Closed abstractqqq closed 1 month ago
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Ciao TQ, thank you very much for the contribution. Will review later 😊
Reference Issues/PRs
What does this implement/fix? Explain your changes.
Fixed the test_diff in test_preprocessing.py
Any other comments?
The test failed because of float point numerical issue when re-constructing original X. The easiest way is to not re-construct the data by applying inverse transform. Just copy the data to represent the original. The downside of this fix is that the .invert method is not tested. Real world time series practitioners can argue about the merit of having a .invert method on the transform. To me personally, I don't think it matters (especially when memory is abundant)