On 2019/06/24 9:09 AM, Marten van Kerkwijk wrote:
Another example of a function for which I think my model is not particularly insightful (and for which it is difficult to know what to do generally) is `np.fft.fft`. Since an fft is equivalent to a sine/cosine fits to data points, the answer for masked data is in principle quite well-defined. But much less easy to implement!
How is it well-defined? If you have N points of which M are masked, you have a vector with N-M pieces of information in the time domain. That can't be *uniquely* mapped to N points in the frequency domain. I think fft applied to a MaskedArray input should raise an exception, at least if there are any masked points. It must be left to the user to decide how to handle the masked points, e.g. fill with zero, or with the mean, or with linear interpolation, etc. Eric