model,h,tau,share_below dsgfn,1,0.05,0.15448361162646876 dsgfn,1,0.25,0.4432900432900433 dsgfn,1,0.5,0.6268398268398269 dsgfn,1,0.75,0.7742733457019171 dsgfn,1,0.95,0.933704390847248 rw_drift,6,0.05,0.07134693877551021 rw_drift,6,0.25,0.3743673469387755 rw_drift,6,0.5,0.6566530612244897 rw_drift,6,0.75,0.8659591836734694 rw_drift,6,0.95,0.9825306122448979 qrefa,6,0.05,0.14220408163265305 qrefa,6,0.25,0.4737959183673469 qrefa,6,0.5,0.7000816326530612 qrefa,6,0.75,0.8413061224489796 qrefa,6,0.95,0.9604897959183674 seasonal_naive,12,0.05,0.11711145996860282 seasonal_naive,12,0.25,0.6291993720565149 seasonal_naive,12,0.5,0.8295133437990581 seasonal_naive,12,0.75,0.9309262166405023 seasonal_naive,12,0.95,0.9858712715855573 local_linear_trend,12,0.05,0.031711145996860285 local_linear_trend,12,0.25,0.28414442700156983 local_linear_trend,12,0.5,0.6043956043956044 local_linear_trend,12,0.75,0.8640502354788069 local_linear_trend,12,0.95,0.9808477237048666 qrefa,12,0.05,0.45965463108320254 qrefa,12,0.25,0.7456828885400314 qrefa,12,0.5,0.8671899529042386 qrefa,12,0.75,0.9346938775510204 qrefa,12,0.95,0.9726844583987441 tcn,6,0.05,0.16424489795918368 tcn,6,0.25,0.52 tcn,6,0.5,0.7126530612244898 tcn,6,0.75,0.8199183673469388 tcn,6,0.95,0.913469387755102 momentum,3,0.05,0.03949967083607637 momentum,3,0.25,0.23673469387755103 momentum,3,0.5,0.4795260039499671 momentum,3,0.75,0.7524687294272547 momentum,3,0.95,0.9627386438446346 qrefa,3,0.05,0.11994733377221857 qrefa,3,0.25,0.423963133640553 qrefa,3,0.5,0.6556945358788677 qrefa,3,0.75,0.8446346280447663 qrefa,3,0.95,0.9684002633311389 gru,6,0.05,0.1046530612244898 gru,6,0.25,0.44179591836734694 gru,6,0.5,0.6742857142857143 gru,6,0.75,0.8055510204081633 gru,6,0.95,0.9133061224489796 ar2_cell,1,0.05,0.04465058750773036 ar2_cell,1,0.25,0.2649350649350649 ar2_cell,1,0.5,0.5099567099567099 ar2_cell,1,0.75,0.7574520717377861 ar2_cell,1,0.95,0.9536178107606679 ar2_cell,3,0.05,0.04331797235023042 ar2_cell,3,0.25,0.2371296905859118 ar2_cell,3,0.5,0.48834759710335746 ar2_cell,3,0.75,0.7579986833443054 ar2_cell,3,0.95,0.9640552995391705 rw_drift,12,0.05,0.11711145996860282 rw_drift,12,0.25,0.6291993720565149 rw_drift,12,0.5,0.8295133437990581 rw_drift,12,0.75,0.9309262166405023 rw_drift,12,0.95,0.9858712715855573 qrefa,1,0.05,0.09548546691403834 qrefa,1,0.25,0.3358070500927644 qrefa,1,0.5,0.577365491651206 qrefa,1,0.75,0.7709338280766852 qrefa,1,0.95,0.9500309214594929 local_linear_trend,6,0.05,0.03183673469387755 local_linear_trend,6,0.25,0.24979591836734694 local_linear_trend,6,0.5,0.5670204081632653 local_linear_trend,6,0.75,0.8355918367346938 local_linear_trend,6,0.95,0.9800816326530613 