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robjhyndman / forecast

Forecasting Functions for Time Series and Linear Models
http://pkg.robjhyndman.com/forecast
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auto.arima error: " Error in seq.int(trunc((start - xtsp[1L]) * xfreq + 1.5), trunc((end - : 'from' must be of length 1 " #947

Closed osman-gencyurek closed 9 months ago

osman-gencyurek commented 9 months ago

I have a minutely data to forecast. I defined my ts similar as I defined for hourly data (which is working) as below:

How I define ts for hourly data (which is working):

tsSerie <- ts(data = DataTrain$HourlySerie,

                 start = c(Serie.StartYear  <- as.numeric(substr(min(period_vec),1,4))
                              ,Serie.StartMonth <- as.numeric(substr(min(period_vec),5,6))
                              ,Serie.StartDay   <- as.numeric(substr(min(period_vec),7,8))
                              ,Serie.StartHour  <- as.numeric(substr(min(period_vec),9,10))) ,

                  end =  c(Serie.EndYear    <- as.numeric(substr(max(period_vec),1,4))
                               ,Serie.EndMonth   <- as.numeric(substr(max(period_vec),5,6))
                               ,Serie.EndDay     <- as.numeric(substr(max(period_vec),7,8))
                              ,Serie.EndHour    <- as.numeric(substr(max(period_vec),9,10))) ,

                 frequency = 8766)

How I define ts for minutely data (which I have the error for auto.arima):

tsSerie <- ts(data = DataTrain$MinutelySerie,

                 start =c( Serie.StartYear  <- as.numeric(substr(min(period_vec),1,4))
                               ,Serie.StartMonth <- as.numeric(substr(min(period_vec),5,6))
                               ,Serie.StartDay   <- as.numeric(substr(min(period_vec),7,8))
                               ,Serie.StartHour  <- as.numeric(substr(min(period_vec),9,10))
                               ,Serie.StartMin  <- as.numeric(substr(min(period_vec),11,12)) 
                               ) ,

                  end =  c(Serie.EndYear    <- as.numeric(substr(max(period_vec),1,4))
                               ,Serie.EndMonth   <- as.numeric(substr(max(period_vec),5,6))
                               ,Serie.EndDay     <- as.numeric(substr(max(period_vec),7,8))
                               ,Serie.EndHour    <- as.numeric(substr(max(period_vec),9,10))
                               ,Serie.EndMin    <- as.numeric(substr(max(period_vec),11,12))
                               ) ,

                 frequency = 525960)

then I try to run auto.arima like below:

ARIMAfit <- forecast::auto.arima(log(tsSerie +1), approximation=FALSE, trace=FALSE, seasonal=TRUE)

then I get following error:

Error in seq.int(trunc((start - xtsp[1L]) * xfreq + 1.5), trunc((end -  : 
  'from' must be of length 1

Could you please help me to solve this please?

robjhyndman commented 9 months ago

Duplicate