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May 18, 2022

Bug fixes

  • DSL: Fixed a bug in the <signal>.z_score() function to avoid incorrectly dropping data points. Previously, when evaluated for multiple entities at a time, if one entity was missing data on a given date, the function dropped the data points for all the other entities on that date. We now calculate the Z-score on each time series in isolation, and only remove NaN values from that time series.