diff --git a/nbs/src/arima.ipynb b/nbs/src/arima.ipynb index c440e4a6f..d50f29fcd 100644 --- a/nbs/src/arima.ipynb +++ b/nbs/src/arima.ipynb @@ -744,7 +744,7 @@ " cn = nmxreg\n", " orig_xreg = (ncxreg == 1) | (~mask[narma + np.arange(ncxreg)]).any()\n", " if not orig_xreg:\n", - " _, _, vt = np.linalg.svd(xreg[(~np.isnan(xreg)).all(1)])\n", + " _, _, vt = np.linalg.svd(xreg[(~np.isnan(xreg)).all(1)], full_matrices=False)\n", " xreg = np.matmul(xreg, vt)\n", " dx = x\n", " dxreg = xreg\n", @@ -2390,7 +2390,7 @@ " xregg = xregg[:, ~constant_columns]\n", " X = np.hstack([np.ones([xregg.shape[0], 1]), xregg])\n", " X = X[~np.isnan(X).any(1)]\n", - " _, sv, _ = np.linalg.svd(X)\n", + " sv = np.linalg.svd(X, compute_uv=False)\n", " if sv.min() / sv.sum() < np.finfo(np.float64).eps:\n", " raise ValueError('xreg is rank deficient')\n", " j = (~np.isnan(x)) & (~np.isnan(np.nansum(xregg, 1)))\n",