model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff
elastic_net,naive_rw,wis,5,-2.1116012619474238e-05,-2.3199106529440128e-05,-1.9030946109977633e-05,-29.831206073658514,0.0,240,986468,-0.02829941968562388
elastic_net,naive_rw,wis,15,-5.645203628268558e-05,-5.970403081564877e-05,-5.3260519159549946e-05,-56.483232572443164,0.0,240,986468,-0.044948242695295446
elastic_net,naive_rw,wis,30,-8.13090326786684e-05,-8.621105562286239e-05,-7.665434076469388e-05,-44.90031366145442,0.0,480,986468,-0.046932163258427556
elastic_net,naive_rw,wis,60,-0.00011930107306250594,-0.00012711672183975928,-0.0001111054607214452,-35.00820886968378,0.0,960,986468,-0.05015358320010988
ewma,naive_rw,wis,5,-2.796725263586676e-05,-2.9485265627747615e-05,-2.6493379650781124e-05,-54.478606072266835,0.0,240,986468,-0.037481367058207905
ewma,naive_rw,wis,15,-4.704864071217601e-05,-4.9806302857649485e-05,-4.445617178148345e-05,-50.40852718615188,0.0,240,986468,-0.03746107067998293
ewma,naive_rw,wis,30,-6.241793953245374e-05,-6.63780847160013e-05,-5.83734779788644e-05,-34.828776206675634,0.0,480,986468,-0.03602808730942283
ewma,naive_rw,wis,60,-8.09211980517845e-05,-8.731144183235829e-05,-7.415514249201357e-05,-23.32132380050581,0.0,960,986468,-0.034018872881523554
garch_t,naive_rw,wis,5,-2.729667295968087e-05,-2.891015053644699e-05,-2.57906924536471e-05,-54.14629380850379,0.0,240,986468,-0.036582664446544726
garch_t,naive_rw,wis,15,-4.76481332595311e-05,-5.029343246626994e-05,-4.49667071262504e-05,-52.83053720878163,0.0,240,986468,-0.03793839866116688
garch_t,naive_rw,wis,30,-6.355806870799787e-05,-6.762961461434088e-05,-5.968313488217687e-05,-37.69899263770403,0.0,480,986468,-0.03668617813696715
garch_t,naive_rw,wis,60,-7.836811555313963e-05,-8.465618779923245e-05,-7.227235817783581e-05,-25.25634627397217,0.0,960,986468,-0.032945569580676945
har_rv,naive_rw,wis,5,-1.4955617177638482e-05,-1.6407536295443706e-05,-1.3605404444473491e-05,-29.65777309440071,0.0,240,986468,-0.020043333691569614
har_rv,naive_rw,wis,15,-5.642518672556179e-05,-5.934862957168513e-05,-5.367437324844933e-05,-62.70701740858918,0.0,240,986468,-0.04492686453979689
har_rv,naive_rw,wis,30,-8.088828023594346e-05,-8.558255621467386e-05,-7.640610812245127e-05,-46.40589974805485,0.0,480,986468,-0.046689301897483965
har_rv,naive_rw,wis,60,-0.000118801514721506,-0.0001263885764995692,-0.00011077852087482935,-35.476607083143286,0.0,960,986468,-0.049943571335375664
lightgbm,naive_rw,wis,5,-2.083815087187162e-05,-2.2867111072059133e-05,-1.891106413115896e-05,-30.10398149823219,0.0,240,986468,-0.02792703279839805
lightgbm,naive_rw,wis,15,-5.351484406853601e-05,-5.688470080558054e-05,-5.0333376702367786e-05,-50.46584189049096,0.0,240,986468,-0.042609591387427224
lightgbm,naive_rw,wis,30,-8.179209622918824e-05,-8.651028316341224e-05,-7.728753035354875e-05,-46.82456071886501,0.0,480,986468,-0.047210991042627
lightgbm,naive_rw,wis,60,-0.00011921175395573413,-0.00012660255118919595,-0.0001118184096231609,-36.90181123983249,0.0,960,986468,-0.05011603388778733
mlp,naive_rw,wis,5,-3.109481459591672e-05,-3.257292091130354e-05,-2.9673594089163598e-05,-71.47257658499882,0.0,240,986468,-0.04167288702436949
mlp,naive_rw,wis,15,-5.2174246515959906e-05,-5.4794632057825225e-05,-4.9716323333953534e-05,-68.4543716414982,0.0,240,986468,-0.04154218074792136
mlp,naive_rw,wis,30,-7.196607079878809e-05,-7.575377676489998e-05,-6.832204401301307e-05,-51.336874740361154,0.0,480,986468,-0.041539337912728354
mlp,naive_rw,wis,60,-0.00010190111355337043,-0.00010789136389144181,-9.566833539519768e-05,-38.06498018912571,0.0,960,986468,-0.042838725969423036
