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Give more options in LOCF for users to impute still-missing values after LOCF running #236

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WenjieDu opened this issue Nov 12, 2023 · 0 comments
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enhancement New feature or request new feature Proposing to add a new feature
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@WenjieDu
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1. Feature description

Currently, we impute still-missing values with zeros after LOCF in the LOCF method, like the code below

# If there are values still missing,
# they are missing at the beginning of the time-series sequence.
# Impute them with self.nan
if torch.isnan(X_imputed).any():
X_imputed = torch.nan_to_num(X_imputed, nan=self.nan)

But this is not flexible. We need more options.

2. Motivation

Make LOCF more powerful.

3. Your contribution

Will make a PR.

@WenjieDu WenjieDu added enhancement New feature or request new feature Proposing to add a new feature labels Nov 12, 2023
@WenjieDu WenjieDu added this to the v0.2.1 milestone Dec 1, 2023
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