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Issues that occur when loading model files #2527
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When there's a constant value series, does the model fit actually succeed? I'm wondering if the values in Thanks for catching the out of index error. But I think I'd rather catch those cases and raise an error (e.g. |
Hi, I apologize for the delay in my response.
In our manufacturing environment, time series data can occasionally consist of single values. Therefore, even if a constant value is observed, the prediction must be a constant value. (Without errors or prediction failures) There are cases where Prophet is integrated into systems for anomaly detection like ours. Even if a warning is issued, the .forecast should still succeed. Please consider this context. Thanks. |
Hi. The issue below appears to occur when the Prophet model loads an existing trained model on time series data with constant values (e.g. a single value of 1).
An error occurs when loading the model using the original code block below. The same error occurs in experiments such as unit func(1) and unit func(10).
If a single value is used for model fitting as shown above, the Prophet model cannot learn the various statistical variabilities required for prediction. Therefore, some parameters may be set differently than expected.
Personally, I think this is what's causing the IndexError in the warm_start_params function.
That is, when a model is trained on constant-valued (non-volatile) data, some parameters may be set to scalar values or arrays of lower dimension than expected. (The above exception occurs if the expected value is a two-dimensional array, but is actually a one-dimensional array.)
This means that learning from data that only has constant values may result in some parameters (e.g. trend point (delta), seasonal component (beta)) being set differently than expected.
This means that the parameter can be set to a single value or an array of lower dimensions than expected.
Even if it is saved as a low-dimensional array, the model should be able to be loaded without error.
I registered this PR to update the above code to the official documentation.
Thank you always for creating Prophet.