mrpt_base,naive_rw,wis,5,-3.196365314402869e-05,-3.344398989631549e-05,-3.0496132735364913e-05,-68.84411845738482,0.0,240,986468,-0.042837293731031185
mrpt_base,naive_rw,wis,15,-5.378231647786089e-05,-5.643294128658059e-05,-5.112945248037851e-05,-66.69880586467323,0.0,240,986468,-0.042822558280391505
mrpt_base,naive_rw,wis,30,-7.424926938497367e-05,-7.819642721869278e-05,-7.023248563529252e-05,-51.01968934363639,0.0,480,986468,-0.04285721669283571
mrpt_base,naive_rw,wis,60,-0.00010572859842360947,-0.00011206708535113365,-9.925822770960543e-05,-39.26334485305,0.0,960,986468,-0.04444778174703637
mrpt_small_1m_only,naive_rw,wis,5,-3.176294285972989e-05,-3.324776684443993e-05,-3.0303477112736476e-05,-68.39864075201393,0.0,240,986468,-0.042568304283404405
mrpt_small_1m_only,naive_rw,wis,15,-5.312775353014029e-05,-5.5840573863344574e-05,-5.0574362209888047e-05,-66.34010152122522,0.0,240,986468,-0.04230138214272015
mrpt_small_1m_only,naive_rw,wis,30,-7.313726314824267e-05,-7.700280860744812e-05,-6.923166400556217e-05,-50.047828781280046,0.0,480,986468,-0.04221535862950223
mrpt_small_1m_only,naive_rw,wis,60,-0.00010424252026227222,-0.0001108285846418383,-9.790574006942571e-05,-38.84183252099051,0.0,960,986468,-0.04382304181139938
mrpt_small,naive_rw,wis,5,-3.209449904675769e-05,-3.361250467788493e-05,-3.0598535227397675e-05,-68.42646685601292,0.0,240,986468,-0.04301265179612617
mrpt_small,naive_rw,wis,15,-5.370876387455318e-05,-5.642624465820695e-05,-5.1035371728663484e-05,-66.60022437396746,0.0,240,986468,-0.04276399422350274
mrpt_small,naive_rw,wis,30,-7.417935188570643e-05,-7.830042224426077e-05,-7.018335519798682e-05,-50.4045885290602,0.0,480,986468,-0.0428168598052658
mrpt_small,naive_rw,wis,60,-0.00010694199881978111,-0.00011342274439771986,-0.00010015511500903109,-39.211962906046594,0.0,960,986468,-0.04495788929395303
ridge,naive_rw,wis,5,-2.114743689623251e-05,-2.323635363461541e-05,-1.903561045841717e-05,-29.88161866617714,0.0,240,986468,-0.028341534113774932
ridge,naive_rw,wis,15,-5.6533921740334214e-05,-5.9771150662098914e-05,-5.334307426953688e-05,-56.67532696783048,0.0,240,986468,-0.045013441537816834
ridge,naive_rw,wis,30,-8.109564082576197e-05,-8.591767439125909e-05,-7.639805501852763e-05,-44.668606598066795,0.0,480,986468,-0.046808991933561334
ridge,naive_rw,wis,60,-0.0001193380262683732,-0.0001272373928680495,-0.00011124508362023982,-35.00926811253189,0.0,960,986468,-0.050169118145751174
seasonal_vol,naive_rw,wis,5,-2.2379732745039622e-05,-2.401591432835747e-05,-2.0796219511419453e-05,-46.42231401286675,0.0,240,986468,-0.02999304181225408
seasonal_vol,naive_rw,wis,15,-4.024260833393787e-05,-4.288741230164927e-05,-3.7615372077247097e-05,-47.78656771235647,0.0,240,986468,-0.03204197129449424
seasonal_vol,naive_rw,wis,30,-5.7664307846772666e-05,-6.182345932877145e-05,-5.357586546560631e-05,-37.78438915002287,0.0,480,986468,-0.03328425663043175
seasonal_vol,naive_rw,wis,60,-8.409062511910129e-05,-9.099089318615566e-05,-7.716459018856633e-05,-29.05677101777989,0.0,960,986468,-0.03535128440169545
tcn,naive_rw,wis,5,-3.101721184304209e-05,-3.249897605502292e-05,-2.9603634936966317e-05,-68.35509227726682,0.0,240,986468,-0.04156888477205347
tcn,naive_rw,wis,15,-4.9757061162784837e-05,-5.242201758374997e-05,-4.724484691136947e-05,-64.47927374007894,0.0,240,986468,-0.03961756932469534
tcn,naive_rw,wis,30,-6.715850604900908e-05,-7.086543677251756e-05,-6.339255519307935e-05,-48.39658492686425,0.0,480,986468,-0.038764376678055046
tcn,naive_rw,wis,60,-9.317693128962451e-05,-9.919077089205886e-05,-8.704320717585559e-05,-36.811315793214874,0.0,960,986468,-0.039171122738491014