1
$\begingroup$

I have a notebook which was working with V11 and now not working with V11.2.

I have wind speed data with a regular timestep of 1hr. Taking a month :

    Janv2016 = TimeSeriesWindow[WindspeedData, DateObject[{2016, 1},"Month"]]

Janv2016 time series is made of the following points {time,windspeed} :

{{3660595200, 9.36}, {3660598800, 9.36}, {3660602400, 11.16}, {3660606000, 11.16}, {3660609600, 12.96}, {3660613200, 14.76}, {3660616800, 14.76}, {3660620400, 14.76}, {3660624000, 18.36}, {3660627600, 16.56}, {3660631200, 24.12}, {3660634800, 35.28}, {3660638400, 31.68}, {3660642000, 38.88}, {3660645600, 35.28}, {3660649200, 37.08}, {3660652800, 35.28}, {3660656400, 27.72}, {3660660000, 37.08}, {3660663600, 35.28}, {3660667200, 35.28}, {3660670800, 29.52}, {3660674400, 38.88}, {3660678000, 42.48}, {3660681600, 44.64}, {3660685200, 50.04}, {3660688800, 53.64}, {3660692400, 50.04}, {3660696000, 59.4}, {3660699600, 53.64}, {3660703200, 61.2}, {3660706800, 53.64}, {3660710400, 53.64}, {3660714000, 48.24}, {3660717600, 37.08}, {3660721200, 44.64}, {3660724800, 37.08}, {3660728400, 33.48}, {3660732000, 38.88}, {3660735600, 42.48}, {3660739200, 25.92}, {3660742800, 22.32}, {3660746400, 16.56}, {3660750000, 18.36}, {3660753600, 24.12}, {3660757200, 27.72}, {3660760800, 24.12}, {3660764400, 22.32}, {3660768000, 16.56}, {3660771600, 18.36}, {3660775200, 14.76}, {3660778800, 20.52}, {3660782400, 27.72}, {3660786000, 29.52}, {3660789600, 37.08}, {3660793200, 42.48}, {3660796800, 40.68}, {3660800400, 38.88}, {3660804000, 38.88}, {3660807600, 33.48}, {3660811200, 37.08}, {3660814800, 29.52}, {3660818400, 22.32}, {3660822000, 22.32}, {3660825600, 24.12}, {3660829200, 20.52}, {3660832800, 33.48}, {3660836400, 7.56}, {3660840000, 31.68}, {3660843600, 33.48}, {3660847200, 33.48}, {3660850800, 31.68}, {3660854400, 38.88}, {3660858000, 42.48}, {3660861600, 37.08}, {3660865200, 37.08}, {3660868800, 37.08}, {3660872400, 31.68}, {3660876000, 37.08}, {3660879600, 35.28}, {3660883200, 33.48}, {3660886800, 38.88}, {3660890400, 38.88}, {3660894000, 37.08}, {3660897600, 35.28}, {3660901200, 37.08}, {3660904800, 33.48}, {3660908400, 38.88}, {3660912000, 35.28}, {3660915600, 22.32}, {3660919200, 33.48}, {3660922800, 33.48}, {3660926400, 31.68}, {3660930000, 35.28}, {3660933600, 27.72}, {3660937200, 40.68}, {3660940800, 33.48}, {3660944400, 40.68}, {3660948000, 44.64}, {3660951600, 40.68}, {3660955200, 40.68}, {3660958800, 38.88}, {3660962400, 42.48}, {3660966000, 35.28}, {3660969600, 18.36}, {3660973200, 33.48}, {3660976800, 31.68}, {3660980400, 31.68}, {3660984000, 35.28}, {3660987600, 25.92}, {3660991200, 31.68}, {3660994800, 22.32}, {3660998400, 25.92}, {3661002000, 18.36}, {3661005600, 20.52}, {3661009200, 9.36}, {3661012800, 12.96}, {3661016400, 12.96}, {3661020000, 11.16}, {3661023600, 11.16}, {3661027200, 11.16}, {3661030800, 12.96}, {3661034400, 11.16}, {3661038000, 16.56}, {3661041600, 14.76}, {3661045200, 11.16}, {3661048800, 12.96}, {3661052400, 12.96}, {3661056000, 9.36}, {3661059600, 9.36}, {3661063200, 11.16}, {3661066800, 16.56}, {3661070400, 16.56}, {3661074000, 16.56}, {3661077600, 