Unable to get Parallel to work in Forecast auto.arima

When I run an auto.arima code with the Parallel = TRUE turned on. i am getting the following error.

Error in mclapply(X = to.check, FUN = par.all.arima, max.order = max.order,  : 
  'mc.cores' > 1 is not supported on Windows

My code that I have used for the last 2 years on my old computer looks like this, and it fails when it gets to the auto.arima portion.

    for (i in levels(SalesForecast$`Bill To Name`)) {
    Forecast<-SalesForecast%>%filter(`Bill To Name` == i)%>%droplevels() 
      for (k in levels(SalesForecast$`Product Code`)) {
       Forecast2<-Forecast%>%filter(`Product Code` == k)%>%droplevels() 
       print(i)
       print(k)
       print(Sys.time())
          if (nrow(Forecast2) < 15) next
          if (i == "Blount" & grepl("*ALLNAT" , k)) next
        
        Forecast3<-CalendarForecast%>%left_join(Forecast2, by = "ShipOn Date")%>%
          mutate(Weekday = weekdays(as.Date(`ShipOn Date`)))
        Forecast3$Wgt[is.na(Forecast3$Wgt)]<- 0
        Forecast3$Weekday<-as.numeric(  factor(Forecast3$Weekday, order = TRUE, 
                                                 levels = c("Sunday", "Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday")))
          
          #Create Time Series  
        ForecastTS<-ts(Forecast3[,4], start = c(2021,01,01), frequency = 365.25)
        #Create XRegression
        Forecastxreg<- cbind(Weekday=model.matrix(~as.factor(Forecast3$Weekday)))
        # Remove intercept
        Forecastxreg<-Forecastxreg[,-1]
        # Rename columns
        colnames(Forecastxreg)<- c("Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday")
        
        ####################
        #Auto.ARIMA Model
        ####################
        fit_arima_Sales<-auto.arima(
          ForecastTS,d=1,D=1, xreg = Forecastxreg, stepwise = FALSE, approximation = FALSE, parallel = TRUE, num.cores = 15)
        
        #Forecast the future
        ForecastSalesKPP<-forecast(fit_arima_Sales, xreg = xregnew)
        ForecastSalesKPP<-as.data.frame(ForecastSalesKPP)
        
        KPPSalesForecast<-cbind(CalendarNewData,ForecastSalesKPP)
        colnames(KPPSalesForecast) <- c("ShipOn Date", "Forecast", "Low 80", "High 80", "Low 90", "High 90")
        KPPSalesForecast$`ShipOn Date`<-as.Date(KPPSalesForecast$`ShipOn Date`)
        KPPSalesForecast[c("Forecast")][(KPPSalesForecast[c("Forecast")]) < 0]<- 0
        KPPSalesForecast<-KPPSalesForecast%>%mutate(`Bill To Name` = i , `Product Code` = k)%>%select(1,7,8,2)
        
        ForecastOutput<-rbind(ForecastOutput, KPPSalesForecast)
        
           }
    }

i have tried to used an older version R and Rstudio that match my old computer. it will run without the error BUT it still only uses the 1 Core.

How do I get it to use the multi core again.

Old PC was Windows 10 w/ i9 8 core and 16 logical processors
New PC is a windows 10 w/ i9 8 core and 24 Logical processors
if i run the detectcores() function it shows that there are 24 .

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.