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How to handle NaN and INF values in utils.py movmeanstd and movstd #88

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codax0r opened this issue Dec 12, 2019 · 0 comments
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How to handle NaN and INF values in utils.py movmeanstd and movstd #88

codax0r opened this issue Dec 12, 2019 · 0 comments

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@codax0r
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codax0r commented Dec 12, 2019

Hi,

I'm currently experimenting with MatrixProfiles, however i have some numerical issues i.e. using STOMP. matrixProfile.stomp calls _matrixProfile_stomp, which then calls moveanstd in my case.
In this method however there might occur negative values which are then passed to np.sqrt, which results in NaN values in the resulting standard deviation.

A similar issue was also observed here: ensozos/Matrix-Profile#17

What would you suggest as a fix? - My first thought was also passing absolute values or change the NaNs afterwards to zero but that might be too pragmatic.
Thank you,
codax

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