Error in as.POSIXlt.numeric(x, tz = tz(x)) : 'origin' must be supplied #51

MislavSag · 2020-02-25T07:45:32Z

Data:

data <- structure(list(date = structure(c(885394380, 885394440, 885394500, 
                                          885394560, 885394620, 885394680, 885394740, 885394800, 885394860, 
                                          885394920, 885394980, 885395040, 885395100, 885395220, 885395280, 
                                          885395400, 885395520, 885395640, 885395700, 885395760, 885395820, 
                                          885398400, 885457980, 885458040, 885458100, 885458160, 885458220, 
                                          885458280, 885458340, 885458400), class = c("POSIXct", "POSIXt"
                                          ), tzone = ""), close = c(96.96875, 96.875, 96.9375, 97.03125, 
                                                                    96.9375, 97, 97.15625, 97.0625, 97.15625, 97.0625, 97.1875, 97.09375, 
                                                                    97.125, 97.125, 97, 97.0625, 97.03125, 97, 96.9375, 96.9375, 
                                                                    97, 96.9375, 96.15625, 96.15625, 96.25, 96.15625, 96.15625, 96.1875, 
                                                                    96.25, 96.40625)), row.names = c(NA, 30L), class = "data.frame")

If I try AutoTs fucntion:

output <- AutoTS(
  data = data,
  TargetName = 'close',
  DateName = 'date',
  FCPeriods = 14,
  HoldOutPeriods = 1,
  EvaluationMetric = 'MAPE',
  TimeUnit = '1Min',
  Lags = 10,
  NumCores = 16
)

I get error
Error in as.POSIXlt.numeric(x, tz = tz(x)) : 'origin' must be supplied

I tried to set origin but doesn't help:
data$date <- as.POSIXct(data$date, format='%Y-%m-%d %H:%M:%S', origin='1970-01-01 00:00.00 UTC', tzone='GMT')

The text was updated successfully, but these errors were encountered:

AdrianAntico · 2020-02-25T17:43:14Z

@MislavSag You should be good to go now. I was able to get your code running. You'll have to reinstall and restart R to get it going.

MislavSag · 2020-03-03T22:18:32Z

Now it returns:

Error in attr(data, "tsp") <- c(start, end, frequency) :
invalid time series parameters specified

Sample:

data <- structure(list(date = structure(c(885394380, 885394440, 885394500, 
                                          885394560, 885394620, 885394680, 885394740, 885394800, 885394860, 
                                          885394920, 885394980, 885395040, 885395100, 885395220, 885395280, 
                                          885395400, 885395520, 885395640, 885395700, 885395760, 885395820, 
                                          885398400, 885457980, 885458040, 885458100, 885458160, 885458220, 
                                          885458280, 885458340, 885458400, 885458460, 885458520, 885458580, 
                                          885458640, 885458700, 885458760, 885458820, 885458880, 885458940, 
                                          885459000, 884779620, 884779680, 884779860, 884780040, 884780160, 
                                          884780220, 884780280, 884780340, 884780400, 884780460, 884780520, 
                                          884780580, 884780640, 884780700, 884780760, 884780820, 884780880, 
                                          884781000, 884781060, 884781240, 884781300, 884781360), class = c("POSIXct", 
                                                                                                            "POSIXt"), tzone = ""), close = c(96.96875, 96.875, 96.9375, 
                                                                                                                                              97.03125, 96.9375, 97, 97.15625, 97.0625, 97.15625, 97.0625, 
                                                                                                                                              97.1875, 97.09375, 97.125, 97.125, 97, 97.0625, 97.03125, 97, 
                                                                                                                                              96.9375, 96.9375, 97, 96.9375, 96.15625, 96.15625, 96.25, 96.15625, 
                                                                                                                                              96.15625, 96.1875, 96.25, 96.40625, 96.375, 96.3125, 96.40625, 
                                                                                                                                              96.5, 96.625, 96.59375, 96.5625, 96.53125, 96.46875, 96.4375, 
                                                                                                                                              95.1875, 95.1875, 95.25, 95.125, 95.15625, 95.0625, 95.125, 95.1875, 
                                                                                                                                              95.09375, 95.09375, 95.09375, 95.21875, 95.125, 95.25, 95.25, 
                                                                                                                                              95.25, 95.1875, 95.25, 95.25, 95.25, 95.25, 95.28125)), row.names = c(NA, 
                                                                                                                                                                                                                    -62L), class = c("data.table", "data.frame"))

AdrianAntico · 2020-03-04T02:17:48Z

@MislavSag Alright... I fixed the issue. Had to wrap a few tryCatch's around a few more of the forecast:: functions. The problem was that if any of those failed it caused the function to fail. Hasn't been an issue till now. Nonetheless, it should be good to go!

MislavSag · 2020-03-08T16:57:01Z

I am still geting the same error after installing the package again.

