model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff elastic_net,naive_rw,crps,5,-2.5373586290477724e-05,-2.8656495149128528e-05,-2.2043942161790573e-05,-23.461522304489506,0.0,240,1008425,-0.026772228303211684 elastic_net,naive_rw,crps,15,-6.560118778495627e-05,-7.032806304013688e-05,-6.1220483104569e-05,-41.75835182414357,0.0,240,1008425,-0.040988421714703044 elastic_net,naive_rw,crps,30,-9.195289198623538e-05,-9.945807955124174e-05,-8.460365648178613e-05,-34.00801507964278,0.0,480,1008425,-0.04167287071836014 elastic_net,naive_rw,crps,60,-0.00013465655786292635,-0.00014680237605832258,-0.00012262369066391496,-25.380929604208216,0.0,960,1008425,-0.04422341062329011 ewma,naive_rw,crps,5,-3.32247452909235e-05,-3.5433352667765025e-05,-3.111260727140955e-05,-38.95940811103637,0.0,240,1008425,-0.035056158639209606 ewma,naive_rw,crps,15,-5.739826919521642e-05,-6.303718682219668e-05,-5.299067135963365e-05,-35.7524340185557,0.0,240,1008425,-0.03586313819773694 ewma,naive_rw,crps,30,-7.475464490417926e-05,-8.125597620175655e-05,-6.900043602609434e-05,-29.7258659450767,0.0,480,1008425,-0.03387865879362564 ewma,naive_rw,crps,60,-9.566257114711083e-05,-0.00010535387639867552,-8.556014638126152e-05,-19.689062650876487,0.0,960,1008425,-0.03141714917014922 garch_t,naive_rw,crps,5,-3.202135955655518e-05,-3.414243725686687e-05,-2.9881622318290393e-05,-32.359739066655614,0.0,240,1008425,-0.033786439914843584 garch_t,naive_rw,crps,15,-5.895469451256094e-05,-6.571270256952769e-05,-5.388980085692235e-05,-29.077866362091935,0.0,240,1008425,-0.03683561170666001 garch_t,naive_rw,crps,30,-7.586946112917623e-05,-8.24514433695191e-05,-6.990954913995678e-05,-28.86436924330462,0.0,480,1008425,-0.034383891325365734 garch_t,naive_rw,crps,60,-9.395665554720993e-05,-0.00010425851710943232,-8.401433412995995e-05,-17.807150968509948,0.0,960,1008425,-0.030856898653869955 har_rv,naive_rw,crps,5,-2.08571949412579e-05,-2.2653240760066555e-05,-1.9063350494102322e-05,-27.395700444350492,0.0,240,1008425,-0.02200688457435376 har_rv,naive_rw,crps,15,-6.50045251044554e-05,-6.957089537520097e-05,-6.07662556265104e-05,-44.905765711773476,0.0,240,1008425,-0.040615619599443126 har_rv,naive_rw,crps,30,-9.062234491422113e-05,-9.830511978807531e-05,-8.346530421377135e-05,-34.0798215021573,0.0,480,1008425,-0.041069869388885454 har_rv,naive_rw,crps,60,-0.0001330929411782224,-0.00014574095229499576,-0.00012072786456187936,-24.845780831483946,0.0,960,1008425,-0.043709893392473324 lightgbm,naive_rw,crps,5,-2.4375180397875775e-05,-2.7532378044898412e-05,-2.1070005283184738e-05,-22.150441899026262,0.0,240,1008425,-0.02571878831290009 lightgbm,naive_rw,crps,15,-6.187724496992536e-05,-6.708737345269711e-05,-5.723068311409232e-05,-34.11811939903454,0.0,240,1008425,-0.03866165685422092 lightgbm,naive_rw,crps,30,-9.317034723658858e-05,-0.00010087062639740053,-8.576818979000356e-05,-34.626463360207325,0.0,480,1008425,-0.04222461905555167 lightgbm,naive_rw,crps,60,-0.00013417970333197274,-0.00014791073462339837,-0.0001213256297116169,-24.891746680247113,0.0,960,1008425,-0.044066803815091406 mlp,naive_rw,crps,5,-3.63841273871098e-05,-3.87409839181085e-05,-3.424106375925288e-05,-52.7643221075641,0.0,240,1008425,-0.03838969209434922 mlp,naive_rw,crps,15,-6.153086374854608e-05,-6.620718509437949e-05,-5.752262754691653e-05,-49.83379859846124,0.0,240,1008425,-0.03844523364520085 mlp,naive_rw,crps,30,-8.396873756473825e-05,-9.038996532202718e-05,-7.819665236104941e-05,-40.97739987020357,0.0,480,1008425,-0.03805446755761693 mlp,naive_rw,crps,60,-0.00011713242555746828,-0.0001269268103606238,-0.00010800698975358196,-29.878369860893642,0.0,960,1008425,-0.038468199655028 