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antoinecarme / pyaf

PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
BSD 3-Clause "New" or "Revised" License
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Handle Missing Data in the signal column #79

Closed antoinecarme closed 6 years ago

antoinecarme commented 6 years ago

Following issue #19, the dataset can contain missing data in the signal column.

Allow the user to interpolate the signal before building the model.

antoinecarme commented 6 years ago

Added a simple interpolation when needed : 

signal_interpolated = signal.interpolate(method='linear', limit_direction='both', axis=0)

before training or forecasting the model.

More sophisticated interpolartion is possible , but we let that to the user (can be business related).

Closing