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unit8co / darts

A python library for user-friendly forecasting and anomaly detection on time series.
https://unit8co.github.io/darts/
Apache License 2.0
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Try- except block in the gridsearch #1462

Open musabbirsaeed opened 1 year ago

musabbirsaeed commented 1 year ago

Is your feature request related to a current problem? Please describe. Yes, this is kind of a bug in the gridsearch method. There is no Try- except block in the source code which is failing to try different parameters. In particular for ARIMA model which is a wrapper of Arima model coming from statsmodels. If I pass a list of p,q,ds and P,Q,Ds as parameters, Arima model from statsmodels fail to run in every unique combination. However, many of the combinations are valid and work. Due to lack of try-except block in the gridsearch method in Darts, if a single combination fails to run whole gridsearch fails to give any output of successful combinations.

Describe proposed solution Implement Try- except block in the gridsearch and return results from the successful parameters combination.

hrzn commented 1 year ago

This sounds like a good idea. Maybe we should keep track of failed results with None too. Would you be willing to open a PR @musabbirsaeed ?

keyanatmotorola commented 1 year ago

any update on this @hrzn @musabbirsaeed ??

musabbirsaeed commented 1 year ago

I submitted a code a long time ago. Not accepted.

On Fri, Aug 25, 2023 at 10:02 AM keyanatmotorola @.***> wrote:

any update on this @hrzn https://github.com/hrzn @musabbirsaeed https://github.com/musabbirsaeed ??

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keyanatmotorola commented 1 year ago

@musabbirsaeed ok, can I get the PR please?