Handle Missing Data in the Time Column

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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Closed antoinecarme closed 6 years ago

antoinecarme commented 6 years ago

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

Allow the user to interpolate the time column before building the model. Time interpolation should keep the same time numpy dtype.

antoinecarme commented 6 years ago

Added a simple interpolation when needed :

time_in_seconds_interpolated = time_in_seconds.interpolate(method='linear', limit_direction='both', axis=0)

before training or forecasting the model.

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

Closing