Since Q and Ts[i] are UNPROCESSED, QT[idx] can get meaningless value for a non-finite subsequence that starts at idx. Better to just replace them with np.nan. So, for example, we can do something like this after computing QT (QT = core.sliding_dot_product(Q, Ts[i])):

# post-processing QT
if np.any(~np.isfinite(Q)):
     QT[:] = np.nan

QT[~np.isfinite(M_Ts[i])] = np.nan

Note that QT[idx] will be ignored though eventually once it comes to computing its corresponding value in the distance profile via core.calculate_distance_profile (see a few lines below). In other words, we do not need the "post-processing of QT" but I think it makes code clearer.

Any concerns?

[Update]
Note: Since we pass inputs with non-finite values to core.calculate_distance_profile (Not only QT but also M_T), maybe I should better stop here and try to address #1011 first. Then come back and resume the work on this PR.

I understand the need to replace the ugly Ts[Ts_idx][subseq_idx : subseq_idx + m] with Q. That's fine but

QT = core.sliding_dot_product(Q, Ts[i])

doesn't seem to require any post-processing when either Q or T contain np.nan.

My bad! You are right. No need for post-processing QT

@seanlaw

maybe I should better stop here and try to address #1011 first. Then come back and resume the work on this PR.

I did an experiment and shared the result in #1011. We can either work on that and then come back here. Or, on the second thought, we can still merge this (after I resolve the merge conflicts), and then work on #1011.

What do you think?

Since we have a merge conflict here anyways, let's fix #1011 first and then come back here and strikethrough the comment:

Note: Since we pass inputs with non-finite values to core.calculate_distance_profile (Not only QT but also M_T), maybe I should better stop here and try to address #1011 first. Then come back and resume the work on this PR.

so that we are focused on this issue/PR instead of being distracted by jumping back and forth. I am getting confused by having so many things open and so it feels disorganized