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Description
How to reproduce ?
`const ARIMA = require('arima')
for(let i of Array(50)) {
const ts = [81, 123, 175, 174, 130, 134, 150, 211, 240, 222, 159, 219, 109, 128, 155, 149, 98, 116, 93, 136, 201, 194, 195, 308];
const arima = new ARIMA({
"verbose": false,
"p": 1,
"d": 1,
"q": 1,
"method": 0,
"optimizer": 6,
"P": 2,
"D": 1,
"Q": 2,
"s": 12
}).train(ts)
const [pred, errors] = arima.predict(24)
console.log(pred);
}`
Like you see i create the new model each time. And the data set does not change.
i got two times correct result :
[
216.08903590342277, 239.6406144569421,
267.89498883554035, 262.1911453749664,
211.3076749524534, 229.21478456387018,
206.51948092058473, 249.6593046446444,
314.3816613182281, 307.2968154245733,
307.8028675181308, 420.3938562984081,
328.3435169837437, 351.86064907178456,
380.1060861812425, 374.4001057582379,
323.5159444064528, 341.42335397740834,
318.7268602179344, 361.86614087453273,
426.5895682189373, 419.5050495675654,
420.01300790199423, 532.6055751648078
]
After third time i got the wrong one
[
196.74715368116387, 204.3729118507515,
218.9898465482616, 210.5132908879587,
156.04610733420577, 180.98047432406986,
138.6633091404668, 172.74769444027885,
255.5789238451663, 254.02735473863788,
286.7273390737301, 425.9774642880317,
314.19852555182104, 313.04656994897863,
318.11449634155883, 307.72816230422285,
250.58728673912913, 280.8690377039543,
223.65558859109467, 250.86476592356135,
347.4464112630595, 350.09635814212993,
407.241525988272, 566.7353441379937
]
And fourth is completly broken:
[
NaN, NaN, NaN, NaN, NaN,
NaN, NaN, NaN, NaN, NaN,
NaN, NaN, NaN, NaN, NaN,
NaN, NaN, NaN, NaN, NaN,
NaN, NaN, NaN, NaN
]
It's critical issue in my opinion.
I created the arima web worker. So for each data set i create new worker. and I terminate old one. I removed the console.logs too.
But for the optimization to not create and compile arima for each data set it should be resolved.
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