From c1fc44ea109cff5972f61e1c1cbcdf80d2e332e0 Mon Sep 17 00:00:00 2001
From: Alexandr Velikiy <39257464+VargBurz@users.noreply.github.com>
Date: Fri, 31 May 2019 20:21:46 +0300
Subject: [PATCH] Anomaly detector: last NaN value #677

---
 analytics/analytics/utils/common.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/analytics/analytics/utils/common.py b/analytics/analytics/utils/common.py
index 6aee340..7c6a4f0 100644
--- a/analytics/analytics/utils/common.py
+++ b/analytics/analytics/utils/common.py
@@ -32,8 +32,10 @@ def exponential_smoothing(series: pd.Series, alpha: float, last_smoothed_value:
         result = [0]
     for n in range(1, len(series)):
         if np.isnan(series[n]):
-            series[n] = 0
-        result.append(alpha * series[n] + (1 - alpha) * result[n - 1])
+            result.append((1 - alpha) * result[n - 1])
+            series.values[n] = result[n]
+        else:
+            result.append(alpha * series[n] + (1 - alpha) * result[n - 1])
     return pd.Series(result, index = series.index)
 
 def find_pattern(data: pd.Series, height: float, length: int, pattern_type: str) -> list: