I just encounter a problem in fit and apply StateSpace Forecast algorithm in MLTK.
I can fit and save a model, but when I apply the saved model it doesn't work: it doesn't return an error, but it doesn't show the value of prediction.
It just happens in StateSpace and not in another algorithms.
I didn't find anything in documentation.
I'm afraid is it a problem in new version of MLTK? our internal problem??
Did you resolve the problem? Which versions of Splunk and MLTK are you using?