Python Forum
Thread Rating:
  • 0 Vote(s) - 0 Average
  • 1
  • 2
  • 3
  • 4
  • 5
ARIMA.Fit memoryError
#1
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:

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 order

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
Reply


Messages In This Thread
ARIMA.Fit memoryError - by wissam1974 - Feb-20-2019, 06:45 PM
RE: ARIMA.Fit memoryError - by scidam - Feb-22-2019, 02:25 AM
RE: ARIMA.Fit memoryError - by wissam1974 - Feb-23-2019, 07:21 PM

Possibly Related Threads…
Thread Author Replies Views Last Post
  Demand Forecasting using Arima LukasBen123 6 1,236 Jul-21-2023, 11:58 PM
Last Post: Pedroski55
  Parallelizing Run ARIMA Model wissam1974 0 2,969 Mar-02-2019, 07:20 PM
Last Post: wissam1974
  ARIMA error with hight MA order wissam1974 0 4,278 Feb-16-2019, 02:57 PM
Last Post: wissam1974
  arima model error in python wissam1974 0 4,220 Jan-23-2019, 09:37 AM
Last Post: wissam1974

Forum Jump:

User Panel Messages

Announcements
Announcement #1 8/1/2020
Announcement #2 8/2/2020
Announcement #3 8/6/2020