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Description
What happened + What you expected to happen
With a time series with half-hourly granularity (48 samples per day), I am trying to run an ARIMA model but am running into limitations on the order of usable terms.
with (among other variations that raised the same error)
ARIMA(
order=(0, 0, 0),
season_length=48,
seasonal_order=(1, 1, 7),
)When trying to fit, I get the error
❱ 52 │ _arima.getQ0(phi, theta, res)
...
ValueError: cannot create std::vector larger than max_size()
I tried to dig into the arima.cpp code to understand exactly where it's happening but that's outside of my wheelhouse. max_size() is generally a huge vector though so not sure what may be happening here.
I understand a half-hourly granularity is probably far beyond what ARIMA was meant to do, but I was surprised to run into such specific limits from the underlying code.
Versions / Dependencies
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Dependencies:- python==3.10
- statsforecast==1.7.8