java-timeseries
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ArrayIndexOutOfBoundsException
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)
Minimum points required are 3.
We had more than 3 years of training data.