Feb-20-2019, 06:45 PM
hi All python Forum experts
i am using the software pyCharm2018.1.1
i have tried to build ARIMA model in python, my model has been identified by the parameters
(p=0, d=0, q=367), here is the code:
this model is called as follow:
is any one can help me to solve this error, i have googled this error many time and i did not found a suitable solutions
Thank you for any help
i am using the software pyCharm2018.1.1
i have tried to build ARIMA model in python, my model has been identified by the parameters
(p=0, d=0, q=367), here is the code:
def arima_Model_Static_PlotErrorAC_PAC(series): train, expctd =series , series arima_orders = (0, 0, 367) model = ARIMA(series, order=arima_orders) results_MA = model.fit(disp=-1, start_params=[.1 for i in range(1 + arima_orders[2])]) yhatList=results_MA.fittedvalues residuals = [expctd[i] - yhatList[i] for i in range(len(expctd))] mse = mean_squared_error(expctd, yhatList) rmse = sqrt(mse) print(results_MA.summary()) print(rmse)
this model is called as follow:
series=DataSetDiff #DataSetDiff is a series with a length of 3652 values outputResidualError=arima_Model_Static_PlotErrorAC_PAC(series)an error is loaded with this high q order whici is:
Error:C:\109_personel\112_pyCharmArima\venv\Scripts\python.exe C:/109_personel/112_pyCharmArima/Presentation_Vers2_ModelOneFunct_3_5.py
Traceback (most recent call last):
File "C:/109_personel/112_pyCharmArima/Presentation_Vers2_ModelOneFunct_3_5.py", line 243, in arima_Model_Static_PlotErrorAC_PAC
results_MA = model.fit(disp=-1, start_params=[.1 for i in range(1 + arima_orders[2])], solver='bfgs')
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 959, in fit
callback=callback, **kwargs)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\model.py", line 466, in fit
full_output=full_output)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\optimizer.py", line 191, in _fit
hess=hessian)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\optimizer.py", line 327, in _fit_bfgs
disp=disp, retall=retall, callback=callback)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\scipy\optimize\optimize.py", line 916, in fmin_bfgs
res = _minimize_bfgs(f, x0, args, fprime, callback=callback, **opts)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\scipy\optimize\optimize.py", line 970, in _minimize_bfgs
gfk = myfprime(x0)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\scipy\optimize\optimize.py", line 300, in function_wrapper
return function(*(wrapper_args + args))
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\model.py", line 451, in score
return -self.score(params, *args) / nobs
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 583, in score
return approx_fprime_cs(params, self.loglike, args=(False,))
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tools\numdiff.py", line 202, in approx_fprime_cs
for i, ih in enumerate(increments)]
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tools\numdiff.py", line 202, in <listcomp>
for i, ih in enumerate(increments)]
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 780, in loglike
return self.loglike_kalman(params, set_sigma2)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 790, in loglike_kalman
return KalmanFilter.loglike(params, self, set_sigma2)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\kalmanf\kalmanfilter.py", line 654, in loglike
R_mat, T_mat)
File "kalman_loglike.pyx", line 359, in statsmodels.tsa.kalmanf.kalman_loglike.kalman_loglike_complex
File "kalman_loglike.pyx", line 228, in statsmodels.tsa.kalmanf.kalman_loglike.kalman_filter_complex
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\numpy\core\numeric.py", line 2200, in identity
return eye(n, dtype=dtype)
File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\numpy\lib\twodim_base.py", line 186, in eye
m = zeros((N, M), dtype=dtype, order=order)
MemoryError
Process finished with exit code 1
my model is well running and forecasting until q order MA 150 that mean(0,0,150). the error memoryError raised on the selection of q=367 as orderis any one can help me to solve this error, i have googled this error many time and i did not found a suitable solutions
Thank you for any help