Certificate of primal infeasibility found.

LeeDoYup / RobustSTL

Unofficial Implementation of RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series (AAAI 2019)

MIT License

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Certificate of primal infeasibility found. #2

Closed jnuvenus closed 5 years ago

jnuvenus commented 5 years ago

hello， I have try to use RobustSTL() function to decompose a time series, but return error:

return sol['x'][:n]

TypeError: 'NoneType' object is not subscriptable.

Then I found that this error got from "sol = solvers.conelp(c, Fi, h, dims, kktsolver = Fkkt,
primalstart={'x': x0, 's': s0}, dualstart={'z': z0})" which return the error "Certificate of primal infeasibility found.". If there is any method to solve this problem？ I am looking forward to hearing from you, thanks.

jnuvenus commented 5 years ago

I found that This erroe was caused by the wrong selection of reg1, reg2. But got other errrors. How select the parameters : reg1, reg2, dn1, dn2, ds1, ds2 ?

LeeDoYup commented 5 years ago

The hyper-parameters are not trainable and we have to decide manually. They are related with bilateral filter and regularization parameters.