signaflo / java-timeseries

Time series analysis in Java
MIT License
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Maximum step reductions, 25 #15

Open Mandyonze opened 6 years ago

Mandyonze commented 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.