Fix #610
This PR is a replacement for PR https://github.com/TDAmeritrade/stumpy/pull/668. This PR tries to resolve the loss of precision issue that might occur in cases where there are identical subsequences (in their z-normalized version) in a time series (see #610)
Codecov Report
Patch coverage: 100.00% and no project coverage change.
Comparison is base (
6663f5f) 98.93% compared to head (5b79efb) 98.93%. Report is 3 commits behind head on main.
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Additional details and impacted files
@@ Coverage Diff @@
## main #907 +/- ##
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Coverage 98.93% 98.93%
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Files 84 84
Lines 14292 14307 +15
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+ Hits 14140 14155 +15
Misses 152 152
| Files Changed | Coverage Δ | |
|---|---|---|
| tests/test_precision.py | 100.00% <100.00%> (ø) |
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Note: A TimeoutError occurred in here
I re-ran the failed tests
@seanlaw
Thank you for re-running the tests
We can see an assertion failure here. Note that this is coming from the test function in which the identical subsequences are scaled differently, and their values are not in the range of other subsequences. I will dig into it and provide an update.
[Update] Note: The assertion failure is coming from the distance between two differently-scaled subsequences that have the same values in their z-norm space.
Note 1 : Removing njit decorators do not resolve the assertion failure. Note 2: Using the exact covariance instead of the rolling one resolves the assertion failure.