pmdarima: auto_arima's error_action="ignore" does not work when alternative training methods are specified
Describe the bug
If I specify error_action="ignore"
in auto_arima
when method
is anything other than the default of CSS-MLE, errors from statsmodels are no longer ignored.
To Reproduce
Execute the following python code (this is using pmdarima 1.5.3)
import pmdarima
y = pmdarima.datasets.load_wineind()
model = pmdarima.auto_arima(y=y, error_action="ignore", suppress_warnings=True, trace=True, method='CSS')
Versions
System: python: 3.6.10 |Anaconda, Inc.| (default, Jan 7 2020, 15:18:16) [MSC v.1916 64 bit (AMD64)] executable: C:\Users\adgustaf\AppData\Local\Continuum\anaconda3\envs\pmdarima_v153\python.exe machine: Windows-10-10.0.18362-SP0
Python dependencies: pip: 20.0.2 setuptools: 46.0.0.post20200309 sklearn: 0.22.2.post1 statsmodels: 0.11.1 numpy: 1.18.1 scipy: 1.4.1 Cython: 0.29.15 pandas: 1.0.1 joblib: 0.14.1 pmdarima: 1.5.3
Expected behavior I expect the training to complete just as when the default method of CSS-MLE is applied.
Actual behavior Fitting fails
Additional context None
About this issue
- Original URL
- State: closed
- Created 4 years ago
- Comments: 15 (7 by maintainers)
When I try to run one of those models outside of the auto_arima loop, I get:
Your method is invalid. I’ll admit, the confusion is probably the default err message auto_arima is returning. The valid methods are documented here