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Fix precision #668

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NimaSarajpoor wants to merge 25 commits into from
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Fix precision #668

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eeb257a
add test function for input with identical subseqs
NimaSarajpoor Sep 6, 2022
60bc457
Recalculate var if it is less than a threshold
NimaSarajpoor Sep 6, 2022
f343fac
Add test function for identical subseq with different scales
NimaSarajpoor Sep 7, 2022
0463654
recalculare pearson if it exceeds a threshold
NimaSarajpoor Sep 7, 2022
9ceaf11
Add new test function
NimaSarajpoor Sep 7, 2022
5ecaf36
Add volatile test function
NimaSarajpoor Sep 7, 2022
f278a1d
add test function to investigate issue
NimaSarajpoor Sep 7, 2022
2714e72
Modify test functions
NimaSarajpoor Sep 7, 2022
a5a9f17
modify test function
NimaSarajpoor Sep 7, 2022
031a173
modify test function and add spacer np.inf
NimaSarajpoor Sep 7, 2022
21aacf6
modify input for test function
NimaSarajpoor Sep 10, 2022
9d55342
merge from main
NimaSarajpoor Sep 14, 2022
6eea65b
change std threshold
NimaSarajpoor Sep 15, 2022
2862c52
commenting the bypassing of test function
NimaSarajpoor Sep 15, 2022
36560d7
Rename var name and change its default value
NimaSarajpoor Oct 2, 2022
897b448
Add new seed to test function
NimaSarajpoor Oct 4, 2022
e98a0b8
return std itself instead of its inverse
NimaSarajpoor Oct 4, 2022
4de61e5
recalculate cov if its denom becomes too small
NimaSarajpoor Oct 4, 2022
09a9af2
replace hard coded value with config variable
NimaSarajpoor Oct 4, 2022
f6989fa
Fix format
NimaSarajpoor Oct 4, 2022
353336a
Update test function
NimaSarajpoor Oct 4, 2022
1328d68
update code and docstring
NimaSarajpoor Oct 4, 2022
f3e9f23
Add precision calculation notebook
NimaSarajpoor Oct 8, 2022
49651ff
update notebook
NimaSarajpoor Oct 9, 2022
2adafb0
Add unit tests to capture loss of precision
NimaSarajpoor Oct 11, 2022
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return std itself instead of its inverse
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@NimaSarajpoor
NimaSarajpoor committed Oct 4, 2022
commit e98a0b88ced2e6357045516762c7b2aef924da4d
4 changes: 2 additions & 2 deletions stumpy/core.py
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Expand Up @@ -1755,12 +1755,12 @@ def preprocess_diagonal(T, m):
"""
T, T_subseq_isfinite = preprocess_non_normalized(T, m)
M_T, Σ_T = compute_mean_std(T, m)

T_subseq_isconstant = Σ_T < config.STUMPY_STDDEV_THRESHOLD
Σ_T[T_subseq_isconstant] = 1.0 # Avoid divide by zero in next inversion step
Σ_T_inverse = 1.0 / Σ_T
M_T_m_1, _ = compute_mean_std(T, m - 1)

return T, M_T, Σ_T_inverse, M_T_m_1, T_subseq_isfinite, T_subseq_isconstant
return T, M_T, Σ_T, M_T_m_1, T_subseq_isfinite, T_subseq_isconstant


def replace_distance(D, search_val, replace_val, epsilon=0.0):
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