[MRG] Disregard NaNs in preprocessing #177
Merged
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This is a redo of #175; rebasing to the dev branch got hairy so I'm just making a new PR along with the suggested additions from #175 (comment)
If a time series with any
NaN
values is passed toTimeSeriesScalerMeanVariance.fit_transform()
orTimeSeriesScalerMinMax.fit_transform()
the transformed time series returns as allNaN
E.g:
This could be fixed by using the
NaN
disregardingnumpy
equivalent functions in the respectivetransform
methods. This also makes tslearn in line with sklearn in terms of NaN's and preprocessing: scikit-learn/scikit-learn#10404