Anomaly detector: last NaN value #677

6 years ago · c1fc44ea10
1 changed files with 4 additions and 2 deletions
--- a/analytics/analytics/utils/common.py
+++ b/analytics/analytics/utils/common.py
@ -32,7 +32,9 @@ 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((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)