model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff elastic_net,naive_rw,crps,5,-2.3810502525940708e-05,-2.5966128945959655e-05,-2.1703845996427513e-05,-33.188947888223716,0.0,240,986468,-0.028798421042218626 elastic_net,naive_rw,crps,15,-6.048869607640726e-05,-6.391002868147789e-05,-5.720400866773138e-05,-58.15367995841043,0.0,240,986468,-0.04345697955915218 elastic_net,naive_rw,crps,30,-8.750314858796392e-05,-9.27152460002638e-05,-8.264751242708004e-05,-46.11385275098459,0.0,480,986468,-0.04557001324659695 elastic_net,naive_rw,crps,60,-0.0001287990073632327,-0.0001370455162377246,-0.00012045950283131107,-36.240642896798875,0.0,960,986468,-0.04885898748624287 ewma,naive_rw,crps,5,-3.0153336535020416e-05,-3.178085196529713e-05,-2.8621022129690403e-05,-57.24230203169707,0.0,240,986468,-0.036469977079113494 ewma,naive_rw,crps,15,-5.141107431201579e-05,-5.4306554597902424e-05,-4.869537553252841e-05,-53.41639244190979,0.0,240,986468,-0.036935330903301276 ewma,naive_rw,crps,30,-6.920795849026222e-05,-7.34559891745189e-05,-6.48981781280047e-05,-37.30127082609757,0.0,480,986468,-0.03604221832087295 ewma,naive_rw,crps,60,-9.136029739731022e-05,-9.826666444685654e-05,-8.432500464225617e-05,-25.509257694984463,0.0,960,986468,-0.03465687910688703 garch_t,naive_rw,crps,5,-2.9741950030705992e-05,-3.142304966779073e-05,-2.8179236108131275e-05,-57.076563683013305,0.0,240,986468,-0.03597241169806259 garch_t,naive_rw,crps,15,-5.246064413866255e-05,-5.529298854269517e-05,-4.9704181108621546e-05,-55.96736834426924,0.0,240,986468,-0.03768937483978946 garch_t,naive_rw,crps,30,-7.099039871577411e-05,-7.534182742403892e-05,-6.69417059519064e-05,-40.48724643507339,0.0,480,986468,-0.03697048005771995 garch_t,naive_rw,crps,60,-8.962832702936408e-05,-9.635616128411167e-05,-8.313602444296788e-05,-27.887439136776926,0.0,960,986468,-0.03399986846475237 har_rv,naive_rw,crps,5,-1.8105361379629807e-05,-1.95766470547897e-05,-1.6696070203792436e-05,-35.70785792442052,0.0,240,986468,-0.021898144298468716 har_rv,naive_rw,crps,15,-6.066954377558714e-05,-6.385017186364713e-05,-5.770459181399002e-05,-64.07488101137247,0.0,240,986468,-0.04358690622770943 har_rv,naive_rw,crps,30,-8.752003770846667e-05,-9.250181040897523e-05,-8.279171329509318e-05,-47.44787704843117,0.0,480,986468,-0.04557880878661412 har_rv,naive_rw,crps,60,-0.0001289207042552709,-0.00013689518886392122,-0.00012053737586200801,-36.57552720943935,0.0,960,986468,-0.04890515233678741 lightgbm,naive_rw,crps,5,-2.380429833099204e-05,-2.5899712001975072e-05,-2.1844721265425315e-05,-33.416793917933916,0.0,240,986468,-0.028790917167902445 lightgbm,naive_rw,crps,15,-5.731967600175195e-05,-6.0911001350918306e-05,-5.397562724652735e-05,-51.108487904121525,0.0,240,986468,-0.04118025598037176 lightgbm,naive_rw,crps,30,-8.752151251874042e-05,-9.245827348881361e-05,-8.281394912736983e-05,-47.40391362227146,0.0,480,986468,-0.04557957684039042 lightgbm,naive_rw,crps,60,-0.00012782742941847073,-0.00013570432191084805,-0.00012003328689341337,-37.61335776535974,0.0,960,986468,-0.04849042630229554 mlp,naive_rw,crps,5,-3.259492708062809e-05,-3.409167292710779e-05,-3.112176010418481e-05,-71.57370731863507,0.0,240,986468,-0.03942304169706961 mlp,naive_rw,crps,15,-5.4654736926708494e-05,-5.7494351699575925e-05,-5.210724967473386e-05,-68.55136854955263,0.0,240,986468,-0.03926568002779607 mlp,naive_rw,crps,30,-7.56201886687918e-05,-7.959930480798572e-05,-7.184607561262108e-05,-51.522210265493854,0.0,480,986468,-0.039381588605155664 mlp,naive_rw,crps,60,-0.00010725296178560104,-0.00011341854526722241,-0.00010092634735117064,-38.70326349621259,0.0,960,986468,-0.040685648321549625 