From c3d2bb765eca2620d0e1f5e7a7232e84c669b517 Mon Sep 17 00:00:00 2001
From: IanGrimstead <38883454+IanGrimstead@users.noreply.github.com>
Date: Fri, 5 Apr 2019 16:15:49 +0100
Subject: [PATCH] 230 arima failing (#231)

* Alternative method to annoy ARIMA #230
---
 scripts/algorithms/arima.py    | 16 ++++++++++------
 tests/algorithms/test_arima.py | 20 ++++++++++++++++++++
 2 files changed, 30 insertions(+), 6 deletions(-)

diff --git a/scripts/algorithms/arima.py b/scripts/algorithms/arima.py
index bdc2d21..39334dc 100644
--- a/scripts/algorithms/arima.py
+++ b/scripts/algorithms/arima.py
@@ -1,4 +1,5 @@
 import warnings
+
 import numpy as np
 from numpy import clip, inf
 from sklearn.metrics import mean_squared_error
@@ -44,12 +45,15 @@ def __evaluate_arima_model(self, X, arima_order, ground_truth_in_history=False):
     def __arima_model_predict(self, X, arima_order, steps_ahead):
         # make predictions
         predictions = list()
-        for t in range(steps_ahead):
-            model = ARIMA(X, order=arima_order)
-            model_fit = model.fit(disp=0)
-            yhat = model_fit.forecast()[0][0]
-            predictions.append(yhat)
-            X= np.append(X, yhat)
+        try:
+            for t in range(steps_ahead):
+                model = ARIMA(X, order=arima_order)
+                model_fit = model.fit(disp=0)
+                yhat = model_fit.forecast()[0][0]
+                predictions.append(yhat)
+                X = np.append(X, yhat)
+        except:
+            predictions.extend([np.nan] * (steps_ahead - len(predictions)))
 
         return predictions
 
diff --git a/tests/algorithms/test_arima.py b/tests/algorithms/test_arima.py
index f05107f..5a5f4e9 100644
--- a/tests/algorithms/test_arima.py
+++ b/tests/algorithms/test_arima.py
@@ -40,6 +40,26 @@ def test_static_sequence(self):
 
         np_test.assert_almost_equal(actual_prediction, expected_prediction, decimal=4)
 
+    def test_linear_sequence(self):
+        time_series = [1.0, 2.0, 3.0, 4.0, 5.0]
+        num_predicted_periods = 3
+        expected_prediction = [6.0, 7.0, 8.0]
+        arima = ARIMAForecast(time_series, num_predicted_periods)
+
+        actual_prediction = arima.predict_counts()
+
+        np_test.assert_almost_equal(actual_prediction, expected_prediction, decimal=4)
+
+    def test_flakey_sequence(self):
+        time_series = [20.0, -20.0]
+        num_predicted_periods = 3
+        expected_prediction = [np.nan] * 3
+        arima = ARIMAForecast(time_series, num_predicted_periods)
+
+        actual_prediction = arima.predict_counts()
+
+        np_test.assert_almost_equal(actual_prediction, expected_prediction, decimal=1)
+
     def test_linearly_increasing_sequence_fuel_cell(self):
         time_series = pd.read_csv(os.path.join('tests','data', 'fuel_cell_quarterly.csv')).values.tolist()
         time_series = [item for sublist in time_series for item in sublist]