AdrianAntico · 2020-03-08T17:35:02Z

@MislavSag I'm not sure how you setup AutoTS to run, but this is working for me.

data <- structure(list(date = structure(c(885394380, 885394440, 885394500, 
                                          885394560, 885394620, 885394680, 885394740, 885394800, 885394860, 
                                          885394920, 885394980, 885395040, 885395100, 885395220, 885395280, 
                                          885395400, 885395520, 885395640, 885395700, 885395760, 885395820, 
                                          885398400, 885457980, 885458040, 885458100, 885458160, 885458220, 
                                          885458280, 885458340, 885458400, 885458460, 885458520, 885458580, 
                                          885458640, 885458700, 885458760, 885458820, 885458880, 885458940, 
                                          885459000, 884779620, 884779680, 884779860, 884780040, 884780160, 
                                          884780220, 884780280, 884780340, 884780400, 884780460, 884780520, 
                                          884780580, 884780640, 884780700, 884780760, 884780820, 884780880, 
                                          884781000, 884781060, 884781240, 884781300, 884781360), class = c("POSIXct", 
                                                                                                            "POSIXt"), tzone = ""), close = c(96.96875, 96.875, 96.9375, 
                                                                                                                                              97.03125, 96.9375, 97, 97.15625, 97.0625, 97.15625, 97.0625, 
                                                                                                                                              97.1875, 97.09375, 97.125, 97.125, 97, 97.0625, 97.03125, 97, 
                                                                                                                                              96.9375, 96.9375, 97, 96.9375, 96.15625, 96.15625, 96.25, 96.15625, 
                                                                                                                                              96.15625, 96.1875, 96.25, 96.40625, 96.375, 96.3125, 96.40625, 
                                                                                                                                              96.5, 96.625, 96.59375, 96.5625, 96.53125, 96.46875, 96.4375, 
                                                                                                                                              95.1875, 95.1875, 95.25, 95.125, 95.15625, 95.0625, 95.125, 95.1875, 
                                                                                                                                              95.09375, 95.09375, 95.09375, 95.21875, 95.125, 95.25, 95.25, 
                                                                                                                                              95.25, 95.1875, 95.25, 95.25, 95.25, 95.25, 95.28125)), row.names = c(NA, 
                                                                                                                                                                                                                    -62L), class = c("data.table", "data.frame"))


RemixAutoML::AutoTS(
  data,
  TargetName              = "close",
  DateName                = "date",
  FCPeriods               = 5,
  HoldOutPeriods          = 5,
  EvaluationMetric        = "MAPE",
  InnerEval               = "AICc",
  TimeUnit                = "day",
  Lags                    = 2,
  SLags                   = 1,
  MaxFourierPairs         = 0,
  NumCores                = 4,
  SkipModels              = NULL, #c("NNET","TBATS","ETS","TSLM","ARFIMA","DSHW"),
  StepWise                = TRUE,
  TSClean                 = FALSE,
  ModelFreq               = TRUE,
  PlotPredictionIntervals = TRUE,
  PrintUpdates            = FALSE)

$Forecast
                  Date Forecast_ETS ETS_Low80 ETS_Low95 ETS_High80 ETS_High95
1: 1998-01-23 01:50:00     96.43896  96.11721  95.94688   96.76071   96.93104
2: 1998-01-24 01:50:00     96.43896  95.99359  95.75783   96.88433   97.12009
3: 1998-01-25 01:50:00     96.43896  95.89750  95.61086   96.98042   97.26705
4: 1998-01-26 01:50:00     96.43896  95.81605  95.48631   97.06186   97.39161
5: 1998-01-27 01:50:00     96.43896  95.74409  95.37625   97.13382   97.50166

$EvaluationMetrics
         ModelName MeanResid MeanPercError    MAPE    MAE    MSE ID
1:             ETS     -0.10      -0.01127 0.01127 0.1006 0.0135  1
2:   ETS_ModelFreq     -0.10      -0.01127 0.01127 0.1006 0.0135  2
3:           TBATS     -0.10      -0.01127 0.01127 0.1006 0.0135  3
4: TBATS_ModelFreq     -0.10      -0.01127 0.01127 0.1006 0.0135  4
5:           ARIMA     -0.11      -0.01133 0.01133 0.1062 0.0146  5
6: ARIMA_ModelFreq     -0.11      -0.01133 0.01133 0.1062 0.0146  6

$TimeSeriesModel
ETS(A,N,N) 

Call:
 forecast::ets(y = dataTSTrain, model = "ZZN", lambda = TRUE,  

 Call:
     biasadj = TRUE, restrict = TRUE, allow.multiplicative.trend = TRUE) 

  Box-Cox transformation: lambda= 1 

  Smoothing parameters:
    alpha = 0.9571 

  Initial states:
    l = 94.1875 

  sigma:  0.2511

     AIC     AICc      BIC 
88.47561 88.88940 94.85701 

$ChampionModel
[1] "ETS"

$TimeSeriesPlot

Warning messages:
1: Removed 5 rows containing missing values (geom_path). 
2: Removed 62 rows containing missing values (geom_path). 
3: Removed 62 rows containing missing values (geom_path). 
4: Removed 62 rows containing missing values (geom_path). 
5: Removed 62 rows containing missing values (geom_path). 
6: Removed 62 rows containing missing values (geom_path).