18.36}, {3661081200, 16.56}, {3661084800, 14.76}, {3661088400, 18.36}, {3661092000, 20.52}, {3661095600, 27.72}, {3661099200, 35.28}, {3661102800, 38.88}, {3661106400, 31.68}, {3661110000, 31.68}, {3661113600, 33.48}, {3661117200, 37.08}, {3661120800, 38.88}, {3661124400, 37.08}, {3661128000, 33.48}, {3661131600, 40.68}, {3661135200, 33.48}, {3661138800, 33.48}, {3661142400, 27.72}, {3661146000, 24.12}, {3661149600, 24.12}, {3661153200, 33.48}, {3661156800, 37.08}, {3661160400, 25.92}, {3661164000, 25.92}, {3661167600, 18.36}, {3661171200, 12.96}, {3661174800, 9.36}, {3661178400, 5.4}, {3661182000, 1.8}, {3661185600, 3.6}, {3661189200, 3.6}, {3661192800, 7.56}, {3661196400, 1.8}, {3661200000, 5.4}, {3661203600, 5.4}, {3661207200, 3.6}, {3661210800, 5.4}, {3661214400, 0.}, {3661218000, 16.56}, {3661221600, 14.76}, {3661225200, 18.36}, {3661228800, 11.16}, {3661232400, 7.56}, {3661236000, 11.16}, {3661239600, 16.56}, {3661243200, 11.16}, {3661246800, 11.16}, {3661250400, 14.76}, {3661254000, 12.96}, {3661257600, 9.36}, {3661261200, 9.36}, {3661264800, 7.56}, {3661268400, 9.36}, {3661272000, 16.56}, {3661275600, 9.36}, {3661279200, 11.16}, {3661282800, 3.6}, {3661286400, 14.76}, {3661290000, 18.36}, {3661293600, 20.52}, {3661297200, 24.12}, {3661300800, 22.32}, {3661304400, 27.72}, {3661308000, 27.72}, {3661311600, 27.72}, {3661315200, 29.52}, {3661318800, 18.36}, {3661322400, 27.72}, {3661326000, 37.08}, {3661329600, 38.88}, {3661333200, 40.68}, {3661336800, 31.68}, {3661340400, 29.52}, {3661344000, 35.28}, {3661347600, 42.48}, {3661351200, 48.24}, {3661354800, 46.44}, {3661358400, 48.24}, {3661362000, 51.84}, {3661365600, 44.64}, {3661369200, 37.08}, {3661372800, 38.88}, {3661376400, 35.28}, {3661380000, 35.28}, {3661383600, 31.68}, {3661387200, 31.68}, {3661390800, 22.32}, {3661394400, 25.92}, {3661398000, 31.68}, {3661401600, 27.72}, {3661405200, 16.56}, {3661408800, 16.56}, {3661412400, 18.36}, {3661416000, 25.92}, {3661419600, 29.52}, {3661423200, 27.72}, {3661426800, 27.72}, {3661430400, 25.92}, {3661434000, 18.36}, {3661437600, 24.12}, {3661441200, 22.32}, {3661444800, 18.36}, {3661448400, 20.52}, {3661452000, 25.92}, {3661455600, 25.92}, {3661459200, 25.92}, {3661462800, 27.72}, {3661466400, 25.92}, {3661470000, 27.72}, {3661473600, 40.68}, {3661477200, 33.48}, {3661480800, 38.88}, {3661484400, 29.52}, {3661488000, 18.36}, {3661491600, 18.36}, {3661495200, 18.36}, {3661498800, 18.36}, {3661502400, 46.44}, {3661506000, 40.68}, {3661509600, 50.04}, {3661513200, 51.84}, {3661516800, 33.48}, {3661520400, 24.12}, {3661524000, 27.72}, {3661527600, 33.48}, {3661531200, 25.92}, {3661534800, 27.72}, {3661538400, 29.52}, {3661542000, 24.12}, {3661545600, 22.32}, {3661549200, 24.12}, {3661552800, 24.12}, {3661556400, 31.68}, {3661560000, 14.76}, {3661563600, 18.36}, {3661567200, 14.76}, {3661570800, 25.92}, {3661574400, 18.36}, {3661578000, 27.72}, {3661581600, 16.56}, {3661585200, 16.56}, {3661588800, 22.32}, {3661592400, 25.92}, {3661596000, 25.92}, {3661599600, 27.72}, {3661603200, 27.72}, {3661606800, 14.76}, {3661610400, 12.96}, {3661614000, 9.36}, {3661617600, 14.76}, {3661621200, 12.96}, {3661624800, 11.16}, {3661628400, 9.36}, {3661632000, 12.96}, {3661635600, 11.16}, {3661639200, 9.36}, {3661642800, 11.16}, {3661646400, 7.56}, {3661650000, 0.