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acf() got an unexpected keyword argument 'unbiased' #902

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JackShDr opened this issue Oct 15, 2021 · 5 comments
Closed

acf() got an unexpected keyword argument 'unbiased' #902

JackShDr opened this issue Oct 15, 2021 · 5 comments
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@JackShDr
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The problem: acf() got an unexpected keyword argument 'unbiased' when using the extract features function.

The error log is as follows:
"""
Traceback (most recent call last):
File "/Applications/Anaconda3/anaconda3/envs/py38/lib/python3.8/multiprocessing/pool.py", line 125, in worker
result = (True, func(*args, **kwds))
File "/Applications/Anaconda3/anaconda3/envs/py38/lib/python3.8/site-packages/tsfresh/utilities/distribution.py", line 43, in _function_with_partly_reduce
results = list(itertools.chain.from_iterable(results))
File "/Applications/Anaconda3/anaconda3/envs/py38/lib/python3.8/site-packages/tsfresh/utilities/distribution.py", line 42, in
results = (map_function(chunk, **kwargs) for chunk in chunk_list)
File "/Applications/Anaconda3/anaconda3/envs/py38/lib/python3.8/site-packages/tsfresh/feature_extraction/extraction.py", line 337, in _do_extraction_on_chunk
return list(_f())
File "/Applications/Anaconda3/anaconda3/envs/py38/lib/python3.8/site-packages/tsfresh/feature_extraction/extraction.py", line 317, in _f
result = func(x, param=parameter_list)
File "/Applications/Anaconda3/anaconda3/envs/py38/lib/python3.8/site-packages/tsfresh/feature_extraction/feature_calculators.py", line 404, in agg_autocorrelation
a = acf(x, unbiased=True, fft=n > THRESHOLD_TO_USE_FFT, nlags=max_maxlag)[1:]
TypeError: acf() got an unexpected keyword argument 'unbiased'
"""

Anything else we need to know?:

Environment:

  • Python version: 3.8
  • Operating System: MacOS
  • tsfresh version: 0.18.0
  • Install method (conda, pip, source): conda
@JackShDr JackShDr added the bug label Oct 15, 2021
@thibaultbl
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thibaultbl commented Oct 15, 2021

I opened the same issue, but it is a duplicate with #897

@YunEr-Wang
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I encountered the same issue today

@mdalvi
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mdalvi commented Oct 22, 2021

Temporarily reverting to statsmodel 0.12.1 fixes this

pip install statsmodels==0.12.1

@msgo0630
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According to statsmodels' official document, 'unbiased' of the function acf has been changed to 'adjusted' since version 0.12.
I changed the version of statsmodels to 0.11 and confirmed that it was operating normally in linux

v0.11: https://www.statsmodels.org/v0.11.0/generated/statsmodels.tsa.stattools.acf.html?highlight=acf
v0.13: https://www.statsmodels.org/stable/generated/statsmodels.tsa.stattools.acf.html?highlight=acf

@htrivino20
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htrivino20 commented Nov 7, 2021

Temporarily reverting to statsmodel 0.12.1 fixes this

pip install statsmodels==0.12.1

Same issue on M1 using miniforge3 and it worked with statsmodels@0.12.1

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