Update univariate_kalman_filter.jl #327
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bug in update_llk
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Hi @AnaChikashua thank you for the contribution. Could you provide the time series that you are trying to fit? There is no problem in case you can't provide it. I'm not too fond of this solution because this function is often called during the optimization process. I am not sure if this would hurt performance. Could you try to make some small benchmarks with master vs your branch using BenchmarkTools? |
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The auto_arima function is getting an error in the choose_best_model function (line 739) because it couldn't find 'candidate_models.' The base error occurs in the update_llk function, where the logarithm gets negative values during optimization.