ridge_panel,1,0.05,0.05640074211502783 ridge_panel,1,0.25,0.3435992578849722 ridge_panel,1,0.5,0.6027210884353742 ridge_panel,1,0.75,0.7898577612863327 ridge_panel,1,0.95,0.953865182436611 rw_drift,3,0.05,0.05766951942067149 rw_drift,3,0.25,0.2976958525345622 rw_drift,3,0.5,0.5684002633311389 rw_drift,3,0.75,0.8034233048057933 rw_drift,3,0.95,0.9748518762343648 qanss,3,0.05,0.017116524028966424 qanss,3,0.25,0.15470704410796576 qanss,3,0.5,0.46346280447662935 qanss,3,0.75,0.8313364055299539 qanss,3,0.95,0.9847267939433838 lstm,12,0.05,0.343171114599686 lstm,12,0.25,0.7167974882260597 lstm,12,0.5,0.8558869701726844 lstm,12,0.75,0.9588697017268446 lstm,12,0.95,0.9802197802197802 mean_growth,3,0.05,0.050032916392363395 mean_growth,3,0.25,0.25385121790651743 mean_growth,3,0.5,0.5008558262014483 mean_growth,3,0.75,0.7583936800526663 mean_growth,3,0.95,0.9560236998025017 momentum,1,0.05,0.043042671614100185 momentum,1,0.25,0.2561533704390847 momentum,1,0.5,0.5098330241187384 momentum,1,0.75,0.7605442176870748 momentum,1,0.95,0.9583178726035869 bhpf,1,0.05,0.05615337043908473 bhpf,1,0.25,0.2504638218923933 bhpf,1,0.5,0.5959183673469388 bhpf,1,0.75,0.8368583797155226 bhpf,1,0.95,0.9605442176870749 mean_growth,6,0.05,0.045224489795918366 mean_growth,6,0.25,0.27591836734693875 mean_growth,6,0.5,0.5578775510204081 mean_growth,6,0.75,0.7941224489795918 mean_growth,6,0.95,0.9688163265306122 gru,3,0.05,0.12086899275839368 gru,3,0.25,0.41382488479262675 gru,3,0.5,0.6117182356813693 gru,3,0.75,0.7747202106649111 gru,3,0.95,0.9306122448979591 momentum,6,0.05,0.04212244897959184 momentum,6,0.25,0.2553469387755102 momentum,6,0.5,0.5106938775510204 momentum,6,0.75,0.7768163265306123 momentum,6,0.95,0.9707755102040816 seasonal_naive,1,0.05,0.04625850340136054 seasonal_naive,1,0.25,0.2664192949907236 seasonal_naive,1,0.5,0.535064935064935 seasonal_naive,1,0.75,0.7752628324056895 seasonal_naive,1,0.95,0.956091527520099 mlp_panel,12,0.05,0.6351648351648351 mlp_panel,12,0.25,0.921193092621664 mlp_panel,12,0.5,0.9701726844583988 mlp_panel,12,0.75,0.9902668759811617 mlp_panel,12,0.95,0.9974882260596546 ar2_cell,12,0.05,0.07566718995290424 ar2_cell,12,0.25,0.3315541601255887 ar2_cell,12,0.5,0.5711145996860283 ar2_cell,12,0.75,0.7959183673469388 ar2_cell,12,0.95,0.9616954474097331 local_linear_trend,1,0.05,0.046753246753246755 local_linear_trend,1,0.25,0.2586270871985158 local_linear_trend,1,0.5,0.527643784786642 local_linear_trend,1,0.75,0.7860235003092146 local_linear_trend,1,0.95,0.9586889301175016 bhpf,3,0.05,0.06872942725477288 bhpf,3,0.25,0.3479921000658328 bhpf,3,0.5,0.6647794601711653 bhpf,3,0.75,0.8758393680052666 bhpf,3,0.95,0.969980250164582 