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Overflow in cumprod (relative difference transformation) #179

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antoinecarme opened this issue Feb 20, 2022 · 2 comments
Closed

Overflow in cumprod (relative difference transformation) #179

antoinecarme opened this issue Feb 20, 2022 · 2 comments
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@antoinecarme
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class:bug priority:high topic:modeling_quality topic:signal_transformation

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@antoinecarme
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antoinecarme commented Feb 20, 2022 •
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This is a bug. When building a PyAF model with this dataset, a lot of warnings are issued.

Dataset :

df = pd.DataFrame()
N = 1000
lTimeVar = 'Time'
lSignalVar = 'Signal'
df[lTimeVar] = pd.date_range("2018-01-01", periods=N, freq="H")
df[lSignalVar] = np.random.random(df.shape[0])

Output :

INFO:pyaf.std:START_TRAINING 'Signal'
/home/antoine/.local/lib/python3.9/site-packages/numpy/core/fromnumeric.py:57: RuntimeWarning: overflow encountered in accumulate
  return bound(*args, **kwds)
/home/antoine/.local/lib/python3.9/site-packages/numpy/core/fromnumeric.py:57: RuntimeWarning: overflow encountered in accumulate
  return bound(*args, **kwds)
/home/antoine/.local/lib/python3.9/site-packages/numpy/core/fromnumeric.py:57: RuntimeWarning: overflow encountered in accumulate
  return bound(*args, **kwds)
/home/antoine/.local/lib/python3.9/site-packages/numpy/core/fromnumeric.py:57: RuntimeWarning: overflow encountered in accumulate
  return bound(*args, **kwds)
/home/antoine/.local/lib/python3.9/site-packages/numpy/core/fromnumeric.py:57: RuntimeWarning: overflow encountered in accumulate
  return bound(*args, **kwds)
@antoinecarme antoinecarme self-assigned this Feb 20, 2022
antoinecarme added a commit that referenced this issue Feb 20, 2022
@antoinecarme
Overflow in cumprod (relative difference transformation) #179
91c78d6 
df.append is going to be deprecated. Use pd.concat instead
antoinecarme added a commit that referenced this issue Feb 20, 2022
@antoinecarme
Merge pull request #180 from antoinecarme/issue_179_cumprod_overflow
e092d5c 
Issue 179 cumprod overflow #179
@antoinecarme
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Fixed.

1 similar comment
@antoinecarme
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Fixed.

@antoinecarme antoinecarme mentioned this issue Mar 19, 2022
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