+- Python Forum (https://python-forum.io)
+-- Forum: Python Coding (https://python-forum.io/forum-7.html)
+--- Forum: General Coding Help (https://python-forum.io/forum-8.html)
+--- Thread: numpy.linalg.LinAlgError: SVD did not converge When making ARIMA forecast (/thread-32525.html)
numpy.linalg.LinAlgError: SVD did not converge When making ARIMA forecast - jnans12 - Feb-15-2021
Why do I get numpy.linalg.LinAlgError: SVD did not converge error when I set my ARIMA model to ARIMA(3, 1, 3)? With other parameters it seems to work fine. When I try to put it into try and except block I get ValueError: Found input variables with inconsistent numbers of samples: [76, 29]. What could be the issue?
def ARIMA_forecast(series):
X = series.values
size = int(len(X) * 0.7)
train, test = X[0:size], X[size:len(X)]
history = [x for x in train]
predictions = list()
for t in range(len(test)):
model = ARIMA(history, order=(3, 1, 3))
model_fit = model.fit(disp=0)
output = model_fit.forecast()
yhat = output[0]
predictions.append(yhat)
obs = test[t]
history.append(obs)
print('predicted=%f, expected=%f' % (yhat, obs))
# evaluate forecasts
rmse = sqrt(mean_squared_error(test, predictions))
print('Test RMSE: %.3f' % rmse)
# plot forecasts against actual outcomes
plt.plot(series, label='Training data')
plt.plot(series[size:len(X)].index, predictions, color='blue', label='Predicted Price')
plt.plot(series[size:len(X)].index, test, color='red', label='Actual Price')
plt.legend()
plt.show()
df = pd.read_csv('FB.csv', header=0, index_col=0, parse_dates=True)
series = df['Adj Close']
ARIMA_forecast(series)
RE: numpy.linalg.LinAlgError: SVD did not converge When making ARIMA forecast - nilamo - Feb-15-2021
What are some examples of parameters that don't fail?
I don't know anything about arima, but from the error message, I'm guessing some part of the dataset only has 2 values instead of 3? But again, I don't know what the order argument of arima is expecting or used for. What package is this from, so we can look at the docs?