Properly handle missing values in MPX algorithm (nan/inf)

matrix-profile-foundation / matrixprofile

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

https://matrixprofile.org

Apache License 2.0

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Properly handle missing values in MPX algorithm (nan/inf) #38

Open tylerwmarrs opened 4 years ago

tylerwmarrs commented 4 years ago

The stomp algorithm skips the nan/inf values when computing the matrix profile, however, mpx does not. We should handle missing values similar to stomp.

For details, refer to this PR. https://github.com/matrix-profile-foundation/matrix-profile-foundation.github.io/pull/20