Optimize mean_change (fixes issue #542) and correct documentation

blue-yonder · Oct 11, 2019 · 955479f · 955479f
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Showing 2 changed files with 6 additions and 2 deletions.
diff --git a/tests/units/feature_extraction/test_feature_calculations.py b/tests/units/feature_extraction/test_feature_calculations.py
@@ -318,6 +318,9 @@ def test_mean_abs_change(self):
     def test_mean_change(self):
         self.assertEqualOnAllArrayTypes(mean_change, [-2, 2, 5], 3.5)
         self.assertEqualOnAllArrayTypes(mean_change, [1, 2, -1], -1)
+        self.assertEqualOnAllArrayTypes(mean_change, [10, 20], 10)
+        self.assertIsNanOnAllArrayTypes(mean_change, [1])
+        self.assertIsNanOnAllArrayTypes(mean_change, [])
 
     def test_mean_second_derivate_central(self):
         self.assertEqualOnAllArrayTypes(mean_second_derivative_central, list(range(10)), 0)

diff --git a/tsfresh/feature_extraction/feature_calculators.py b/tsfresh/feature_extraction/feature_calculators.py
@@ -531,14 +531,15 @@ def mean_change(x):
 
     .. math::
 
-        \\frac{1}{n} \\sum_{i=1,\ldots, n-1}  x_{i+1} - x_{i}
+        \\frac{1}{n-1} \\sum_{i=1,\ldots, n-1}  x_{i+1} - x_{i} = \\frac{1}{n-1} (x_{n} - x_{1})
 
     :param x: the time series to calculate the feature of
     :type x: numpy.ndarray
     :return: the value of this feature
     :return type: float
     """
-    return np.mean(np.diff(x))
+    x = np.asarray(x)
+    return (x[-1] - x[0]) / (len(x) - 1) if len(x) > 1 else np.NaN
 
 
 @set_property("fctype", "simple")