CODEWITHSUNDEEP
rforecasting
Bryan
Bryan

Reputation: 6149

auto.arima not parallelizing

I'm attempting to speed up a slow auto.arima function by running it on a computer with 4 dual-core CPUs (I'm using Ubuntu 13.04 and R 2.15.2). The function is fitting a time series with 350,000 data points and roughly 50 exogenous variables. I'm using the below code

fit<-auto.arima(orders,xreg=exogen, stepwise=FALSE, parallel=TRUE, num.cores=4)

However, I have multiple CPUs (each with multiple cores), not just one CPU with multiple cores. In case R was smart enough to get around this cores/CPUs differentiation, I took a look at my resource monitor and saw this:

enter image description here

which shows that only CPU3 is maxed out.

Any thoughts on how to resolve? Does the forecast package work with DoSNOW?

Upvotes: 6

Views: 2452

Answers (1)

power
power

Reputation: 1760

Try num.cores=8 and num.cores=7, use system.time() to see which one runs faster. If I remember correctly, R treats 1 core as one CPU. You have 8 cores, if I understood you correctly: "4 dual-core CPUs".

Upvotes: 3

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