Open VedAustin opened 3 years ago
looks like the convergence is failed, do you mind sharing your time series data here so that we can take a look at? thanks.
sure .. here you go: data_gh.csv
model_params = EnsembleParams(
[
# BaseModelParams("arima", arima.ARIMAParams(p=1, d=1, q=1)),
# BaseModelParams("sarima", sarima.SARIMAParams(p=2, d=1, q=1,trend='ct',seasonal_order=(1, 0, 1, 12), enforce_invertibility=False, enforce_stationarity=False)),
BaseModelParams('prophet', prophet.ProphetParams()),
BaseModelParams('linear', linear_model.LinearModelParams()),
BaseModelParams('quadratic', quadratic_model.QuadraticModelParams()),
BaseModelParams('theta', theta.ThetaParams(m=7))
])
KatsEnsembleParam = {
'models': model_params,
'aggregation': 'median',
'seasonality_length': 7,
'decomposition_method': 'multiplicative'
}
Errors out at 'arima', 'sarima', 'linear' and 'quadratic' but funnily enough not at 'theta'.
Example of error message for 'linear':
ValueError: endog and exog matrices are different sizes
Data set same as above.
gives this error:
Ran the same data under Prophet model and it fits and forecasts w/o errors. Any pointers as to the source of the problem?