I have been running TimeSeriesForecast over a large number of TimeSeriesModels, and finding that it freezes for some models for some datasets for reasons for reasons I can not figure out.
See the path I've put online at http://pastebin.com/L6Saif1q for one example.
Quiet[ tsmARIMA = TimeSeriesModelFit[freezingPath, "ARIMA"]; (* works fine *) tsmARMA = TimeSeriesModelFit[freezingPath, "ARMA"] (* works fine *) ]; TimeSeriesForecast[tsmARIMA, 1] (* works fine *) TimeSeriesForecast[tsmARMA, 1] (* freezes *)
What is going wrong here? What can I do to avoid or prevent such freezing?
[Addendum / partial solution from a day later -- passing the Path from the problematic TimeSeries solves the problem sometimes. Thus,
tsmARMA = TimeSeriesModelFit[freezingPath["Path"], "ARMA"]; TimeSeriesForecast[tsmARMA, 1] (* works fine *)
But there are other TimeSeries for which this approach does not help. Feels like there's a bug in Mathematica here.]