lstm,1,0.05,0.1552257266542981 lstm,1,0.25,0.3971552257266543 lstm,1,0.5,0.5512677798392084 lstm,1,0.75,0.6963512677798392 lstm,1,0.95,0.843661100803958 tcn,12,0.05,0.2693877551020408 tcn,12,0.25,0.7620094191522763 tcn,12,0.5,0.8926216640502355 tcn,12,0.75,0.9604395604395605 tcn,12,0.95,0.9883830455259026 no_change,3,0.05,0.044502962475312706 no_change,3,0.25,0.2455562870309414 no_change,3,0.5,0.49387755102040815 no_change,3,0.75,0.7628703094140882 no_change,3,0.95,0.9636603028308097 gru,1,0.05,0.14867037724180582 gru,1,0.25,0.37105751391465674 gru,1,0.5,0.5303648732220161 gru,1,0.75,0.6931354359925789 gru,1,0.95,0.8520717377860235 gru,12,0.05,0.22543171114599686 gru,12,0.25,0.7416012558869701 gru,12,0.5,0.8885400313971743 gru,12,0.75,0.9620094191522763 gru,12,0.95,0.9896389324960754 ar2_cell,6,0.05,0.0393469387755102 ar2_cell,6,0.25,0.26481632653061227 ar2_cell,6,0.5,0.5258775510204081 ar2_cell,6,0.75,0.7818775510204081 ar2_cell,6,0.95,0.9714285714285714 tcn,1,0.05,0.1614100185528757 tcn,1,0.25,0.3586889301175015 tcn,1,0.5,0.5094619666048238 tcn,1,0.75,0.6603586889301175 tcn,1,0.95,0.8549165120593692 lightgbm_panel,6,0.05,0.15836734693877552 lightgbm_panel,6,0.25,0.4406530612244898 lightgbm_panel,6,0.5,0.6052244897959184 lightgbm_panel,6,0.75,0.7466122448979592 lightgbm_panel,6,0.95,0.896 lstm,3,0.05,0.18841342988808427 lstm,3,0.25,0.4699144173798552 lstm,3,0.5,0.6372613561553654 lstm,3,0.75,0.7826201448321264 lstm,3,0.95,0.9074391046741277 mlp_panel,6,0.05,0.27118367346938776 mlp_panel,6,0.25,0.5312653061224489 mlp_panel,6,0.5,0.7128163265306122 mlp_panel,6,0.75,0.8137142857142857 mlp_panel,6,0.95,0.9049795918367347 raref,3,0.05,0.0901909150757077 raref,3,0.25,0.4119815668202765 raref,3,0.5,0.6558262014483213 raref,3,0.75,0.8293614219881501 raref,3,0.95,0.976036866359447 mlp_panel,1,0.05,0.15955473098330242 mlp_panel,1,0.25,0.3882498453927025 mlp_panel,1,0.5,0.5609152752009895 mlp_panel,1,0.75,0.7076066790352504 mlp_panel,1,0.95,0.878169449598021 lstm,6,0.05,0.15983673469387755 lstm,6,0.25,0.4257959183673469 lstm,6,0.5,0.6202448979591837 lstm,6,0.75,0.7823673469387755 lstm,6,0.95,0.8775510204081632 no_change,1,0.05,0.04440321583178726 no_change,1,0.25,0.2612244897959184 no_change,1,0.5,0.5151515151515151 no_change,1,0.75,0.7675943104514533 no_change,1,0.95,0.9572047000618429 dsgfn,3,0.05,0.19947333772218565 dsgfn,3,0.25,0.47518104015799867 dsgfn,3,0.5,0.6736010533245557 dsgfn,3,0.75,0.8169848584595129 dsgfn,3,0.95,0.9289005924950625 bhpf,12,0.05,0.4640502354788069 bhpf,12,0.25,0.759497645211931 bhpf,12,0.5,0.858712715855573 bhpf,12,0.75,0.9287284144427002 bhpf,12,0.95,0.9673469387755103 qanss,6,0.05,0.017142857142857144 qanss,6,0.25,0.144 