}, {3661653600, 5.4}, {3661657200, 5.4}, {3661660800, 5.4}, {3661664400, 3.6}, {3661668000, 7.56}, {3661671600, 5.4}, {3661675200, 3.6}, {3661678800, 12.96}, {3661682400, 20.52}, {3661686000, 7.56}, {3661689600, 5.4}, {3661693200, 12.96}, {3661696800, 7.56}, {3661700400, 5.4}, {3661704000, 16.56}, {3661707600, 18.36}, {3661711200, 7.56}, {3661714800, 11.16}, {3661718400, 11.16}, {3661722000, 7.56}, {3661725600, 5.4}, {3661729200, 9.36}, {3661732800, 9.36}, {3661736400, 5.4}, {3661740000, 9.36}, {3661743600, 5.4}, {3661747200, 11.16}, {3661750800, 14.76}, {3661754400, 16.56}, {3661758000, 16.56}, {3661761600, 18.36}, {3661765200, 16.56}, {3661768800, 20.52}, {3661772400, 5.4}, {3661776000, 7.56}, {3661779600, 5.4}, {3661783200, 9.36}, {3661786800, 7.56}, {3661790400, 9.36}, {3661794000, 7.56}, {3661797600, 7.56}, {3661801200, 7.56}, {3661804800, 9.36}, {3661808400, 9.36}, {3661812000, 9.36}, {3661815600, 9.36}, {3661819200, 7.56}, {3661822800, 9.36}, {3661826400, 12.96}, {3661830000, 9.36}, {3661833600, 9.36}, {3661837200, 5.4}, {3661840800, 9.36}, {3661844400, 14.76}, {3661848000, 20.52}, {3661851600, 25.92}, {3661855200, 25.92}, {3661858800, 24.12}, {3661862400, 27.72}, {3661866000, 14.76}, {3661869600, 5.4}, {3661873200, 9.36}, {3661876800, 7.56}, {3661880400, 7.56}, {3661884000, 12.96}, {3661887600, 12.96}, {3661891200, 9.36}, {3661894800, 9.36}, {3661898400, 9.36}, {3661902000, 5.4}, {3661905600, 3.6}, {3661909200, 7.56}, {3661912800, 5.4}, {3661916400, 7.56}, {3661920000, 5.4}, {3661923600, 5.4}, {3661927200, 1.8}, {3661930800, 5.4}, {3661934400, 7.56}, {3661938000, 3.6}, {3661941600, 5.4}, {3661945200, 9.36}, {3661948800, 1.8}, {3661952400, 3.6}, {3661956000, 1.8}, {3661959600, 5.4}, {3661963200, 5.4}, {3661966800, 3.6}, {3661970400, 5.4}, {3661974000, 5.4}, {3661977600, 3.6}, {3661981200, 5.4}, {3661984800, 5.4}, {3661988400, 5.4}, {3661992000, 7.56}, {3661995600, 7.56}, {3661999200, 7.56}, {3662002800, 9.36}, {3662006400, 11.16}, {3662010000, 9.36}, {3662013600, 9.36}, {3662017200, 11.16}, {3662020800, 14.76}, {3662024400, 22.32}, {3662028000, 18.36}, {3662031600, 16.56}, {3662035200, 18.36}, {3662038800, 18.36}, {3662042400, 20.52}, {3662046000, 24.12}, {3662049600, 18.36}, {3662053200, 18.36}, {3662056800, 16.56}, {3662060400, 25.92}, {3662064000, 31.68}, {3662067600, 29.52}, {3662071200, 37.08}, {3662074800, 29.52}, {3662078400, 37.08}, {3662082000, 31.68}, {3662085600, 18.36}, {3662089200, 22.32}, {3662092800, 20.52}, {3662096400, 22.32}, {3662100000, 18.36}, {3662103600, 16.56}, {3662107200, 14.76}, {3662110800, 11.16}, {3662114400, 5.4}, {3662118000, 5.4}, {3662121600, 3.6}, {3662125200, 9.36}, {3662128800, 12.96}, {3662132400, 14.76}, {3662136000, 12.96}, {3662139600, 12.96}, {3662143200, 12.96}, {3662146800, 12.96}, {3662150400, 9.36}, {3662154000, 7.56}, {3662157600, 5.4}, {3662161200, 5.4}, {3662164800, 11.16}, {3662168400, 9.36}, {3662172000, 7.56}, {3662175600, 9.36}, {3662179200, 9.36}, {3662182800, 