model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff
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
mrpt_small_1m_5m,naive_rw,crps,5,-3.303419414289961e-05,-3.465341484227722e-05,-3.148468252710012e-05,-65.78648670781847,0.0,240,986468,-0.03995432816594995
mrpt_small_1m_5m,naive_rw,crps,15,-5.587711065564174e-05,-5.872861487272204e-05,-5.310628682717907e-05,-63.82900012796764,0.0,240,986468,-0.040143871716451354
mrpt_small_1m_5m,naive_rw,crps,30,-7.767251545127305e-05,-8.19947159118078e-05,-7.337610349110437e-05,-48.40776636382026,0.0,480,986468,-0.04045040224413003
mrpt_small_1m_5m,naive_rw,crps,60,-0.00011188378839498126,-0.00011861306254252096,-0.00010487052178044611,-38.20291182603136,0.0,960,986468,-0.0424423194635918
mrpt_small_1m_only_b4k,naive_rw,crps,5,-3.290531684205012e-05,-3.448869869122051e-05,-3.1353832101140415e-05,-66.26878702967498,0.0,240,986468,-0.039798453136911625
mrpt_small_1m_only_b4k,naive_rw,crps,15,-5.538240134842514e-05,-5.829624780784192e-05,-5.257398974512397e-05,-63.8823415957828,0.0,240,986468,-0.03978845700848216
mrpt_small_1m_only_b4k,naive_rw,crps,30,-7.704565231888034e-05,-8.123974948112507e-05,-7.294004970593421e-05,-48.85878379416923,0.0,480,986468,-0.04012394357712307
mrpt_small_1m_only_b4k,naive_rw,crps,60,-0.00011044208819038196,-0.00011696706084061105,-0.00010361934303212194,-38.445664801882906,0.0,960,986468,-0.04189542074366006
mrpt_small_b4k,naive_rw,crps,5,-3.386634996708862e-05,-3.548260026162037e-05,-3.2320287848548866e-05,-65.92674657413797,0.0,240,986468,-0.04096080729303351
mrpt_small_b4k,naive_rw,crps,15,-5.7300136502555946e-05,-6.028978761342354e-05,-5.443681637296607e-05,-63.85226350916639,0.0,240,986468,-0.0411662181903013
mrpt_small_b4k,naive_rw,crps,30,-7.973989088939844e-05,-8.418100506810197e-05,-7.542919352589549e-05,-48.3613792461645,0.0,480,986468,-0.04152705294323438
mrpt_small_b4k,naive_rw,crps,60,-0.00011446311444923953,-0.00012141156887623581,-0.00010710549448902164,-37.71637285780191,0.0,960,986468,-0.043420768459340196
mrpt_small_copula_indep,naive_rw,crps,5,-3.3277641949016094e-05,-3.491109470358117e-05,-3.174790536090396e-05,-66.56575998604976,0.0,240,986468,-0.04024877438415592
mrpt_small_copula_indep,naive_rw,crps,15,-5.622796393714863e-05,-5.916049143294407e-05,-5.3319949386575075e-05,-64.69838124098433,0.0,240,986468,-0.04039593573620551
mrpt_small_copula_indep,naive_rw,crps,30,-7.784466261793696e-05,-8.202937918440052e-05,-7.362203075261006e-05,-48.85674757625952,0.0,480,986468,-0.04054005328859905
mrpt_small_copula_indep,naive_rw,crps,60,-0.00011168831968341265,-0.00011836020573243663,-0.00010463655255000412,-38.14488092673758,0.0,960,986468,-0.04236816979793833
mrpt_small_copula,naive_rw,crps,5,-3.3377150703433554e-05,-3.5005327441111844e-05,-3.178661025658756e-05,-66.8552457567278,0.0,240,986468,-0.040369128627161875
mrpt_small_copula,naive_rw,crps,15,-5.6105367588210575e-05,-5.9025863481724915e-05,-5.3192101870348516e-05,-64.48567612161527,0.0,240,986468,-0.04030785866767194
mrpt_small_copula,naive_rw,crps,30,-7.72389499147785e-05,-8.153962661062062e-05,-7.286325573708594e-05,-48.20732821682654,0.0,480,986468,-0.04022460937198598
mrpt_small_copula,naive_rw,crps,60,-0.00010957415776973401,-0.0001165224320495103,-0.0001025299511150518,-37.3196544477186,0.0,960,986468,-0.04156617751089371
mrpt_small_cross,naive_rw,crps,5,-3.346880485083706e-05,-3.508724796895195e-05,-3.1918684554144824e-05,-66.04309104719337,0.0,240,986468,-0.04047998284892036
