LeeDoYup / RobustSTL

Unofficial Implementation of RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series (AAAI 2019)
MIT License
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issue from l1.py --- ValueError: Rank(A) < p or Rank([G; A]) < n #19

Open Minhvt34 opened 1 year ago

Minhvt34 commented 1 year ago

I have encounter this issue and I can I can not handle it.

Run results on Pycharm

 pcost       dcost       gap    pres   dres   k/t

0: 1.3224e+15 2.7939e+01 8e+14 8e-05 2e+00 1e+00 Traceback (most recent call last): File "C:\Users\Admin\PycharmProjects\pythonProject\venv\lib\site-packages\cvxopt\coneprog.py", line 1067, in conelp f3 = kktsolver(W) File "C:\Users\Admin\PycharmProjects\RobustSTL\l1.py", line 25, in Fkkt lapack.potrf(A) ArithmeticError: 100

During handling of the above exception, another exception occurred:

Traceback (most recent call last): File "C:/Users/Admin/PycharmProjects/RobustSTL/main.py", line 42, in main() File "C:/Users/Admin/PycharmProjects/RobustSTL/main.py", line 23, in main result = RobustSTL(sample_list[0], 50, reg1=10.0, reg2= 0.5, K=2, H=5, dn1=1., dn2=1., ds1=50., ds2=1.) File "C:\Users\Admin\PycharmProjects\RobustSTL\RobustSTL.py", line 121, in RobustSTL return _RobustSTL(input, season_len, reg1, reg2, K, H, dn1, dn2, ds1, ds2) File "C:\Users\Admin\PycharmProjects\RobustSTL\RobustSTL.py", line 97, in _RobustSTL trend_extraction(denoise_sample, season_len, reg1, reg2) File "C:\Users\Admin\PycharmProjects\RobustSTL\RobustSTL.py", line 36, in trend_extraction delta_trends = l1(P,q) File "C:\Users\Admin\PycharmProjects\RobustSTL\l1.py", line 55, in l1 sol = solvers.conelp(c, Fi, h, dims, kktsolver = Fkkt,
File "C:\Users\Admin\PycharmProjects\pythonProject\venv\lib\site-packages\cvxopt\coneprog.py", line 1080, in conelp raise ValueError("Rank(A) < p or Rank([G; A]) < n") ValueError: Rank(A) < p or Rank([G; A]) < n