Time_throttle filter broken since 0.97

Since version 0.97 the time_throttle filder seems to be broken. This is also reported in 0.97: Apache Kafka, Fortigate, Twente Milieu, but got lost in the many other messages over there.

The logfile is reporting the following:

2019-08-08 18:05:19 ERROR (MainThread) [homeassistant.core] Error doing job: Task exception was never retrieved
Traceback (most recent call last):
  File "/srv/homeassistant/lib/python3.7/site-packages/homeassistant/helpers/entity_platform.py", line 400, in _async_add_entity
    await entity.async_added_to_hass()
  File "/srv/homeassistant/lib/python3.7/site-packages/homeassistant/components/filter/sensor.py", line 258, in async_added_to_hass
    for state in filter_history[self._entity]
KeyError: 'sensor.power_consumption1'

The config is as follows:

  - platform: filter
    name: 'power_consumption_filtered'
    entity_id: sensor.power_consumption1
      - filter: time_throttle
        window_size: 00:0:15
        precision: 3

Up until 0.96 this was working perfect.

Just updated to 0.98 and the filter sensor is working again.