什么是'；不等式约束不相容'；在Python中拟合AR EGARCH模型意味着什么？

我试图将AR-EGARCH（1,1）模型与电价相适应，并预测未来一天的电价。我每小时单独建模一次，因此我仅使用时间序列预测0-1小时的价格，该时间序列由过去1000天中这一小时的价格组成。为了得到所有的24小时，我每小时做23次。大多数时候，预测似乎都很好，但有时它会导致像-8000这样的大价格（通常是40左右），每次这样做时，都会传递这样的信息：

“arch/univariate/base.py:750:ConvergenceWarning:优化器返回代码4。消息为： 不等式约束不相容 请参见scipy.optimize.fmin_slsqp了解代码含义“

出现（不是定期的，也不是在不同的时间）。我怎样才能解决这个问题

def forecast_ar_garch_egarch_hourly(first_forecast_start,seasonality,distribution,length):
   
    df_ar_egarch=pd.DataFrame()
    
    for i in range(0,24): # for each hour
        #get electricity prices for hour i in one dataframe
        electricity_prices_hour_i= pd.DataFrame(electricity_prices[electricity_prices['hour']==i]['Price'],index=electricity_prices[electricity_prices['hour']==i].index)
        #forecast start
        forecast_day=first_forecast_day+d.timedelta(hours=i)
        #how much past data should be included
        start_model=forecast_day-d.timedelta(days=length) 
        end_model=forecast_day-d.timedelta(days=1)
        
        df_hour_i=electricity_prices_hour_i[start_model:end_model]
        
        #use pmdarima.auto_arima to get the optimal parameter combination (but only the AR(P)-part)
        diff=ndiffs(df_hour_i,test='adf')
        ar_fit=pm.auto_arima(df_hour_i,max_p=6,start_q=0,max_q=0,d=diff,m=seasonality,start_Q=0,max_Q=0,max_P=16,test='adf',stepwise=True,trace=True)
        p, diff, q= ar_fit.order
        P, Diff, Q, m= ar_fit.seasonal_order
        
        #get prediction from ar_egarch_pred function
        prediction_egarch=ar_egarch_pred(df_stundei,M,seasonality,p,P)
        
        df_ar_egarch=df_ar_egarch.append({'Electricity price EGARCH':prediction_egarch},ignore_index=True)
        i+1
    
    df_ar_egarch.index=pd.date_range(start=first_forecast_start,end=first_forecast_start+d.timedelta(hours=23),freq='60min')
    return(df_ar_garch,df_ar_egarch)

def ar_egarch_pred(data,seasonality,distribution,p,P):
    #distribution : 't','normal' or 'skew'
    #seasonality= frequency of seasonality (=7) since I assume weekly seasonality
    
    #get the AR(p) lags
    lags_ar=[]
    for i in range(1,p+1):
        lags_ar=lags_ar+[i]
    for j in range(0,P):
        lags_ar=lags_ar+[(np.linspace(M,P*M,num=P)[j])]
        
    lags_ar=[int(x) for x in lags_ar]
    
    #fit and forecast with egarch model one step ahead and return this value
    ar_egarch=arch_model(modelldaten,mean='AR',lags=lags_ar,vol='EGARCH',p=1,o=1,q=1,dist=distribution)
    ar_egarch_fit=ar_egarch.fit(first_obs=modelldaten.iloc[0,0],last_obs=modelldaten.iloc[-1,0],options={'maxiter':4000},disp='off')
    forecast=ar_egarch_fit.forecast().mean.iloc[-1,0]
    return(forecast)