qanss,6,0.5,0.42612244897959184 qanss,6,0.75,0.7634285714285715 qanss,6,0.95,0.9706122448979592 raref,1,0.05,0.060482374768089056 raref,1,0.25,0.36277056277056274 raref,1,0.5,0.6160791589363018 raref,1,0.75,0.8085343228200371 raref,1,0.95,0.95856524427953 tcn,3,0.05,0.17116524028966426 tcn,3,0.25,0.4551678736010533 tcn,3,0.5,0.6201448321263989 tcn,3,0.75,0.7346938775510204 tcn,3,0.95,0.8858459512837393 ridge_panel,3,0.05,0.07834101382488479 ridge_panel,3,0.25,0.4131665569453588 ridge_panel,3,0.5,0.6516129032258065 ridge_panel,3,0.75,0.8338380513495721 ridge_panel,3,0.95,0.9741935483870968 tft_lite,12,0.05,0.37331240188383047 tft_lite,12,0.25,0.598116169544741 tft_lite,12,0.5,0.7434850863422292 tft_lite,12,0.75,0.8455259026687598 tft_lite,12,0.95,0.9368916797488226 momentum,12,0.05,0.07346938775510205 momentum,12,0.25,0.34097331240188383 momentum,12,0.5,0.5808477237048666 momentum,12,0.75,0.792778649921507 momentum,12,0.95,0.9626373626373627 qanss,12,0.05,0.03108320251177394 qanss,12,0.25,0.23296703296703297 qanss,12,0.5,0.5444270015698587 qanss,12,0.75,0.7682888540031397 qanss,12,0.95,0.9591836734693877 mean_growth,12,0.05,0.11773940345368916 mean_growth,12,0.25,0.3990580847723705 mean_growth,12,0.5,0.5912087912087912 mean_growth,12,0.75,0.7500784929356358 mean_growth,12,0.95,0.9161695447409733 qanss,1,0.05,0.011626468769325913 qanss,1,0.25,0.11935683364254793 qanss,1,0.5,0.4795299938157081 qanss,1,0.75,0.8711193568336425 qanss,1,0.95,0.9882498453927026 tft_lite,3,0.05,0.14193548387096774 tft_lite,3,0.25,0.39855167873601055 tft_lite,3,0.5,0.5673469387755102 tft_lite,3,0.75,0.710862409479921 tft_lite,3,0.95,0.8703094140882159 seasonal_naive,6,0.05,0.05551020408163265 seasonal_naive,6,0.25,0.3586938775510204 seasonal_naive,6,0.5,0.678530612244898 seasonal_naive,6,0.75,0.8821224489795918 seasonal_naive,6,0.95,0.9774693877551021 ridge_panel,6,0.05,0.11885714285714286 ridge_panel,6,0.25,0.5044897959183674 ridge_panel,6,0.5,0.7154285714285714 ridge_panel,6,0.75,0.8408163265306122 ridge_panel,6,0.95,0.9529795918367346 no_change,6,0.05,0.03836734693877551 no_change,6,0.25,0.2558367346938776 no_change,6,0.5,0.5446530612244898 no_change,6,0.75,0.8045714285714286 no_change,6,0.95,0.9750204081632653 no_change,12,0.05,0.07912087912087912 no_change,12,0.25,0.3478806907378336 no_change,12,0.5,0.5808477237048666 no_change,12,0.75,0.7978021978021979 no_change,12,0.95,0.9620094191522763 dsgfn,6,0.05,0.24522448979591838 dsgfn,6,0.25,0.5373061224489796 dsgfn,6,0.5,0.7422040816326531 dsgfn,6,0.75,0.8726530612244898 dsgfn,6,0.95,0.963265306122449 lightgbm_panel,3,0.05,0.11823568136932192 lightgbm_panel,3,0.25,0.3400921658986175 