mrpt_base,naive_rw,crps,5,-3.3407318486021586e-05,-3.4992325420340516e-05,-3.190765161984529e-05,-69.52377880889073,0.0,240,986468,-0.040405616076510484 mrpt_base,naive_rw,crps,15,-5.628175786844229e-05,-5.91068691002214e-05,-5.352554873753628e-05,-67.15685955279784,0.0,240,986468,-0.04043458298642367 mrpt_base,naive_rw,crps,30,-7.800085514109282e-05,-8.21370540717926e-05,-7.379783487877654e-05,-51.328184755422164,0.0,480,986468,-0.040621395451299364 mrpt_base,naive_rw,crps,60,-0.00011147012610636386,-0.00011809558544298603,-0.00010486101085576217,-39.84874397225849,0.0,960,986468,-0.04228539961617334 mrpt_small_1m_only,naive_rw,crps,5,-3.32072811946344e-05,-3.477115533587494e-05,-3.1747221966783115e-05,-69.24656673326126,0.0,240,986468,-0.04016367417985219 mrpt_small_1m_only,naive_rw,crps,15,-5.561971752536651e-05,-5.844771374059258e-05,-5.294009897095694e-05,-66.9443985223375,0.0,240,986468,-0.03995895240546294 mrpt_small_1m_only,naive_rw,crps,30,-7.689588803293124e-05,-8.10390314420648e-05,-7.285629377687244e-05,-50.44595237689976,0.0,480,986468,-0.04004594912086979 mrpt_small_1m_only,naive_rw,crps,60,-0.00010998915363146902,-0.00011687651590900938,-0.00010335593031336447,-39.56696198961948,0.0,960,986468,-0.0417236032397906 mrpt_small,naive_rw,crps,5,-3.351610346344088e-05,-3.509090385936232e-05,-3.2003114210443306e-05,-69.28686608128312,0.0,240,986468,-0.04053718976250791 mrpt_small,naive_rw,crps,15,-5.611760364005155e-05,-5.897484305150816e-05,-5.330905122029287e-05,-67.00886712389826,0.0,240,986468,-0.04031664943171927 mrpt_small,naive_rw,crps,30,-7.782086263337596e-05,-8.209963038237757e-05,-7.36652296030877e-05,-50.63069048667228,0.0,480,986468,-0.04052765869904181 mrpt_small,naive_rw,crps,60,-0.00011255948406858372,-0.00011923804753544924,-0.00010558345626871284,-39.685714905669585,0.0,960,986468,-0.042698639812148116 ridge,naive_rw,crps,5,-2.384612418569431e-05,-2.5963779079852557e-05,-2.1723877393623452e-05,-33.232345960980794,0.0,240,986468,-0.02884150486855489 ridge,naive_rw,crps,15,-6.056529768453456e-05,-6.399348337484564e-05,-5.730578053173027e-05,-58.34078665721812,0.0,240,986468,-0.04351201256092794 ridge,naive_rw,crps,30,-8.7338659399627e-05,-9.254178261607521e-05,-8.240764790596136e-05,-45.93561293890445,0.0,480,986468,-0.04548435033489155 ridge,naive_rw,crps,60,-0.00012880106347515068,-0.00013697064162913658,-0.00012048629945758161,-36.225134690953446,0.0,960,986468,-0.048859767457676874 seasonal_vol,naive_rw,crps,5,-2.3907885282545737e-05,-2.558542006436463e-05,-2.229839798812497e-05,-48.76305384889867,0.0,240,986468,-0.028916203924957373 seasonal_vol,naive_rw,crps,15,-4.30476164737567e-05,-4.5798825922623924e-05,-4.029906213878477e-05,-49.91326904989189,0.0,240,986468,-0.030926760047980513 seasonal_vol,naive_rw,crps,30,-6.186223022997522e-05,-6.625925314949964e-05,-5.768787383136301e-05,-39.318604676264314,0.0,480,986468,-0.0322166995877879 seasonal_vol,naive_rw,crps,60,-9.06487313909072e-05,-9.783218221149399e-05,-8.375103121552853e-05,-30.72417827674907,0.0,960,986468,-0.03438695160267549 tcn,naive_rw,crps,5,-3.250302564936064e-05,-3.4034911852698505e-05,-3.105545754547857e-05,-69.15475696824292,0.0,240,986468,-0.03931188838944247 tcn,naive_rw,crps,15,-5.217803865532083e-05,-5.499877801877918e-05,-4.954962496314704e-05,-65.06619458931544,0.0,240,986468,-0.03748634218229305 tcn,naive_rw,crps,30,-7.066839075232266e-05,-7.461035053403342e-05,-6.683922957554536e-05,-48.717473027671026,0.0,480,986468,-0.03680278429594697 tcn,naive_rw,crps,60,-9.835456873390313e-05,-0.0001046922160634795,-9.196558326654599e-05,-37.3377378551262,0.0,960,986468,-0.037310106198507706