model = pf.ARIMA(data=xt.values[1:],ar=0,ma=1,integ=0)
m = model.fit()
create an error message, while if ar=any positive integer, it is learning without any problem
ValueError Traceback (most recent call last)
in ()
1 model = pf.ARIMA(data=xt.values[1:],ar=0,ma=1,integ=0)
----> 2 m = model.fit()
3 m.summary()
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/pyflux/tsm.py in fit(self, method, **kwargs)
540
541 if method == 'MLE':
--> 542 return self._optimize_fit(self.neg_loglik,**kwargs)
543 elif method == 'PML':
544 return self._optimize_fit(self.neg_logposterior,**kwargs)
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/pyflux/tsm.py in _optimize_fit(self, obj_type, **kwargs)
431
432 # Optimize using L-BFGS-B
--> 433 p = optimize.minimize(obj_type,phi,method='L-BFGS-B')
434
435 # Model check
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/scipy/optimize/_minimize.py in minimize(fun, x0, args, method, jac, hess, hessp, bounds, constraints, tol, callback, options)
445 elif meth == 'l-bfgs-b':
446 return _minimize_lbfgsb(fun, x0, args, jac, bounds,
--> 447 callback=callback, **options)
448 elif meth == 'tnc':
449 return _minimize_tnc(fun, x0, args, jac, bounds, callback=callback,
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/scipy/optimize/lbfgsb.py in _minimize_lbfgsb(fun, x0, args, jac, bounds, disp, maxcor, ftol, gtol, eps, maxfun, maxiter, iprint, callback, maxls, **unknown_options)
328 # minimization routine wants f and g at the current x
329 # Overwrite f and g:
--> 330 f, g = func_and_grad(x)
331 elif task_str.startswith(b'NEW_X'):
332 # new iteration
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/scipy/optimize/lbfgsb.py in func_and_grad(x)
271 if jac is None:
272 def func_and_grad(x):
--> 273 f = fun(x, *args)
274 g = _approx_fprime_helper(x, fun, epsilon, args=args, f0=f)
275 return f, g
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/scipy/optimize/optimize.py in function_wrapper(_wrapper_args)
287 def function_wrapper(_wrapper_args):
288 ncalls[0] += 1
--> 289 return function(*(wrapper_args + args))
290
291 return ncalls, function_wrapper
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/pyflux/arma/arma.py in neg_loglik(self, beta)
282 """
283
--> 284 mu, Y = self._model(beta)
285 return -np.sum(ss.norm.logpdf(Y,loc=mu,scale=self.parameters.parameter_list[-1].prior.transform(beta[-1])))
286
/home/vagrant/.virtualenvs/venvpy3/lib/python3.4/site-packages/pyflux/arma/arma.py in _model(self, beta)
130
131 # Constant and AR terms
--> 132 mu = np.matmul(np.transpose(self.X),parm[0:-1-self.ma])
133
134 # MA terms
ValueError: shapes (221,) and (1,) not aligned: 221 (dim 0) != 1 (dim 0)