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Joshwani avatar Joshwani commented on August 18, 2024 1

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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Joshwani avatar Joshwani commented on August 18, 2024

Hi Scitao, I haven't looked into this yet, but do you have nans in your observation data?

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nightvision04 avatar nightvision04 commented on August 18, 2024

@scitao Can you print the values of deltaT, m?

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QuentinDan avatar QuentinDan commented on August 18, 2024

@Joshwani @nightvision04
deltaT:

[1034.83703536 1033.83703536 1032.83703536 ... -220.16296464 -221.16296464
-222.16296464]

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QuentinDan avatar QuentinDan commented on August 18, 2024

this could happen 3 in 10 times of test with sp500.csv

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Joshwani avatar Joshwani commented on August 18, 2024

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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