Extrapolate points in interpolate_over_time?

[lochhh]

MWE:

import numpy as np
import xarray as xr
from movement.filtering import interpolate_over_time

vals = [np.nan, 2, 3, np.nan, np.nan, 6, np.nan, np.nan, 9, np.nan]
da = xr.DataArray(
    vals, dims="time", coords={"time": range(len(vals))}
)
interpolate_over_time(da, max_gap=0, print_report=False).values

Using interpolate_over_time, the expectation for max_gap=0 is that all NaNs are retained.
However, the above outputs the following, with the first and last NaNs are filled:

array([ 1.,  2.,  3., nan, nan,  6., nan, nan,  9., 10.])

The following excerpt from PR #116 explains why:

• I added fill_value="extrapolate" to the interpolate_na method, to also take care of nan values at the start and end of the array (if they are smaller than the max_gap).

Originally posted by @niksirbi in #116 (review)

[niksirbi]

Thanks for raising this issue @lochhh, indeed extrapolation leads to some weird behaviours. One of them is just what you pointed out. Another I've witnessed occasionally is some really wild values being introduced at the edges (including negative pixel values).

I think we should move away of hard-coding fill_value="extrapolate" and instead leave that option to the user. I was thinking of exposing fill_value as an argument, either explicitly or via **kwargs passed verbatim to the underlying interpolation functions.

What do you think we should do?

[lochhh]

Thanks for raising this issue @lochhh, indeed extrapolation leads to some weird behaviours. One of them is just what you pointed out. Another I've witnessed occasionally is some really wild values being introduced at the edges (including negative pixel values).

I think we should move away of hard-coding fill_value="extrapolate" and instead leave that option to the user. I was thinking of exposing fill_value as an argument, either explicitly or via **kwargs passed verbatim to the underlying interpolation functions.

What do you think we should do?

I would opt for **kwargs to match the underlying xarray.DataArray.interpolate_na and redirect users to xarray docs.

[niksirbi]

Alright, I'll have a go at implementing a fix and tag you as reviewer.