerate(self.theta)]
for i in range(3):
for j in range(3):
self.p[i][j] = (self.p[i][j] - k[i] * px[j]) / forgetting
_bound_covariance(self.p)
# Physical constraints; avoids unstable temperature predictions.
self.theta = [
bound(self.theta[0], 0.0, 0.04),
bound(self.theta[1], 0.0, 0.25),
bound(self.theta[2], -0.06, 0.06),
]
self.count += 1
self.error_sum += abs(residual)
if command is not None:
if command:
self.on_count += 1
else:
self.off_count += 1
return True
def _reject(self) -> bool:
self.rejected_count += 1
return False
@property
def mae(self) -> float | None:
return self.error_sum / self.count if self.count else None
def as_dict(self) -> dict[str, Any]:
return {"theta": self.theta, "p": self.p, "count": self.count, "error_sum": self.error_sum,
"on_count": self.on_count, "off_count": self.off_count,
"rejected_count": self.rejected_count}
@classmethod
def from_dict(cls, source: dict[str, Any]) -> "Learner":
obj = cls()
try:
if not isinstance(source, dict):
return obj
theta = [float(v) for v in source["theta"]]
p = [[float(v) for v in r] for r in source["p"]]
if len(theta) != 3 or len(p) != 3 or any(len(r) != 3 for r in p):
return obj
if not all(isfinite(v) for v in theta + [v for row in p for v in row]):
return obj
if not (0 <= theta[0] <= .04 and 0 <= theta[1] <= .25 and -.06 <= theta[2] <= .06):
return obj
# Tolerate float round-off relative to magnitude (older versions could
# accumulate it during windup), then apply the current covariance bound.
for i in range(3):
for j in range(i):
if abs(p[i][j] - p[j][i]) > 1e-6 * max(1.0, abs(p[i][j]), abs(p[j][i])):
return obj
_bound_covariance(p)
# A covariance must be symmetric positive definite (Cholesky check).
lower = [[0.0] * 3 for _ in range(3)]
for i in range(3):
for j in range(i + 1):
value = p[i][j] - sum(lower[i][k] * lower[j][k] for k in range(j))
if i == j:
if value <= 0 or not isfinite(value):
return obj
lower[i][j] = value ** .5
else:
lower[i][j] = value / lower[j][j]
counts = [source.get(key, 0)
for key in ("count", "on_count", "off_count", "rejected_count")]
if any(type(v) is not int or v < 0 for v in counts):
return obj
count, on_count, off_count, rejected_count = counts
error_sum = float(source.get("error_sum", 0))
if not isfinite(error_sum) or error_sum < 0 or on_count + off_count > count:
return obj
return cls(theta, p, count, error_sum, on_count, off_count, rejected_count)
except (KeyError, TypeError, ValueError, OverflowError):
return obj
def simulate_step(temps: dict[str, float], outside: float, lag: float,
command: bool, learners: dict[str, Learner]) -> tuple[dict[str, float], float]:
next_lag = lag + HEAT_LAG * (float(command) - lag)
new = {name: value + learners[name].predict_delta(value, outside, next_lag)
for name, value in temps.items()}
return new, next_lag
def optimize(
temps: dict[str, float], outside: float, effective_heat: float,
target: float, weights: dict[str, float], learners: dict[str, Learner],
is_on: bool, seconds_since_change: float, horizon_minutes: int = 120,
minimum_on_minutes: int = 15, minimum_off_minutes: int = 10,
switching_cost: float = .15, heating_cost: float = .025,
comfort_band: float = .15,
) -> dict[str, Any]:
"""Enumerate 15min ON/OFF plans; honor minimum ON/OFF durations.
120min = 256 plans (fast on Raspberry Pi 5). All rooms share one burner demand.
"""
if not temps or set(temps) != set(learners):
raise ValueError("Missing room temperatures or learner")
if not 30 <= horizon_minutes <= 180 or horizon_minutes % 15:
raise ValueError("Horizon must be 30..180 minutes in 15-minute steps")
if not isfinite(target) or not isfinite(outside):
raise ValueError("Invalid temperature")
if any(not isfinite(t) for t in temps.values()):
raise ValueError("Invalid room temperature")
if any(not isfinite(float(weights.get(room, 0))) or float(weights.get(room, 0)) <= 0 for room in temps):
raise ValueError("All rooms need a positive weight")
if not isfinite(effective_heat) or not 0 <= effective_heat <= 1:
raise ValueError("Invalid heating lag")
if any(not isfinite(v) or v < 0 for v in (
seconds_since_change, minimum_on_minutes, minimum_off_minutes,
switching_cost, heating_cost, comfort_band,
)):
raise ValueError("Invalid optimizer parameter")
total_weight = sum(float(weights[room]) for room in temps)
if not isfinite(total_weight):
raise ValueError("Invalid total weight")
norm = {room: float(weights[room]) / total_weight for room in temps}
blocks = horizon_minutes // 15
nsteps_per_block = 3
best = float("inf")
result = None
min_on_s = minimum_on_minutes * 60
min_off_s = minimum_off_minutes * 60
elapsed_initial = max(0.0, seconds_since_change)
# More sequences than 4096 are deliberately excluded by horizon validation.
for bits in product((False, True), repeat=blocks):
current = bool(is_on)
elapsed_s = elapsed_initial
state = dict(temps)
lag = effective_heat
cost = 0.0
at_60 = None
feasible = True
for idx, bit in enumerate(bits):
if bit != current:
minimum = min_on_s if current else min_off_s
if elapsed_s < minimum:
feasible = False
break
cost += switching_cost
elapsed_s = 0.0
current = bit
for tick in range(nsteps_per_block):
state, lag = simulate_step(state, outside, lag, bit, learners)
mismatch = sum(
norm[room] * max(0.0, abs(value - target) - comfort_band) ** 2
for room, value in state.items()
)
# A lower bound on weighted average comfort also matters.
avg = sum(norm[r] * value for r, value in state.items())
mismatch += max(0.0, abs(avg - target) - comfort_band) ** 2
cost += 8.0 * mismatch + (heating_cost if bit else 0.0)
if idx * 15 + (tick + 1) * STEP_MINUTES == 60:
at_60 = dict(state)
elapsed_s += 15 * 60
if feasible and cost < best:
best = cost
result = (bits, at_60 or {}, dict(state))
if result is None:
raise RuntimeError("No feasible schedule")
plan, temps_60m, temps_end = result
# Re-simulate the chosen plan for its trajectory, keeping the search loop lean.
trajectory: dict[str, list[float]] = {room: [] for room in temps}
state, lag = dict(temps), effective_heat
for bit in plan:
for _ in range(nsteps_per_block):
state, lag = simulate_step(state, outside, lag, bit, learners)
for room, value in state.items():
trajectory[room].append(round(value, 3))
return {
"proposal": bool(plan[0]),
"plan_15min": [int(v) for v in plan],
"predicted_60m": {r: round(t, 3) for r, t in temps_60m.items()},
"predicted_end": {r: round(t, 3) for r, t in temps_end.items()},
"trajectory_15min": trajectory,
"cost": round(best, 4),
}