mrpt_small_cross,naive_rw,crps,15,-5.672767329205866e-05,-5.9752664325607654e-05,-5.39093532206813e-05,-64.26191094463019,0.0,240,986468,-0.04075494263551793
mrpt_small_cross,naive_rw,crps,30,-7.887381292878603e-05,-8.322364976901495e-05,-7.460064481022554e-05,-48.733832154417804,0.0,480,986468,-0.04107601564029644
mrpt_small_cross,naive_rw,crps,60,-0.00011315700632974328,-0.0001199663801897961,-0.00010616691407676995,-38.10424913604344,0.0,960,986468,-0.04292530563262617
mrpt_small_gaussian,naive_rw,crps,5,-3.129753259373673e-05,-3.2837984076015775e-05,-2.9779634677368858e-05,-64.6162828835174,0.0,240,986468,-0.037853863866797226
mrpt_small_gaussian,naive_rw,crps,15,-5.41567742046628e-05,-5.6883126030544945e-05,-5.1429181090926256e-05,-63.71264605637342,0.0,240,986468,-0.038907927964405176
mrpt_small_gaussian,naive_rw,crps,30,-7.582022728373352e-05,-7.974557492906802e-05,-7.17660321081644e-05,-48.682745708445495,0.0,480,986468,-0.03948576499743212
mrpt_small_gaussian,naive_rw,crps,60,-0.00010934951667198325,-0.00011576015076703178,-0.000102714848863336,-38.43192232673259,0.0,960,986468,-0.04148096150800211
mrpt_small_learnedregime,naive_rw,crps,5,-3.4075859126643384e-05,-3.572871263268748e-05,-3.2536812636301554e-05,-68.53042667983499,0.0,240,986468,-0.0412142052623744
mrpt_small_learnedregime,naive_rw,crps,15,-5.842651113060003e-05,-6.130304309341815e-05,-5.567796621123442e-05,-67.14989022879111,0.0,240,986468,-0.04197544110899389
mrpt_small_learnedregime,naive_rw,crps,30,-8.189350546633742e-05,-8.601545439155075e-05,-7.782296263982141e-05,-51.4412179925752,0.0,480,986468,-0.04264861538279067
mrpt_small_learnedregime,naive_rw,crps,60,-0.00011830468617898504,-0.0001251765898919441,-0.00011148433819081695,-39.97016040631839,0.0,960,986468,-0.04487804137559654
mrpt_small_noregime,naive_rw,crps,5,-3.368654401286156e-05,-3.535283728063268e-05,-3.212204620018911e-05,-65.76752127529312,0.0,240,986468,-0.040743334874293616
mrpt_small_noregime,naive_rw,crps,15,-5.704572994004391e-05,-5.99607348259969e-05,-5.422776729558552e-05,-63.901316525665145,0.0,240,986468,-0.04098344452341923
mrpt_small_noregime,naive_rw,crps,30,-7.936593934531041e-05,-8.368896721359074e-05,-7.500391980950405e-05,-48.924819712408656,0.0,480,986468,-0.04133230593021066
mrpt_small_noregime,naive_rw,crps,60,-0.0001136706609707774,-0.00012035617380617784,-0.00010669392121297257,-38.875912257161225,0.0,960,986468,-0.043120156867836094
mrpt_small_ohlcv,naive_rw,crps,5,-3.322695234585412e-05,-3.487612388009416e-05,-3.168112119325648e-05,-66.19997364989091,0.0,240,986468,-0.040187466121857335
mrpt_small_ohlcv,naive_rw,crps,15,-5.6031205920412516e-05,-5.891998157801281e-05,-5.322230170287175e-05,-63.97769429837492,0.0,240,986468,-0.04025457859568127
mrpt_small_ohlcv,naive_rw,crps,30,-7.755756093141245e-05,-8.185847405681461e-05,-7.327498066097491e-05,-48.399126353827626,0.0,480,986468,-0.04039053606699998
mrpt_small_ohlcv,naive_rw,crps,60,-0.00011096081343379212,-0.00011766156352478781,-0.00010383137867925262,-37.89656125465501,0.0,960,986468,-0.042092195475821624
mrpt_small_returns_only,naive_rw,crps,5,-3.2376787325372713e-05,-3.3843275835241964e-05,-3.097618908936975e-05,-68.67560897993731,0.0,240,986468,-0.039159205160606475
mrpt_small_returns_only,naive_rw,crps,15,-5.448075486197125e-05,-5.705401714090101e-05,-5.1922971713175936e-05,-66.5139269737048,0.0,240,986468,-0.03914068584671147
mrpt_small_returns_only,naive_rw,crps,30,-7.544788884412058e-05,-7.935186019260118e-05,-7.171970036769537e-05,-50.57971056329234,0.0,480,986468,-0.039291858059234096
