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# statsforecasts
Slackbot
11/14/2023, 4:45 PMThis message was deleted.
c
Chad Parmet
11/14/2023, 4:45 PMRound 1
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from statsforecast import StatsForecast
from statsforecast.models import Naive
naive_model = StatsForecast(models = [Naive()],
freq = 'MS',
n_jobs = 1)
naive_model.fit(X_naive_model)Chad Parmet
11/14/2023, 4:46 PMRound 2: Run that code again
Result: Same warning
Chad Parmet
11/14/2023, 4:48 PMRound 3: Immediately run a cell that gets 50 fits on fresh models
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for i in range(50):
StatsForecast(models = [Naive()],
freq = 'MS',
n_jobs = 1).fit(X_naive_model)Chad Parmet
11/14/2023, 4:48 PMRound 4: Restart kernel. Run that loop of 50 fits again
I get the warning once
Chad Parmet
11/14/2023, 4:49 PMSeems to happen when calculating sigma of residuals. I could imagine cases when we'd have a /0 or an NaN, but unsure why it happens inconsistently with new models on the same data
any ideas?
j
José Morales
11/14/2023, 4:56 PMDo you have series with a single data point?
c
Chad Parmet
11/14/2023, 4:57 PMI do yes! We are using
Naive()RandomWalkWithDrift()j
José Morales
11/14/2023, 5:03 PMI see. Then it's probably the division by zero. We should probably change that so that if n is zero sigma is 0 or similar. Can you open an issue for that?
If you find that very annoying you could wrap the fit in a context manager that suppresses those warnings, e.g.
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import warnings
with warnings.catch_warnings():
warnings.simplefilter('ignore', category=RuntimeWarning)
naive_model.fit(...)c
Chad Parmet
11/14/2023, 5:07 PMGot you! Warnings are nbd, but curious why does it happen consistently the first time(s) I fit a model on the same data, but not after?
j
José Morales
11/14/2023, 5:16 PMIt's probably related to the warnings themselves, because the divides by zero are still happening
c
Chad Parmet
11/14/2023, 7:34 PMThat makes sense @José Morales ! Thanks for the super quick response as usual!
I added the Issue as you suggested and took a swing at a PR
https://github.com/Nixtla/statsforecast/issues/698
https://github.com/Nixtla/statsforecast/pull/699
j
José Morales
11/14/2023, 7:48 PMThat's awesome, thanks! Just a small request, can you move the if statement one line up? If we're going to set sigma to zero we can avoid the nansum and the squaring
c
Chad Parmet
11/14/2023, 7:50 PMOh good call! Done
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