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cerlymarco · Aug 28, 2020 · b9e34db · b9e34db
1 parent c127cb9
commit b9e34db
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Showing 2 changed files with 2 additions and 2 deletions.
diff --git a/setup.py b/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 --git a/tsmoothie/utils_func.py b/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)