mrpt_small_returns_only,naive_rw,crps,60,-0.00010752902087117318,-0.00011378633624190056,-0.00010129931790660578,-39.34772668871008,0.0,960,986468,-0.040790369372461104
mrpt_small_seed2,naive_rw,crps,5,-3.3861333045868546e-05,-3.543694828683326e-05,-3.235144017656997e-05,-69.02573326810439,0.0,240,986468,-0.04095473940725605
mrpt_small_seed2,naive_rw,crps,15,-5.7731446401722465e-05,-6.061446689074337e-05,-5.486460899588375e-05,-67.47438935556265,0.0,240,986468,-0.041476084771787256
mrpt_small_seed2,naive_rw,crps,30,-8.01260344643074e-05,-8.457978549930452e-05,-7.577080501921809e-05,-50.49090522739973,0.0,480,986468,-0.04172814933928006
mrpt_small_seed2,naive_rw,crps,60,-0.00011323128055166315,-0.00012054349943050004,-0.00010553678930469528,-37.507479649306504,0.0,960,986468,-0.0429534810305087
mrpt_small_seed3,naive_rw,crps,5,-3.40484652321132e-05,-3.573833335123559e-05,-3.251360123821234e-05,-69.79151299434909,0.0,240,986468,-0.041181072786156944
mrpt_small_seed3,naive_rw,crps,15,-5.7364740058251654e-05,-6.022785302475662e-05,-5.4747478731695836e-05,-66.53973206479166,0.0,240,986468,-0.041212631414282365
mrpt_small_seed3,naive_rw,crps,30,-7.914738700327268e-05,-8.324912295311129e-05,-7.511118400408044e-05,-49.52350376002402,0.0,480,986468,-0.04121848793300199
mrpt_small_seed3,naive_rw,crps,60,-0.00011033682141215488,-0.00011734505657120873,-0.00010362062273060561,-35.7784243457277,0.0,960,986468,-0.04185548853994665
mrpt_small_shuffled,naive_rw,crps,5,-3.286329531789997e-05,-3.4500856437289344e-05,-3.1286436152547826e-05,-65.39711388551866,0.0,240,986468,-0.03974762877719921
mrpt_small_shuffled,naive_rw,crps,15,-5.553933329562208e-05,-5.84270490528787e-05,-5.275362569873266e-05,-63.348623973130934,0.0,240,986468,-0.03990120184948353
mrpt_small_shuffled,naive_rw,crps,30,-7.6743700254104e-05,-8.100185161955227e-05,-7.238698369834635e-05,-47.793362579912454,0.0,480,986468,-0.03996669255457429
mrpt_small_shuffled,naive_rw,crps,60,-0.00010913330922905314,-0.00011572267841915866,-0.00010201589388273512,-36.9826476909865,0.0,960,986468,-0.041398944752090605
mrpt_small_ticker,naive_rw,crps,5,-3.349931481381249e-05,-3.51279612154194e-05,-3.198571933981196e-05,-69.3735683483855,0.0,240,986468,-0.04051688415996122
mrpt_small_ticker,naive_rw,crps,15,-5.559678757111299e-05,-5.8385162253023826e-05,-5.2904899238299024e-05,-66.67151982855493,0.0,240,986468,-0.03994247880596546
mrpt_small_ticker,naive_rw,crps,30,-7.605793592112885e-05,-8.020012928028165e-05,-7.194114398121636e-05,-50.41014067443401,0.0,480,986468,-0.039609559237179355
mrpt_small_ticker,naive_rw,crps,60,-0.00010656761453231029,-0.00011309746963790148,-0.00010005694087462866,-39.02168610206173,0.0,960,986468,-0.040425666714875984
mrpt_small_time_only,naive_rw,crps,5,-3.2286025262233287e-05,-3.374272244154619e-05,-3.087038412639433e-05,-68.71571196023417,0.0,240,986468,-0.03904942990046226
mrpt_small_time_only,naive_rw,crps,15,-5.426504732128896e-05,-5.6812511614013704e-05,-5.1736155394136e-05,-66.4351610458252,0.0,240,986468,-0.03898571477287076
mrpt_small_time_only,naive_rw,crps,30,-7.516386566948722e-05,-7.904713370321643e-05,-7.14599762171926e-05,-50.46180770700967,0.0,480,986468,-0.03914394406940353
mrpt_small_time_only,naive_rw,crps,60,-0.00010720781235423047,-0.00011349026621906982,-0.00010105840322560156,-39.219932604481116,0.0,960,986468,-0.040668521205840386
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