Comments (6)
I think I'm going to remove the use_ln attribute and just leave it up to the user if they want to take the log of their data before passing it to the model. Should eliminate the issue where you take the log of a negative number here.
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Hi Scitao, I haven't looked into this yet, but do you have nans in your observation data?
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@scitao Can you print the values of deltaT, m?
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@Joshwani @nightvision04
deltaT:
[1034.83703536 1033.83703536 1032.83703536 ... -220.16296464 -221.16296464
-222.16296464]
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this could happen 3 in 10 times of test with sp500.csv
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Just a note - this happens when tc ∈ [t1, t2], which can be a very important case. A way to account for such a case is to take dT = np.abs(tc - T)
.
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