5.4}, {3662186400, 5.4}, {3662190000, 11.16}, {3662193600, 7.56}, {3662197200, 12.96}, {3662200800, 7.56}, {3662204400, 9.36}, {3662208000, 11.16}, {3662211600, 12.96}, {3662215200, 12.96}, {3662218800, 14.76}, {3662222400, 11.16}, {3662226000, 11.16}, {3662229600, 14.76}, {3662233200, 11.16}, {3662236800, 12.96}, {3662240400, 16.56}, {3662244000, 14.76}, {3662247600, 12.96}, {3662251200, 12.96}, {3662254800, 12.96}, {3662258400, 16.56}, {3662262000, 14.76}, {3662265600, 12.96}, {3662269200, 12.96}, {3662272800, 12.96}, {3662276400, 12.96}, {3662280000, 18.36}, {3662283600, 12.96}, {3662287200, 12.96}, {3662290800, 11.16}, {3662294400, 11.16}, {3662298000, 9.36}, {3662301600, 14.76}, {3662305200, 14.76}, {3662308800, 14.76}, {3662312400, 16.56}, {3662316000, 18.36}, {3662319600, 16.56}, {3662323200, 14.76}, {3662326800, 12.96}, {3662330400, 16.56}, {3662334000, 18.36}, {3662337600, 18.36}, {3662341200, 12.96}, {3662344800, 18.36}, {3662348400, 16.56}, {3662352000, 20.52}, {3662355600, 22.32}, {3662359200, 20.52}, {3662362800, 20.52}, {3662366400, 18.36}, {3662370000, 18.36}, {3662373600, 16.56}, {3662377200, 22.32}, {3662380800, 16.56}, {3662384400, 20.52}, {3662388000, 16.56}, {3662391600, 18.36}, {3662395200, 16.56}, {3662398800, 16.56}, {3662402400, 18.36}, {3662406000, 20.52}, {3662409600, 18.36}, {3662413200, 18.36}, {3662416800, 18.36}, {3662420400, 20.52}, {3662424000, 20.52}, {3662427600, 22.32}, {3662431200, 22.32}, {3662434800, 24.12}, {3662438400, 18.36}, {3662442000, 22.32}, {3662445600, 27.72}, {3662449200, 24.12}, {3662452800, 20.52}, {3662456400, 11.16}, {3662460000, 16.56}, {3662463600, 18.36}, {3662467200, 14.76}, {3662470800, 12.96}, {3662474400, 7.56}, {3662478000, 5.4}, {3662481600, 9.36}, {3662485200, 7.56}, {3662488800, 0.}, {3662492400, 0.}, {3662496000, 1.8}, {3662499600, 5.4}, {3662503200, 1.8}, {3662506800, 5.4}, {3662510400, 7.56}, {3662514000, 7.56}, {3662517600, 9.36}, {3662521200, 5.4}, {3662524800, 11.16}, {3662528400, 11.16}, {3662532000, 14.76}, {3662535600, 20.52}, {3662539200, 22.32}, {3662542800, 20.52}, {3662546400, 22.32}, {3662550000, 25.92}, {3662553600, 22.32}, {3662557200, 20.52}, {3662560800, 18.36}, {3662564400, 22.32}, {3662568000, 24.12}, {3662571600, 22.32}, {3662575200, 20.52}, {3662578800, 18.36}, {3662582400, 18.36}, {3662586000, 18.36}, {3662589600, 20.52}, {3662593200, 18.36}, {3662596800, 16.56}, {3662600400, 12.96}, {3662604000, 11.16}, {3662607600, 7.56}, {3662611200, 11.16}, {3662614800, 12.96}, {3662618400, 18.36}, {3662622000, 16.56}, {3662625600, 22.32}, {3662629200, 18.36}, {3662632800, 16.56}, {3662636400, 20.52}, {3662640000, 18.36}, {3662643600, 9.36}, {3662647200, 9.36}, {3662650800, 11.16}, {3662654400, 14.76}, {3662658000, 20.52}, {3662661600, 25.92}, {3662665200, 20.52}, {3662668800, 25.92}, {3662672400, 18.36}, {3662676000, 20.52}, {3662679600, 12.96}, {3662683200, 12.96}, {3662686800, 11.16}, {3662690400, 11.16}, {3662694000, 9.36}, {3662697600, 3.6}, {3662701200, 9.36}, {3662704800, 12.96}, {3662708400, 14.76}, {3662712000, 20.52}, {3662715600, 20.52}, {3662719200, 16.56}, {3662722800, 18.36}, {3662726400, 14.76}, {3662730000, 14.76}, {3662733600, 11.16}, {3662737200, 7.56}, {3662740800, 7.56}, {3662744400, 3.6}, {3662748000, 0.