ARIMA Learner Error

Hi, I am running a workflow with ARIMA and with some runs, occasionally I get the following error, and KNIME keeps on running. In this workflow I am also using parameter optimization loop.

“WARN ARIMA Learner 0:1116 Optimization problem: Estimated MA polynomial is not invertible.The estimates are not reliable”

Does anybody have the same error, or a solution would be highly appreciated.

Thank you,

Hi @genchak,

as the warning indicates, the estimates are not reliable. Usually, this can be resolved by training an ARIMA model of higher order. This - however - might require larger sample size as well to get appropriate results.

Cheers,
Julian

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