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Any idea about this error? #9
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did you check whether the weights contains np.inf, NaN ? |
@LeeDoYup I also get the same error. Yes, you are right, the weights are close to 0. If there is a huge level shift from one time period to the next, i.e. |y_j - y_t| is large, then the denoising through bilateral filters involves computing the product of terms (which are close to 0. because of exponential factors). This causes the weights to go to zero. This problem is also amplified if the time period set is high. Do you have a workaround for dealing with this issue? |
@anirudhasundaresan I think the problem is from the algorithm itself... (I am not the author, but i implemented it). I will look around the issue after i finish my work. |
I've encountered a similar error, probably for the same reason: main:54: RuntimeWarning: invalid value encountered in double_scalars ValueError: domain error I printed the value of s in coneprog.py just before line 1033 and found that it was all nan's. |
I think the error comes from l1 optimizer, which is a part of cvxopt library. |
I'm seeing this as well, and (for me at least) the root cause is the weights returned by
Edit: So the issue in my case was fixed by setting the I have energy consumption data with daily and weekly seasonality - if I set T to daily (48 samples) then this issue occurs since there's a large difference between the weekday and weekend level at the same time of the day. I think there are other issues - if I train on a largish dataset in jupyter the kernel crashes |
Hello.
It would be great if you could support.
C:\XYZ\XYZ\RobustSTL.py:54: RuntimeWarning: invalid value encountered in double_scalars
season_value = np.sum(weight_sample * weights)/np.sum(weights)
[!] 2 iteration will strat
Intel MKL ERROR: Parameter 7 was incorrect on entry to DGELS.
Traceback (most recent call last):
File "", line 2, in
File "", line 16, in main
File "C:\XYZ\XYZ\RobustSTL.py", line 121, in RobustSTL
return _RobustSTL(input, season_len, reg1, reg2, K, H, dn1, dn2, ds1, ds2)
File "C:\XYZ\XYZ\RobustSTL.py", line 97, in _RobustSTL
trend_extraction(denoise_sample, season_len, reg1, reg2)
File "C:\XYZ\XYZ\RobustSTL.py", line 36, in trend_extraction
delta_trends = l1(P,q)
File "C:\XYZ\XYZ\l1.py", line 41, in l1
lapack.gels(+P, uls)
ValueError: -7
All the best
A.B.
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