}, {3662751600, 3.6}, {3662755200, 7.56}, {3662758800, 7.56}, {3662762400, 11.16}, {3662766000, 14.76}, {3662769600, 16.56}, {3662773200, 16.56}, {3662776800, 24.12}, {3662780400, 24.12}, {3662784000, 29.52}, {3662787600, 25.92}, {3662791200, 31.68}, {3662794800, 33.48}, {3662798400, 33.48}, {3662802000, 31.68}, {3662805600, 31.68}, {3662809200, 31.68}, {3662812800, 29.52}, {3662816400, 27.72}, {3662820000, 24.12}, {3662823600, 29.52}, {3662827200, 29.52}, {3662830800, 31.68}, {3662834400, 29.52}, {3662838000, 31.68}, {3662841600, 31.68}, {3662845200, 29.52}, {3662848800, 33.48}, {3662852400, 35.28}, {3662856000, 38.88}, {3662859600, 37.08}, {3662863200, 40.68}, {3662866800, 35.28}, {3662870400, 35.28}, {3662874000, 38.88}, {3662877600, 37.08}, {3662881200, 40.68}, {3662884800, 38.88}, {3662888400, 38.88}, {3662892000, 35.28}, {3662895600, 35.28}, {3662899200, 35.28}, {3662902800, 35.28}, {3662906400, 11.16}, {3662910000, 11.16}, {3662913600, 7.56}, {3662917200, 5.4}, {3662920800, 11.16}, {3662924400, 5.4}, {3662928000, 3.6}, {3662931600, 1.8}, {3662935200, 5.4}, {3662938800, 5.4}, {3662942400, 7.56}, {3662946000, 9.36}, {3662949600, 7.56}, {3662953200, 5.4}, {3662956800, 5.4}, {3662960400, 7.56}, {3662964000, 7.56}, {3662967600, 7.56}, {3662971200, 9.36}, {3662974800, 7.56}, {3662978400, 9.36}, {3662982000, 11.16}, {3662985600, 7.56}, {3662989200, 5.4}, {3662992800, 5.4}, {3662996400, 7.56}, {3663000000, 5.4}, {3663003600, 5.4}, {3663007200, 5.4}, {3663010800, 11.16}, {3663014400, 16.56}, {3663018000, 16.56}, {3663021600, 22.32}, {3663025200, 20.52}, {3663028800, 24.12}, {3663032400, 24.12}, {3663036000, 20.52}, {3663039600, 27.72}, {3663043200, 24.12}, {3663046800, 24.12}, {3663050400, 35.28}, {3663054000, 29.52}, {3663057600, 27.72}, {3663061200, 25.92}, {3663064800, 29.52}, {3663068400, 31.68}, {3663072000, 29.52}, {3663075600, 27.72}, {3663079200, 24.12}, {3663082800, 31.68}, {3663086400, 29.52}, {3663090000, 31.68}, {3663093600, 31.68}, {3663097200, 27.72}, {3663100800, 31.68}, {3663104400, 31.68}, {3663108000, 33.48}, {3663111600, 40.68}, {3663115200, 37.08}, {3663118800, 38.88}, {3663122400, 40.68}, {3663126000, 37.08}, {3663129600, 40.68}, {3663133200, 40.68}, {3663136800, 38.88}, {3663140400, 22.32}, {3663144000, 25.92}, {3663147600, 22.32}, {3663151200, 24.12}, {3663154800, 20.52}, {3663158400, 14.76}, {3663162000, 12.96}, {3663165600, 11.16}, {3663169200, 9.36}, {3663172800, 1.8}, {3663176400, 9.36}, {3663180000, 11.16}, {3663183600, 0.}, {3663187200, 5.4}, {3663190800, 14.76}, {3663194400, 24.12}, {3663198000, 27.72}, {3663201600, 29.52}, {3663205200, 31.68}, {3663208800, 29.52}, {3663212400, 29.52}, {3663216000, 29.52}, {3663219600, 27.72}, {3663223200, 31.68}, {3663226800, 31.68}, {3663230400, 33.48}, {3663234000, 29.52}, {3663237600, 27.72}, {3663241200, 29.52}, {3663244800, 27.72}, {3663248400, 25.92}, {3663252000, 27.72}, {3663255600, 27.72}, {3663259200, 27.72}, {3663262800, 27.72}, {3663266400, 20.63020408163265}, {3663270000, 20.85061224489796}}