lightgbm_panel,3,0.5,0.5252139565503621 lightgbm_panel,3,0.75,0.6820276497695853 lightgbm_panel,3,0.95,0.8808426596445029 lightgbm_panel,12,0.05,0.2599686028257457 lightgbm_panel,12,0.25,0.5676609105180533 lightgbm_panel,12,0.5,0.7186813186813187 lightgbm_panel,12,0.75,0.8213500784929356 lightgbm_panel,12,0.95,0.9224489795918367 tft_lite,1,0.05,0.15967841682127396 tft_lite,1,0.25,0.3767470624613482 tft_lite,1,0.5,0.5523809523809524 tft_lite,1,0.75,0.6935064935064935 tft_lite,1,0.95,0.8481137909709339 raref,6,0.05,0.11787755102040816 raref,6,0.25,0.488 raref,6,0.5,0.7103673469387755 raref,6,0.75,0.8409795918367347 raref,6,0.95,0.9531428571428572 rw_drift,1,0.05,0.04638218923933209 rw_drift,1,0.25,0.27804576376004947 rw_drift,1,0.5,0.5452071737786024 rw_drift,1,0.75,0.7888682745825603 rw_drift,1,0.95,0.9641311069882499 bhpf,6,0.05,0.12457142857142857 bhpf,6,0.25,0.4336326530612245 bhpf,6,0.5,0.6901224489795919 bhpf,6,0.75,0.8448979591836735 bhpf,6,0.95,0.9513469387755102 dsgfn,12,0.05,0.5356357927786499 dsgfn,12,0.25,0.78712715855573 dsgfn,12,0.5,0.8976452119309262 dsgfn,12,0.75,0.9513343799058085 dsgfn,12,0.95,0.9808477237048666 lightgbm_panel,1,0.05,0.11020408163265306 lightgbm_panel,1,0.25,0.31440940012368584 lightgbm_panel,1,0.5,0.49004329004329006 lightgbm_panel,1,0.75,0.6589981447124305 lightgbm_panel,1,0.95,0.8779220779220779 seasonal_naive,3,0.05,0.04990125082290981 seasonal_naive,3,0.25,0.2608294930875576 seasonal_naive,3,0.5,0.5815668202764976 seasonal_naive,3,0.75,0.8238314680710994 seasonal_naive,3,0.95,0.9673469387755103 local_linear_trend,3,0.05,0.04845292955892034 local_linear_trend,3,0.25,0.25055957867017775 local_linear_trend,3,0.5,0.5296905859117841 local_linear_trend,3,0.75,0.797761685319289 local_linear_trend,3,0.95,0.9644502962475313 raref,12,0.05,0.4932496075353218 raref,12,0.25,0.8172684458398745 raref,12,0.5,0.915541601255887 raref,12,0.75,0.9616954474097331 raref,12,0.95,0.9930926216640502 tft_lite,6,0.05,0.24979591836734694 tft_lite,6,0.25,0.5631020408163265 tft_lite,6,0.5,0.718530612244898 tft_lite,6,0.75,0.8285714285714286 tft_lite,6,0.95,0.9296326530612244 mlp_panel,3,0.05,0.21909150757077026 mlp_panel,3,0.25,0.5206056616194865 mlp_panel,3,0.5,0.6749177090190915 mlp_panel,3,0.75,0.808953258722844 mlp_panel,3,0.95,0.9452271231073074 mean_growth,1,0.05,0.04613481756338899 mean_growth,1,0.25,0.2623376623376623 mean_growth,1,0.5,0.5181199752628324 mean_growth,1,0.75,0.7703153988868274 mean_growth,1,0.95,0.9558441558441558 ridge_panel,12,0.05,0.5152276295133438 ridge_panel,12,0.25,0.8345368916797489 ridge_panel,12,0.5,0.9259026687598116 ridge_panel,12,0.75,0.9664050235478807 ridge_panel,12,0.95,0.9934065934065934