sarima_preds = []
history = [x for x in train_series]
for t in range(len(test_series)):
model = SARIMAX(history, order=(1,1,1), seasonal_order=(1,1,1,24), enforce_stationarity=False, enfore_invertibility=False)
model_fit = model.fit()
output = model_fit.forecast()
sarima_preds.append(output[0])
history.append(test_series[t])
sarima_pred_series = pd.Series(sarima_preds, index=test_series.index)
MemoryError Traceback (most recent call last)
File statsmodels\tsa\statespace\_kalman_smoother.pyx:1014, in statsmodels.tsa.statespace._kalman_smoother.dKalmanSmoother.allocate_arrays()
I'm getting memory error after it runs for approximately 1-2 hours. I'm unable to understand what shall I do next. I tried searching for sources and I'm unable to get any one of them.