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Means that Time series preprocess panel is configured incorrectly. This error will happen if Window size is set to exactly m observastions but actually preprocess module can't dedicate so many observations to model learning. Please configure GMDH Shell so that the number of data rows in your data file will not be less than the sum of [Window size] + [Forecast horizon * Perform simulations] + [Hold-out observations] + [the largest Lag applied to Input variables using Transformations].
This message indicates that unknown critical error occurred and GMDH Shell was unable to handle it. Please let us know if this error will ever happen to let us fix a problem that causes it.