Open Mandyonze opened 6 years ago
Hello, When I try to predict with ARIMA in some timeseries I get this WARN:
40 [main] WARN com.github.signaflo.math.optim.BFGS - Maximum step reductions, 25
and the prediction is not calculated and appears as NaN. For example:
I have a TS with 20 items, when I try to predict one value with ARIMA(1,0,0), the warm appears. However if I change to 21 items, it doesn't.
My code:
timeSeries = Ts.newAnnualSeries(1975, DoubleFunctions.arrayFrom(data)); modelOrder = ArimaOrder.order(p, d, q); model = Arima.model(timeSeries, modelOrder); Forecast forecast = model.forecast(1); TimeSeries prediccion = forecast.pointEstimates(); System.out.println(prediccion.asList().get(0));
My TS
1.339910000000000082e+03 1.569730000000000018e+03 1.751859999999999900e+03 1.965369999999999891e+03 2.246050000000000182e+03 2.495900000000000091e+03 2.724000000000000000e+03 2.650000000000000000e+03 2.679699999999999818e+03 2.794699999999999818e+03 2.828500000000000000e+03 3.521099999999999909e+03 3.931500000000000000e+03 4.941399999999999636e+03 5.388399999999999636e+03 5.766199999999999818e+03 5.937899999999999636e+03 5.627399999999999636e+03 5.982699999999999818e+03 5.931600000000000364e+03
Any ideas?
Thanks.
Hello, When I try to predict with ARIMA in some timeseries I get this WARN:
and the prediction is not calculated and appears as NaN. For example:
I have a TS with 20 items, when I try to predict one value with ARIMA(1,0,0), the warm appears. However if I change to 21 items, it doesn't.
My code:
My TS
Any ideas?
Thanks.