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ArrayIndexOutOfBoundsException

Open talasunitish opened this issue 3 years ago • 2 comments

We are getting ArrayIndexOutOfBoundsException when using ARIMA model with yearly seasonality (Timeperiod.oneYear()). Is there any minimum number of points for training? (we tried with many different sets of data and always ends up with this error) Here is the stack trace

java.lang.ArrayIndexOutOfBoundsException: -1809947671

at com.github.signaflo.timeseries.model.arima.ArimaKalmanFilter.inclu2(ArimaKalmanFilter.java:331)
at com.github.signaflo.timeseries.model.arima.ArimaKalmanFilter.getInitialStateCovariance(ArimaKalmanFilter.java:273)
at com.github.signaflo.timeseries.model.arima.ArimaKalmanFilter.initializePredictedCovariance(ArimaKalmanFilter.java:167)
at com.github.signaflo.timeseries.model.arima.ArimaKalmanFilter.<init>(ArimaKalmanFilter.java:68)
at com.github.signaflo.timeseries.model.arima.ArimaModel.kalmanFit(ArimaModel.java:288)
at com.github.signaflo.timeseries.model.arima.ArimaModel.access$500(ArimaModel.java:61)
at com.github.signaflo.timeseries.model.arima.ArimaModel$OptimFunction.at(ArimaModel.java:685)
at com.github.signaflo.math.optim.BFGS.<init>(BFGS.java:85)
at com.github.signaflo.timeseries.model.arima.ArimaModel.<init>(ArimaModel.java:126)
at com.github.signaflo.timeseries.model.arima.ArimaModel.<init>(ArimaModel.java:80)
at com.github.signaflo.timeseries.model.arima.Arima.model(Arima.java:64)
at com.yahoo.digits.druid.forecastquery.model.ArimaModel.train(ArimaModel.java:102)
at com.yahoo.digits.druid.forecastquery.model.ArimaModelTest.testArimaModel(ArimaModelTest.java:43)

talasunitish avatar Aug 07 '20 18:08 talasunitish

Minimum points required are 3.

osmankhalid2005 avatar Aug 11 '20 13:08 osmankhalid2005

We had more than 3 years of training data.

talasunitish avatar Aug 12 '20 00:08 talasunitish