Release

Author: cerlymarco

Diff for: setup.py

@@ -3,7 +3,7 @@
 
 HERE = pathlib.Path(__file__).parent
 
-VERSION = '0.1.4'
+VERSION = '0.1.5'
 PACKAGE_NAME = 'tsmoothie'
 AUTHOR = 'Marco Cerliani'
 AUTHOR_EMAIL = '[email protected]'

Diff for: tsmoothie/utils_func.py

@@ -223,7 +223,7 @@ def kalman_interval(true, prediction, cov, confidence=0.05):
     g = stats.norm.ppf(1 - confidence/2)
 
     resid = true - prediction
-    std_err = np.sqrt(np.square(resid).mean(axis=1, keepdims=True))
+    std_err = np.sqrt(np.nanmean(np.square(resid), axis=1, keepdims=True))
 
     low = prediction - g*(std_err*cov)
     up = prediction + g*(std_err*cov)