MislavSag · 2020-03-09T09:03:37Z

@AdrianAntico , doesn't work with this data:

data <- structure(list(date = structure(c(884779620, 884779680, 884779860, 
                                          884780040, 884780160, 884780220, 884780280, 884780340, 884780400, 
                                          884780460, 884780520, 884780580, 884780640, 884780700, 884780760, 
                                          884780820, 884780880, 884781000, 884781060, 884781240, 884781300, 
                                          884781360, 884781420, 884781480, 884781600, 884781660, 884781720, 
                                          884781840, 884781900, 884781960, 885394380, 885394440, 885394500, 
                                          885394560, 885394620, 885394680, 885394740, 885394800, 885394860, 
                                          885394920, 885394980, 885395040, 885395100, 885395220, 885395280, 
                                          885395400, 885395520, 885395640, 885395700, 885395760, 885395820, 
                                          885398400, 885457980, 885458040, 885458100, 885458160, 885458220, 
                                          885458280, 885458340, 885458400, 885458460, 885458520, 885458580, 
                                          885458640, 885458700, 885458760, 885458820, 885458880, 885458940, 
                                          885459000), class = c("POSIXct", "POSIXt"), tzone = ""), close = c(95.1875, 
                                                                                                             95.1875, 95.25, 95.125, 95.15625, 95.0625, 95.125, 95.1875, 95.09375, 
                                                                                                             95.09375, 95.09375, 95.21875, 95.125, 95.25, 95.25, 95.25, 95.1875, 
                                                                                                             95.25, 95.25, 95.25, 95.25, 95.28125, 95.3125, 95.3125, 95.3125, 
                                                                                                             95.3125, 95.3125, 95.3125, 95.25, 95.28125, 96.96875, 96.875, 
                                                                                                             96.9375, 97.03125, 96.9375, 97, 97.15625, 97.0625, 97.15625, 
                                                                                                             97.0625, 97.1875, 97.09375, 97.125, 97.125, 97, 97.0625, 97.03125, 
                                                                                                             97, 96.9375, 96.9375, 97, 96.9375, 96.15625, 96.15625, 96.25, 
                                                                                                             96.15625, 96.15625, 96.1875, 96.25, 96.40625, 96.375, 96.3125, 
                                                                                                             96.40625, 96.5, 96.625, 96.59375, 96.5625, 96.53125, 96.46875, 
                                                                                                             96.4375)), row.names = c(NA, -70L), class = c("data.table", "data.frame"
                                                                                                             ))

It is an irregular 1 minute data, maybe that's the problem?

AdrianAntico · 2020-03-10T00:54:22Z

@MislavSag I made another change and it should run for the data above that you posted.

MislavSag · 2020-03-10T21:43:55Z

@AdrianAntico , now I get the following error (message):

"Cannot convert your data to a time series object with that TimeUnit"

I can't send you data because it has around 4200 rows. Maybe I can send you via email?

AdrianAntico · 2020-03-10T21:57:26Z

I would start with sharing the setup of the function... First I need to see if the TimeUnit you supplied is correct and if it is, then I'd need to see if there is anything wrong with the data. If nothing is wrong with the data, then it has to be something about converting the data to a time series object... Feel free to email me though: adrianantico@gmail.com

AdrianAntico closed this as completed Feb 25, 2020

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Error in as.POSIXlt.numeric(x, tz = tz(x)) : 'origin' must be supplied #51

Error in as.POSIXlt.numeric(x, tz = tz(x)) : 'origin' must be supplied #51

MislavSag commented Feb 25, 2020 •

edited

AdrianAntico commented Feb 25, 2020

MislavSag commented Mar 3, 2020 •

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AdrianAntico commented Mar 4, 2020

MislavSag commented Mar 8, 2020

AdrianAntico commented Mar 8, 2020

MislavSag commented Mar 9, 2020 •

edited

AdrianAntico commented Mar 10, 2020

MislavSag commented Mar 10, 2020

AdrianAntico commented Mar 10, 2020

Error in as.POSIXlt.numeric(x, tz = tz(x)) : 'origin' must be supplied #51

Error in as.POSIXlt.numeric(x, tz = tz(x)) : 'origin' must be supplied #51

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MislavSag commented Feb 25, 2020 • edited

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