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t

Tom Merritt Smith

08/31/2022, 11:35 AM
Hi! Enjoying using
statsforecast
, but I wonder if there's plans for more verbose logging from the models? I'm often getting a 'could not fit model' error, but unclear as to why that is
👀 1
f

fede (nixtla) (they/them)

08/31/2022, 5:26 PM
hi! thanks for letting us know about the problem. We are thinking of adding a functionality to the pipeline to consider a “safe model” (e.g. SeasonalNaive) to prevent this kind of errors. We’ve experienced the
could not fit model
problem working with
ETS
and intermittent time series, it this your case? You can find a solution here: https://github.com/Nixtla/statsforecast/issues/182
t

Tom Merritt Smith

08/31/2022, 6:03 PM
Yeah I kind of assumed that the zeros was the problem and added a small smoothing value - is this the only way to reach this particular error though?
I think even just returning NaNs for series where a model could be fitted would be enough. If I'm using a
Forecast
object with a bunch of models, and one of them fails on one series, it seems a bit annoying to kill the whole pipeline