sryza / spark-timeseries

A library for time series analysis on Apache Spark
Apache License 2.0
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Python ARIMA model sample converges to -inf #138

Open pegli opened 8 years ago

pegli commented 8 years ago

filing bug to follow up on known issue in Python unit tests

In test_ARIMA.py, the test_remodel_sample_data unit test case fails with the following exception:

org.apache.commons.math3.exception.TooManyEvaluationsException: illegal state: maximal count (10,000) exceeded: evaluations

It looks like this is happening because the array values output by the sample function of the model is converging to -inf. Samples in the Scala version start at about 12.9 and trend positive, while samples in the Python version start at -0.62 and trend negative. If I plug the Scala sampled data into the Python test, the unit test succeeds.

pegli commented 8 years ago

Fixed in PR #139.