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UnivariateTimeSeries.fillNearest doesn't fill NaNs #197

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Tautvis opened this issue Jun 27, 2017 · 0 comments

Tautvis commented Jun 27, 2017

UnivariateTimeSeries.fillNearest doesn't fit NaN values at the start on the Vector.

For example:

import com.cloudera.sparkts.UnivariateTimeSeries
import org.apache.spark.mllib.linalg.Vectors

val ts = Vectors.dense(Array(Double.NaN, 2.0, Double.NaN))
println(UnivariateTimeSeries.fillNearest(ts))

prints

scala>   val ts = Vectors.dense(Array(Double.NaN, 2.0, Double.NaN))
ts: org.apache.spark.mllib.linalg.Vector = [NaN,2.0,NaN]

scala>   UnivariateTimeSeries.fillNearest(ts)
res1: org.apache.spark.mllib.linalg.DenseVector = [NaN,2.0,2.0]

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