Then I try to fit it to a SARIMA process. It still works.

    p = d = q = sp = sd = sq = s = Automatic;

   eprocJanv2016 =  TimeSeriesModelFit[Janv2016,{"SARIMA",{{p,d,q},{sp,sd,sq},24}}];

enter image description here

Then try to generate an ensemble of 5 following 24 hours according to the previous TimeSeriesModel.

    randomeprocJanv2016 = RandomFunction[eprocJanv2016, {24}, 5]

And it crashes with the following messages :

TemporalData::tpspc: The time specification {{87918480001/24,3663270000+Day},Automatic,{1/24,Day}} should be one of Automatic, a time range, a list containing a list of explicit times, or a list containing one such specification for each path in the data.

TemporalData::invstrct: The data TemporalData[<<1>>] is not a structurally valid TemporalData object.

RandomFunction::unsproc: The specification TimeSeriesModel[Automatic,{<<1>>}] is not a random process recognized by the system.

Thanks for your help.

$\endgroup$
  • $\begingroup$ I don't have v.11.2 so I can't test it, but it could be the case that Mathematica complains because RandomFunction needs a process as its first argument; in the question, eprocJanv2016 is a TimeSeriesModel; you can get around this by using eprocJanv2016["BestFit"] which is a SARMAProcess (equivalently, eprocJanv2016["Process"] produces the same result, but I don't know why) $\endgroup$ – user42582 Mar 17 '18 at 13:58

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.