Open LGsus20 opened 5 months ago
Hey @LGsus20, thanks for using statsforecast. Do you have any NaNs in your data? i.e. does Y_df['y'].isnull().sum()
return a positive number?
It returns 0
Im using pycharm and python 3.10, I didn't have this problem when I was using 13,000 values, I suppose there's a limit on how many values AutoCES can handle. I don't have this problem with AutoARIMA, AutoRegressive, LSTM, PatchTST, AutoETS, AutoLSTM, and AutoTheta
CODE:
from statsforecast import StatsForecast
from statsforecast.models import AutoARIMA, AutoCES
import pandas as pd
import numpy as np
PATH = "https://raw.githubusercontent.com/LGsus20/Weather-Forecasting-Scraping/main/Forecasting_Code/DATASET_Modified_Monthly_2022-2024.csv"
Y_df = pd.read_csv(PATH).assign(unique_id=np.ones(len(pd.read_csv(PATH))))
print("Starting processing")
models = [
# AutoARIMA(season_length=24),
AutoCES(season_length=24)
]
sf = StatsForecast(
models=models,
freq='h',
n_jobs=-1
)
Y_hat_df = sf.forecast(df=Y_df, h=6)
sf.fit(df=Y_df)
Y_hat_df = sf.predict(h=6)
Y_hat_df.head(6)
I have around 19,800 values, AutoARIMA, AutoTheta and AutoRegressive work fine, but AutoCES gives this error