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Fix #610 #907

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@NimaSarajpoor NimaSarajpoor commented Aug 25, 2023 •
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This PR is a replacement for PR #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)

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codecov bot commented Aug 25, 2023 •
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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.

❗ Current head 5b79efb differs from pull request most recent head 1eb878d. Consider uploading reports for the commit 1eb878d to get more accurate results

Additional details and impacted files 
@@ Coverage Diff @@
## main #907 +/- ##
=======================================
 Coverage 98.93% 98.93% 
=======================================
 Files 84 84 
 Lines 14292 14307 +15 
=======================================
+ 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

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seanlaw commented Aug 26, 2023

I re-ran the failed tests
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NimaSarajpoor commented Aug 26, 2023 •
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@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.
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NimaSarajpoor commented Aug 27, 2023 •
edited by seanlaw
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[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.
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