I'm trying to create some moving averages on data that has missing values.
The way i see it i have two options:
1) I can fill these points in with the last known value. The problem is, i think this will mess with the integrity of the moving average feature.
2) I can set these values as NaN. This results in having moving averages that are NaN. The problem with this is that i'm not sure how i would handle a NaN feature. I could fill the NaN with 0, but again a moving average of 0 is not the same as an unknown moving average.
But options seem to cause some integrity issues. Has anyone else had experience with a similar problem?