RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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Serialize arimax model with pickle fails #132

Open rorcde opened 5 years ago

rorcde commented 5 years ago

I am trying to serialise a fitted ARIMAX model (model.fit("MLE")) with pickle. The fitting process works fine. However, once it tries to persist, I get the following error:

TypeError: can't pickle pyflux.arma.arma_recursions._memoryviewslice objects

I have not been able to find any documentation on how to serialise pyflux models either. Could you please indicate how to persist a fitted model?