mrpt_base,naive_rw,crps,5,-3.729903498900894e-05,-3.9571181411804684e-05,-3.5087149042654254e-05,-42.71475892339853,0.0,240,1008425,-0.039355031203845925 mrpt_base,naive_rw,crps,15,-6.196726713795078e-05,-6.630017819488878e-05,-5.8052489405653494e-05,-49.15157135369117,0.0,240,1008425,-0.03871790380204743 mrpt_base,naive_rw,crps,30,-8.478042578313492e-05,-9.10699714047063e-05,-7.872467681097616e-05,-40.347775641993664,0.0,480,1008425,-0.03842232306991473 mrpt_base,naive_rw,crps,60,-0.00011859514443635547,-0.00012877470575196334,-0.00010899967367258124,-30.088229634545197,0.0,960,1008425,-0.038948580400192404 mrpt_small_1m_only,naive_rw,crps,5,-3.760992279744508e-05,-3.997057840349865e-05,-3.5394285605346956e-05,-42.42200852109671,0.0,240,1008425,-0.03968305576012479 mrpt_small_1m_only,naive_rw,crps,15,-6.261404880641822e-05,-6.72001795243046e-05,-5.858062550741685e-05,-46.13755787888525,0.0,240,1008425,-0.03912202087186918 mrpt_small_1m_only,naive_rw,crps,30,-8.565135782615565e-05,-9.222204511308983e-05,-7.97904765579015e-05,-39.51010909726733,0.0,480,1008425,-0.03881702776760616 mrpt_small_1m_only,naive_rw,crps,60,-0.00011950236662271128,-0.00012977406973164942,-0.00010940985199937151,-28.5151038315074,0.0,960,1008425,-0.039246526968191066 mrpt_small,naive_rw,crps,5,-3.749261090870432e-05,-3.998729490965597e-05,-3.520424195868352e-05,-42.264196396795484,0.0,240,1008425,-0.039559277409201364 mrpt_small,naive_rw,crps,15,-6.228374495158765e-05,-6.693418323011426e-05,-5.826592131738208e-05,-46.234843270766326,0.0,240,1008425,-0.03891564299742935 mrpt_small,naive_rw,crps,30,-8.503673745420499e-05,-9.142831359522746e-05,-7.908362946459724e-05,-39.57523904821543,0.0,480,1008425,-0.03853848301770309 mrpt_small,naive_rw,crps,60,-0.00011908783323205458,-0.00012942031732640698,-0.00010839647712024708,-28.72596698276453,0.0,960,1008425,-0.039110387439281254 ridge,naive_rw,crps,5,-2.536635076229095e-05,-2.8697580008762417e-05,-2.210244896430475e-05,-23.47526189434443,0.0,240,1008425,-0.026764593938471398 ridge,naive_rw,crps,15,-6.569140176725632e-05,-7.04464903961704e-05,-6.133391048229064e-05,-41.880116438768084,0.0,240,1008425,-0.04104478851042629 ridge,naive_rw,crps,30,-9.191141174626101e-05,-9.952489144425841e-05,-8.452959164332777e-05,-33.97160233184346,0.0,480,1008425,-0.04165407195477066 ridge,naive_rw,crps,60,-0.00013456187319519877,-0.00014673815684794844,-0.00012253928786875923,-25.362049349614058,0.0,960,1008425,-0.044192314633558154 seasonal_vol,naive_rw,crps,5,-2.3893974178956534e-05,-2.6409797337204522e-05,-2.0971710958715022e-05,-27.705906877411753,0.0,240,1008425,-0.025211057060157707 seasonal_vol,naive_rw,crps,15,-4.558642461077737e-05,-4.983680597839e-05,-4.1709757274936934e-05,-31.89260070013279,0.0,240,1008425,-0.028482953731526036 seasonal_vol,naive_rw,crps,30,-6.376027878788857e-05,-6.996666632867022e-05,-5.7215667103670177e-05,-26.275330428283635,0.0,480,1008425,-0.028896033583065812 seasonal_vol,naive_rw,crps,60,-9.35957438656127e-05,-0.00010375173080171258,-8.353996980341521e-05,-20.033059236560973,0.0,960,1008425,-0.03073836936909302 tcn,naive_rw,crps,5,-3.68272193158375e-05,-3.9108744745387876e-05,-3.466057765399668e-05,-47.54864010437369,0.0,240,1008425,-0.038857208122214 tcn,naive_rw,crps,15,-5.9883550697938594e-05,-6.483901268091263e-05,-5.56474254871392e-05,-46.32985047226067,0.0,240,1008425,-0.03741597237274082 tcn,naive_rw,crps,30,-7.945841359956196e-05,-8.534663353252052e-05,-7.370035124655329e-05,-39.03567461616253,0.0,480,1008425,-0.03601039756222354 tcn,naive_rw,crps,60,-0.00010795076641210776,-0.00011690557019997825,-9.908000548279887e-05,-28.618878998597648,0.0,960,1008425,-0.035452792986147466